BARCLAYS GLOBAL INVESTORS NA /CA/
13F-HR, 2000-05-11
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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: March 31, 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       May 10, 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: March 31, 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        May 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: March 31, 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        April 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: March 31, 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        April 25, 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: March 31, 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: Vivien Lin
Title: Compliance Manager
Phone: 415-908-7715

Signature, Place, and Date of Signing:

Vivien Lin                     San Francisco,CA        May 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: March 31, 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        April 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
<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 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        May 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: March 31, 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        May 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: March 31, 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        April 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
*   File Number not yet available.
<PAGE>

						FORM 13F SUMMARY PAGE




Report Summary:

Number of Other Included Managers:              8
Form 13F Information Table Entry Total:		15,202
Form 13F Information Table Value Total:		$448,821,015
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           76       390442 SH       D       4        390442            0            0
FLEMING POLAND FUND LIMITED    COM  000343051          151         7700 SH       D       2          7700            0            0
AAON INC COM                   COM  000360206         1496        85196 SH       D       6         85196            0            0
AAR CORP COM                   COM  000361105         9007       539752 SH       D       6        539752            0            0
AAR Corp.                      COM  000361105           71         4297 SH       D       7          4297            0            0
ABC BANCORP COM                COM  000400101          834        82975 SH       D       6         82975            0            0
F & C LATIN AMERICAN INVESTMEN COM  000505840         7446      2013300 SH       D       4       2013300            0            0
DAIMLERCHRYSLER (US LISTING)   COM  000710000        12607       120391 SH       D       3         87595            0        32796
DAIMLERCHRYSLER (US LISTING)   COM  000710000         1697        16211 SH       D       4         16211            0            0
ABC-NACO INC                   COM  000752105         1909       218199 SH       D       6        218199            0            0
ABC-NACO Inc.                  COM  000752105           36         4202 SH       D       7          4202            0            0
A.B. WATLEY GROUP INC COM      COM  000788109         1394        53626 SH       D       6         53626            0            0
A B WATLEY GROUP INC           COM  000788109            5          200 SH       D       7           200            0            0
AC MOORE ARTS & CRAF COM       COM  00086T103           27         3600 SH       D       6          3600            0            0
A.C. MOORE ARTS & CRAFTS INC   COM  00086T103           15         2000 SH       D       7          2000            0            0
ACSYS INC- COM COM             COM  00087X103           27         7241 SH       D       6          7241            0            0
ACSYS INC                      COM  00087X103            2          645 SH       D       7           645            0            0
CONSULTING TEAM COM            COM  000881102           32         3236 SH       D       6          3236            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101         1482        19200 SH       D       1         19200            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101          725         9400 SH       D       2          9400            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101        34674       449046 SH       D       3        424646            0        24400
ADC TELECOMMUNICATIONS INC COM COM  000886101          571         7400 SH       D       4          7400            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101       406948      7553567 SH       D       6       6879627            0       673940
ADC TELECOMMUNICATIONS INC     COM  000886101        14648       271891 SH       D       7        203239            0        68652
ADC TELECOMMUNICATIONS INC     COM  000886101          869        16132 SH       S       7         16132            0            0
ACTV INC COM                   COM  00088E104        23433       668347 SH       D       6        668347            0            0
ACTV Inc                       COM  00088E104          233         6666 SH       D       7          6666            0            0
ADE CORP MASS COM              COM  00089C107         2532       115102 SH       D       6        115102            0            0
ADE CORP                       COM  00089C107           15          686 SH       D       7           686            0            0
AER ENERGY RES INC COM         COM  000944108           22        14000 SH       D       6         14000            0            0
ACT TELECONFERENCING COM       COM  000955104           26         2110 SH       D       6          2110            0            0
ABM INDUSTRIES COM             COM  000957100         8161       347305 SH       D       6        347305            0            0
ABM Industries Inc.            COM  000957100           76         3249 SH       D       7          3249            0            0
ACT MFG INC COM                COM  000973107         4228        75591 SH       D       6         75591            0            0
ACT MANUFACTURING INC          COM  000973107           41          734 SH       D       7           734            0            0
ACT NETWORKS INC COM           COM  000975102         2177       215037 SH       D       6        215037            0            0
ACT Networks Inc               COM  000975102           15         1550 SH       D       7          1550            0            0
AEP INDS INC COM               COM  001031103         1899        60075 SH       D       6         60075            0            0
AEP Industries Inc.            COM  001031103           25          791 SH       D       7           791            0            0
AFLAC INC                      COM  001055102           13          300 SH       D       1             0          300            0
AFLAC INC COM STOCK US$0.10    COM  001055102          265         3740 SH       D       2          3740            0            0
AFLAC INC COM STOCK US$0.10    COM  001055102        29863       420961 SH       D       3        389461            0        31500
AFLAC INC                      COM  001055102         3177        69745 SH       D       5         69745            0            0
AFLAC CORP COM                 COM  001055102       313416      6878817 SH       D       6       6335722            0       543095
AFLAC Incorporated             COM  001055102        10513       230746 SH       D       7        197358            0        33388
AFLAC CORP                     COM  001055102          653        14340 SH       S       7         14340            0            0
AGCO CORP COM                  COM  001084102        14427      1268314 SH       D       6       1268314            0            0
AGCO CORPORATION               COM  001084102          154        13558 SH       D       7         13558            0            0
AGL RESOURCES INC COM          COM  001204106        20155      1096882 SH       D       6       1096882            0            0
AGL RESOURCES INC              COM  001204106          209        11409 SH       D       7         11409            0            0
AG SERVICES COM                COM  001250109         1345        55479 SH       D       6         55479            0            0
A G SERVICES OF AMERICA INC    COM  001250109           17          733 SH       D       7           733            0            0
AHL SERVICES INC COM           COM  001296102         1536       151797 SH       D       6        151797            0            0
AHL Services Inc.              COM  001296102           17         1727 SH       D       7          1727            0            0
AES CORP COM USD.01            COM  00130H105          406         3200 SH       D       2          3200            0            0
AES CORP COM USD.01            COM  00130H105        38120       300310 SH       D       3        296710            0         3600
AES CORPORATION                COM  00130H105         4248        53950 SH       D       5         53950            0            0
AES CORP COM                   COM  00130H105       384126      4877797 SH       D       6       4475563            0       402234
AES Corp                       COM  00130H105        12963       164610 SH       D       7        130722            0        33888
AES CORPORATION                COM  00130H105          874        11101 SH       S       7         11101            0            0
AHT CORP COM                   COM  00130R103           25         7700 SH       D       6          7700            0            0
AHT CORPORATION                COM  00130R103           10         3000 SH       D       7          3000            0            0
AK STEEL HOLDING CORP COM STOC COM  001547108         2381       151280 SH       D       3        151280            0            0
AK STL HLDG COM                COM  001547108        18703      1802733 SH       D       6       1797298            0         5435
AK STEEL HOLDING CORP          COM  001547108          144        13929 SH       D       7          9334            0         4595
AMBI INC COM                   COM  00163N102         1056       203699 SH       D       6        203699            0            0
AMB PROPERTY CORP COM          COM  00163T109        23878      1110628 SH       D       6       1090296            0        20332
AMB PROPERTY CORP              COM  00163T109          297        13837 SH       D       7          7160            0         6677
AMC ENTERTAINMENT INC        C COM  001669100         2463       486553 SH       D       6        482353            0         4200
AMC Entertainment Inc.         COM  001669100           14         2806 SH       D       7          2806            0            0
AMFM INC                       COM  001693100        20899       332400 SH       D       1        332400            0            0
AMFM INC CLASS 'A' ORD USD0.01 CLA  001693100          200         2000 SH       D       2          2000            0            0
AMFM INC CLASS 'A' ORD USD0.01 CLA  001693100        18107       180650 SH       D       3        178050            0         2600
AMFM INC                       COM  001693100         3449        55528 SH       D       5         55528            0            0
AMFM INCORPORATED COM          COM  001693100       154833      2492290 SH       D       6       2475923            0        16367
AMFM INC                       COM  001693100         3587        57751 SH       D       7         44015            0        13736
AMFM INC                       COM  001693100        28325       450500 SH       D       9        450500            0            0
AML COMMUNICATIONS INC COM     COM  001733104           14         3450 SH       D       6          3450            0            0
AMLI RESIDENTIAL PPT COM       COM  001735109         7365       359282 SH       D       6        357482            0         1800
AMLI Residential Properties    COM  001735109           51         2510 SH       D       7          2510            0            0
AMR CORP                       COM  001765106          106         3350 SH       D       1             0         3350            0
AMR CORP COM STOCK US$1        COM  001765106          111         2240 SH       D       2          2240            0            0
AMR CORP COM STOCK US$1        COM  001765106        12002       241404 SH       D       3        222404            0        19000
AMR CORP COM STOCK US$1        COM  001765106          596        12000 SH       D       4         12000            0            0
AMR CORP/DEL                   COM  001765106         1246        39109 SH       D       5         39109            0            0
AMR CORP COM                   COM  001765106       123670      3879851 SH       D       6       3574352            0       305499
AMR Corporation                COM  001765106         3719       116702 SH       D       7        114117            0         2585
AMR CORP - DEL                 COM  001765106          254         7996 SH       S       7          7996            0            0
AMR CORP.                      COM  001765148          406        12768 SH       D       7             0            0        12768
APA OPTICS INC COM             COM  001853100           15          540 SH       D       6           540            0            0
APA OPTICS INC                 COM  001853100           17          600 SH       D       7           600            0            0
APAC CUSTOMER SERVICES INC     COM  00185E106         2973       342329 SH       D       6        342329            0            0
APAC TELESERVICES INC          COM  00185E106           29         3428 SH       D       7          3428            0            0
APS HOLDING CORP COM           COM  001937101            0         7100 SH       D       6          7100            0            0
ARM FINL GROUP INC COM         COM  001944107            6       171604 SH       D       6        171604            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        13540       219492 SH       D       1         72017       147475            0
AT & T CORP USD COM            COM  001957109         5308        57602 SH       D       2         57602            0            0
AT & T CORP USD COM            COM  001957109       459584      4986559 SH       D       3       4744774            0       241785
AT & T CORP USD COM            COM  001957109        11034       119721 SH       D       4        119721            0            0
A T & T CORP                   COM  001957109        47047       836401 SH       D       5        836401            0            0
AT&T COM                       COM  001957109      4911240     87310948 SH       D       6      80171781            0      7139167
AT + T CORP                    COM  001957109       162115      2882054 SH       D       7       2550845            0       331208
AT & T CORPORATION             COM  001957109         9668       171878 SH       S       7        171878            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208         4128        44600 SH       D       1         44600            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208         2273        24562 SH       D       2         24562            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208       140884      1522037 SH       D       3       1465737            0        56300
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208         3646        39400 SH       D       4         39400            0            0
AT&T CORP - LIBERTY MEDIA-A    COM  001957208        19855       335120 SH       D       5        335120            0            0
AT&T LIBERTY MEDIA GRP CL A CO COM  001957208      1042631     17597157 SH       D       6      17465786            0       131371
AT+T CORP                      COM  001957208        27798       469176 SH       D       7        316448            0       152728
AT&T LIBERTY MEDIA GRP CL A CO COM  001957307        12784       194817 SH       D       6        194817            0            0
AT & T CORP - LIBERTY MEDIA B  COM  001957307            6          100 SH       D       7           100            0            0
ASV INC COM                    COM  001963107         1537       102502 SH       D       6        102502            0            0
A.S.V. Inc                     COM  001963107           20         1376 SH       D       7          1376            0            0
AMB FINANCIAL CORP COM         COM  001984103            7          539 SH       D       6           539            0            0
AMB FINANCIAL CORP             COM  001984103            5          400 SH       D       7           400            0            0
ARV ASSISTED LIVING COM        COM  00204C107            7         5236 SH       D       6          5236            0            0
ARV ASSISTED LIVING INC        COM  00204C107            1          710 SH       D       7           710            0            0
ASB FINANCIAL CORP COM         COM  00205P107            3          484 SH       D       6           484            0            0
ASB FINANCIAL CORP             COM  00205P107            3          400 SH       D       7           400            0            0
ASI SOLUTIONS INC COM          COM  00206F108            2          646 SH       D       6           646            0            0
ASI SOLUTIONS INC              COM  00206F108            1          300 SH       D       7           300            0            0
ATG INC COM                    COM  00206P106          671       162835 SH       D       6        162835            0            0
ATG INCORPORATED               COM  00206P106            3          810 SH       D       7           810            0            0
ATEC GROUP INC COM             COM  00206X604           84        19600 SH       D       6         19600            0            0
ATEC GROUP INC                 COM  00206X604            5         1299 SH       D       7          1299            0            0
ATMI INC COM                   COM  00207R101        14752       308951 SH       D       6        308951            0            0
ATMI Inc.                      COM  00207R101          170         3580 SH       D       7          3580            0            0
ASD SYSTEMS ASD SYSTEMS        COM  00207W100          271        58770 SH       D       6         58770            0            0
ASD SYSTEMS INC.               COM  00207W100            4          900 SH       D       7           900            0            0
ATS MED INC. COM               COM  002083103         2241       201495 SH       D       6        201495            0            0
ATS MEDICAL INC                COM  002083103            8          795 SH       D       7           795            0            0
AMDOCS LIMITED USD0.01         COM  002256908          513         4584 SH       D       3          4584            0            0
AVI BIOPHARMA, INC. COM        COM  002346104           82         6619 SH       D       6          6619            0            0
AVI BIOPHARMA INC              COM  002346104           36         2900 SH       D       7          2900            0            0
AVT CORP COM                   COM  002420107         7937       671986 SH       D       6        671986            0            0
AVT Corp.                      COM  002420107           52         4416 SH       D       7          4416            0            0
AVX CORP US$0.01               COM  002444107         5930        50100 SH       D       1         50100            0            0
AVX CORP US$0.01               COM  002444107         1361        11500 SH       D       2         11500            0            0
AVX CORP US$0.01               COM  002444107         8033        67870 SH       D       3         67870            0            0
AVX CORPORATION COM            COM  002444107       144637      1907827 SH       D       6       1752662            0       155165
AVX CORP NEW                   COM  002444107         7863       103728 SH       D       7        101845            0         1883
AVX CORP                       COM  002444107        18562       250000 SH       D       9        250000            0            0
AXA FINANCIAL INC USD0.01      COM  002451102          426         7340 SH       D       2          7340            0            0
AXA FINANCIAL INC USD0.01      COM  002451102        30065       517578 SH       D       3        483978            0        33600
AXA FINANCIAL INC. COM         COM  002451102       115071      3207574 SH       D       6       3076296            0       131278
AXA FINANCIAL INC              COM  002451102         3857       107535 SH       D       7         90862            0        16673
AARON RENTS INC COMMON         COM  002535201         8783       583114 SH       D       6        554314            0        28800
Aaron Rents Inc.               COM  002535201           30         2030 SH       D       7          2030            0            0
AARON RENTS INC COMM           COM  002535300           25         1484 SH       D       6          1484            0            0
AARON RENTS INC-CL A           COM  002535300           21         1271 SH       D       7          1271            0            0
AAMES FIN COM                  COM  00253A101           56        90575 SH       D       6         90575            0            0
AASTROM BIOSCIENCES COM        COM  00253U107           36         8500 SH       D       6          8500            0            0
ABATIX ENVIRONMENTAL CORP      COM  002564102            1          900 SH       D       6           900            0            0
ABAXIS INC COM                 COM  002567105         1457       174089 SH       D       6        174089            0            0
ABBOTT LABORATORIES COM STOCK  COM  002824100         3169        58120 SH       D       1         51800         6320            0
ABBOTT LABORATORIES COM STOCK  COM  002824100         2235        39500 SH       D       2         39500            0            0
ABBOTT LABORATORIES COM STOCK  COM  002824100       148934      2631619 SH       D       3       2506019            0       125600
ABBOTT LABORATORIES COM STOCK  COM  002824100         3197        56500 SH       D       4         56500            0            0
ABBOTT LABORATORIES            COM  002824100        14131       401577 SH       D       5        401577            0            0
ABBOTT LABORATORIES COM        COM  002824100      1427092     40556626 SH       D       6      37191073            0      3365553
ABBOTT LABS                    COM  002824100        47761      1357332 SH       D       7       1073873            0       283459
ABBOTT LABORATORIES            COM  002824100         2910        82720 SH       S       7         82720            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207         1235        53700 SH       D       1         53700            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207          266        11600 SH       D       2         11600            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207         1740        75600 SH       D       3         75600            0            0
ABERCROMBIE & FITCH CO COM     COM  002896207        61957      3872356 SH       D       6       3670656            0       201700
ABERCROMBIE AND FITCH CO       COM  002896207         3218       201187 SH       D       7        180628            0        20559
ABIGAIL ADAMS NATIONAL BANCO   COM  003390101            8         1000 SH       D       6          1000            0            0
ABGENIX INC COM                COM  00339B107        35509       257080 SH       D       6        245680            0        11400
Abgenix Inc.                   COM  00339B107          290         2106 SH       D       7          2106            0            0
ABINGTON BANCORP INC COM       COM  00350P100            4          430 SH       D       6           430            0            0
ABINGTON BANCORP               COM  00350P100            1          200 SH       D       7           200            0            0
ABIOMED INC COM                COM  003654100         3411        84236 SH       D       6         84236            0            0
ABIOMED INC                    COM  003654100           15          386 SH       D       7           386            0            0
ABLE ENERGY COM                COM  003709102            2          400 SH       D       6           400            0            0
ABLE ENERGY INC                COM  003709102            2          400 SH       D       7           400            0            0
ABLE TELCOM HLDG CORP COM      COM  003712304          580       129082 SH       D       6        129082            0            0
ABLE TELECOM HOLDING CORP      COM  003712304            3          695 SH       D       7           695            0            0
ABLEST INC COM                 COM  00371W100           15         2371 SH       D       6          2371            0            0
ABLEST INC.                    COM  00371W100            5          800 SH       D       7           800            0            0
ABOUT COM INC COM              COM  003736105         6801        77176 SH       D       6         77176            0            0
About Com Inc                  COM  003736105          136         1548 SH       D       7          1548            0            0
ABRAMS INDS INC COM            COM  003788106            2          715 SH       D       6           715            0            0
ABRAMS INDUSTRIES              COM  003788106            1          300 SH       D       7           300            0            0
ABRAXAS PETE CORP COM          COM  003830106            8         3600 SH       D       6          3600            0            0
ACACIA RESH CORP COM           COM  003881109         4948       115919 SH       D       6        115919            0            0
ACACIA RESEARCH CORP           COM  003881109           25          600 SH       D       7           600            0            0
ABITIBI-CONSOLIDATED INC COM   COM  003924107            0       458500 SH       D       6        458500            0            0
ACADIA REALTY TRUST COM        COM  004239109          888       169330 SH       D       6        169330            0            0
ACADIA REALTY TRUST            COM  004239109            7         1437 SH       D       7          1437            0            0
ACCELERIGHT TECH COM           COM  004304200            5         4126 SH       D       6          4126            0            0
ACCERL8 TECHNOLOGY CORP        COM  004304200            2         1600 SH       D       7          1600            0            0
ACCENT COLOR SCIENCES INC      COM  004305108            2         2800 SH       D       7          2800            0            0
ACCEPTANCE INS.CO COM          COM  004308102          861       158455 SH       D       6        158455            0            0
Acceptance Insurance Cos. Inc. COM  004308102           10         1907 SH       D       7          1907            0            0
ACCESS WORLDWIDE COMMUNICATION COM  004319109            7         3200 SH       D       6          3200            0            0
ACCESS WORLDWIDE COMM INC      COM  004319109            1          601 SH       D       7           601            0            0
ACCESS ANYTIME BANCORP COM     COM  00431F105            7         1336 SH       D       6          1336            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         3369      1017333 SH       D       6       1017333            0            0
Acclaim Entertainment Inc.     COM  004325205           31         9594 SH       D       7          9594            0            0
ACCREDO HEALTH INC COM         COM  00437V104         4717       142403 SH       D       6        142403            0            0
Accredo Health Inc             COM  00437V104           43         1309 SH       D       7          1309            0            0
ACCRUE SOFTWARE INC COM        COM  00437W102         3863        84358 SH       D       6         84358            0            0
ACCRUE SOFTWARE INC            COM  00437W102           68         1500 SH       D       7          1500            0            0
ACCUMED INT`L INC COM          COM  004383303           72        32400 SH       D       6         32400            0            0
ACE CASH EXPRESS COM           COM  004403101         1240        72445 SH       D       6         72445            0            0
ACE CASH EXPRESS INC           COM  004403101            6          366 SH       D       7           366            0            0
ACE COMM CORP COM              COM  004404109          380        34770 SH       D       6         34770            0            0
ACE*COMM CORP                  COM  004404109           24         2200 SH       D       7          2200            0            0
ACETO CORP COM                 COM  004446100          801        89005 SH       D       6         89005            0            0
ACETO CORP                     COM  004446100            2          299 SH       D       7           299            0            0
ACKERLEY (THE) GROUP INC COM   COM  004527107         4560       301524 SH       D       6        301524            0            0
Ackerley Group Inc.            COM  004527107           35         2317 SH       D       7          2317            0            0
ACMAT CORP COM                 COM  004616207            6          762 SH       D       6           762            0            0
ACMAT CORP - CL A              COM  004616207            2          300 SH       D       7           300            0            0
ACLARRA BIOSCIENCE COM         COM  00461P106         1950        49460 SH       D       6         49460            0            0
ACLARA BIOSCIENCES INC.        COM  00461P106           21          540 SH       D       7           540            0            0
ACME COMMUNICATIONS INC COM    COM  004631107         1582        69187 SH       D       6         69187            0            0
ACME COMMUNICATIONS INC        COM  004631107           18          800 SH       D       7           800            0            0
ACME ELEC CORP COM             COM  004644100           98        16400 SH       D       6         16400            0            0
ACME ELECTRIC CORP             COM  004644100            3          500 SH       D       7           500            0            0
ACME METAL COM                 COM  004724100            3         9044 SH       D       6          9044            0            0
ACNIELSEN CORP COM USD.01      COM  004833109          321         9200 SH       D       3          9200            0            0
AC NIELSON COM                 COM  004833109        31970      1420902 SH       D       6       1392799            0        28103
ACNIELSON CORP                 COM  004833109         1010        44919 SH       D       7         36203            0         8716
ACORN PRODS INC COM            COM  004857108            6         5239 SH       D       6          5239            0            0
ACTIVISION INC NEW COM         COM  004930202         5129       425251 SH       D       6        425251            0            0
Activision Inc.                COM  004930202           45         3799 SH       D       7          3799            0            0
ACTRADE INT`L COM              COM  004931101         1141        70810 SH       D       6         70810            0            0
ACTRADE INTERNATIONAL LTD      COM  004931101            8          515 SH       D       7           515            0            0
ACTION PERFORMANCE COM         COM  004933107         3760       282478 SH       D       6        282478            0            0
Action Performance Cos. Inc.   COM  004933107           43         3248 SH       D       7          3248            0            0
ACTEL CORP COM                 COM  004934105        18340       513911 SH       D       6        513911            0            0
Actel Corp.                    COM  004934105          129         3639 SH       D       7          3639            0            0
ACRES GAMING INC COM           COM  004936100           11         7200 SH       D       6          7200            0            0
ACRES GAMING INC               COM  004936100            5         3300 SH       D       7          3300            0            0
ACTIVE VOICE CORP COM          COM  004938106         1334        92008 SH       D       6         92008            0            0
ACTIVE VOICE CORP              COM  004938106            8          600 SH       D       7           600            0            0
ACTIVE SOFTWARE INC COM        COM  00504E100         8484       133378 SH       D       6        124678            0         8700
ACTIVE SOFTWARE INC            COM  00504E100           95         1500 SH       D       7          1500            0            0
ACTUATE SOFTWARE CORP COM      COM  00508B102        21753       404251 SH       D       6        404251            0            0
Actuate Corporation            COM  00508B102          226         4208 SH       D       7          4208            0            0
ACUSON COM                     COM  005113105         7780       525270 SH       D       6        525270            0            0
Acuson Corp.                   COM  005113105           52         3545 SH       D       7          3545            0            0
ACX TECHNOLOGIES COM           COM  005123104         2492       604153 SH       D       6        604153            0            0
ACX Technologies Inc.          COM  005123104           20         4855 SH       D       7          4855            0            0
ACXIOM CORP                    COM  005125109        31910       959727 SH       D       6        959727            0            0
ACXIOM CORP                    COM  005125109          633        19030 SH       D       7          6372            0        12658
ADAC LABS COM                  COM  005313200         4616       335726 SH       D       6        335726            0            0
ADAC LABORATORIES              COM  005313200           12          896 SH       D       7           896            0            0
ADAM.COM, INC COM              COM  00547M101          248        28441 SH       D       6         28441            0            0
ADAM.COM                       COM  00547M101            2          300 SH       D       7           300            0            0
BASF S E ASIA FUND             COM  006078089         6568       130674 SH       D       4        130674            0            0
ADAMS GOLF INC COM             COM  006228100          140        84764 SH       D       6         84764            0            0
ADAMS GOLF INC.                COM  006228100            1          829 SH       D       7           829            0            0
ADAMS RES & ENERGY INC COM     COM  006351308           43         3976 SH       D       6          3976            0            0
ADAMS RESOURCES & ENERGY INC   COM  006351308           11         1100 SH       D       7          1100            0            0
ADAPTIVE BROADBAND             COM  00650M104           12          400 SH       D       1             0          400            0
ADAPTIVE BROADBAND CORP COM    COM  00650M104        22872       427525 SH       D       6        427391            0          134
Adaptive Broadband Corp.       COM  00650M104          297         5556 SH       D       7          5556            0            0
ADATOM.COM INC                 COM  00650Q105           30         4500 SH       D       6          4500            0            0
ADAPTEC INC COM USD.001        COM  00651F108          118         1800 SH       D       2          1800            0            0
ADAPTEC INC COM USD.001        COM  00651F108         9594       145238 SH       D       3        141538            0         3700
ADAPTEC INC COM                COM  00651F108        96273      2492517 SH       D       6       2285244            0       207273
Adaptec Inc.                   COM  00651F108         3465        89714 SH       D       7         69896            0        19818
ADAPTEC INC                    COM  00651F108          213         5537 SH       S       7          5537            0            0
ADECCO SA-SPONSORED ADR        COM  006754105           17          194 SH       D       7           194            0            0
ADELPHIA BUSINESS SOLUTIONS IN COM  006847107        23449       380525 SH       D       6        380525            0            0
Adelphia Business Solutions    COM  006847107          204         3322 SH       D       7          3322            0            0
ADELPHIA COMMUNICATIONS CORP C COM  006848105        34791       710023 SH       D       6        708628            0         1395
ADELPHIA COMMUNICATIONS CL A   COM  006848105          838        17115 SH       D       7          7197            0         9918
ADELPHIA COMMUNICATIONS        CVP  006848402        10737        72000 SH       D       1         72000            0            0
ADEPT TECHNOLOGY INC COM       COM  006854103         1474       122909 SH       D       6        122909            0            0
ADEPT TECHNOLOGY INC           COM  006854103            4          381 SH       D       7           381            0            0
ADMINSTAFF COM                 COM  007094105         6013       153208 SH       D       6        153208            0            0
Administaff Inc.               COM  007094105           80         2063 SH       D       7          2063            0            0
AFP PROVIDA SPN ADR REP 1 COM  ADR  00709P108         1279        37765 SH       D       3         37765            0            0
AFP PROVIDA ADR                COM  00709P108         1273        59569 SH       D       6         59569            0            0
ADOBE SYSTEMS INC COM NPV      COM  00724F101         1042         6100 SH       D       1          6100            0            0
ADOBE SYSTEMS INC COM NPV      COM  00724F101          410         2400 SH       D       2          2400            0            0
ADOBE SYSTEMS INC COM NPV      COM  00724F101        34504       201925 SH       D       3        187325            0        14600
ADOBE SYSTEMS INC COM NPV      COM  00724F101          563         3300 SH       D       4          3300            0            0
ADOBE SYSTEMS INC              COM  00724F101         3595        32299 SH       D       5         32299            0            0
ADOBE SYS INC COM              COM  00724F101       374804      3367140 SH       D       6       3058588            0       308552
ADOBE SYS INC                  COM  00724F101        18940       170189 SH       D       7        142026            0        28163
ADOBE SYSTEMS INC              COM  00724F101          711         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        26066       438546 SH       D       6        438546            0            0
ADTRAN INC                     COM  00738A106          383         6445 SH       D       7          6445            0            0
ADVANCE PARADIGM, INC          COM  007491103         3569       300606 SH       D       6        300606            0            0
Advance Paradigm Inc.          COM  007491103           35         2994 SH       D       7          2994            0            0
ADVANCED AERODYNAMICS & STRU   COM  00750B107           16         3300 SH       D       6          3300            0            0
ADVANCED DEPOSITION TECH COM   COM  007521107            3         1900 SH       D       6          1900            0            0
ADVANCED DIGITAL INFO. CORP.   COM  007525108        42043      1227542 SH       D       6       1167642            0        59900
Advanced Digital Information   COM  007525108          263         7680 SH       D       7          7680            0            0
ADVANCED LTG TECHNOLOGIES COM  COM  00753C102         2942       156939 SH       D       6        156939            0            0
ADVANCED LIGHTING TECHS        COM  00753C102           23         1245 SH       D       7          1245            0            0
ADVANCED MAGNETICS INC         COM  00753P103           97        11252 SH       D       6         11252            0            0
ADVANCED MARKETING SVCS INC CO COM  00753T105          348        16807 SH       D       6         16807            0            0
ADVANCED MARKETING SERVICES    COM  00753T105           22         1066 SH       D       7          1066            0            0
ADVANCED MATLS GROUP COM       COM  00753U102           31        20725 SH       D       6         20725            0            0
ADVANCED TECHNICAL PROD INC CO COM  007548100          147        36829 SH       D       6         36829            0            0
ADVANCED TECHNICAL PRODUCTS    COM  007548100            0          200 SH       D       7           200            0            0
ADVANCED FIBRE COMMUNICATION C COM  00754A105       120476      1921859 SH       D       6       1869459            0        52400
ADVANCED FIBRE COMMUNICATION   COM  00754A105         1179        18812 SH       D       7         18812            0            0
ADVANCED POLYMER SYS INC COM   COM  00754G102         1131       226311 SH       D       6        226311            0            0
ADVANCED POLYMER SYSTEMS       COM  00754G102            4          937 SH       D       7           937            0            0
ADVANCED RADIO TELECOM COM     COM  00754U101        16768       506215 SH       D       6        506215            0            0
Advanced Radio Telecom Corp    COM  00754U101          140         4234 SH       D       7          4234            0            0
ADVANCED TISSUE SCIENCES INC C COM  00755F103         3792       561845 SH       D       6        561845            0            0
ADVANCED TISSUE SCIENCES INC   COM  00755F103           25         3800 SH       D       7          3800            0            0
ADVEST GROUP INC COM           COM  007566102         2179       114731 SH       D       6        114531            0          200
Advest Group Inc.              COM  007566102           22         1169 SH       D       7          1169            0            0
ADVANTAGE LEAR COM             COM  00757K100         2414       145236 SH       D       6        145236            0            0
Advantage Learning Systems Inc COM  00757K100           50         3050 SH       D       7          3050            0            0
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ADVANCED NEUROMODULATION SYS   COM  00757T101            6          342 SH       D       7           342            0            0
ADVO,INC. COM                  COM  007585102        21642       865714 SH       D       6        786884            0        78830
ADVO Inc.                      COM  007585102           85         3424 SH       D       7          3424            0            0
ADVOCAT INC COM                COM  007586100            0          597 SH       D       6           597            0            0
ADVANTICA RESTAURANT COM       COM  00758B109          815       543529 SH       D       6        543529            0            0
Advantica Restaurant Grp. Inc. COM  00758B109            6         4625 SH       D       7          4625            0            0
AEHR TEST SYSTEMS              COM  00760J108           24         3300 SH       D       6          3300            0            0
AEGIS RLTY INC- COM COM        COM  00760P104          579        67692 SH       D       6         67692            0            0
AEGIS REALTY INC               COM  00760P104            3          460 SH       D       7           460            0            0
ADVANCED NUTRACEUTICALS INC CO COM  00760Q102            6         3000 SH       D       6          3000            0            0
AERIAL COMMUNICATIONS INC COM  COM  007655103        19361       340805 SH       D       6        340805            0            0
Aerial Communications Inc.     COM  007655103          212         3744 SH       D       7          3744            0            0
MEZZANINE CAPITAL CORP BDR PTG PFD  007695130           36         1125 SH       D       3          1125            0            0
AEROCENTURY CORP               COM  007737109            5          800 SH       D       6           800            0            0
AEROFLEX INC. COM              COM  007768104        21468       433716 SH       D       6        414024            0        19692
Aeroflex Inc.                  COM  007768104          149         3016 SH       D       7          3016            0            0
ADVANCED MICRO DEVICES COM USD COM  007903107         1955        20700 SH       D       1         20700            0            0
ADVANCED MICRO DEVICES COM USD COM  007903107          604         6400 SH       D       2          6400            0            0
ADVANCED MICRO DEVICES COM USD COM  007903107        23100       244558 SH       D       3        224558            0        20000
ADVANCED MICRO DEVICES COM     COM  007903107       241310      4228880 SH       D       6       3874840            0       354040
ADVANCED MICRO DEVICES INC     COM  007903107         8410       147391 SH       D       7        130964            0        16427
ADVANCED MICRO DEVICES         COM  007903107          450         7900 SH       S       7          7900            0            0
AMD                            CVB  007903AC1        58625     35000000 SH       D       1      35000000            0            0
AEGON NEW AMER REGD CERT ( 1 S ADR  007924103          523         4158 SH       D       3          4158            0            0
AEGON N V COM                  COM  007924103            0            1 SH       D       6             1            0            0
AEGON N.V.                     COM  007924103          691         8588 SH       D       7          8588            0            0
ADVANTA CORP CL A              COM  007942105         9942       489460 SH       D       6        479060            0        10400
Advanta Corp.                  COM  007942105           81         3994 SH       D       7          3994            0            0
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ADVANTA CORP CLASS B           COM  007942204           10          738 SH       D       7           738            0            0
ADVANCED ENERGY INDS COMMON ST COM  007973100        19728       386842 SH       D       6        375442            0        11400
Advanced Energy Industries Inc COM  007973100          143         2823 SH       D       7          2823            0            0
ADVANCED ENERGY                CVB  007973AA8        12087     10000000 SH       D       1      10000000            0            0
ADVENT SOFTWARE COM            COM  007974108        20483       446512 SH       D       6        446512            0            0
Advent Software Inc.           COM  007974108          205         4484 SH       D       7          4484            0            0
AEROSONIC CORP DEL COM PAR $0. COM  008015307            4          370 SH       D       6           370            0            0
AEROSONIC CORP                 COM  008015307            1          178 SH       D       7           178            0            0
AEROVOX INC COM                COM  00808M105           87        15700 SH       D       6         15700            0            0
AETHER SYSTEMS COM             COM  00808V105        16153        89002 SH       D       6         89002            0            0
AETHER SYSTEMS INC             COM  00808V105          290         1600 SH       D       7          1600            0            0
AETNA INC COM STL NPV          COM  008117103          179         2130 SH       D       2          2130            0            0
AETNA INC COM STL NPV          COM  008117103        19837       234780 SH       D       3        222740            0        12040
AETNA INC COM STL NPV          COM  008117103         1132        13400 SH       D       4         13400            0            0
AETNA INC                      COM  008117103         2092        37582 SH       D       5         37582            0            0
AETNA, INC COM                 COM  008117103       206951      3716295 SH       D       6       3415396            0       300899
Aetna Inc.                     COM  008117103         6291       112978 SH       D       7         97542            0        15436
AETNA INC.                     COM  008117103          429         7710 SH       S       7          7710            0            0
AETRIUM INC COM                COM  00817R103         1656       165689 SH       D       6        165689            0            0
AETRIUM INC                    COM  00817R103            4          428 SH       D       7           428            0            0
AFFILIATED COMPUTER COM        COM  008190100        21608       568634 SH       D       6        568123            0          511
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AFFILIATED MANAGERS COM        COM  008252108        39499       831564 SH       D       6        813964            0        17600
Affiliated Managers Group Inc. COM  008252108          172         3622 SH       D       7          3622            0            0
AFFINITY TECHNOLOGY GROUP IN C COM  00826M103           26        13500 SH       D       6         13500            0            0
AFFINITY TECHNOLOGY GROUP      COM  00826M103            3         2000 SH       D       7          2000            0            0
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AFFYMETRIX INC.                COM  00826T108          524         3531 SH       D       7          3531            0            0
AFTERMARKET TECHNOLOGY COM     COM  008318107         4298       343918 SH       D       6        340218            0         3700
Aftermarket Technology Corp.   COM  008318107           48         3861 SH       D       7          3861            0            0
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AG-CHEM EQUIPMENT              COM  008363103            2          355 SH       D       7           355            0            0
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AGILENT TECHS INC              COM  00846U101           11          150 SH       D       1             0          150            0
AGILENT COM                    COM  00846U101        50274       483412 SH       D       6        483412            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101          469         4510 SH       D       7          4510            0            0
AGIL SOFTWARE CORP DEL COM     COM  00846X105        14791       236658 SH       D       6        236658            0            0
AGIL SOFTWARE                  COM  00846X105          162         2600 SH       D       7          2600            0            0
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AGREE REALTY COM               COM  008492100          702        53768 SH       D       6         53768            0            0
AGREE REALTY CORP              COM  008492100            3          294 SH       D       7           294            0            0
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AGRIBIOTECH INC                COM  008494106            0         1675 SH       D       7          1675            0            0
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Agribrands International       COM  00849R105           62         1587 SH       D       7          1587            0            0
AGRITOPE INC COM               COM  00855D107            5         1580 SH       D       6          1580            0            0
AGRIUM INC COM                 COM  008916108            0         1500 SH       D       6          1500            0            0
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AIR PRODUCTS & CHEMICALS INC P COM  009158106        17392       379475 SH       D       3        356275            0        23200
AIR PRODUCTS & CHEMICALS INC P COM  009158106          788        17200 SH       D       4         17200            0            0
AIR PRODUCTS & CHEMICALS INC   COM  009158106         1619        56930 SH       D       5         56930            0            0
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Air Products & Chemicals       COM  009158106         5659       199004 SH       D       7        176769            0        22235
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AIR T INC                      COM  009207101            4         1300 SH       D       6          1300            0            0
AIRBORNE FREIGHT CORP COM      COM  009266107        21270       886257 SH       D       6        874057            0        12200
AIRBORNE FREIGHT CORP          COM  009266107          334        13936 SH       D       7         13936            0            0
AIRGAS INC COM                 COM  009363102        14629      1759922 SH       D       6       1759922            0            0
AIRGAS INC                     COM  009363102          124        14983 SH       D       7         14983            0            0
AIRGATE PCS INC COM            COM  009367103         7912        75000 SH       D       6         75000            0            0
AIRGATE PCS INC                COM  009367103           63          600 SH       D       7           600            0            0
AIRNET SYS INC COM             COM  009417106          511       104868 SH       D       6        104868            0            0
AIRNET SYSTEMS INC             COM  009417106            2          519 SH       D       7           519            0            0
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AIRNET COMMUNICATIONS CORP     COM  00941P106           39         1139 SH       D       7          1139            0            0
AIRPORT SYSTEMS INTERNATIONA   COM  00949N103            2         1000 SH       D       6          1000            0            0
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AIRTRAN HOLDINGS INC.          COM  00949P108           42         9691 SH       D       7          9691            0            0
AKAMAI TECH COM                COM  00971T101        39475       245475 SH       D       6        245475            0            0
AKAMAI TECHNOLOGIES            COM  00971T101          257         1600 SH       D       7          1600            0            0
AKORN INC                      COM  009728106         1346       141712 SH       D       6        141712            0            0
AKORN INC                      COM  009728106           25         2709 SH       D       7          2709            0            0
AKSYS LTD COM                  COM  010196103         1883       171248 SH       D       6        171248            0            0
AKSYS LTD                      COM  010196103            7          658 SH       D       7           658            0            0
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Alabama National Bancorp       COM  010317105           26         1390 SH       D       7          1390            0            0
ALADDIN GAMING CW 010310       WAR  01071G114            0        50000 SH       D       9         50000            0            0
ALAMO GROUP INC COM            COM  011311107         1285       110545 SH       D       6        110545            0            0
ALAMO GROUP INC.               COM  011311107            4          359 SH       D       7           359            0            0
ALAMOSA PCS HOLDINGS COM       COM  011593100         4575       121208 SH       D       6        121208            0            0
ALAMOSA PCS HOLDING INC        COM  011593100          118         3136 SH       D       7          3136            0            0
ALARIS MEDICAL INC COM         COM  011637105          854       402118 SH       D       6        402118            0            0
Alaris Medical Inc.            COM  011637105            7         3518 SH       D       7          3518            0            0
ALASKA AIR GROUP INC COM       COM  011659109        20752       690318 SH       D       6        683718            0         6600
Alaska Air Group Inc.          COM  011659109          147         4905 SH       D       7          4905            0            0
ALASKA COMMUNICATIONS SYS GR C COM  01167P101         1544       127370 SH       D       6        127370            0            0
ALASKA COMM SYSTEM GROUP       COM  01167P101           19         1600 SH       D       7          1600            0            0
ALBANY INTL CORP NEW CL A      COM  012348108         6846       462236 SH       D       6        462236            0            0
Albany International Corp.     COM  012348108           54         3713 SH       D       7          3713            0            0
ALBANY MOLECULAR RESH INC COM  COM  012423109         4381        75066 SH       D       6         75066            0            0
Albany Molecular Research Inc. COM  012423109           97         1662 SH       D       7          1662            0            0
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ALBEMARLE CORP COM             COM  012653101        29043      1399699 SH       D       6       1343989            0        55710
ALBEMARLE CORP                 COM  012653101          276        13303 SH       D       7         13303            0            0
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Alberto Culver Company         COM  013068101          947        39799 SH       D       7         35887            0         3912
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ALBERTSONS INC COM STOCK US$1  COM  013104104          362         7374 SH       D       4          7374            0            0
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ALBERTSONS INC COM             COM  013104104       335323     10816872 SH       D       6       9942339            0       874533
Albertson's, Inc.              COM  013104104        10728       346094 SH       D       7        292287            0        53807
ALBERTSON'S INC                COM  013104104          708        22849 SH       S       7         22849            0            0
BALBION BANC CORP COM          COM  013289103            0          582 SH       D       6           582            0            0
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ALCAN ALUMINUM LTD COM NPV     COM  013716105       161199      4758660 SH       D       6       4328618            0       430042
Alcan Aluminum Ltd.            COM  013716105         4912       145009 SH       D       7        141933            0         3076
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ALCIDE CORP COM                COM  013742507           29         1616 SH       D       6          1616            0            0
ALCIDE CORP                    COM  013742507            1          100 SH       D       7           100            0            0
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ALCOA INC                      COM  013817101          698         6100 SH       D       2          6100            0            0
ALCOA INC                      COM  013817101        69856       609660 SH       D       3        578660            0        31000
ALCOA INC                      COM  013817101         1856        16200 SH       D       4         16200            0            0
ALCOA INC                      COM  013817101         6782        96549 SH       D       5         96549            0            0
ALCOA INC COM                  COM  013817101       670054      9538139 SH       D       6       8764625            0       773514
Alcoa Inc                      COM  013817101        21600       307480 SH       D       7        269482            0        37998
AA.N                           COM  013817101          248         3500 SH       D       9          3500            0            0
ALCOA INC.                     COM  013817101         1388        19763 SH       S       7         19763            0            0
ALCATEL ALSTHOM ADR            COM  013904305          642        14658 SH       D       6         14658            0            0
ALCATEL                        COM  013904305         4635       105798 SH       D       7        105798            0            0
ALDILA SYS INC COM             COM  014384101           28        14686 SH       D       6         14686            0            0
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ALEXANDERS INC COM             COM  014752109         4572        72001 SH       D       6         67001            0         5000
Alexanders Inc.                COM  014752109           36          575 SH       D       7           575            0            0
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Alexandria Real Estate         COM  015271109           58         1957 SH       D       7          1957            0            0
ALEXION PHARMACEUTICALS COM    COM  015351109         7940       113846 SH       D       6        113846            0            0
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ALFA CORP      COM             COM  015385107        10469       589836 SH       D       6        589636            0          200
Alfa Corp.                     COM  015385107          112         6350 SH       D       7          6350            0            0
ALFACELL CORP COM              COM  015404106           14         6400 SH       D       6          6400            0            0
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Algos Pharmaceuticals Corp.    COM  015869100           30         2124 SH       D       7          2124            0            0
ALICO INC COM                  COM  016230104          783        48217 SH       D       6         48217            0            0
ALICO INC                      COM  016230104           12          759 SH       D       7           759            0            0
ALIGN - RITE INTL COM          COM  016251100         1730        62927 SH       D       6         62927            0            0
ALIGN-RITE INTERNATIONAL INC   COM  016251100            8          300 SH       D       7           300            0            0
ALKERMES INC COM               COM  01642T108        47277       511104 SH       D       6        500204            0        10900
Alkermes Inc.                  COM  01642T108          384         4159 SH       D       7          4159            0            0
ALL AMERN SEMICONDUCTOR INC CO COM  016557407            0         1920 SH       D       6          1920            0            0
ALLAIRE CORP COM               COM  016714107        19159       253353 SH       D       6        245044            0         8309
Allaire Corp                   COM  016714107          218         2892 SH       D       7          2892            0            0
ALLCITY INSURANCE CO COM       COM  016752107           15         1683 SH       D       6          1683            0            0
ALLCITY INSURANCE COMPANY      COM  016752107            4          500 SH       D       7           500            0            0
TAIPEI FUND-UTS INTL DEP REC   COM  016868397         1663           90 SH       D       3            90            0            0
ALLEGHANY CORP DEL NEW COM     COM  017175100        13777        73285 SH       D       6         73285            0            0
ALLEGHANY CORP                 COM  017175100          243         1296 SH       D       7          1296            0            0
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ALLEGHENY ENERGY INC COM       COM  017361106        56114      2035898 SH       D       6       1976471            0        59427
ALLEGHENY ENERGY INC           COM  017361106         1039        37725 SH       D       7         27464            0        10261
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ALLEGHENY TECHNOLOGIES INC     COM  01741R102          495        24713 SH       D       5         24713            0            0
ALLEGHENY TECHNOLOGIES INC COM COM  01741R102        49706      2477584 SH       D       6       2284492            0       193092
Allegheny Technologies         COM  01741R102         1797        89617 SH       D       7         80648            0         8969
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ALLEGIANT BACORP INC           COM  017476102            2          285 SH       D       7           285            0            0
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Allen Telecom Inc.             COM  018091108           61         3869 SH       D       7          3869            0            0
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COCA-COLA CO                   COM  019121600        65000      1348900 SH       D       9       1348900            0            0
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ALLSTATE CORP                  COM  020002101        17249       724391 SH       D       7        640912            0        83479
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Alltel Corp                    COM  020039103        16086       255081 SH       D       7        209793            0        45288
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Alpha Inds Inc                 COM  020753109          288         3036 SH       D       7          3036            0            0
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ALPHA MICROSYSTEMS             COM  020903100            6          800 SH       D       7           800            0            0
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American Woodmark Corp         COM  030506109           16          808 SH       D       7           808            0            0
AMERICAN XTAL TECHNOLOGY INC C COM  030514103         6759       208775 SH       D       6        208775            0            0
American Xtal Technology Inc   COM  030514103           94         2931 SH       D       7          2931            0            0
AMERICREDIT CORP COM           COM  03060R101        29270      1794348 SH       D       6       1779848            0        14500
Americredit Corp.              COM  03060R101          198        12164 SH       D       7         12164            0            0
AMERGON INC COM                COM  03070L300           94         6120 SH       D       6          6120            0            0
AMERISTAR CASINOS INC COM      COM  03070Q101          183        50636 SH       D       6         50636            0            0
AMERISTAR CASINOS INC          COM  03070Q101           11         3300 SH       D       7          3300            0            0
AMERON INTERNATIONAL CORP      COM  030710107         2551        71750 SH       D       6         71750            0            0
AMERON INC DEL                 COM  030710107            5          148 SH       D       7           148            0            0
AMERIPATH INC- COM COM         COM  03071D109         4970       611750 SH       D       6        610750            0         1000
Ameripath Inc.                 COM  03071D109           36         4451 SH       D       7          4451            0            0
AMERIVEST PPTYS INC DEL COM    COM  03071L101            2          600 SH       D       6           600            0            0
AMERIVEST PROPERTIES INC       COM  03071L101            2          700 SH       D       7           700            0            0
AMERISOURCE HEALTH C COM       COM  03071P102        13826       921761 SH       D       6        921761            0            0
AMERISOURCE HEALTH CORP CL A   COM  03071P102          153        10202 SH       D       7         10202            0            0
AMERISOURCE HEALTH CORP        COM  03071P102          131         9100 SH       D       9          9100            0            0
AMERITRADE HOLDING CORP COM    COM  03072H109        20636       987826 SH       D       6        949746            0        38080
AMERITRADE HOLDING CORP CL A   COM  03072H109          525        25162 SH       D       7         11359            0        13803
AMERUS COM                     COM  030732101         6491       358138 SH       D       6        349838            0         8300
Amerus Life Holdings Inc.      COM  030732101           54         2988 SH       D       7          2988            0            0
AMES DEPT STORES INC COM       COM  030789507        11965       487133 SH       D       6        487133            0            0
Ames Department Stores Inc.    COM  030789507          108         4433 SH       D       7          4433            0            0
AMETEK INC (NEW) COM           COM  031100100        15896       825801 SH       D       6        825801            0            0
Ametek Inc.                    COM  031100100          102         5318 SH       D       7          5318            0            0
AMF BOWLING COM                COM  03113V109          965       454206 SH       D       6        454206            0            0
AMF BOWLING INC                COM  03113V109           28        13524 SH       D       7         13524            0            0
AMGEN COM STOCK US$0.0001      COM  031162100         3739        39432 SH       D       1         38300         1132            0
AMGEN COM STOCK US$0.0001      COM  031162100         2201        22920 SH       D       2         22920            0            0
AMGEN COM STOCK US$0.0001      COM  031162100       162877      1695751 SH       D       3       1612751            0        83000
AMGEN COM STOCK US$0.0001      COM  031162100         3890        40500 SH       D       4         40500            0            0
AMGEN INC                      COM  031162100        16337       266174 SH       D       5        266174            0            0
AMGEN CORP COM                 COM  031162100      1572670     25623956 SH       D       6      23564348            0      2059608
AMGEN INC                      COM  031162100        57258       932986 SH       D       7        699483            0       233503
AMGEN INC                      COM  031162100        10465       173700 SH       D       9        173700            0            0
AMGEN, INC                     COM  031162100         3372        54956 SH       S       7         54956            0            0
AMKOR TECHNOLOGY INC COM       COM  031652100        66895      1260687 SH       D       6       1231687            0        29000
AMKOR TECHNOLOGIES INC         COM  031652100          922        17378 SH       D       7         17378            0            0
AMKOR TECH INC                 COM  031652100         1243        25000 SH       D       9         25000            0            0
AMNEX INC NEW                  COM  031674203            0        14900 SH       D       6         14900            0            0
AMRESCO, INC. COM              COM  031909104         1095       814972 SH       D       6        814972            0            0
Amresco Inc.                   COM  031909104            9         6777 SH       D       7          6777            0            0
AMRESCO CAP TR COM             COM  031919103          999        98075 SH       D       6         98075            0            0
AMERESCO CAPITAL TRUST         COM  031919103            3          369 SH       D       7           369            0            0
AMPAL AMERN ISRAEL CORP        COM  032015109         2433       126391 SH       D       6        126391            0            0
AMOAL-AMERICAN ISRAEL CORP-A   COM  032015109           16          883 SH       D       7           883            0            0
AMPCO PITTSBURG CORP COM       COM  032037103         1359       124983 SH       D       6        124983            0            0
AMPCO-PITTSBURGH CORP          COM  032037103            3          353 SH       D       7           353            0            0
AMPEX INC COM                  COM  032092108         2292       733689 SH       D       6        733689            0            0
Ampex Corp.                    COM  032092108           29         9468 SH       D       7          9468            0            0
AMPHENOL CORP COM              COM  032095101        15266       149308 SH       D       6        149308            0            0
Amphenol Corp.                 COM  032095101          285         2792 SH       D       7          2792            0            0
AMPLICON INC COM               COM  032101107          156        14845 SH       D       6         14845            0            0
AMPLICON INC                   COM  032101107            4          436 SH       D       7           436            0            0
AMREP CORP COM                 COM  032159105          106        17888 SH       D       6         17888            0            0
AMREP CORP                     COM  032159105            2          500 SH       D       7           500            0            0
AMSOUTH BANCORP0RATION         COM  032165102          616        25900 SH       D       1         25900            0            0
AMSOUTH BANCORP0RATION         COM  032165102          168         7075 SH       D       2          7075            0            0
AMSOUTH BANCORP0RATION         COM  032165102        13383       562007 SH       D       3        541757            0        20250
AMSOUTH BANCORPORATION COM     COM  032165102       181486     12150464 SH       D       6      11018892            0      1131572
AMSOUTH BANCORPORATION         COM  032165102         7192       481524 SH       D       7        440874            0        40650
AMSOUTH BANCORP                COM  032165102          315        21102 SH       S       7         21102            0            0
AMSURG CORP CLASS A            COM  03232P108          456        77655 SH       D       6         77655            0            0
AMSURG INC - CL A              COM  03232P108            2          451 SH       D       7           451            0            0
AMWEST INS GROUP INC COM       COM  032345100           76         8860 SH       D       6          8860            0            0
AMWEST INSURANCE GROUP INC     COM  032345100            7          907 SH       D       7           907            0            0
AMYLIN PHARM COM               COM  032346108         4763       351191 SH       D       6        351191            0            0
AMYLIN PHARMACEUTICALS INC     COM  032346108           36         2700 SH       D       7          2700            0            0
AMTRAN COM                     COM  03234G106         3314       185441 SH       D       6        180441            0         5000
Amtran Inc.                    COM  03234G106           19         1084 SH       D       7          1084            0            0
ANACOMP INC WTS DELAWARE COM   COM  032371106         3800       244190 SH       D       6        232690            0        11500
Anacomp Inc.                   COM  032371106           34         2242 SH       D       7          2242            0            0
ANADARKO PETROLEUM CORP COM ST COM  032511107          157         2560 SH       D       2          2560            0            0
ANADARKO PETROLEUM CORP COM ST COM  032511107        11319       183531 SH       D       3        183531            0            0
ANADARKO PETE CORP COM         COM  032511107       120983      3127192 SH       D       6       2871945            0       255247
Anadarko Petroleum Corp        COM  032511107         3653        94439 SH       D       7         79949            0        14490
ANADARKO PETROLEUM CORP        COM  032511107          252         6600 SH       D       9          6600            0            0
ANADARKO PETROLEUM CORP        COM  032511107          266         6884 SH       S       7          6884            0            0
ANADARKO PETROLEUM             CVB  032511AP2        10700     19500000 SH       D       1      19500000            0            0
ANADARKO PETROLEUM 0%CB 20     CVB  032511AP2         2210      4000000 SH       D       9       4000000            0            0
ANADIGICS INC COM              COM  032515108        46546       705243 SH       D       6        699843            0         5400
Anadigics Inc.                 COM  032515108          313         4750 SH       D       7          4750            0            0
ANALOG DEVICES INC COM STOCK U COM  032654105         4078        33200 SH       D       1         33200            0            0
ANALOG DEVICES INC COM STOCK U COM  032654105         1681        13686 SH       D       2         13686            0            0
ANALOG DEVICES INC COM STOCK U COM  032654105        67791       551806 SH       D       3        528806            0        23000
ANALOG DEVICES INC COM STOCK U COM  032654105         1388        11300 SH       D       4         11300            0            0
ANALOG DEVICES INC COM         COM  032654105       720551      8944006 SH       D       6       8184328            0       759678
ANALOG DEVICES INC             COM  032654105        28654       355678 SH       D       7        275800            0        79878
ANALOG DEVICES                 COM  032654105         1516        18830 SH       S       7         18830            0            0
ANALOGIC CORP COM              COM  032657207         6622       179594 SH       D       6        179594            0            0
Analogic Corp.                 COM  032657207           77         2112 SH       D       7          2112            0            0
ANALYSTS INTL CORP COM         COM  032681108         4448       450501 SH       D       6        450501            0            0
Analysts International Corp.   COM  032681108           32         3328 SH       D       7          3328            0            0
ANALYTICAL SURVEYS INC COM NEW COM  032683302          420        73154 SH       D       6         73154            0            0
ANALYTICAL SURVEYS INC         COM  032683302            1          249 SH       D       7           249            0            0
ANAREN MICROWAVE INC COM       COM  032744104         6313        65853 SH       D       6         65853            0            0
ANAREN MICROWAVE INC           COM  032744104           28          302 SH       D       7           302            0            0
ANCHOR BANCORP WIS I COM       COM  032839102         6967       438911 SH       D       6        438911            0            0
Anchor Bancorp WI Inc.         COM  032839102           59         3727 SH       D       7          3727            0            0
ANCHOR FINL CORP S C COM       COM  033036104         2768        97050 SH       D       6         97050            0            0
Anchor Financial Corp S C      COM  033036104           40         1429 SH       D       7          1429            0            0
ANCHOR GAMING COM              COM  033037102         5027       132527 SH       D       6        132527            0            0
Anchor Gaming Inc.             COM  033037102           59         1569 SH       D       7          1569            0            0
ANCOR COMMUNICATION INC COM    COM  03332K108        24823       603599 SH       D       6        603599            0            0
Ancor Communications Inc       COM  03332K108          193         4713 SH       D       7          4713            0            0
ANDEAN DEVELOPMENT CORP        COM  033495409            1         1300 SH       D       6          1300            0            0
ANDERSONS INC COM              COM  034164103          462        66045 SH       D       6         66045            0            0
ANDERSONS INC                  COM  034164103            7         1001 SH       D       7          1001            0            0
ANDOVER BANCORP INC DEL COM    COM  034258103         3251       113850 SH       D       6        113050            0          800
Andover Bancorp Inc.           COM  034258103           26          927 SH       D       7           927            0            0
ANDOVER.NET COM                COM  034318105         1627        75912 SH       D       6         75912            0            0
ANDOVER.NET INC                COM  034318105           15          700 SH       D       7           700            0            0
ANDREA RADIO CORP              COM  034393108         1566       139978 SH       D       6        139978            0            0
ANDREA ELECTRONICS CORP        COM  034393108           10          896 SH       D       7           896            0            0
ANDREW CORP USD0.01            COM  034425108         3895       110443 SH       D       3        110443            0            0
ANDREW CORP COM                COM  034425108        49444      2161529 SH       D       6       2003242            0       158287
Andrew Corporation             COM  034425108         1437        62854 SH       D       7         61735            0         1119
ANDREW CORP.                   COM  034425108          100         4377 SH       S       7          4377            0            0
ANDRIX CORP COM                COM  034551101        33039       286060 SH       D       6        269760            0        16300
ANDRX CORP                     COM  034551101          623         5399 SH       D       7          1750            0         3649
ANESTA COM                     COM  034603100         2363       178618 SH       D       6        178618            0            0
Anesta Corp                    COM  034603100           23         1801 SH       D       7          1801            0            0
ANGEION CORP COM               COM  03462H305            5         1790 SH       D       6          1790            0            0
ANGELICA CORP COM              COM  034663104         1764       177535 SH       D       6        177535            0            0
ANGELICA CORP                  COM  034663104            3          322 SH       D       7           322            0            0
ANGLO AMERICAN CORP OF SOTH AF ADR  03485P102         1817        25905 SH       D       4         25905            0            0
ANGLOGOLD LTD SPON ADR         ADR  035128206         1213        32402 SH       D       3             0            0        32402
ANGLOGOLD LTD SPON ADR         ADR  035128206          179         4780 SH       D       4          4780            0            0
ANGLOGOLD ADR                  COM  035128206          160         6700 SH       D       6          6700            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103         2614        25500 SH       D       1         25500            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103         1291        12600 SH       D       2         12600            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103        82080       800570 SH       D       3        761270            0        39300
ANHEUSER-BUSCH COS INC COM STO COM  035229103         1117        10900 SH       D       4         10900            0            0
ANHEUSER-BUSCH COS INC         COM  035229103         7585       121852 SH       D       5        121852            0            0
ANHEUSER BUSCH COS INC COM     COM  035229103       810561     13021075 SH       D       6      11962666            0      1058409
ANHEUSER BUSCH COS INC         COM  035229103        27742       445666 SH       D       7        381125            0        64541
ANHEUSER BUSCH COS INC         COM  035229103         1558        25040 SH       S       7         25040            0            0
ANICOM INC COM                 COM  035250109         2155       355566 SH       D       6        355566            0            0
Anicom Inc.                    COM  035250109           23         3803 SH       D       7          3803            0            0
ANIKA THERAPEUTICS, INC COM    COM  035255108         1069       121328 SH       D       6        121328            0            0
ANIKA THERAPEUTICS INC.        COM  035255108            3          400 SH       D       7           400            0            0
ANIXTER INT`L INC COM          COM  035290105        24219       868878 SH       D       6        868878            0            0
ANIXTER INTERNATIONAL INC      COM  035290105          178         6400 SH       D       7          6400            0            0
ANNALY MTG MGMT INC COM        COM  035710409         1354       152590 SH       D       6        152590            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        11944       519332 SH       D       6        519332            0            0
ANNTAYLOR                      COM  036115103          123         5349 SH       D       7          5349            0            0
ANSOFT CORP COM                COM  036384105          940        75928 SH       D       6         75928            0            0
ANSOFT CORP                    COM  036384105            7          617 SH       D       7           617            0            0
ANSYS INC COM                  COM  03662Q105         1684       156659 SH       D       6        156659            0            0
ANSYS INC                      COM  03662Q105            6          604 SH       D       7           604            0            0
ANTEC CORP COM                 COM  03664P105        18456       411855 SH       D       6        411855            0            0
ANTEC CORP                     COM  03664P105          209         4678 SH       D       7          4678            0            0
ANTENNA PRODUCTS INC           COM  036728103            3          900 SH       D       6           900            0            0
ANTHONY & SYLVAN POOLS CORP CO COM  036762102           37         5228 SH       D       6          5228            0            0
ANTHONY SYLVAN POOLS CORP      COM  036762102            1          221 SH       D       7           221            0            0
ANSWERTHINK CONSULTI COM       COM  036916104         9486       388179 SH       D       6        388179            0            0
AnswerThink Consulting Group   COM  036916104          127         5212 SH       D       7          5212            0            0
ANTHRACITE CAP INC COM         COM  037023108         1865       261868 SH       D       6        261868            0            0
ANTHRACITE CAPITAL INC         COM  037023108            8         1137 SH       D       7          1137            0            0
ANTIGENICS INC COM             COM  037032109         1606        78843 SH       D       6         69100            0         9743
MOSENERGO ADR                  ADR  037376308         1350       127880 SH       D       3        127880            0            0
AO TATNEFT - SPONSORED ADR     ADR  03737P306         1398        71260 SH       D       3         71260            0            0
AON CORP COM STOCK US$1        COM  037389103          198         3862 SH       D       2          3862            0            0
AON CORP COM STOCK US$1        COM  037389103        20476       399047 SH       D       3        383747            0        15300
AON CORP COM STOCK US$1        COM  037389103          750        14625 SH       D       4         14625            0            0
AON CORP                       COM  037389103         2169        67278 SH       D       5         67278            0            0
AON CORP COM                   COM  037389103       210168      6516846 SH       D       6       5991081            0       525765
Aon Corporation                COM  037389103         6292       195110 SH       D       7        171309            0        23801
AON CORP.                      COM  037389103          446        13837 SH       S       7         13837            0            0
APACHE CORP PAR $1.25          COM  037411105         4269        54100 SH       D       1         54100            0            0
APACHE CORP PAR $1.25          COM  037411105          946        12000 SH       D       2         12000            0            0
APACHE CORP PAR $1.25          COM  037411105        15880       201237 SH       D       3        201237            0            0
APACHE CORP COM                COM  037411105       222499      4472356 SH       D       6       4038650            0       433706
APACHE CORP                    COM  037411105        14655       294578 SH       D       7        278765            0        15813
APACHE CORP.                   COM  037411105          306         6162 SH       S       7          6162            0            0
APACHE MED SYS INC COM         COM  03746E102            3         1000 SH       D       6          1000            0            0
APCO ARGENTINA INC CAYMAN IS   COM  037489101            9          300 SH       D       6           300            0            0
APCO ARGENTINA INC             COM  037489101           25          771 SH       D       7           771            0            0
APARTMENT INVESTMENT & MANAGEM COM  03748R101           36          600 SH       D       3           600            0            0
APARTMENT INVT & MGMT CO COM   COM  03748R101        45948      1203235 SH       D       6       1143205            0        60030
APARTMENT INVT & MGMT CO CL A  COM  03748R101         1069        28003 SH       D       7         22070            0         5933
APEX, INC. COM                 COM  037548104        13977       376503 SH       D       6        376503            0            0
Apex Inc.                      COM  037548104          117         3173 SH       D       7          3173            0            0
APEX MORTGAGE CAPITAL COM      COM  037564101          526        60149 SH       D       6         60149            0            0
APEX MORTGAGE CAPITAL INC.     COM  037564101            3          357 SH       D       7           357            0            0
APOGEE ENTERPRISES INC COM     COM  037598109         2095       527974 SH       D       6        527974            0            0
Apogee Enterprises Inc.        COM  037598109           24         6077 SH       D       7          6077            0            0
APHTON CORP COM                COM  03759P101         4220       126458 SH       D       6        126458            0            0
APHTON CORP                    COM  03759P101           24          732 SH       D       7           732            0            0
APOLLO GROUP COM               COM  037604105        24744       877843 SH       D       6        877843            0            0
APOLLO GROUP INC CLASS A       COM  037604105          709        25186 SH       D       7          8657            0        16529
APPLE COMPUTER CO INC COM STOC COM  037833100          547         2730 SH       D       2          2730            0            0
APPLE COMPUTER CO INC COM STOC COM  037833100        50001       249419 SH       D       3        235819            0        13600
APPLE COMPUTER CO INC COM STOC COM  037833100         1503         7500 SH       D       4          7500            0            0
APPLE COMPUTER INC             COM  037833100         5725        42159 SH       D       5         42159            0            0
APPLE COMPUTER INC COM         COM  037833100       565959      4167212 SH       D       6       3830178            0       337034
Apple Computer, Inc            COM  037833100        19321       142273 SH       D       7        124472            0        17801
APPLE COMPUTER INC             COM  037833100         1173         8642 SH       S       7          8642            0            0
APPLE ORTHDONTIX COM           COM  037849106            0         6052 SH       D       6          6052            0            0
APPLEBEES INTL INC COM         COM  037899101        14697       522583 SH       D       6        522583            0            0
Applebee's International Inc.  COM  037899101          126         4512 SH       D       7          4512            0            0
APPLIED INNOVATION INC COM     COM  037916103         1633       123299 SH       D       6        123299            0            0
APPLIED INNOVATION             COM  037916103            9          707 SH       D       7           707            0            0
APRIA HEALTHCARE GROUP COM     COM  037933108        31232      2163296 SH       D       6       2068496            0        94800
APRIA HEALTHCARE GROUP INC     COM  037933108          338        23435 SH       D       7         23435            0            0
APPLIED MICROSYSTEMS COM       COM  037935103           68         4400 SH       D       6          4400            0            0
APPLIED GRAPHICS TECHNOLOGY CO COM  037937109         2357       392887 SH       D       6        392887            0            0
Applied Graphics Techologies   COM  037937109           16         2735 SH       D       7          2735            0            0
APPLIED ANALYTICAL COM         COM  037939105         1609       154182 SH       D       6        154182            0            0
Applied Analytical Inds. Inc.  COM  037939105           18         1744 SH       D       7          1744            0            0
APPLE TREE COMPANIES, INC. COM COM  03814E307            2      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            1          472 SH       D       6           472            0            0
APPLIED BIOMETRICS INC         COM  03814L103            1          300 SH       D       7           300            0            0
APPLIED COMPUTER TECHNOLOGY    COM  038153102            1         5700 SH       D       7          5700            0            0
APPLIED DIGITAL SOLUTIONS INC  COM  038188108         4900       560051 SH       D       6        560051            0            0
APPLIED DIGITAL SOLUTIONS      COM  038188108           18         2100 SH       D       7          2100            0            0
APPLIED ENERGY GROUP INC COM   COM  038196101         1252       152973 SH       D       6        152973            0            0
APPLIED EXTRUSION TECH INC     COM  038196101            4          496 SH       D       7           496            0            0
APPLIED INDUSTRIAL TECH INC.   COM  03820C105         9876       617274 SH       D       6        599974            0        17300
Applied Industrial Techs. Inc. COM  03820C105           54         3393 SH       D       7          3393            0            0
APPLIED IMAGING CORP           COM  03820G106           10         3700 SH       D       6          3700            0            0
APPLIED MAGNETICS CORP COM     COM  038213104            2        37421 SH       D       6         37421            0            0
APPLIED MAGNETICS CORP         COM  038213104            0         2654 SH       D       7          2654            0            0
APPLIED MATERIALS INC COM STOC COM  038222105         1924        12980 SH       D       2         12980            0            0
APPLIED MATERIALS INC COM STOC COM  038222105       179402      1210046 SH       D       3       1150046            0        60000
APPLIED MATERIALS INC COM STOC COM  038222105         4492        30300 SH       D       4         30300            0            0
APPLIED MATERIALS INC          COM  038222105        18962       201190 SH       D       5        201190            0            0
APPLIED MATERIALS INC COM      COM  038222105      1747356     18539593 SH       D       6      17030567            0      1509026
Applied Materials, Inc.        COM  038222105        62741       665691 SH       D       7        492703            0       172988
APPLIED MATERIALS INC          COM  038222105         3862        40978 SH       S       7         40978            0            0
APPLIED PWR INC COM            COM  038225108        22131       776536 SH       D       6        776536            0            0
Applied Power Inc. Class A     COM  038225108          177         6239 SH       D       7          6239            0            0
APPLIED MICROCIRCUITS          COM  03822W109        14110       103800 SH       D       1        103800            0            0
APPLIED MICRO CIRCUIT COM      COM  03822W109       187152      1247165 SH       D       6       1191192            0        55973
APPLIED MICRO CIRCUITS CORP    COM  03822W109         4857        32372 SH       D       7         10588            0        21784
APPLIED SCIENCE & TECHNOLOGY C COM  038236105         3585       118528 SH       D       6        118528            0            0
APPLIED SCIENCE & TECHNOLOGY   COM  038236105           15          516 SH       D       7           516            0            0
APPLIED SIGNAL COM             COM  038237103         2260       131973 SH       D       6        131973            0            0
APPLIED SIGNAL TECHNOLOGY      COM  038237103            6          375 SH       D       7           375            0            0
APPLIEDTHEORY CORP COM         COM  03828R104         1797        86090 SH       D       6         86090            0            0
AppliedTheory Corp.            COM  03828R104           33         1612 SH       D       7          1612            0            0
APPLIX INC COM                 COM  038316105         1539       132415 SH       D       6        132415            0            0
APPLIX, INC                    COM  038316105            5          458 SH       D       7           458            0            0
APPNET INC                     COM  03831Q101         9230       196398 SH       D       6        187445            0         8953
APPNET SYSTEMS INC             COM  03831Q101           84         1800 SH       D       7          1800            0            0
APROPOS TECHNOLOGY COM         COM  038334108         1302        35200 SH       D       6         35200            0            0
APTARGROUP INC COM             COM  038336103        20319       761391 SH       D       6        761391            0            0
Aptargroup Inc.                COM  038336103          145         5448 SH       D       7          5448            0            0
AQUA CARE SYSTEMS INC          COM  038373304            1          800 SH       D       7           800            0            0
AQUAGENIX INC                  COM  03838R102            0         2100 SH       D       6          2100            0            0
AQUILA BIOPHARMACEUTICALS INC. COM  03839F107           19         3294 SH       D       6          3294            0            0
ARACRUZ CELULOSE SA ADR 1 REP  ADR  038496105         1723        54070 SH       D       3         18320            0        35750
ARACRUZ CELULOSE COM           COM  038496204          576        27218 SH       D       6         27218            0            0
ARADIGM CORP COM               COM  038505103         3244       155403 SH       D       6        155403            0            0
ARADIGM CORP                   COM  038505103           28         1348 SH       D       7          1348            0            0
ARCADIA FINANCIAL LTD COM      COM  039101100         3434       686809 SH       D       6        686809            0            0
Arcadia Financial Ltd.         COM  039101100           37         7569 SH       D       7          7569            0            0
ARCH CHEMICALS INC COM         COM  03937R102         9470       473507 SH       D       6        469007            0         4500
ARCH CHEMICALS INC             COM  03937R102          103         5183 SH       D       7          5183            0            0
ARCH COAL INC USD0.01          COM  039380100          306        28712 SH       D       3         28712            0            0
ARCH COAL INC COM              COM  039380100         2547       363676 SH       D       6        358376            0         5300
Arch Coal Inc                  COM  039380100           35         5080 SH       D       7          5078            0            1
ARCH COAL INC                  COM  039380100            0            0 SH       S       7             0            0            0
WARRANTS ARCH COMMUNICATIONS E WT   039381116          498       443292 SH       D       6        443292            0            0
WARRANTS ARCH COMMUNICATIONS E COM  039381504         2029       261807 SH       D       6        261807            0            0
ARCH COMMUNICATIONS GROUP INC  COM  039381504           24         3166 SH       D       7          3166            0            0
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102          177        10732 SH       D       2         10732            0            0
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102        16797      1015563 SH       D       3        958952            0        56611
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102          391        23689 SH       D       4         23689            0            0
ARCHER-DANIELS-MIDLAND CO      COM  039483102         1649       158897 SH       D       5        158897            0            0
ARCHER DANIELS MIDLAND CO COM  COM  039483102       165728     15970281 SH       D       6      14698528            0      1271753
Archer Daniels Midland Co      COM  039483102         5524       532513 SH       D       7        469428            0        63085
ARCHER-DANIELS-MIDLAND         COM  039483102          340        32787 SH       S       7         32787            0            0
ARCHSTONE COMMUNITIES TRUST IN COM  039581103         4721       147166 SH       D       3        147166            0            0
ARCHSTONE COMMUNITIES TRUST CO COM  039581103        26273      1317817 SH       D       6       1308556            0         9261
ARCHSTONE COMMUNITIES TRUST    COM  039581103          544        27317 SH       D       7         19629            0         7688
ARCTIC CAT INC COM             COM  039670104         6646       648479 SH       D       6        611579            0        36900
Arctic Cat Inc.                COM  039670104           30         2986 SH       D       7          2986            0            0
ARDEN GROUP INC COM            COM  039762109          494        17116 SH       D       6         17116            0            0
ARDEN GROUP  INC               COM  039762109            9          320 SH       D       7           320            0            0
ARDEN RLTY GROUP INC COM       COM  039793104        18140       868985 SH       D       6        863167            0         5818
ARDEN REALTY GROUP INC         COM  039793104          311        14910 SH       D       7          9951            0         4959
AREA BANCSHARES CORP NEW COM   COM  039872106         3773       189879 SH       D       6        189879            0            0
Area Bancshares Corp.          COM  039872106           38         1921 SH       D       7          1921            0            0
AREMISSOFT CORP DEL COM        COM  040026106         5263       154800 SH       D       6        154800            0            0
AREMISSOFT CORPORATION         COM  040026106           27          800 SH       D       7           800            0            0
ARGENTINA FUND INC COM STOCK U COM  040112104          234        12400 SH       D       2         12400            0            0
ARGONAUT GROUP INC COM         COM  040157109         7576       377645 SH       D       6        377645            0            0
ARGONAUT GROUP INC             COM  040157109           65         3242 SH       D       7          3242            0            0
ARGSY GAMING COM               COM  040228108        12712       892085 SH       D       6        834085            0        58000
Argosy Gaming Co.              COM  040228108           55         3873 SH       D       7          3873            0            0
ARGUSS HLDGS INC COM           COM  040282105         2620       117104 SH       D       6        117104            0            0
Arguss Holdings Inc            COM  040282105           63         2828 SH       D       7          2828            0            0
ARIAD PHARMACEUTICAL COM       COM  04033A100          278        17486 SH       D       6         17486            0            0
ARIAD PHARMACEUTICALS INC      COM  04033A100           15         1000 SH       D       7          1000            0            0
ARIEL CORP COM                 COM  04033M104          146        18000 SH       D       6         18000            0            0
ARIEL CORPORATION              COM  04033M104            5          700 SH       D       7           700            0            0
ARIBA INC                      COM  04033V104         8800        40000 SH       D       1         40000            0            0
ARIBA COM                      COM  04033V104       118405       564844 SH       D       6        548141            0        16703
ARIBA INC                      COM  04033V104         1802         8600 SH       D       7          8600            0            0
ARBA.O                         COM  04033V104          859         4100 SH       D       9          4100            0            0
ARIL GROUP INC                 COM  040394108            0        48976 SH       D       3         48976            0            0
ARISTA INVS CORP COM           COM  040408106            2         1410 SH       D       6          1410            0            0
ARIS CORP COM                  COM  04040A101          460        68849 SH       D       6         68849            0            0
ARIS CORP                      COM  04040A101           10         1511 SH       D       7          1511            0            0
ARISTOTLE CORP COM             COM  040448201            5         1117 SH       D       6          1117            0            0
ARIZONA LD INCOME CORP         COM  040515108            2          500 SH       D       6           500            0            0
ARIZONA LAND INCOME CL-A       COM  040515108            2          500 SH       D       7           500            0            0
ARK RESTAURANTS CORP COM       COM  040712101           41         6280 SH       D       6          6280            0            0
ARK RESTAURANTS CORP           COM  040712101            5          800 SH       D       7           800            0            0
ARKANSAS BEST COM              COM  040790107         7761       739225 SH       D       6        731825            0         7400
ARKANSAS BEST CORP             COM  040790107           12         1223 SH       D       7          1223            0            0
ARMOR HOLDINGS INC COM         COM  042260109         2328       211654 SH       D       6        211654            0            0
ARMSTRONG WORLD INDUSTRIES INC COM  042476101         1791        63088 SH       D       3         63088            0            0
ARMSTRONG WORLD INDS INC       COM  042476101          183        10289 SH       D       5         10289            0            0
ARMSTRONG WORLD IND INC COM    COM  042476101        17568       982873 SH       D       6        900086            0        82787
Armstrong World Ind.           COM  042476101          532        29813 SH       D       7         26038            0         3775
ARMSTRONG WORLD INDS INC       COM  042476101           38         2161 SH       S       7          2161            0            0
ARNOLD INDUSTRIES INC COM      COM  042595108         7405       577971 SH       D       6        574971            0         3000
Arnold Industries Inc.         COM  042595108           38         3034 SH       D       7          3034            0            0
ARONEX PHARMACEUTICALS INC COM COM  042666206          673       179621 SH       D       6        179621            0            0
ARONEX PHARMACEUTICALS INC     COM  042666206            5         1400 SH       D       7          1400            0            0
ARQULE INC COM                 COM  04269E107         2118       156920 SH       D       6        156920            0            0
ARQULE INC.                    COM  04269E107           11          844 SH       D       7           844            0            0
ARROW ELECTRONICS INC COM STOC COM  042735100         5459       101473 SH       D       3        101473            0            0
ARROW ELECTRONICS INC COM      COM  042735100        51872      1471569 SH       D       6       1461406            0        10163
ARROW ELECTRONICS, INC         COM  042735100          870        24684 SH       D       7         16024            0         8660
ARROW FINL CORP COM            COM  042744102         2027       111106 SH       D       6        111106            0            0
ARROW FINANCIAL CORP           COM  042744102            5          287 SH       D       7           287            0            0
ARROW INT`L COM                COM  042764100        12642       402948 SH       D       6        385248            0        17700
ARROW INTERNATIONAL INC.       COM  042764100           83         2669 SH       D       7          2669            0            0
ARROW-MAGNOLIA INTERNATIONAL   COM  042768101            3         1452 SH       D       6          1452            0            0
ARROWPOINT COMM COM            COM  042810101          441         3729 SH       D       6          3729            0            0
ART TECHNOLOGY GROUP INC COM   COM  04289L107        18455       280956 SH       D       6        280956            0            0
ART TECHNOLOGY GROUP           COM  04289L107          236         3600 SH       D       7          3600            0            0
ARTISAN COMPONENTS INC         COM  042923102         1986       101241 SH       D       6        101241            0            0
ARTISAN COMPONENTS INC         COM  042923102           19          998 SH       D       7           998            0            0
ARTESIAN RESOURCES CORP CL A   COM  043113208           13          600 SH       D       6           600            0            0
ARTESYN TECHNOLOGIES, INC COM  COM  043127109        15974       843532 SH       D       6        843532            0            0
Artesyn Technologies Inc.      COM  043127109          118         6268 SH       D       7          6268            0            0
ARTHROCARE CORP COM            COM  043136100         4474        48641 SH       D       6         48641            0            0
ARTHOCARE CORP                 COM  043136100           57          630 SH       D       7           630            0            0
ARTISOFT COM                   COM  04314L106         1816       150623 SH       D       6        150623            0            0
ARTISOFT INC                   COM  04314L106            7          658 SH       D       7           658            0            0
ARTIFICIAL LIFE INC COM        COM  04314Q105         1075        44816 SH       D       6         44816            0            0
ARTIFICIAL LIFE INC            COM  04314Q105           20          841 SH       D       7           841            0            0
ARTISTDIRECT INC COM           COM  04315D103          336        44098 SH       D       6         44098            0            0
ARVIN INDUSTRIES INC COM       COM  043339100        21168       935633 SH       D       6        909933            0        25700
Arvin Industries Inc.          COM  043339100          238        10533 SH       D       7         10533            0            0
ASANTE TECHN0LOGIES INC COM    COM  043412105           16         7000 SH       D       6          7000            0            0
ASCENT ENTERTAINMENT GROUP     COM  043628106           55         3622 SH       D       7          3622            0            0
ASCHE TRANSPORTATION SERVICE   COM  04362T100            9         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
ASHFORD.COM COM                COM  044093102          594       125886 SH       D       6        125886            0            0
ASHFORDCOM                     COM  044093102            9         2100 SH       D       7          2100            0            0
ASHLAND INC COM STOCK U$1      COM  044204105         6266       116687 SH       D       3        116687            0            0
ASHLAND INC COM                COM  044204105        59982      1793862 SH       D       6       1646488            0       147374
Ashland, Inc.                  COM  044204105         1792        53608 SH       D       7         46164            0         7444
ASHLAND INC                    COM  044204105          128         3857 SH       S       7          3857            0            0
ASHTON TECHNOLOGY GROUP INC CO COM  045084100         6788       804582 SH       D       6        804582            0            0
Ashton Technology Group Inc    COM  045084100           33         3930 SH       D       7          3930            0            0
ASHWORTH INC COM               COM  04516H101          743       172515 SH       D       6        172515            0            0
ASHWORTH INC                   COM  04516H101            2          629 SH       D       7           629            0            0
ASK JEEVES COM                 COM  045174109        10222       167233 SH       D       6        161533            0         5700
ASK JEEVES, INC                COM  045174109          103         1700 SH       D       7          1700            0            0
ASIAINFO HOLDINGS INC          COM  04518A104            6          100 SH       D       9           100            0            0
ASPEC TECHNOLOGY INC COM       COM  045233103          128        22400 SH       D       6         22400            0            0
ASPEC TECHNOLOGY INC.          COM  045233103           17         3000 SH       D       7          3000            0            0
ASPECT DEV INC COM             COM  045234101        64422      1000744 SH       D       6       1000744            0            0
Aspect Development Inc.        COM  045234101          542         8420 SH       D       7          8420            0            0
ASPECT MEDICAL SYSTEMS INC COM COM  045235108         4086       113905 SH       D       6        113905            0            0
ASPECT MEDICAL SYSTEMS INC     COM  045235108           27          767 SH       D       7           767            0            0
ASPECT TELECOMS                CVB  045237AE4        13868     35000000 SH       D       1      35000000            0            0
ASPECT COMMUNICATION CORP. COM COM  04523Q102        44209      1192830 SH       D       6       1158830            0        34000
ASPECT COMMUNICATIONS CORP     COM  04523Q102          369         9968 SH       D       7          9968            0            0
ASPEN TECHNOLOGY INC COM       COM  045327103        19809       490637 SH       D       6        490637            0            0
Aspen Technology Inc.          COM  045327103          163         4049 SH       D       7          4049            0            0
ASPEON INC COM                 COM  045354107         1559        77022 SH       D       6         77022            0            0
ASPEON INC                     COM  045354107            5          261 SH       D       7           261            0            0
ASSET INVESTORS CORP DELAWARE  COM  04541W107          483        44960 SH       D       6         44960            0            0
ASSET INVESTOR CORPORATION     COM  04541W107            3          324 SH       D       7           324            0            0
ASSET SECURITIZATION           CVB  045424CA4        11874     12000000 SH       D       1      12000000            0            0
ASSISTED LIVING CONC COM       COM  04543L109           11         7500 SH       D       6          7500            0            0
ASSISTED LIVING CONCEPTS INC   COM  04543L109            1          778 SH       D       7           778            0            0
ASSOCIATED BANC CORP           COM  045487105        28498       953908 SH       D       6        947206            0         6702
ASSOCIATED BANC CORP           COM  045487105          479        16059 SH       D       7         10322            0         5737
ASSOCIATED ESTATES RLTY CORP C COM  045604105         3283       407249 SH       D       6        404549            0         2700
Associated Estates Rlty. Corp. COM  045604105           24         3094 SH       D       7          3094            0            0
ASSOCIATED MATLS INC COM       COM  045709102          587        42322 SH       D       6         42322            0            0
ASSOCIATED MATERIALS INC       COM  045709102            5          406 SH       D       7           406            0            0
AT HOME CORPORATION - SER A    COM  045919107          195         3700 SH       D       2          3700            0            0
AT HOME CORPORATION - SER A    COM  045919107        15218       287640 SH       D       3        274240            0        13400
AT HOME CORP COM               COM  045919107        89707      2723582 SH       D       6       2656182            0        67400
AT HOME CORP                   COM  045919107         2063        62646 SH       D       7         32955            0        29691
AT ENTERTAIN 14.5 CB 09 RE     CVB  045920105         6200     10000000 SH       D       9      10000000            0            0
ASSOCIATES 1ST CAP A $.01      COM  046008108          329         9774 SH       D       2          9774            0            0
ASSOCIATES 1ST CAP A $.01      COM  046008108        35728      1060892 SH       D       3       1010782            0        50110
ASSOCIATES 1ST CAP A $.01      COM  046008108         1373        40774 SH       D       4         40774            0            0
ASSOCIATES FIRST CAPITAL CORP  COM  046008108       396714     18505640 SH       D       6      16968887            0      1536753
Associates First Cap Corp      COM  046008108        13775       642585 SH       D       7        539389            0       103196
ASSOCIATES FIRST CAPITAL CRP   COM  046008108          841        39242 SH       S       7         39242            0            0
ASTA FDG INC COM               COM  046220109          166        31000 SH       D       6         31000            0            0
ASTEC INDS INC COM             COM  046224101         7163       269675 SH       D       6        269675            0            0
Astec Industries Inc.          COM  046224101           77         2936 SH       D       7          2936            0            0
ASTEA INTL INC COM             COM  04622E109           32         8300 SH       D       6          8300            0            0
ASTORIA FINL CORP COM          COM  046265104        24805       874206 SH       D       6        868026            0         6180
ASTORIA FINANCIAL CORP.        COM  046265104          689        24314 SH       D       7         19429            0         4885
ASTRAZENECA PLC                COM  046353108         4775       117919 SH       D       7        117919            0            0
ASTRO MED INC NEW              COM  04638F108           27         3900 SH       D       6          3900            0            0
ASTRONICS CORP COM             COM  046433108            4          414 SH       D       6           414            0            0
ASTRONICS CORP                 COM  046433108            3          299 SH       D       7           299            0            0
ASTROPOWER INC COM             COM  04644A101         1934        59861 SH       D       6         59861            0            0
ASTROPOWER INC                 COM  04644A101           16          514 SH       D       7           514            0            0
ASYST TECHNOLOGY COM           COM  04648X107        29538       504938 SH       D       6        504938            0            0
Asyst Technology Corp.         COM  04648X107          276         4734 SH       D       7          4734            0            0
ATALANTA SOSNOFF CAP CORP COM  COM  046499109           18         2068 SH       D       6          2068            0            0
ATALANTA SOSNOFF CAPITAL CP    COM  046499109            4          500 SH       D       7           500            0            0
ATCHISON CASTING COM           COM  046613105          906       130707 SH       D       6        130707            0            0
ATCHISON CASTING CORP          COM  046613105            3          457 SH       D       7           457            0            0
ATLANTIC AMERICAN CORP COM     COM  048209100           49        18568 SH       D       6         18568            0            0
ATLANTIC AMERICAN CORP         COM  048209100            7         2700 SH       D       7          2700            0            0
ATLANTIC COAST AIRLINES HLDGS  COM  048396105         6316       244124 SH       D       6        244124            0            0
Atlantic Coast Airlines Hldgs. COM  048396105           53         2061 SH       D       7          2061            0            0
ATLANTIC DATA SERVICES COM     COM  048523104          258        23500 SH       D       6         23500            0            0
ATLANTIC DATA SERVICES INC     COM  048523104            6          574 SH       D       7           574            0            0
ATLANTIC FINL CORP COM         COM  04853R100            0        21316 SH       D       6         21316            0            0
ATLANTIC FINANCIAL CORP        COM  04853R100            1          186 SH       D       7           186            0            0
ATLANTIC GULF COMM CORP COM    COM  048556104            2         7800 SH       D       6          7800            0            0
ATLANTIC PHAR. COM             COM  048785109            0         1400 SH       D       6          1400            0            0
ATLANTIC PREM BRANDS COM       COM  04878P105            0          100 SH       D       6           100            0            0
ATLANTIC RLTY TR COM           COM  048798102            4          622 SH       D       6           622            0            0
ATLANTIC REALTY TRUST INC      COM  048798102            3          400 SH       D       7           400            0            0
ATLANTIC RICHFIELD CO COM STOC COM  048825103        53910       643300 SH       D       1        643300            0            0
ATLANTIC RICHFIELD CO COM STOC COM  048825103         1017         7720 SH       D       2          7720            0            0
ATLANTIC RICHFIELD CO COM STOC COM  048825103        27213       206442 SH       D       3        206442            0            0
ATLANTIC RICHFIELD CO          COM  048825103         7139        83990 SH       D       5         83990            0            0
ATLANTIC RICHFIELD CO COM      COM  048825103       766938      9022810 SH       D       6       8258692            0       764118
ATLANTIC RICHFIELD CO          COM  048825103        25716       302552 SH       D       7        269130            0        33422
ATLANTIC RICHFIELD CO.         COM  048825103         1476        17374 SH       S       7         17374            0            0
ATLANTIC TELE NETWORK COM      COM  049079205           47         4000 SH       D       6          4000            0            0
ATLANTIC TELE-NETWORK          COM  049079205            3          319 SH       D       7           319            0            0
ATLANTIS PLASTICS COM          COM  049156102           14         1627 SH       D       6          1627            0            0
ATLANTIS PLASTICS INC CL A     COM  049156102            5          600 SH       D       7           600            0            0
ATLAS AIR INC COM              COM  049164106         7615       278197 SH       D       6        278197            0            0
Atlas Air Inc.                 COM  049164106           94         3434 SH       D       7          3434            0            0
ATMEL CORP NPV                 COM  049513104          183         2400 SH       D       2          2400            0            0
ATMEL CORP NPV                 COM  049513104        19331       252626 SH       D       3        230826            0        21800
ATMEL CORP NPV                 COM  049513104          535         7000 SH       D       4          7000            0            0
ATMEL CORP COM                 COM  049513104       160808      3114929 SH       D       6       3055573            0        59356
ATMEL CORP                     COM  049513104         4034        78142 SH       D       7         47702            0        30440
ATMEL S.A.                     CVB  04951PAA3        14943      5500000 SH       D       1       5500000            0            0
ATMOS ENERGY CORP COM          COM  049560105         9656       589705 SH       D       6        589705            0            0
Atmos Energy Corp.             COM  049560105           80         4929 SH       D       7          4929            0            0
ATRIX LABS INC COM             COM  04962L101         1260       130952 SH       D       6        130952            0            0
ATRIX LABS INC                 COM  04962L101           12         1316 SH       D       7          1316            0            0
ATPLAN INC COM                 COM  04962Q100          382        46358 SH       D       6         46358            0            0
  @PLAN.INC                    COM  04962Q100            5          700 SH       D       7           700            0            0
ATRION CORP COM                COM  049904105            5          516 SH       D       6           516            0            0
ATWOOD OCEANICS INC COM        COM  050095108        26674       402262 SH       D       6        372028            0        30234
Atwood Oceanics Inc.           COM  050095108          145         2197 SH       D       7          2197            0            0
AUDIBLE INC COM                COM  05069A104         1229       122900 SH       D       6        122900            0            0
AUDIBLE INC                    COM  05069A104           17         1700 SH       D       7          1700            0            0
AUDIOHIGHWAY COM COM           COM  050740109          320        60400 SH       D       6         60400            0            0
AUDIOHIGHWAY.COM               COM  050740109            0          100 SH       D       7           100            0            0
AUDIOVOX INC COM               COM  050757103         7422       170136 SH       D       6        170136            0            0
AUDIOVOX CORPORATION           COM  050757103           58         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            9        26000 SH       D       6         26000            0            0
AURORA FOODS COM               COM  05164B106         2352       784200 SH       D       6        784200            0            0
AURORA FOODS INC/DE            COM  05164B106           19         6344 SH       D       7          6344            0            0
AURORA BIOSCIENCES COM         COM  051920106         8802       215354 SH       D       6        196552            0        18802
AURORA BIOSCIENCES CORP        COM  051920106           37          926 SH       D       7           926            0            0
AUSPEX SYS INC COM             COM  052116100         7468       678950 SH       D       6        672750            0         6200
Auspex Systems Inc.            COM  052116100           46         4256 SH       D       7          4256            0            0
AUTOBYTEL COM INC COM          COM  05275N106         1506       183240 SH       D       6        183240            0            0
Autobytel Com Inc              COM  05275N106           15         1902 SH       D       7          1902            0            0
AUTODESK INC COM STOCK PAR $.0 COM  052769106         6120        86522 SH       D       3         86522            0            0
AUTODESK INC COM               COM  052769106        67889      1492074 SH       D       6       1361716            0       130358
Autodesk Inc                   COM  052769106         2200        48380 SH       D       7         39697            0         8683
AUTODESK INC                   COM  052769106          148         3254 SH       S       7          3254            0            0
AUTOIMMUNE INC COM             COM  052776101           22        10071 SH       D       6         10071            0            0
AUTOLIV INC COM                COM  052800109        39830      1327685 SH       D       6       1316847            0        10838
AUTOLIV INC                    COM  052800109          592        19752 SH       D       7         10600            0         9152
AUTOLOGIC INFORMATION INTL INC COM  052803103            4         1172 SH       D       6          1172            0            0
AUTOLOGIC INFORMATION INTL     COM  052803103            7         2100 SH       D       7          2100            0            0
AUTOBOND ACCEPTANCE CORP       COM  052918109            1         3100 SH       D       6          3100            0            0
AUTOMATIC COM EXCHANGE PFD, RT PFD  05300A202           56         6788 SH       D       6          6788            0            0
REPUBLIC INDUSTRIES            COM  05300A202            4          595 SH       D       7           595            0            0
AUTODATA PROCESS               COM  053015103         8064       170000 SH       D       1        170000            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103          676         8940 SH       D       2          8940            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103        74016       978738 SH       D       3        923138            0        55600
AUTOMATIC DATA PROCESSING INC  COM  053015103         2457        32500 SH       D       4         32500            0            0
AUTOMATIC DATA PROCESSING      COM  053015103         7891       163557 SH       D       5        163557            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103       728378     15095923 SH       D       6      13864055            0      1231868
Automatic Data Processing      COM  053015103        26046       539815 SH       D       7        396993            0       142822
AUTOMATIC DATA PROCESSING INC. COM  053015103         1623        33654 SH       S       7         33654            0            0
AUTONATION INC COM USD 0.10    COM  05329W102           94         7500 SH       D       2          7500            0            0
AUTONATION INC COM USD 0.10    COM  05329W102         6086       484774 SH       D       3        454074            0        30700
AUTONATION INC COM             COM  05329W102        37951      4781338 SH       D       6       4758428            0        22910
AUTONATION INC                 COM  05329W102          956       120555 SH       D       7         65423            0        55132
AUTOTOTE CORP CL A COM         COM  053323101         1689       380715 SH       D       6        380715            0            0
AUTOTOTE CORP                  COM  053323101           15         3600 SH       D       7          3600            0            0
AUTOWEB.COM COM                COM  053331104          720       100221 SH       D       6        100221            0            0
Autoweb.com Inc.               COM  053331104           11         1553 SH       D       7          1553            0            0
AUTOZONE COM STOCK US$0.01     COM  053332102          111         2580 SH       D       2          2580            0            0
AUTOZONE COM STOCK US$0.01     COM  053332102         8999       207646 SH       D       3        192146            0        15500
AUTOZONE INC. COM              COM  053332102        98138      3536525 SH       D       6       3240954            0       295571
Autozone Inc.                  COM  053332102         3496       126010 SH       D       7        105291            0        20719
AUTOZONE INC.                  COM  053332102          207         7484 SH       S       7          7484            0            0
AVADO BRANDS INC COM           COM  05336P108         1137       404569 SH       D       6        404569            0            0
Avado Brands Inc.              COM  05336P108            8         3049 SH       D       7          3049            0            0
AVALON CAP INC COM             COM  05342P100            8          411 SH       D       6           411            0            0
AVALON CAPITAL INC             COM  05342P100            7          400 SH       D       7           400            0            0
AVALONBAY COMMUNITIES, INC. CO COM  053484101        34239       934857 SH       D       6        927273            0         7584
AVALONBAY COMMUNITIES INC      COM  053484101          495        13532 SH       D       7          7667            0         5865
AVANT CORP COM                 COM  053487104        18843      1507442 SH       D       6       1447342            0        60100
Avant! Corp.                   COM  053487104           77         6207 SH       D       7          6207            0            0
AVANIR PHARMACEUTICALS COM     COM  05348P104           68        18300 SH       D       6         18300            0            0
AVANEX COM                     COM  05348W109        16305       107453 SH       D       6        107453            0            0
AVANEX CORP                    COM  05348W109           67          446 SH       D       7           446            0            0
AVANT IMMUNOTHERAPEUTICS, INC. COM  053491106         4740       499043 SH       D       6        499043            0            0
AVANT IMMUNOTHERAPEUTICS INC   COM  053491106           27         2900 SH       D       7          2900            0            0
WTS AVANT IMMUNOTHERAPEUTICS   COM  053491114            0          400 SH       D       6           400            0            0
AVATAR HOLDINGS INC COM        COM  053494100         2398       119925 SH       D       6        119925            0            0
AVATAR HOLDINGS                COM  053494100            6          338 SH       D       7           338            0            0
AVAX TECHNOLOGIES INC          COM  053495305           23         2000 SH       D       7          2000            0            0
AVECIA GROUP 16% PFD 2010      PFD  05354R200          505       200000 SH       D       9        200000            0            0
AVENTIS                        COM  053561106         3424        63412 SH       D       7         63412            0            0
AVENUE A INC COM               COM  053566105          620        20332 SH       D       6         20332            0            0
AVENUE A                       COM  053566105            6          201 SH       D       7           201            0            0
AVERT, INC COM                 COM  053596102           67         2252 SH       D       6          2252            0            0
AVERT INC                      COM  053596102            6          200 SH       D       7           200            0            0
AVERY DENNISON CORPCOM STOCK U COM  053611109          203         2090 SH       D       2          2090            0            0
AVERY DENNISON CORPCOM STOCK U COM  053611109        16740       172317 SH       D       3        172317            0            0
AVERY DENNISON CORP            COM  053611109         1600        26208 SH       D       5         26208            0            0
AVERY DENNISON CORP COM        COM  053611109       167401      2741482 SH       D       6       2470050            0       271432
Avery Dennison Corp.           COM  053611109         5808        95119 SH       D       7         73812            0        21307
AVERY-DENNISON CORP.           COM  053611109          371         6089 SH       S       7          6089            0            0
AVIALL INC COM                 COM  05366B102         3073       364210 SH       D       6        364210            0            0
Aviall Inc.                    COM  05366B102           24         2934 SH       D       7          2934            0            0
AVIATION SALES CO COM          COM  053672101         1140       180743 SH       D       6        180743            0            0
Aviation Sales Co.             COM  053672101           18         2860 SH       D       7          2860            0            0
AVID TECHNOLOGY INC COM        COM  05367P100         9813       548983 SH       D       6        548983            0            0
Avid Technology Inc.           COM  05367P100           64         3606 SH       D       7          3606            0            0
AVIGEN INC                     COM  053690103         8800       200000 SH       D       1        200000            0            0
AVIGEN INC COM                 COM  053690103         6678       150285 SH       D       6        150285            0            0
AVIGEN INC                     COM  053690103           26          600 SH       D       7           600            0            0
AVIRON COM COM                 COM  053762100         6827       245493 SH       D       6        245493            0            0
Aviron                         COM  053762100           75         2707 SH       D       7          2707            0            0
AVIS RENT A CAR COM            COM  053790101        15433       875661 SH       D       6        861661            0        14000
Avis Rent A Car Inc.           COM  053790101           69         3955 SH       D       7          3955            0            0
AVISTA CORP COM                COM  05379B107        30882       757847 SH       D       6        757847            0            0
Avista Corp.                   COM  05379B107          265         6527 SH       D       7          6527            0            0
AVNET INC COM STOCK US$1       COM  053807103         4512        47227 SH       D       3         47227            0            0
AVNET INC                      COM  053807103          716        11370 SH       D       5         11370            0            0
AVNET INC COM                  COM  053807103        48148       764256 SH       D       6        759805            0         4451
AVNET INC.                     COM  053807103          644        10238 SH       D       7          6514            0         3724
AVON PRODUCTS INC COM STOCK US COM  054303102          187         3860 SH       D       2          3860            0            0
AVON PRODUCTS INC COM STOCK US COM  054303102        20881       429465 SH       D       3        403465            0        26000
AVON PRODUCTS INC              COM  054303102         1829        62945 SH       D       5         62945            0            0
AVON PRODUCTS INC COM          COM  054303102       170724      5874393 SH       D       6       5397562            0       476831
Avon Products, Inc.            COM  054303102         6103       210007 SH       D       7        154841            0        55166
AVON PRODUCTS INC              COM  054303102          380        13089 SH       S       7         13089            0            0
AVTEAM INC- CL A COM           COM  054527205          465       132993 SH       D       6        132993            0            0
AVTEAM, INC.- CL A             COM  054527205            2          677 SH       D       7           677            0            0
AXA                            COM  054536107         4302        60018 SH       D       7         60018            0            0
AWARE INC MASS COM             COM  05453N100        14717       366797 SH       D       6        366797            0            0
Aware Inc.                     COM  05453N100          120         2999 SH       D       7          2999            0            0
AXENT TECHNOLOGIES INC COM     COM  05459C108        10482       557229 SH       D       6        557229            0            0
AXENT Technologies Inc.        COM  05459C108           84         4493 SH       D       7          4493            0            0
AXIOHM TRANSACTION COM         COM  054602107            0         1128 SH       D       6          1128            0            0
AXIOHM TRANSACTION SOLUTIONS   COM  054602107            0          300 SH       D       7           300            0            0
AXSYS TECHNOLOGIES INC COM     COM  054615109           33         2233 SH       D       6          2233            0            0
AXSYS TECHNOLOGIES INC         COM  054615109            2          179 SH       D       7           179            0            0
AXYS PHARMACEUTICALS COM       COM  054635107         2674       347861 SH       D       6        347861            0            0
AXYS PHARMACEUTICALS INC       COM  054635107           23         3011 SH       D       7          3011            0            0
AZTAR CORP COM                 COM  054802103        13382      1408644 SH       D       6       1312544            0        96100
Aztar Corp.                    COM  054802103           67         7066 SH       D       7          7066            0            0
AZTEC TECH PARTNERS COM        COM  05480L101          198        24935 SH       D       6         24935            0            0
AZTEC TECHNOLOGY PARTNERS      COM  05480L101           14         1795 SH       D       7          1795            0            0
AZTEC MFG CO COM               COM  054825104           59         5100 SH       D       6          5100            0            0
AZTEC MFG CO                   COM  054825104            9          800 SH       D       7           800            0            0
BB & T CORPORATION COM STK US$ COM  054937107          220         5060 SH       D       2          5060            0            0
BB & T CORPORATION COM STK US$ COM  054937107        20249       465050 SH       D       3        465050            0            0
BB&T CORP COM                  COM  054937107       249211      8880597 SH       D       6       8119568            0       761029
BB+T CORP                      COM  054937107         9331       332533 SH       D       7        297742            0        34791
BB&T CORPORATION               COM  054937107          525        18728 SH       S       7         18728            0            0
BCSB BANKCORP INC              COM  054948104            1          273 SH       D       7           273            0            0
AZURIX CORP COM                COM  05501M104         1945       259464 SH       D       6        259464            0            0
AZURIX CORP                    COM  05501M104           54         7200 SH       D       7          7200            0            0
BCE INC                        COM  05534B109       157851      1284000 SH       D       1       1284000            0            0
BCE INC COM                    COM  05534B109        51482       410424 SH       D       6        410424            0            0
BCT INTERNATIONAL INC          COM  055355101            4         2500 SH       D       6          2500            0            0
BF ENTERPRISES INC             COM  055387104            7          740 SH       D       6           740            0            0
BF ENTERPRISES INC             COM  055387104            1          200 SH       D       7           200            0            0
BEI TECHNOLOGIES INC COM       COM  05538P104         1188        67174 SH       D       6         67174            0            0
BEI TECHNOLOGIES INC           COM  05538P104            4          272 SH       D       7           272            0            0
BHA GROUP INC COM              COM  055446108          529        67226 SH       D       6         67226            0            0
BHA GROUP, INC.                COM  055446108            2          319 SH       D       7           319            0            0
BHC COMMUNICATIONS INC CL A    COM  055448104        18310       117378 SH       D       6        116923            0          455
BHC COMMUNICATIONS INC         COM  055448104          351         2250 SH       D       7          1807            0          443
B I INC COM NEW                COM  055467203          598        81219 SH       D       6         81219            0            0
B I INC                        COM  055467203            7         1000 SH       D       7          1000            0            0
BIOSYS GROUP COM               COM  055472104        21513       323512 SH       D       6        323512            0            0
BISYS GROUP INC                COM  055472104          503         7572 SH       D       7          1691            0         5881
BJ SVCS CO COM                 COM  055482103        83266      1127129 SH       D       6       1120830            0         6299
BJ SERVICES COMPANY            COM  055482103         2022        27377 SH       D       7         21151            0         6226
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106          453         7600 SH       D       1          7600            0            0
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106           83         1400 SH       D       2          1400            0            0
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106          161         2700 SH       D       3          2700            0            0
BJ`S WHOLESALE CLUB COM        COM  05548J106        53886      1395109 SH       D       6       1320217            0        74892
BJS WHSL CLUB INC              COM  05548J106         1538        39827 SH       D       7         32310            0         7517
BMC INDUSTRIES INC COM         COM  055607105         6041      1062300 SH       D       6       1056800            0         5500
BMC Industries Inc.            COM  055607105           33         5939 SH       D       7          5939            0            0
BOK FINANCIAL CORP COM         COM  05561Q201         1879       101613 SH       D       6        101613            0            0
BOK Financial Corp.            COM  05561Q201           93         5078 SH       D       7          5078            0            0
BP AMOCO SPON ADR (1 ADS = 6 S ADR  055622104        38921       470072 SH       D       3        470072            0            0
BP AMOCO PLC -SPONS ADR COM    COM  055622104            0            2 SH       D       6             2            0            0
BP AMOCO PLC - SPONS ADR       COM  055622104         6331       119316 SH       D       7        119316            0            0
BPA.N                          ADR  055622104          540         9900 SH       D       9          9900            0            0
BP PRUDHOE BAY RTY TR UNIT BEN COM  055630107         2642       250201 SH       D       6        250201            0            0
BP PRUDHOE BAY ROYALTY TRUST   COM  055630107           12         1189 SH       D       7          1189            0            0
BRT RLTY TR SH BEN INT NEW     COM  055645303          217        28981 SH       D       6         28981            0            0
BRT REALTY TRUST               COM  055645303            3          500 SH       D       7           500            0            0
BRE PPTYS INC CL A             COM  05564E106        27142      1051543 SH       D       6       1044743            0         6800
BRE Properties Inc.            COM  05564E106          185         7192 SH       D       7          7192            0            0
BSB BANCORP INC COM            COM  055652101         4053       194191 SH       D       6        158854            0        35337
BSB Bancorp Inc.               COM  055652101           32         1546 SH       D       7          1546            0            0
BT FINL CORP COM               COM  055763106         3974       254362 SH       D       6        254362            0            0
BT Financial Corp.             COM  055763106           56         3635 SH       D       7          3635            0            0
BTG INC. COM                   COM  05576J101          978       103040 SH       D       6        103040            0            0
BTG INC.                       COM  05576J101            3          393 SH       D       7           393            0            0
BMC SOFTWARE INC               COM  055921100            6          160 SH       D       1             0          160            0
BMC SOFTWARE                   COM  055921100          268         3500 SH       D       2          3500            0            0
BMC SOFTWARE                   COM  055921100        27491       358794 SH       D       3        358794            0            0
BMC SOFTWARE                   COM  055921100          475         6200 SH       D       4          6200            0            0
BMC SOFTWARE INC               COM  055921100         3116        63119 SH       D       5         63119            0            0
BMC SOFTWARE INC               COM  055921100       288569      5844451 SH       D       6       5366821            0       477630
BMC Software Incorporated      COM  055921100        10293       208485 SH       D       7        152652            0        55833
BMC SOFTWARE INC               COM  055921100          643        13033 SH       S       7         13033            0            0
BNCCORP, INC COM               COM  055936108           41         6442 SH       D       6          6442            0            0
BMJ MEDICAL MANAGEMENT INC     COM  055950109            0         4400 SH       D       6          4400            0            0
BTU INTL INC. COM              COM  056032105           57         4500 SH       D       6          4500            0            0
BTU INTERNATIONAL INC          COM  056032105            5          400 SH       D       7           400            0            0
BROADWAY HOLDINGS COM          COM  056039100          461        60545 SH       D       6         60545            0            0
BWAY CORPORATION               COM  056039100            3          443 SH       D       7           443            0            0
BWC FINANCIAL CORP COM         COM  056042104          160         8027 SH       D       6          8027            0            0
B W C FINANCIAL CORP           COM  056042104            4          200 SH       D       7           200            0            0
BACOU USA INC COM              COM  056439102         1386        88712 SH       D       6         88512            0          200
Bacou USA Inc.                 COM  056439102           36         2314 SH       D       7          2314            0            0
BADGER METER INC COM           COM  056525108         1024        28260 SH       D       6         28260            0            0
BADGER METER INC               COM  056525108            4          112 SH       D       7           112            0            0
BADGER PAPER MILLS INC COM     COM  056543101            9         1900 SH       D       6          1900            0            0
BAIRNCO CORP COM               COM  057097107          688        99301 SH       D       6         99301            0            0
BAIRNCO CORP                   COM  057097107            2          377 SH       D       7           377            0            0
BAKER MICHAEL CORP COM         COM  057149106          108        20849 SH       D       6         20849            0            0
MICHAEL BAKER CORP             COM  057149106            2          400 SH       D       7           400            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107           16          340 SH       D       1           340            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107          236         4959 SH       D       2          4959            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107        26731       560106 SH       D       3        528556            0        31550
BAKER HUGHES INC COM STOCK US$ COM  057224107          987        20700 SH       D       4         20700            0            0
BAKER HUGHES INC               COM  057224107         2611        86316 SH       D       5         86316            0            0
BAKER HUGHES INC            CO COM  057224107       257567      8514617 SH       D       6       7797572            0       717045
Baker Hughes, Inc.             COM  057224107         8388       277312 SH       D       7        243642            0        33670
BAKER HUGHES, INC              COM  057224107          536        17750 SH       S       7         17750            0            0
BAKER J INC COM                COM  057232100         1417       202436 SH       D       6        202436            0            0
BAKER J. INC.                  COM  057232100            5          729 SH       D       7           729            0            0
BALANCED CARE CORP COM         COM  057630105           20        10029 SH       D       6         10029            0            0
BALCHEM CORP -CL B             COM  057665200            1          200 SH       D       7           200            0            0
BALDOR ELECTRIC CO COM         COM  057741100        10856       601034 SH       D       6        601034            0            0
Baldor Electric Co.            COM  057741100          104         5791 SH       D       7          5791            0            0
BALDWIN & LYONS INC CL B COM   COM  057755209         4366       225361 SH       D       6        224961            0          400
Baldwin & Lyons Inc. Class B   COM  057755209           41         2126 SH       D       7          2126            0            0
BALDWIN PIANO & ORGAN CO COM   COM  058246109           60         8028 SH       D       6          8028            0            0
BALDWIN TECHNOLOGY INC CL A CO COM  058264102           26        13829 SH       D       6         13829            0            0
BALDWIN TECHNOLOGY CO INC CL A COM  058264102            1          676 SH       D       7           676            0            0
BALL CORP COM STOCK NPV        COM  058498106         2184        41993 SH       D       3         41993            0            0
BALL CORP COM                  COM  058498106        33740       976219 SH       D       6        877516            0        98703
Ball Corporation               COM  058498106          791        22908 SH       D       7         19764            0         3144
BALL CORP.                     COM  058498106           57         1671 SH       S       7          1671            0            0
BALLANTYNE OF OMAHA INC COM    COM  058516105          374        99856 SH       D       6         99856            0            0
BALLANTYNE OF OMAHA INC        COM  058516105            1          526 SH       D       7           526            0            0
BALLY TOTAL FITNESS HLDG CORP  COM  05873K108         9400       383709 SH       D       6        383709            0            0
BALLY TOTAL FITNESS HOLDINGS   COM  05873K108          113         4638 SH       D       7          4638            0            0
BALTEK CORP COM                COM  058822107           42         5800 SH       D       6          5800            0            0
BANC STOCK GROUP INC COM       COM  05943C102            1          700 SH       D       6           700            0            0
BANC STOCK GROUP INC-CL A      COM  05943C102            1          800 SH       D       7           800            0            0
BANC CORP COM                  COM  05944B103          609       107090 SH       D       6        107090            0            0
BANC CORPORATION               COM  05944B103           10         1790 SH       D       7          1790            0            0
BANCFIRST COR ZANES COM        COM  059450106         2121        98671 SH       D       6         98671            0            0
Bancfirst Ohio Corp.           COM  059450106           21         1007 SH       D       7          1007            0            0
BANCFIRST CORP COM             COM  05945F103         2682       101214 SH       D       6        101214            0            0
Bancfirst Corp.                COM  05945F103           22          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         1255       100000 SH       D       3        100000            0            0
BANCO BILBAO VIZCAYA ARGENTARI COM  05946K101         1677       112797 SH       D       7        112797            0            0
BANCO DE EDWARDS -SP ADR NPV   ADR  059504100         2195        75454 SH       D       3         75454            0            0
BANCO EDWARDS ADR              COM  059504100          175         9600 SH       D       6          9600            0            0
BANCO DE GALICIA BUENOS AIRES- ADR  059538207          767        23787 SH       D       3         23787            0            0
BANCO DE GALICIA Y BUENOS AIRE COM  059538207         4019       198505 SH       D       6        198505            0            0
BANCO FRANCES DEL RIO DE LA PL COM  059591107         2878       121846 SH       D       6        121846            0            0
BANCO GANADERO SA ADR          ADR  059594507          323        25400 SH       D       3         25400            0            0
BANCO SANTANDER P R SAN JUAN C COM  059646109          353        29597 SH       D       6         29597            0            0
Banco Santander PR San Juan    COM  059646109           56         4710 SH       D       7          4710            0            0
BRANCO SANTANDER CENTRAL HISP  COM  05964H105         3651       341654 SH       D       7        341654            0            0
BANCO SANTANDER CHILE-SP ADR   ADR  05965F108        12332       552570 SH       D       3        552570            0            0
BANCO SANTANDER CHILE ADR COM  COM  05965F108         5671       416245 SH       D       6        416245            0            0
BANCO SANTIAGO COM             COM  05965L105         3169       160482 SH       D       6        160482            0            0
BANCORP CONNECTICUT INC COM    COM  059684100          919        62869 SH       D       6         62869            0            0
BANCORP CONNECTICUT INC        COM  059684100            3          229 SH       D       7           229            0            0
BANCORPSOUTH INC COM           COM  059692103        14337       875583 SH       D       6        875583            0            0
Bancorpsouth Inc.              COM  059692103          175        10711 SH       D       7         10711            0            0
BANCWEST CORP. COM             COM  059790105        27251      1379847 SH       D       6       1346047            0        33800
BANCWEST CORP.                 COM  059790105          297        15050 SH       D       7         15050            0            0
BANDAG INC COM                 COM  059815100         7580       329576 SH       D       6        329576            0            0
BANDAG INC                     COM  059815100          178         7764 SH       D       7          7764            0            0
BANDAG INC CL A                COM  059815308         1563        69108 SH       D       6         69108            0            0
BANDAG INC CLASS A             COM  059815308           12          542 SH       D       7           542            0            0
BANGOR HYDRO ELEC CO           COM  060077104         2054       118660 SH       D       6        118660            0            0
BANGOR HYDRO-ELECTRIC CO       COM  060077104            4          271 SH       D       7           271            0            0
BANK OF AMERICA CORP COM STK U COM  060505104        25247       411242 SH       D       1        307486       103756            0
BANK OF AMERICA CORP COM STK U COM  060505104         4492        55602 SH       D       2         55602            0            0
BANK OF AMERICA CORP COM STK U COM  060505104       225346      2788732 SH       D       3       2670363            0       118369
BANK OF AMERICA CORP COM STK U COM  060505104         5777        71504 SH       D       4         71504            0            0
BANK OF AMERICA CORP           COM  060505104        23444       447077 SH       D       5        447077            0            0
BANK OF AMERICA CORP COM       COM  060505104      2624468     50049452 SH       D       6      45774957            0      4274495
BANK AMER CORP                 COM  060505104        93962      1791896 SH       D       7       1613061            0       178835
BANK OF AMERICA CORP           COM  060505104        57607      1131690 SH       D       9       1131690            0            0
BANK OF AMERICA CORP.          COM  060505104         4815        91838 SH       S       7         91838            0            0
BANK GRANITE CORP              COM  062401104         3552       178179 SH       D       6        178179            0            0
Bank of Granite Corp.          COM  062401104           38         1953 SH       D       7          1953            0            0
BANK MONTREAL QUE COM          COM  063671101        22789       648817 SH       D       6        648817            0            0
BANK OF THE OZARKS COM         COM  063904106          500        34637 SH       D       6         34637            0            0
BANK OF THE OZARKS             COM  063904106            2          169 SH       D       7           169            0            0
BK OF NEW YORK CO              COM  064057102           26          670 SH       D       1             0          670            0
BANK OF NEW YORK CO INC COM ST COM  064057102          614         9800 SH       D       2          9800            0            0
BANK OF NEW YORK CO INC COM ST COM  064057102        71274      1137267 SH       D       3       1077067            0        60200
BANK OF NEW YORK CO INC COM ST COM  064057102         2162        34500 SH       D       4         34500            0            0
BANK OF NEW YORK CO INC        COM  064057102         7979       192006 SH       D       5        192006            0            0
BANK OF NEW YORK CO INC COM    COM  064057102       792285     19062508 SH       D       6      17538490            0      1524018
Bank of New York               COM  064057102        25146       605035 SH       D       7        528747            0        76288
BANK OF NEW YORK               COM  064057102         1647        39636 SH       S       7         39636            0            0
BK ONE CORP                    COM  06423A103        10935       324000 SH       D       1        324000            0            0
BANK ONE CORP COM STK US$5     COM  06423A103          883        16296 SH       D       2         16296            0            0
BANK ONE CORP COM STK US$5     COM  06423A103        96229      1775353 SH       D       3       1688706            0        86647
BANK ONE CORP COM STK US$5     COM  06423A103         3183        58735 SH       D       4         58735            0            0
BANK ONE CORP                  COM  06423A103        10365       301493 SH       D       5        301493            0            0
BANC ONE CORP COM              COM  06423A103      1013374     29479975 SH       D       6      27064463            0      2415512
Bank One Corporation           COM  06423A103        33922       986842 SH       D       7        867884            0       118958
BANK ONE CORP                  COM  06423A103        22567       680000 SH       D       9        680000            0            0
BANK ONE CORP                  COM  06423A103         2122        61732 SH       S       7         61732            0            0
BANK PLUS CORP COM             COM  064446107          396       243698 SH       D       6        243698            0            0
BANK PLUS CORPORATION          COM  064446107            1          868 SH       D       7           868            0            0
BANK SANTA CLARA CALIF COM     COM  064781107          438        14274 SH       D       6         14274            0            0
BANK SANTA CLARA CALIFORNIA    COM  064781107            3          102 SH       D       7           102            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        27724       878406 SH       D       6        854106            0        24300
Bank UTD Corp.                 COM  065412108          176         5587 SH       D       7          5587            0            0
BANK WEST FINANCIAL CORP       COM  065631103            9         1300 SH       D       6          1300            0            0
BANKATLANTIC BANCORP CL B      COM  065908105          952       160446 SH       D       6        160446            0            0
Bankatlantic Bancorp Inc.      COM  065908105           30         5115 SH       D       7          5115            0            0
BANKATLANTIC BANCORP A COM     COM  065908501         1132       287658 SH       D       6        287658            0            0
BANKATLANTIC BANCORP INC - A   COM  065908501            4         1132 SH       D       7          1132            0            0
BANKERS TRUST CORP             COM  066365107          752         8100 SH       D       6          8100            0            0
BANKFIRST CORP COM             COM  066442104          320        43807 SH       D       6         43807            0            0
BANKFIRST CORP                 COM  066442104            3          419 SH       D       7           419            0            0
BANKNORTH GROUP INC DEL COM    COM  06646L100        13404       499922 SH       D       6        499922            0            0
Banknorth Group Inc.           COM  06646L100           98         3671 SH       D       7          3671            0            0
BANKUNITED FINL CORP CLA COM   COM  06652B103         1836       262313 SH       D       6        262313            0            0
BANKUNITED FINANCIAL CORP-A    COM  06652B103            4          657 SH       D       7           657            0            0
BANTA CORP USD0.1              COM  066821109          219         7300 SH       D       1          7300            0            0
BANTA CORP USD0.1              COM  066821109           42         1400 SH       D       2          1400            0            0
BANTA CORP USD0.1              COM  066821109          394        13100 SH       D       3         13100            0            0
BANTA CORP COM                 COM  066821109        24146      1314120 SH       D       6       1211420            0       102700
BANTA CORP                     COM  066821109          500        27253 SH       D       7         27253            0            0
BANYAN STRTEGIC RLTY T-MISC CO COM  06683M102          553       105521 SH       D       6        105521            0            0
BANYAN STRATEGIC REALTY TRUST  COM  06683M102            4          797 SH       D       7           797            0            0
BAR HBR BANKSHARES COM         COM  066849100          318        24033 SH       D       6         24033            0            0
BAR HARBOR BANKSHARES          COM  066849100            2          163 SH       D       7           163            0            0
BANYAN SYS INC COM             COM  066908104         8431       480109 SH       D       6        480109            0            0
Banyan Systems Inc.            COM  066908104           67         3855 SH       D       7          3855            0            0
BARD CR INC                    COM  067383109          893        14800 SH       D       3         14800            0            0
BARD C R INC COM               COM  067383109        50570      1307145 SH       D       6       1201306            0       105839
Bard (C.R.), Inc.              COM  067383109         1511        39066 SH       D       7         33756            0         5310
BARD C.R.                      COM  067383109          105         2734 SH       S       7          2734            0            0
BARCLAYS                       ADR  06738E204           42          400 SH       D       1             0          400            0
BARNES & NOBILE INC COM        COM  067774109        18331       797019 SH       D       6        793938            0         3081
BARNES & NOBLE INC.            COM  067774109          397        17285 SH       D       7          9545            0         7740
BARNES GROUP INC               COM  067806109         6438       444010 SH       D       6        443010            0         1000
Barnes Group Inc.              COM  067806109           42         2920 SH       D       7          2920            0            0
BARNESANDNOBLE.COM COM         COM  067846105         6175       654309 SH       D       6        652709            0         1600
Barnsandnoble.com inc.         COM  067846105           39         4220 SH       D       7          4220            0            0
BARRICK GOLD CORP COM NPV      COM  067901108         2911       115051 SH       D       3        115051            0            0
BARRICK GOLD CORP COM          COM  067901108       132473      8444541 SH       D       6       7650632            0       793909
Barrick Gold Corporation       COM  067901108         4045       257859 SH       D       7        252359            0         5500
BARRICK GOLD CORP              COM  067901108          334        21293 SH       S       7         21293            0            0
BARNETT INC COM                COM  068062108         1998       181647 SH       D       6        181647            0            0
BARNETT INC                    COM  068062108           17         1597 SH       D       7          1597            0            0
BARNWELL INDUSTRIES INC COM    COM  068221100            5          392 SH       D       6           392            0            0
BARR LABS INC COM              COM  068306109        12483       297217 SH       D       6        297217            0            0
Barr Laboratories Inc.         COM  068306109          112         2685 SH       D       7          2685            0            0
BARRA INC. COM                 COM  068313105        10843       320100 SH       D       6        320100            0            0
Barra Inc.                     COM  068313105           62         1851 SH       D       7          1851            0            0
BARRETT BUSINESS SER COM       COM  068463108          339        56651 SH       D       6         56651            0            0
BARRETT BUSINESS SVCS INC      COM  068463108            6         1000 SH       D       7          1000            0            0
BARRETT RES CORP COM PAR $0.01 COM  068480201        19306       647594 SH       D       6        647594            0            0
Barrett Resources Corp.        COM  068480201          147         4932 SH       D       7          4932            0            0
BARRINGER RES INC COM          COM  068509603           16         2600 SH       D       6          2600            0            0
BARRINGER TECHNOLOGIES INC     COM  068509603            4          640 SH       D       7           640            0            0
BARRY R G CORP OHIO          C COM  068798107          377       111995 SH       D       6        111995            0            0
BARRY  (RG)                    COM  068798107            4         1459 SH       D       7          1459            0            0
BASE TEN SYS INC COM           COM  069779304            0            1 SH       D       6             1            0            0
BASE TEN SYSTEMS               COM  069779304            0          220 SH       D       7           220            0            0
BASIN EXPL COM                 COM  070107107         3329       222923 SH       D       6        222923            0            0
Basin Exploration Inc          COM  070107107           60         4017 SH       D       7          4017            0            0
BASSETT FURNITURE INDUSTRIES   COM  070203104         3017       215525 SH       D       6        215525            0            0
BASSETT FURNITURE INDS INC     COM  070203104           40         2903 SH       D       7          2903            0            0
BATTLE MTN GOLD CO CL A     CO COM  071593107         4796      2475418 SH       D       6       2475418            0            0
BATTLE MOUNTAIN GOLD CO        COM  071593107           60        31332 SH       D       7         31332            0            0
BAUSCH & LOMB INC COM STOCK US COM  071707103         7155        91249 SH       D       3         81449            0         9800
BAUSCH & LOMB INC COM          COM  071707103        73671      1411665 SH       D       6       1291495            0       120170
Bausch & Lomb, Inc.            COM  071707103         2692        51586 SH       D       7         42082            0         9504
BAUSCH & LOMB, INC.            COM  071707103          160         3084 SH       S       7          3084            0            0
BAXTER INTL INC                COM  071813109           11          209 SH       D       1             0          209            0
BAXTER INTERNATIONAL INC US$1  COM  071813109          416         4250 SH       D       2          4250            0            0
BAXTER INTERNATIONAL INC US$1  COM  071813109        46776       477104 SH       D       3        450304            0        26800
BAXTER INTERNATIONAL INC US$1  COM  071813109         1294        13200 SH       D       4         13200            0            0
BAXTER INTERNATIONAL INC       COM  071813109         4766        76029 SH       D       5         76029            0            0
BAXTER INTL INC COM            COM  071813109       465490      7425564 SH       D       6       6821563            0       604001
Baxter International Inc.      COM  071813109        14099       224912 SH       D       7        186693            0        38219
BAXTER INTL                    COM  071813109        18184       293000 SH       D       9        293000            0            0
BAXTER INTERNATIONAL, INC.     COM  071813109          979        15626 SH       S       7         15626            0            0
BAY BANCSHARES INC             COM  07203N109           26         1400 SH       D       6          1400            0            0
BAY STATE BANCORP INC          COM  072611106            1          113 SH       D       7           113            0            0
BAY VIEW CAP CORP DEL COM      COM  07262L101         5806       774136 SH       D       6        761435            0        12701
Bay View Capital Corp.         COM  07262L101           36         4889 SH       D       7          4889            0            0
BAYCORP HOLDINGS LTD COM       COM  072728108         1442        66315 SH       D       6         66315            0            0
BAYOU STL CORP LA PLACE        COM  073051104            3         1082 SH       D       6          1082            0            0
BAYOU STEEL CORP -CL A         COM  073051104            1          600 SH       D       7           600            0            0
BE AEROSPACE COM               COM  073302101         3983       678000 SH       D       6        672500            0         5500
BE Aerospace Inc.              COM  073302101           36         6201 SH       D       7          6201            0            0
BE FREE INC COM                COM  073308108         5907       268504 SH       D       6        268504            0            0
BE FREE, INC.                  COM  073308108           66         3000 SH       D       7          3000            0            0
BE INC COM                     COM  073309106         2578       171200 SH       D       6        171200            0            0
BE INCORPORATED                COM  073309106           25         1700 SH       D       7          1700            0            0
BEA SYSTEMS INC USD.001        COM  073325102          482         3800 SH       D       1          3800            0            0
BEA SYSTEMS INC USD.001        COM  073325102          114          900 SH       D       2           900            0            0
BEA SYSTEMS INC USD.001        COM  073325102          545         4300 SH       D       3          4300            0            0
BEA SYS INC COM                COM  073325102       132417      1804661 SH       D       6       1717961            0        86700
BEA SYS INC                    COM  073325102         4466        60898 SH       D       7         26892            0        34006
BEARD CO COM                   COM  07384R309            1          931 SH       D       6           931            0            0
BEAR STEARNS COS INC COM STOCK COM  073902108          129         1800 SH       D       2          1800            0            0
BEAR STEARNS COS INC COM STOCK COM  073902108        11362       157944 SH       D       3        157944            0            0
BEAR STEARNS CO INC COM        COM  073902108       133057      2915767 SH       D       6       2672172            0       243595
Bear Stearns Companies         COM  073902108         4226        92634 SH       D       7         80869            0        11765
BEAR STEARNS COMPANIES,INC     COM  073902108          279         6129 SH       S       7          6129            0            0
BEASLEY BROADCAST GROUP INC CO COM  074014101         1287       139200 SH       D       6        139200            0            0
BEASLEY BROADCAST GRP INC -A   COM  074014101           12         1400 SH       D       7          1400            0            0
BEAUTICONTROL COSMETICS INC CO COM  074655101           30         7700 SH       D       6          7700            0            0
BEAZER HOMES COM               COM  07556Q105         5347       285185 SH       D       6        285185            0            0
Beazer Homes USA, Inc.         COM  07556Q105           15          831 SH       D       7           831            0            0
BEBE STORES INC COM            COM  075571109          755        59837 SH       D       6         59837            0            0
BEBE Stores Inc.               COM  075571109           17         1421 SH       D       7          1421            0            0
BECKMAN COULTER INC COM        COM  075811109        27241       424408 SH       D       6        424408            0            0
BECKMAN COULTER INC            COM  075811109          661        10301 SH       D       7          4517            0         5784
BECTON (DICKINSON) & CO COM ST COM  075887109          173         4100 SH       D       2          4100            0            0
BECTON (DICKINSON) & CO COM ST COM  075887109        17959       425106 SH       D       3        400706            0        24400
BECTON (DICKINSON) & CO COM ST COM  075887109          747        17700 SH       D       4         17700            0            0
BECTON DICKINSON & CO          COM  075887109         1735        65975 SH       D       5         65975            0            0
BECTON DICKINSON & CO COM      COM  075887109       164792      6262910 SH       D       6       5759891            0       503019
Becton Dickinson & Co.         COM  075887109         5513       209546 SH       D       7        162200            0        47346
BECTON DICKINSON & CO          COM  075887109          353        13453 SH       S       7         13453            0            0
BED BATH & BEYOND COM STK US$  COM  075896100         2851        41000 SH       D       3         41000            0            0
BED & BATH BEYOND COM          COM  075896100       124812      3169844 SH       D       6       2899544            0       270300
Bed Bath & Beyond, Inc.        COM  075896100         4464       113382 SH       D       7         86533            0        26849
BED BATH & BEYOND INC          COM  075896100          296         7521 SH       S       7          7521            0            0
BEDFORD BANKSHARES INC COM     COM  076014109           13         1515 SH       D       6          1515            0            0
BEDFORD PROPERTY INVESTORS, IN COM  076446301         8261       514355 SH       D       6        510955            0         3400
Bedford Property Investors     COM  076446301           52         3239 SH       D       7          3239            0            0
BEL FUSE INC COM/ CLASS A      COM  077347201          451        22274 SH       D       6         22274            0            0
BEL FUSE INC CL A              COM  077347201           13          691 SH       D       7           691            0            0
BEL FUSE INC COM/ CLASS B      COM  077347300         1653        78716 SH       D       6         78716            0            0
BELCO OIL & GAS CORP COM       COM  077410108         1966       189548 SH       D       6        189548            0            0
Belco Oil & Gas Corp.          COM  077410108           53         5159 SH       D       7          5159            0            0
BELDEN INC COM                 COM  077459105        24065       875116 SH       D       6        851016            0        24100
Belden Inc.                    COM  077459105          105         3828 SH       D       7          3828            0            0
BELL & HOWELL CO. COM          COM  077852101        10718       342999 SH       D       6        342999            0            0
Bell & Howell Co.              COM  077852101           94         3030 SH       D       7          3030            0            0
BELL ATLANTIC CORP COM STOCK   COM  077853109        14010       143840 SH       D       1        142900          940            0
BELL ATLANTIC CORP COM STOCK   COM  077853109         4865        49824 SH       D       2         49824            0            0
BELL ATLANTIC CORP COM STOCK   COM  077853109       254260      2603937 SH       D       3       2479161            0       124776
BELL ATLANTIC CORP COM STOCK   COM  077853109         5051        51736 SH       D       4         51736            0            0
BELL ATLANTIC CORP             COM  077853109        24845       406442 SH       D       5        406442            0            0
BELL ATLANTIC CORP COM         COM  077853109      2734093     44729547 SH       D       6      40833873            0      3895674
BELL ATLANTIC CORP             COM  077853109       105238      1721691 SH       D       7       1560707            0       160984
BELL ATLANTIC CORP.            COM  077853109         5105        83533 SH       S       7         83533            0            0
BELL INDUSTRIES INC DEL COM    COM  078107109           79        25090 SH       D       6         25090            0            0
BELL INDUSTRIES INC            COM  078107109            1          349 SH       D       7           349            0            0
BELL BUSINESS SER COM          COM  078137106         2129       123465 SH       D       6        123465            0            0
BELL MICROPRODUCTS INC         COM  078137106            6          395 SH       D       7           395            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102        15112       201700 SH       D       1        201700            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102         5209        69530 SH       D       2         69530            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102       239777      3200127 SH       D       3       3050527            0       149600
BELLSOUTH CORP COM STOCK US$1  COM  079860102         5911        78900 SH       D       4         78900            0            0
BELLSOUTH CORP                 COM  079860102        23170       492992 SH       D       5        492992            0            0
BELLSOUTH CORP COM             COM  079860102      2672196     56855247 SH       D       6      52004080            0      4851167
BELLSOUTH CORP                 COM  079860102       101294      2155203 SH       D       7       1960076            0       195127
BELLSOUTH CORPORATION          COM  079860102         4759       101265 SH       S       7        101265            0            0
BELLWETHER EXPL CO COM         COM  079895207          965       139118 SH       D       6        139118            0            0
BELLWETHER EXPLORATION CO      COM  079895207            4          633 SH       D       7           633            0            0
BELMONT BANCORP COM            COM  080162100            0          251 SH       D       6           251            0            0
BELMONT BANCORP                COM  080162100            2          893 SH       D       7           893            0            0
RTS BELMONT BANCORP COM        COM  080162993            0          238 SH       D       6           238            0            0
BELMONT BANCORP                COM  080162993            0          848 SH       D       7           848            0            0
BELO, A H CORP CLASS 'A' COM S CLA  080555105         2642       106959 SH       D       3        106959            0            0
BELO A H CORP SER A          C COM  080555105        25189      1409214 SH       D       6       1399636            0         9578
A.H. BELO CORPORATION          COM  080555105          409        22925 SH       D       7         14801            0         8124
BEMIS CO INC                   COM  081437105        11969       335400 SH       D       1        335400            0            0
BEMIS CO INC COM STOCK US$0.10 COM  081437105          859        15100 SH       D       3         15100            0            0
BEMIS CO INC COM               COM  081437105        48196      1307022 SH       D       6       1199269            0       107753
Bemis Company, Inc.            COM  081437105         1444        39164 SH       D       7         34166            0         4998
BEMIS CO                       COM  081437105          104         2827 SH       S       7          2827            0            0
BEN & JERRYS HOMEMADE INC COM  COM  081465106         3694       110081 SH       D       6        110081            0            0
BEN & JERRY'S                  COM  081465106            8          267 SH       D       7           267            0            0
BENCHMARK ELECTRS INC COM      COM  08160H101         9424       254718 SH       D       6        254718            0            0
Benchmark Electronics Inc.     COM  08160H101           99         2692 SH       D       7          2692            0            0
BENETTON                       COM  081795403         2538        61543 SH       D       7         61543            0            0
BENIHANA ,INC CLA COM          COM  082047200            5          464 SH       D       6           464            0            0
BENIHANA INC                   COM  082047200            3          272 SH       D       7           272            0            0
BENTON OIL & GAS CO COM        COM  083288100         1258       437666 SH       D       6        437666            0            0
BENTON OIL & GAS CO.           COM  083288100            6         2400 SH       D       7          2400            0            0
BERGEN BRUNSWIG CORP CLASS A C COM  083739102        12590      1865276 SH       D       6       1860272            0         5004
BERGEN BRUNSWIG CORP           COM  083739102          288        42780 SH       D       7         19720            0        23060
BERGER HLDGS LTD COM           COM  084037407            4         2202 SH       D       6          2202            0            0
BERINGER WINE ESTATE COM       COM  084102102         6580       183441 SH       D       6        183441            0            0
Beringer Wine Estates          COM  084102102          127         3567 SH       D       7          3567            0            0
BERKLEY W R CORP COM           COM  084423102        10245       444236 SH       D       6        444236            0            0
WR Berkley Corp.               COM  084423102           66         2897 SH       D       7          2897            0            0
BERKSHIRE BANCORP INC COM      COM  084597103          973        30969 SH       D       6         30969            0            0
BERKSHIRE BANCORP INC          COM  084597103            2           95 SH       D       7            95            0            0
BERKSHIRE ENERGY RESOURCES COM COM  084644103         1199        33251 SH       D       6         33251            0            0
BERKSHIRE HATHAWAY             CNV  084670108          587           10 SH       D       1             0           10            0
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108         1611           19 SH       D       2            19            0            0
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108       132051         1557 SH       D       3          1443            0          114
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108         4410           52 SH       D       4            52            0            0
BERKSHIRE HATHAWAY INC COM     COM  084670108       353210         6175 SH       D       6          6175            0            0
BERKSHIRE HATHAWAY INC-C       COM  084670108         7722         1350 SH       D       7          1350            0            0
BERKSHIRE HATHAWAY B COM       COM  084670207        38240        21011 SH       D       6         21011            0            0
BERKSHIRE HATHAWAY INC-CL B    COM  084670207          114           63 SH       D       7            63            0            0
BERLITZ IMTL INC NEW BERLITZ I COM  08520F100          760        66483 SH       D       6         66483            0            0
Berlitz International Inc.     COM  08520F100           12         1065 SH       D       7          1065            0            0
BERRY PETROLEUM CO CL A        COM  085789105         5304       308611 SH       D       6        308611            0            0
Berry Petroleum Co. Class A    COM  085789105           52         3083 SH       D       7          3083            0            0
BESICORP GROUP INC EC COM      COM  086338993            0        60307 SH       D       6         60307            0            0
BESICORP LTD COM               COM  086339108           12         2411 SH       D       6          2411            0            0
BEST BUY COMPANY               COM  086516101         4830        36100 SH       D       1         36100            0            0
BEST BUY COMPANY               COM  086516101         1324         9900 SH       D       2          9900            0            0
BEST BUY COMPANY               COM  086516101        43553       325479 SH       D       3        316479            0         9000
BEST BUY INC COM               COM  086516101       488696      5682523 SH       D       6       5217143            0       465380
BEST BUY CO INC                COM  086516101        21659       251852 SH       D       7        213115            0        38737
BEST BUY COMPANY INC.          COM  086516101          947        11014 SH       S       7         11014            0            0
BESTWAY RENT INC COM           COM  086584208            3          711 SH       D       6           711            0            0
BESTWAY INC                    COM  086584208            7         1400 SH       D       7          1400            0            0
BESTFOODS                      COM  08658U101           79         1600 SH       D       1             0         1600            0
BESTFOODS INC USD0.25          COM  08658U101          295         3940 SH       D       2          3940            0            0
BESTFOODS INC USD0.25          COM  08658U101        32025       427423 SH       D       3        408023            0        19400
BESTFOODS INC USD0.25          COM  08658U101          509         6800 SH       D       4          6800            0            0
BESTFOODS INC COM              COM  08658U101       320496      6846386 SH       D       6       6281806            0       564580
Bestfoods Inc                  COM  08658U101        10644       227378 SH       D       7        179984            0        47394
BESTFOODS                      COM  08658U101          703        15020 SH       S       7         15020            0            0
BETA OIL & GAS INC COM         COM  08659A104          310        31400 SH       D       6         31400            0            0
BETHLEHEM CORP COM             COM  087257101            1          900 SH       D       6           900            0            0
BETHLEHEM STEEL CORP COM STOCK COM  087509105         2205       225878 SH       D       3        200878            0        25000
BETHLEHEM STEEL CORP           COM  087509105          191        31951 SH       D       5         31951            0            0
BETHLEHEM STEEL CORP COM       COM  087509105        20419      3403303 SH       D       6       3145405            0       257898
Bethlehem Steel Corp.          COM  087509105          600       100043 SH       D       7         98220            0         1823
BETHLEHEM STEEL CORP.          COM  087509105           42         7065 SH       S       7          7065            0            0
BEVERLY ENTERPRISES INC COM    COM  087851309         7590      2058374 SH       D       6       2058374            0            0
BEVERLY ENTERPRISES INC        COM  087851309           80        21696 SH       D       7         21696            0            0
BEYOND.COM CORP. COM           COM  08860E101         1914       447238 SH       D       6        447238            0            0
Beyond.com Corp.               COM  08860E101           17         4063 SH       D       7          4063            0            0
BIG BUCK BREWERY AND STEAKHO   COM  089072102            5         2500 SH       D       6          2500            0            0
BIG CITY RADIO INC COM         COM  089098107           24         4295 SH       D       6          4295            0            0
BIG CITY RADIO                 COM  089098107            8         1400 SH       D       7          1400            0            0
BIG DOG HLDGS- COM COM         COM  089128102          298        66359 SH       D       6         66359            0            0
BIG DOG HOLDINGS INC.          COM  089128102            2          541 SH       D       7           541            0            0
BIG FOOT FINL CORP COM         COM  089165104           20         1772 SH       D       6          1772            0            0
BIG FOOT FINANCIAL CORP        COM  089165104            4          400 SH       D       7           400            0            0
BIGMAR INC                     COM  089893101            5         2000 SH       D       6          2000            0            0
BIGSTAR ENTMT INC COM          COM  089896104          197        47900 SH       D       6         47900            0            0
BIKERS DREAM INC               COM  090008202           27        17700 SH       D       6         17700            0            0
BILLING CONCEPTS CORP COM      COM  090063108         4478       636887 SH       D       6        636887            0            0
Billing Concepts Corp.         COM  090063108           39         5640 SH       D       7          5640            0            0
BINDLEY WESTERN INDUSTRIES INC COM  090324104         7688       566921 SH       D       6        566921            0            0
Bindley Western Inds. Inc.     COM  090324104           66         4926 SH       D       7          4926            0            0
BINDVIEW DEV CORP COM          COM  090327107        16301       524783 SH       D       6        524783            0            0
Bindview Dev Corp              COM  090327107          190         6142 SH       D       7          6142            0            0
BIO RAD LABS CL A COM          COM  090572207         6681       245183 SH       D       6        233683            0        11500
Bio Rad Labs Inc.              COM  090572207           51         1895 SH       D       7          1895            0            0
BIO TECHNOLOGY GEN CORP COM    COM  090578105        16310      1052273 SH       D       6       1052273            0            0
Bio Technology General Corp.   COM  090578105          132         8577 SH       D       7          8577            0            0
BID-PLEXUS INC COM             COM  09057C106           10         3100 SH       D       6          3100            0            0
BIO-PLEXUS INC                 COM  09057C106            2          700 SH       D       7           700            0            0
BIOANALYTICAL SYSTEMS INC      COM  09058M103            4         1400 SH       D       6          1400            0            0
BIOCRYST PHARMACEUTICALS COM   COM  09058V103         4765       174480 SH       D       6        174480            0            0
BIOCRYST PHARMACEUTICALS INC   COM  09058V103           26          965 SH       D       7           965            0            0
BIOFIELD CORP COM              COM  090591108            5         5300 SH       D       6          5300            0            0
BIOGEN INC                     COM  090597105        36339       515000 SH       D       1        515000            0            0
BIOGEN INC COM STOCK US$0.01   COM  090597105          258         2300 SH       D       2          2300            0            0
BIOGEN INC COM STOCK US$0.01   COM  090597105        23890       212380 SH       D       3        212380            0            0
BIOGEN INC                     COM  090597105       246614      3529363 SH       D       6       3231363            0       298000
Biogen Inc                     COM  090597105         9093       130133 SH       D       7         95760            0        34373
BIOGEN, INC                    COM  090597105          565         8090 SH       S       7          8090            0            0
BIOJECT MEDICAL TECHNOLOGIES   COM  09059T206            5         4100 SH       D       6          4100            0            0
BIOMATRIX INC COM              COM  09060P102         7311       286726 SH       D       6        286726            0            0
Biomatrix Inc.                 COM  09060P102           76         2989 SH       D       7          2989            0            0
BIOMET INC                     COM  090613100         1734        32662 SH       D       3         32662            0            0
BIOMET INC COM                 COM  090613100        96074      2641229 SH       D       6       2420204            0       221025
Biomet, Inc.                   COM  090613100         3488        95901 SH       D       7         72725            0        23176
Biomet, Inc.                   COM  090613100          221         6090 SH       S       7          6090            0            0
BIOMARIN PHARMACEUTICAL INC CO COM  09061G101         1735        48900 SH       D       6         48900            0            0
BIOMARIN PHARMACEUTICAL INC    COM  09061G101           63         1800 SH       D       7          1800            0            0
BIONOVA HLDG CORP COM          COM  09063Q107          202       115598 SH       D       6        115598            0            0
BIONOVA HOLDING CORP           COM  09063Q107            4         2500 SH       D       7          2500            0            0
BIONX IMPLANTS INC COM         COM  09064Q106           14         4551 SH       D       6          4551            0            0
BIONX IMPLANTS INC             COM  09064Q106            1          399 SH       D       7           399            0            0
BIONX IMPLANTS INC RTS         PFD  09064Q981            0          787 SH       D       6           787            0            0
BIOPURE CORP COM               COM  09065H105         1155        34700 SH       D       6         34700            0            0
BIOPURE CORP                   COM  09065H105           36         1100 SH       D       7          1100            0            0
BIOSPHERICS INC                COM  090662107          227        21500 SH       D       6         21500            0            0
BIOSPHERICS INC                COM  090662107            4          393 SH       D       7           393            0            0
BIOSOURCE INTL INC COM         COM  09066H104           48         4000 SH       D       6          4000            0            0
BIOSOURCE INTL INC COM NEW     COM  09066H104           30         2500 SH       D       7          2500            0            0
BIOTIME COM                    COM  09066L105         1248       108600 SH       D       6        108600            0            0
BIOTIME INC                    COM  09066L105            5          470 SH       D       7           470            0            0
BIOTRANSPLANT INC              COM  09066Y107           43         4100 SH       D       6          4100            0            0
BIOSHIELD TECHNOLOGIES INC COM COM  09068A107          890        34100 SH       D       6         34100            0            0
BIOSHIELD TECHNOLOGIES INC     COM  09068A107           15          600 SH       D       7           600            0            0
BIO LOGIC SYSTEM CORP        C COM  090909102           70         6200 SH       D       6          6200            0            0
BIOLASE TECHNOLOGY INC COM     COM  090911108           22         6300 SH       D       6          6300            0            0
BIO VASCULAR INC COM           COM  090923103           23         5000 SH       D       6          5000            0            0
BIOSPECIFICS COM               COM  090931106           17         5270 SH       D       6          5270            0            0
BIOSITE DIAGNOSTICS INC. COM   COM  090945106         3705       152037 SH       D       6        152037            0            0
BIOSITE DIAGNOSTICS INC        COM  090945106           14          577 SH       D       7           577            0            0
BIORELIANCE CORP COM           COM  090951104          245        45706 SH       D       6         45706            0            0
BIORELIANCE CORP               COM  090951104            7         1449 SH       D       7          1449            0            0
BIRMINGHAM STEEL CORP COM      COM  091250100         1843       359728 SH       D       6        359728            0            0
BIRMINGHAM STEEL CORP          COM  091250100           18         3579 SH       D       7          3579            0            0
BITWISE COM                    COM  091747105           69         4800 SH       D       6          4800            0            0
BITWISE DESIGNS INC            COM  091747105            5          400 SH       D       7           400            0            0
BLACK & DECKER CORP COM STOCK  COM  091797100          117         2050 SH       D       2          2050            0            0
BLACK & DECKER CORP COM STOCK  COM  091797100         7708       134078 SH       D       3        134078            0            0
BLACK & DECKER CORP            COM  091797100          859        22882 SH       D       5         22882            0            0
BLACK & DECKER CORP COM        COM  091797100        79176      2107862 SH       D       6       1937115            0       170747
Black & Decker Corp            COM  091797100         2833        75425 SH       D       7         56326            0        19099
BLACK & DECKER CORP            COM  091797100          175         4661 SH       S       7          4661            0            0
BLACK BOX CORP COM             COM  091826107        26697       385606 SH       D       6        385606            0            0
Black Box Corp.                COM  091826107          221         3193 SH       D       7          3193            0            0
BLACK HAWK GAMING COM          COM  092067107           20         3449 SH       D       6          3449            0            0
BLACK HILLS PWR & LIGHT CO COM COM  092113109        10778       488552 SH       D       6        488552            0            0
Black Hills Corp.              COM  092113109           82         3738 SH       D       7          3738            0            0
BLACKROCK INC COM              COM  09247X101         3662       180851 SH       D       6        180851            0            0
BLACKROCK INC.                 COM  09247X101           12          600 SH       D       7           600            0            0
BLAIR CORP COM                 COM  092828102         1152        72036 SH       D       6         72036            0            0
BLAIR CORPORATION              COM  092828102           18         1128 SH       D       7          1128            0            0
BLANCH E W HLDGS COM           COM  093210102         6113       305656 SH       D       6        305656            0            0
EW Blanch Holdings Inc.        COM  093210102           44         2248 SH       D       7          2248            0            0
BLAZE SOFTWARE INC COM         COM  09347T109          282         9898 SH       D       6          9898            0            0
BLAZE SOFTWARE, INC.           COM  09347T109            2          102 SH       D       7           102            0            0
BLIMPIE INTL COM               COM  093538106           14         7600 SH       D       6          7600            0            0
BLOCK DRUG INC CL A COM        COM  093644102        10321       374494 SH       D       6        363753            0        10741
Block Drug CompanyInc.         COM  093644102           78         2850 SH       D       7          2850            0            0
BLOCK (H & R) INC COM STOCK NP COM  093671105         1598        22600 SH       D       1         22600            0            0
BLOCK (H & R) INC COM STOCK NP COM  093671105           99         1400 SH       D       2          1400            0            0
BLOCK (H & R) INC COM STOCK NP COM  093671105        12026       170006 SH       D       3        159706            0        10300
BLOCK (H & R) INC COM STOCK NP COM  093671105          714        10100 SH       D       4         10100            0            0
BLOCK H & R INC                COM  093671105         1160        25929 SH       D       5         25929            0            0
BLOCK H & R INC COM            COM  093671105       132433      2959404 SH       D       6       2664964            0       294440
BLOCK H + R INC                COM  093671105         5027       112351 SH       D       7         99212            0        13139
BLOCK, H,& R. INC              COM  093671105          234         5245 SH       S       7          5245            0            0
BLOCKBUSTER INC CLASS A USD0.0 COM  093679108           17         1100 SH       D       3          1100            0            0
BLOCKBUSTER INC COM            COM  093679108          708        70800 SH       D       6         70800            0            0
BLOCKBUSTER INC CL A           COM  093679108           19         1900 SH       D       7          1900            0            0
BLONDER TONGUE LABS COM        COM  093698108          350        47526 SH       D       6         47526            0            0
BLONDER TONGUE LABORATORIES    COM  093698108            2          370 SH       D       7           370            0            0
BLOUNT INT`L-NEW COM           COM  095180105         1248        96942 SH       D       6         96942            0            0
Blount Int'l Inc. New          COM  095180105           63         4941 SH       D       7          4941            0            0
BLUE DOLPHIN ENERGY CO COM     COM  095395208            8         1398 SH       D       6          1398            0            0
BLUE DOLPHIN ENERGY            COM  095395208            3          500 SH       D       7           500            0            0
BLUE RHINO CORP COM            COM  095811105          809        66418 SH       D       6         66418            0            0
BLUE RHINO CORP                COM  095811105            5          481 SH       D       7           481            0            0
BLUE WAVE SYSTEMS INC          COM  096081104           38         2400 SH       D       6          2400            0            0
BLUE WAVE SYSTEMS INC          COM  096081104            9          582 SH       D       7           582            0            0
BLUEFLY INC                    COM  096227103            1          200 SH       D       7           200            0            0
BLUEGREEN CORP COM             COM  096231105          788       247397 SH       D       6        247397            0            0
BLUEGREEN CORP                 COM  096231105           10         3480 SH       D       7          3480            0            0
BLUE STONE SOFTWARE COM        COM  09623P102         2543        75349 SH       D       6         75349            0            0
BLUESTONE SOFTWARE             COM  09623P102           37         1100 SH       D       7          1100            0            0
BLYTH LNDS INC COM             COM  09643P108        12823       469521 SH       D       6        469521            0            0
BLYTH INDUSTRIES INC           COM  09643P108          289        10595 SH       D       7          3200            0         7395
BOB EVANS FARMS INC COM        COM  096761101        17651      1412129 SH       D       6       1408729            0         3400
BOB EVANS FARMS                COM  096761101          101         8133 SH       D       7          8133            0            0
BOCA RESH INC COM              COM  096888102          535        88359 SH       D       6         88359            0            0
BOCA RESEARCH INC              COM  096888102           15         2600 SH       D       7          2600            0            0
BOCA RESORTS INC COM           COM  09688T106         5423       633430 SH       D       6        633430            0            0
Boca Resorts                   COM  09688T106           51         6011 SH       D       7          6011            0            0
BODDIE-NOELL RESTAURANT PPTYS  COM  096903109          527        68089 SH       D       6         68089            0            0
BODDIE-NOELL PROPERTIES INC    COM  096903109            2          366 SH       D       7           366            0            0
BOEING CO COM STOCK US$5       COM  097023105         6295       103085 SH       D       1        101100         1985            0
BOEING CO COM STOCK US$5       COM  097023105         2254        36610 SH       D       2         36610            0            0
BOEING CO COM STOCK US$5       COM  097023105        96978      1574948 SH       D       3       1500320            0        74628
BOEING CO COM STOCK US$5       COM  097023105         2734        44416 SH       D       4         44416            0            0
BOEING CO                      COM  097023105         9208       242721 SH       D       5        242721            0            0
BOEING CO COM                  COM  097023105       986993     26016295 SH       D       6      23785981            0      2230314
BOEING CO                      COM  097023105        36196       954098 SH       D       7        845054            0       109044
BOEING COMPANY                 COM  097023105         1773        46753 SH       S       7         46753            0            0
BOGEN COMMUNICATIONS INTL COM  COM  097189104           39         3909 SH       D       6          3909            0            0
BOGEN COMMUNICATIONS INTL      COM  097189104            3          300 SH       D       7           300            0            0
BOISE CASCADE CORP COM STOCK U COM  097383103         4241        82504 SH       D       3         82504            0            0
BOISE CASCADE CORP COM         COM  097383103        60053      1728164 SH       D       6       1581170            0       146994
Boise Cascade Corp             COM  097383103         2021        58179 SH       D       7         52628            0         5551
BOISE CASCADE CORP.            COM  097383103          106         3072 SH       S       7          3072            0            0
BOISE CASCADE OFFICE PRODUCTS  COM  097403109         5134       313545 SH       D       6        313545            0            0
BOISE CASCADE OFFICE PRODUCTS  COM  097403109          101         6170 SH       D       7          6170            0            0
BOLDER TECHNOLOGIES CORP COM   COM  097519102          674        77052 SH       D       6         77052            0            0
BOLDER TECHNOLOGIES CORP       COM  097519102           10         1229 SH       D       7          1229            0            0
BOLT TECHNOLOGY CORP           COM  097698104            2          800 SH       D       7           800            0            0
BOND-TON STORES IINC. COM      COM  09776J101          442       145899 SH       D       6        145899            0            0
THE BON-TON STORES             COM  09776J101            1          506 SH       D       7           506            0            0
BONDED MOTORS INC              COM  097894109            1         1400 SH       D       6          1400            0            0
BOMBAY INC COM                 COM  097924104         2240       676321 SH       D       6        676321            0            0
Bombay Company Inc.            COM  097924104           21         6574 SH       D       7          6574            0            0
BONE CARE INTERNATIONAL COM    COM  098072101         1289        74769 SH       D       6         74769            0            0
BONE CARE INTERNATIONAL INC    COM  098072101           20         1173 SH       D       7          1173            0            0
BOOKS-A-MILLION COM            COM  098570104          867       144548 SH       D       6        144548            0            0
BOOKS-A-MILLION INC            COM  098570104            6         1043 SH       D       7          1043            0            0
BOOTS & COOTS/INTL COM         COM  099469108           23        31200 SH       D       6         31200            0            0
BORDERS GROUP COM              COM  099709107        32385      1884245 SH       D       6       1884245            0            0
BORDERS GROUP INC              COM  099709107          308        17944 SH       D       7         17944            0            0
BORG-WARNER AUTO COM           COM  099724106        26121       663415 SH       D       6        644430            0        18985
BORG-WARNER AUTOMOTIVE INC.    COM  099724106          549        13967 SH       D       7         11745            0         2222
BOREL BK & TR CO SAN MATEO CAL COM  09972F101           20         1154 SH       D       6          1154            0            0
BOREL BANK & TRUST SAN MATEO   COM  09972F101            2          129 SH       D       7           129            0            0
BORON LEPORE & ASSOC COM       COM  10001P102         1291       145475 SH       D       6        145475            0            0
BORON LEPORE & ASSOCIATES      COM  10001P102            4          466 SH       D       7           466            0            0
BOSTON ACOUSTICS INC COM       COM  100534106          418        40782 SH       D       6         40782            0            0
BOSTON ACOUSTICS INC           COM  100534106            1          184 SH       D       7           184            0            0
BOSTON BEER INC COM            COM  100557107         2538       338460 SH       D       6        338460            0            0
BOSTON BEER COMPANY INC        COM  100557107            4          604 SH       D       7           604            0            0
BOSTON BIOMEDICA INC           COM  100560101           15         2100 SH       D       6          2100            0            0
BOSTON BIOMEDICA INC           COM  100560101           21         2900 SH       D       7          2900            0            0
BOSTON CHICKEN INC COM         COM  100578103            2        30852 SH       D       6         30852            0            0
BOSTON CHICKEN INC             COM  100578103            0         4300 SH       D       7          4300            0            0
BOSTON COMMUNICATION COM       COM  100582105         2876       396792 SH       D       6        396792            0            0
BOSTON COMMUNICATIONS GROUP    COM  100582105            6          900 SH       D       7           900            0            0
BOSTON LIFE SCIENCES, INC COM  COM  100843408         1796       198246 SH       D       6        198246            0            0
BOSTON LIFE SCIENCES INC       COM  100843408            5          593 SH       D       7           593            0            0
BOSTON PRIVATE FINL COM        COM  101119105          615        64740 SH       D       6         64740            0            0
BOSTON PRIVATE FIN HOLDING     COM  101119105           12         1300 SH       D       7          1300            0            0
BOSTON PROPERTIES COM          COM  101121101        23960       753172 SH       D       6        753172            0            0
BOSTON PROPERTIES INC          COM  101121101          618        19443 SH       D       7          8213            0        11230
BOSTON SCIENTIFIC              COM  101137107         1113        34500 SH       D       1         34500            0            0
BOSTON SCIENTIFIC              COM  101137107          516        16000 SH       D       2         16000            0            0
BOSTON SCIENTIFIC              COM  101137107        22296       690673 SH       D       3        654273            0        36400
BOSTON SCIENTIFIC              COM  101137107          519        16100 SH       D       4         16100            0            0
BOSTON SCIENTIFIC COM          COM  101137107       223133     10469594 SH       D       6       9519843            0       949751
Boston Scientific Corp         COM  101137107         7464       350223 SH       D       7        286110            0        64113
BOSTON SCIENTIFIC CORPORATION  COM  101137107          477        22401 SH       S       7         22401            0            0
BOSTONFED BANCORP INC COM      COM  101178101          641        57949 SH       D       6         57949            0            0
BOSTONFED BANCORP INC          COM  101178101            2          192 SH       D       7           192            0            0
BOTTOMLINE TECH DEL INC COM    COM  101388106         3273        89842 SH       D       6         89842            0            0
Bottomline Tech DE Inc.        COM  101388106           73         2019 SH       D       7          2019            0            0
BOUNDLESS CORP                 COM  101706208          154         9916 SH       D       6          9916            0            0
BOUNDLESS CORPORATION          COM  101706208           23         1500 SH       D       7          1500            0            0
BOWATER INC                    COM  102183100           16          311 SH       D       1             0          311            0
BOWATER INC COM STOCK US$1     COM  102183100         4801        58765 SH       D       3         58765            0            0
BOWATER INC                  C COM  102183100        45657       855412 SH       D       6        848691            0         6721
BOWATER, INC.                  COM  102183100         1736        32540 SH       D       7         27933            0         4607
BOWL AMERICA INC OLD         C COM  102565108            4          637 SH       D       6           637            0            0
BOWLING OUTDOOR ADVERTIS COM   COM  102595105           14         2740 SH       D       6          2740            0            0
BOWLIN OUTDOOR ADV & TRAVEL    COM  102595105            1          200 SH       D       7           200            0            0
BOWNE & CO INC COM             COM  103043105         9315       723531 SH       D       6        723531            0            0
Bowne & Co. Inc.               COM  103043105           75         5857 SH       D       7          5857            0            0
BOYD BROS TRANSPORTATION INC C COM  103255105           61        11259 SH       D       6         11259            0            0
BOYD BROTHERS TRANSPORTATION   COM  103255105            1          300 SH       D       7           300            0            0
BOYD GAMING CORP COM           COM  103304101         2505       507411 SH       D       6        507411            0            0
BOYD GAMING CORP               COM  103304101           37         7630 SH       D       7          7630            0            0
BOYDS COLLECTION LTD COM       COM  103354106         2703       445878 SH       D       6        445878            0            0
Boyds Collection Ltd.          COM  103354106           52         8710 SH       D       7          8710            0            0
BOYKIN LODGING CO COM          COM  103430104         4715       401306 SH       D       6        389506            0        11800
Boykin Lodging Co.             COM  103430104           32         2783 SH       D       7          2783            0            0
BRADLEES INC COM               COM  104499207            0        90700 SH       D       6         90700            0            0
BRADLEY PHARMACEUTICALS INC CO COM  104576103            0         4500 SH       D       6          4500            0            0
BRADLEY SEV-A CONV. PREFERRED  COM  104580105        10595       620999 SH       D       6        616899            0         4100
Bradley Real Estate Inc.       COM  104580105           67         3966 SH       D       7          3966            0            0
BRADY CORP COM                 COM  104674106        19906       638298 SH       D       6        571698            0        66600
Brady Corp. Class A            COM  104674106          111         3562 SH       D       7          3562            0            0
BRANDYWINE RLTY COM            COM  105368203        15451       902268 SH       D       6        896268            0         6000
Brandywine Realty Trust        COM  105368203          105         6175 SH       D       7          6175            0            0
BRANTLEY CAPITAL CORP          COM  105494108           19         1800 SH       D       6          1800            0            0
BRASS EAGLE INC- CO COM        COM  10553F106          199        37078 SH       D       6         37078            0            0
BRASS EAGLE                    COM  10553F106            1          200 SH       D       7           200            0            0
BRAUN CONSULTING INC COM       COM  105651103         2211        69113 SH       D       6         69113            0            0
BRAUN CONSULTING               COM  105651103           25          800 SH       D       7           800            0            0
BRAUNS FASHIONS COM            COM  105658108         3399       134632 SH       D       6        134632            0            0
BRAUN'S FASHIONS CORP          COM  105658108           11          450 SH       D       7           450            0            0
BRAZIL FUND INC                COM  105759104         1015        37900 SH       D       2         37900            0            0
BREAKAWAY SOLUTIONS INC COM    COM  106372105         5325       117046 SH       D       6        111846            0         5200
BREAKAWAY SOLUTIONS INC        COM  106372105           91         2000 SH       D       7          2000            0            0
BREED TECHNOLOGIES INC COM     COM  106702103           37        89342 SH       D       6         89342            0            0
BREED TECHNOLOGIES INC.        COM  106702103            0         2359 SH       D       7          2359            0            0
BRENTON BKS INC                COM  107211104         3020       360643 SH       D       6        360643            0            0
Brenton Banks Inc.             COM  107211104           21         2560 SH       D       7          2560            0            0
BRIDGE VIEW BANCORP COM        COM  108058108           16         1010 SH       D       6          1010            0            0
BRODGE VIEW BANCORP            COM  108058108            1          123 SH       D       7           123            0            0
BRIDGESTREET ACCOMOD COM       COM  108452103           40        15300 SH       D       6         15300            0            0
BRIDGESTREET ACCOMODATIONS     COM  108452103            0          300 SH       D       7           300            0            0
BRIDGFORD FOODS CORP           COM  108763103          675        73266 SH       D       6         73266            0            0
BRIDGEFORD FOOD CORP.          COM  108763103           10         1119 SH       D       7          1119            0            0
BRIGGS & STRATTON CORP COM STO COM  109043109         2289        35076 SH       D       3         35076            0            0
BRIGGS & STRATTON              COM  109043109          256         6234 SH       D       5          6234            0            0
BRIGGS & STRATTON CORP COM     COM  109043109        25529       620766 SH       D       6        572761            0        48005
Briggs & Straton               COM  109043109          736        17906 SH       D       7         15469            0         2437
BRIGGS & STRATTON COMMO        COM  109043109           51         1250 SH       S       7          1250            0            0
BRIGHAM EXPLORATION COM        COM  109178103           15         7070 SH       D       6          7070            0            0
BRIGHAM EXPLORATION CO         COM  109178103            6         2800 SH       D       7          2800            0            0
BRIGHT HORIZONS FAMILY SOLUTIO COM  109195107         3632       167955 SH       D       6        167955            0            0
Bright Horizon Family Solution COM  109195107           54         2509 SH       D       7          2509            0            0
BRIGHT POINT INC COM           COM  109473108        18040      1472668 SH       D       6       1449168            0        23500
Brightpoint Inc.               COM  109473108          103         8448 SH       D       7          8448            0            0
BRIGHTSTAR INFO TECH GROUP 1 C COM  10947N104          255        38500 SH       D       6         38500            0            0
BRIGHTSTAR INFORMATION TECH    COM  10947N104            6         1046 SH       D       7          1046            0            0
BRILLIANT DIGITAL ENTERTAINMEN COM  109502104           10          900 SH       D       6           900            0            0
BRILLIANT DIGITAL ENTERTAINM   COM  109502104            5          500 SH       D       7           500            0            0
BRINKER CHILLIS INTERNATIONAL  COM  109641100          612        13600 SH       D       3         13600            0            0
BRINKER INTERNATIONAL INC. COM COM  109641100        50578      1703693 SH       D       6       1658701            0        44992
BRINKER INTERNATIONAL INC.     COM  109641100         1266        42663 SH       D       7         36815            0         5848
BRIO TECHNOLOGY INC COM        COM  109704106         8202       217296 SH       D       6        217296            0            0
Brio Technology Inc.           COM  109704106          134         3554 SH       D       7          3554            0            0
BRISTOL HOTEL & RESORTS, INC.  COM  110041100         1072       112923 SH       D       6        112923            0            0
BRISTOL HOTEL & RESORTS INC    COM  110041100           31         3355 SH       D       7          3355            0            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108        11777       135570 SH       D       1        113000        22570            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108         5255        57580 SH       D       2         57580            0            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108       312702      3426200 SH       D       3       3273200            0       153000
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108         6206        68000 SH       D       4         68000            0            0
BRISTOL-MYERS SQUIBB CO        COM  110122108        29993       519365 SH       D       5        519365            0            0
BRISTOL MYERS SQUIBB CO COM    COM  110122108      3034878     52552004 SH       D       6      48173155            0      4378849
BRISTOL MYERS SQUIBB CO        COM  110122108       115257      1995800 SH       D       7       1561589            0       434211
BMY.N                          COM  110122108          337         5910 SH       D       9          5910            0            0
BRISTOL-MYERS SQUIBB CO        COM  110122108         6162       106710 SH       S       7        106710            0            0
BRITESMILE INC COM             COM  110415106          966       101102 SH       D       6        101102            0            0
BriteSmile Inc.                COM  110415106           36         3766 SH       D       7          3766            0            0
BRITISH AIRWAYS P.L.C.         COM  110419306          949        17663 SH       D       7         17663            0            0
BRITISH AMERICAN TOB-SP ADR    COM  110448107         1005        94656 SH       D       7         94656            0            0
BRITISH SKY BROADCASTING       COM  111013108         3104        19530 SH       D       7         19530            0            0
BRITISH TELECOMMUNICATIONS PLC COM  111021408        12166        64672 SH       D       7         64672            0            0
BROADBASE SOFTWARE COM         COM  11130R100         8938       112076 SH       D       6        107876            0         4200
BROADBASE SOFTWARE INC.        COM  11130R100          111         1400 SH       D       7          1400            0            0
BROADCOM CORP COM              COM  111320107       266747      1098291 SH       D       6       1091991            0         6300
BROADCOM CORP                  COM  111320107         9723        40036 SH       D       7         17056            0        22980
BROADVISION INC COM            COM  111412102       141888      3161851 SH       D       6       3134425            0        27426
BROADVISION INC                COM  111412102         1720        38346 SH       D       7         38346            0            0
BROADWAY FINL CORP DEL COM     COM  111444105            4          638 SH       D       6           638            0            0
BROADWING INC                  COM  111620100          155         2900 SH       D       2          2900            0            0
BROADWING INC                  COM  111620100        12346       230332 SH       D       3        230332            0            0
BROADWING INC COM              COM  111620100       105094      2826677 SH       D       6       2826677            0            0
BROADWING INC.                 COM  111620100         1800        48421 SH       D       7         18770            0        29651
BROADWING INC                  CVP  111620209        13410        44700 SH       D       1         44700            0            0
BROCADE COM                    COM  111621108        87061       485532 SH       D       6        485376            0          156
BROCADE COMMUNICATIONS INC     COM  111621108         1707         9520 SH       D       7          6800            0         2720
BROKEN HILL PROPRIETARY        COM  112169602          394        18148 SH       D       7         18148            0            0
BHP.N                          COM  112169602          305        14220 SH       D       9         14220            0            0
BROOKDALE LIVING CMN COM       COM  112462106         1391       125788 SH       D       6        125788            0            0
BROOKDALE LIVING CMNTYS INC    COM  112462106            4          426 SH       D       7           426            0            0
BROOKE GROUP LTD COM           COM  112525100         2212       181535 SH       D       6        181535            0            0
Brooke Group Ltd.              COM  112525100           26         2196 SH       D       7          2196            0            0
BROOKLINE BANCORP IN COM       COM  113739106         3843       404573 SH       D       6        401473            0         3100
Brookline Bancorp Inc.         COM  113739106           24         2608 SH       D       7          2608            0            0
BROOKS AUTOMATION INC COM      COM  11434A100        15232       243716 SH       D       6        239616            0         4100
Brooks Automation Inc.         COM  11434A100          132         2124 SH       D       7          2124            0            0
BROOKSTONE INC COM             COM  114537103         1574        89981 SH       D       6         89981            0            0
BROOKSTONE INC                 COM  114537103            6          397 SH       D       7           397            0            0
BROOKTROUT INC. COM            COM  114580103         4827       166449 SH       D       6        166449            0            0
Brooktrout Technology Inc.     COM  114580103           46         1614 SH       D       7          1614            0            0
BROTHERS GOURMET COFFEES INC C COM  114822109            0        45154 SH       D       6         45154            0            0
BROWN & SHARPE MFG CO COM      COM  115223109           26        13791 SH       D       6         13791            0            0
BROWN & SHARPE MFG             COM  115223109            0          476 SH       D       7           476            0            0
BROWN & BROWN INC COM          COM  115236101         8242       213049 SH       D       6        213049            0            0
Brown & Brown Inc.             COM  115236101           73         1900 SH       D       7          1900            0            0
BROWN-FORMAN CORP              'A'  115637100            5          100 SH       D       1             0          100            0
BROWN-FORMAN CORP              'B'  115637209           56         1000 SH       D       1             0         1000            0
BROWN-FORMAN CORP COM STOCK 'B CLA  115637209         5671        65724 SH       D       3         65724            0            0
BROWN FORMAN INC         CLASS COM  115637209        90355      1659794 SH       D       6       1520347            0       139447
Brown-Forman Corporation       COM  115637209         2635        48407 SH       D       7         42980            0         5427
BROWN FORMAN CORP              COM  115637209          201         3706 SH       S       7          3706            0            0
BROWN TOM INC                  COM  115660201         8184       445426 SH       D       6        445426            0            0
Tom Brown Inc.                 COM  115660201          103         5633 SH       D       7          5633            0            0
BROWN SHOE COMPANY INC COM     COM  115736100         6377       531445 SH       D       6        522045            0         9400
BROWN SHOE COMPANY INC         COM  115736100           52         4352 SH       D       7          4352            0            0
BROWNING-FERRIS INDUSTRIES INC COM  115885105          587        13100 SH       D       6         13100            0            0
BRUNSWICK CORP COM STOCK US$0. COM  117043109         3518       118900 SH       D       1        118900            0            0
BRUNSWICK CORP COM STOCK US$0. COM  117043109          565        19100 SH       D       2         19100            0            0
BRUNSWICK CORP COM STOCK US$0. COM  117043109         7977       269595 SH       D       3        260695            0         8900
BRUNSWICK CORP                 COM  117043109          452        23907 SH       D       5         23907            0            0
BRUNSWICK CORP COM             COM  117043109        92779      4899227 SH       D       6       4442090            0       457137
BRUNSWICK CORP                 COM  117043109         5293       279499 SH       D       7        269889            0         9610
BRUNSWICK CORP.                COM  117043109           94         4976 SH       S       7          4976            0            0
BRUNSWICK TECHNOLOGIES INC     COM  117394106           11         2200 SH       D       6          2200            0            0
BRUNSWICK TECHNOLOGIES         COM  117394106            8         1700 SH       D       7          1700            0            0
BRUSH WELLMAN INC COM          COM  117421107         5300       300732 SH       D       6        300732            0            0
Brush Wellman Inc.             COM  117421107           42         2398 SH       D       7          2398            0            0
BRYN MAWR BK CORP COM          COM  117665109         1051        48196 SH       D       6         48196            0            0
BRYN MAWR BANK CORP            COM  117665109            9          458 SH       D       7           458            0            0
BUCA INC COM                   COM  117769109          626        48641 SH       D       6         48641            0            0
BUCA, INC                      COM  117769109           10          800 SH       D       7           800            0            0
BTB STORES.COM INC COM         COM  11776S107           39         3916 SH       D       6          3916            0            0
BSQUARE CORP COM               COM  11776U102         1304        58939 SH       D       6         58939            0            0
B-SQUARE CORP                  COM  11776U102           39         1800 SH       D       7          1800            0            0
BUCKEYE TECHNOLOGY INC COM     COM  118255108        11850       672365 SH       D       6        672365            0            0
Buckeye Technologies Inc.      COM  118255108           79         4516 SH       D       7          4516            0            0
BUCKHEAD AMER CORP COM         COM  11835A105            5         1014 SH       D       6          1014            0            0
BUCKLE INC COM                 COM  118440106         2614       162120 SH       D       6        162120            0            0
Buckle Inc.                    COM  118440106           40         2503 SH       D       7          2503            0            0
BUDGET GROUP COM               COM  119003101         2571       520713 SH       D       6        520713            0            0
Budget Group Inc.              COM  119003101           31         6298 SH       D       7          6298            0            0
EMBOTELLADORA -ADR- REPR 2 'B' ADR  119424208            1        13510 SH       D       3         13510            0            0
BUENOS AIRES EMB SP ADR CL B C COM  119424208            0         2118 SH       D       6          2118            0            0
BUFFETS INC COM                COM  119882108        16243      1798560 SH       D       6       1717360            0        81200
BUFFETS INC                    COM  119882108          146        16265 SH       D       7         16265            0            0
BUILDERS TRANS INC COM         COM  120084108            0          200 SH       D       6           200            0            0
BUILDING MATERIAL HOLDINGS COM COM  120113105         3648       402616 SH       D       6        402616            0            0
BUILDING MATERIALS HLDG CORP   COM  120113105            5          566 SH       D       7           566            0            0
BULLRUN CORP GA COM            COM  120182100           65        16392 SH       D       6         16392            0            0
BULL RUN CORP                  COM  120182100            2          500 SH       D       7           500            0            0
BURLINGTON COAT FACTORY WAREHO COM  121579106         8647       503110 SH       D       6        503110            0            0
Burlington Coat Factory        COM  121579106           86         5029 SH       D       7          5029            0            0
BURLINGTON INDUSTRIES COM      COM  121693105        10152      2320556 SH       D       6       2307696            0        12860
BURLINGTON INDUSTRIES INC      COM  121693105           47        10917 SH       D       7         10917            0            0
BURLINGTON NORTHERN SANTA FE C COM  12189T104         5135       151600 SH       D       1        151600            0            0
BURLINGTON NORTHERN SANTA FE C COM  12189T104         1119        33040 SH       D       2         33040            0            0
BURLINGTON NORTHERN SANTA FE C COM  12189T104        30701       906274 SH       D       3        872902            0        33372
BURLINGTON NORTHERN SANTA FE C COM  12189T104         1297        38300 SH       D       4         38300            0            0
BURLINGTON NORTHERN SANTA FE   COM  12189T104         2681       121152 SH       D       5        121152            0            0
BURLINGTON NRTHRN SANTE FE COR COM  12189T104       326159     14741691 SH       D       6      13319657            0      1422034
BURLINGTON NORTHN SANTA FE     COM  12189T104        12662       572335 SH       D       7        524993            0        47342
BURLINGTON NORTHERN SANTA      COM  12189T104         2054        95000 SH       D       9         95000            0            0
BURLINGTON NORTHERN SANTA FE   COM  12189T104          544        24615 SH       S       7         24615            0            0
BURLINGTON RESOURCES INC COM S COM  122014103          303         4850 SH       D       2          4850            0            0
BURLINGTON RESOURCES INC COM S COM  122014103        20838       333033 SH       D       3        313056            0        19977
BURLINGTON RESOURCES INC COM S COM  122014103          869        13900 SH       D       4         13900            0            0
BURLINGTON RES INC             COM  122014103       206476      5580435 SH       D       6       5135164            0       445271
Burlington Resources, Inc      COM  122014103         6508       175909 SH       D       7        153368            0        22541
BR.N                           COM  122014103          225         5900 SH       D       9          5900            0            0
BURLINGTON RESOURCES INC       COM  122014103          434        11755 SH       S       7         11755            0            0
BURNHAM PAC PPTYS INC COM      COM  12232C108         4706       666346 SH       D       6        663346            0         3000
Burnham Pacific Ppty. Inc.     COM  12232C108           36         5121 SH       D       7          5121            0            0
BURNS INTL SVCS CORP COM       COM  122374101         6966       663437 SH       D       6        660437            0         3000
Burns International Services   COM  122374101           22         2126 SH       D       7          2126            0            0
BURR BROWN COM                 COM  122574106        56791      1044437 SH       D       6       1044437            0            0
Burr-Brown Corp.               COM  122574106          401         7391 SH       D       7          7391            0            0
BURR-BROWN CORP                COM  122574106           66         1200 SH       D       9          1200            0            0
BUSH BOAKE ALLEN INC COM       COM  123162109         2751        98939 SH       D       6         98939            0            0
Bush Boake Allen Inc.          COM  123162109           44         1597 SH       D       7          1597            0            0
BUSH INDS INC CL A             COM  123164105         2354       169670 SH       D       6        169670            0            0
Bush Industries Inc.           COM  123164105           17         1259 SH       D       7          1259            0            0
BUSINESS RESOURCE GROUP        COM  12329K104           18         2300 SH       D       6          2300            0            0
BUSINESS RESOURCE GROUP        COM  12329K104            3          400 SH       D       7           400            0            0
BUTLER INT`L INC. COM          COM  123649105         1447       116979 SH       D       6        116979            0            0
BUTLER INTL INC                COM  123649105           11          900 SH       D       7           900            0            0
BUTLER MFG CO COM              COM  123655102         4976       203641 SH       D       6        201441            0         2200
Butler Mfg. Co.                COM  123655102           19          806 SH       D       7           806            0            0
BUY.COM INC COM                COM  124269101         2040       209326 SH       D       6        209326            0            0
BUY.COM INC                    COM  124269101           66         6824 SH       D       7          6824            0            0
C & D TECHNOLOGIES, INC        COM  124661109        30314       513810 SH       D       6        505910            0         7900
C&D Technologies Inc.          COM  124661109          113         1929 SH       D       7          1929            0            0
C&F FINL GROUP COM             COM  12466Q104            0        27934 SH       D       6         27934            0            0
CAIS INTERNET COM              COM  12476Q102         3168       131007 SH       D       6        131007            0            0
CAIS Internet Inc.             COM  12476Q102           50         2068 SH       D       7          2068            0            0
LA ELECTRICIDAD DE CARACAS ADR ADR  12477A106         5523       256665 SH       D       3        256665            0            0
CB BANCSHARES INC COM          COM  124785106          955        40230 SH       D       6         40230            0            0
CB BANCSHARES INC/HAWAII       COM  124785106            3          131 SH       D       7           131            0            0
CBL & ASSOC PPTYS INC COM      COM  124830100        13636       667230 SH       D       6        653130            0        14100
CBL & Associates Properties    COM  124830100           76         3765 SH       D       7          3765            0            0
CCBT BANCORP INC COM           COM  124875105        30139       681116 SH       D       6        663257            0        17859
CCB FINANCIAL CORP             COM  124875105          414         9357 SH       D       7          5722            0         3635
CCC INFORMATION SVCS COM       COM  12487Q109         7969       370654 SH       D       6        370654            0            0
CCC Information Svcs. Group    COM  12487Q109           77         3600 SH       D       7          3600            0            0
CCF HLDG CO COM                COM  12487X104            3          265 SH       D       6           265            0            0
CB RICHARD ELLIS S             COM  12489L108           48         4763 SH       D       1             0         4763            0
CB RICHARD ELLIS SERVICES, INC COM  12489L108         3058       281273 SH       D       6        281273            0            0
CB Richard Ellis Services Inc. COM  12489L108           35         3223 SH       D       7          3223            0            0
CBRL GROUP, INC COM            COM  12489V106        12551      1255117 SH       D       6       1255117            0            0
CBRL GROUP INC                 COM  12489V106          143        14314 SH       D       7         14314            0            0
CBS CORPORATION                COM  12490K107        19028       334632 SH       D       1        301827        32805            0
CBS CORP                       COM  12490K107         1041        11360 SH       D       2         11360            0            0
CBS CORP                       COM  12490K107       107011      1167397 SH       D       3       1114239            0        53158
CBS CORP                       COM  12490K107         2869        31300 SH       D       4         31300            0            0
CBS CORPORATION                COM  12490K107        11090       195841 SH       D       5        195841            0            0
CBS CORPORATION COM            COM  12490K107      1099842     19423272 SH       D       6      17865314            0      1557958
CBS Corporation                COM  12490K107        37895       669234 SH       D       7        535101            0       134133
CBS CORP                       COM  12490K107         2323        41030 SH       S       7         41030            0            0
CFW COMMUNICATIONS CO COM      COM  124923103         8795       223375 SH       D       6        223375            0            0
CFW Communication Co.          COM  124923103           80         2057 SH       D       7          2057            0            0
C-BRIDGE COM                   COM  12500B105         1850        32463 SH       D       6         32463            0            0
C-BRIDGE INTERNET SOLUTIONS    COM  12500B105            2           51 SH       D       7            51            0            0
CCBT FINANCIAL COMPANIES INC C COM  12500Q102         1383       107478 SH       D       6        107478            0            0
CCBT FINANCIAL COMPANIES INC   COM  12500Q102            4          334 SH       D       7           334            0            0
C-COR.NET CORPORATION          COM  125010108        18210       371640 SH       D       6        371640            0            0
C-COR.net Inc.                 COM  125010108          211         4326 SH       D       7          4326            0            0
C CUBE MICROSYSTEM             COM  125015107        30311       427300 SH       D       1        427300            0            0
C-CUBE MICROSYSTEMS INC COM    COM  125015107        62095       852819 SH       D       6        852819            0            0
C-CUBE MICROSYSTEMS, INC       COM  125015107          625         8595 SH       D       7          8595            0            0
C D I CORP COM                 COM  125071100         9826       517203 SH       D       6        515603            0         1600
CDI Corp.                      COM  125071100           53         2825 SH       D       7          2825            0            0
CD NOW/ N2K, INC COM           COM  125086108         1277       337806 SH       D       6        337806            0            0
CDnow Inc.                     COM  125086108           11         2980 SH       D       7          2980            0            0
CDW COMPUTER CTRS              COM  125129106        23302       314900 SH       D       1        314900            0            0
CDN COMPUTER CTRS COM          COM  125129106        31060       367847 SH       D       6        367847            0            0
CDW COMPUTER CENTERS INC       COM  125129106          755         8943 SH       D       7          3612            0         5331
CD WAREHOUSE INC               COM  12512W105            1          900 SH       D       6           900            0            0
CD WAREHOUSE INC               COM  12512W105            0          400 SH       D       7           400            0            0
CEC ENTERTAINMENT, INC. COM    COM  125137109        16870       621962 SH       D       6        621962            0            0
CEC Entertainment Inc.         COM  125137109          124         4588 SH       D       7          4588            0            0
CEM CORP COM                   COM  125165100           40         3898 SH       D       6          3898            0            0
CE SOFTWARE HOLDINGS INC       COM  125175307            2          200 SH       D       7           200            0            0
CET ENVIRONMENTAL SERVICES I   COM  125180109            4         2800 SH       D       6          2800            0            0
CFC INTL INC COM               COM  125252106            2          353 SH       D       6           353            0            0
CFC INTERNATIONAL INC          COM  125252106            5          800 SH       D       7           800            0            0
CFS BANCORP INC. COM           COM  12525D102         2482       275845 SH       D       6        275845            0            0
CFS Bancorp Inc                COM  12525D102           28         3183 SH       D       7          3183            0            0
CFM TECHNOLOGIES INC COM       COM  12525K106         1096        89470 SH       D       6         89470            0            0
CFM TECHNOLOGIES INC           COM  12525K106            5          452 SH       D       7           452            0            0
CFI PROSERVICES COM            COM  12525N100          421        61802 SH       D       6         61802            0            0
CFI PROSERVICES INC            COM  12525N100            1          225 SH       D       7           225            0            0
CH ENERGY GROUP INC COM        COM  12541M102        12043       396506 SH       D       6        396506            0            0
CH Energy Group Inc            COM  12541M102           91         3018 SH       D       7          3018            0            0
C H ROBINSON COM               COM  12541W100        26259       704940 SH       D       6        704940            0            0
CH Robinson Worldwide Inc.     COM  12541W100          279         7508 SH       D       7          7508            0            0
CHS ELECTRONICS INC FLORIDA CO COM  12542A206          229       334039 SH       D       6        334039            0            0
CHS Electronics Inc.           COM  12542A206            5         8576 SH       D       7          8576            0            0
CIGNA CORP COM STOCK US$1      COM  125509109          346         2790 SH       D       2          2790            0            0
CIGNA CORP COM STOCK US$1      COM  125509109        34314       276180 SH       D       3        270180            0         6000
CIGNA CORP COM STOCK US$1      COM  125509109         1466        11800 SH       D       4         11800            0            0
CIGNA CORP                     COM  125509109         3395        44826 SH       D       5         44826            0            0
CIGNA CORP COM                 COM  125509109       347388      4585984 SH       D       6       4196089            0       389895
CIGNA Corp.                    COM  125509109        12077       159435 SH       D       7        140387            0        19048
CIGNA CORP                     COM  125509109          688         9090 SH       S       7          9090            0            0
CIT GROUP INC, CLASS A COM     COM  125577106        26590      1363636 SH       D       6       1315201            0        48435
C.I.T. GROUP INC-A             COM  125577106          728        37342 SH       D       7         32446            0         4896
CKE RESTAURANTS, INC. COM      COM  12561E105         5603       878909 SH       D       6        878909            0            0
CKE RESTAURANTS INC            COM  12561E105           75        11887 SH       D       7         11887            0            0
CKF BANCORP INC COM            COM  12561J104            4          306 SH       D       6           306            0            0
CKF BANCORP INC                COM  12561J104            5          400 SH       D       7           400            0            0
CLECO CORP                     COM  12561W105         5614       169800 SH       D       1        169800            0            0
CLECO CORPORATION COM          COM  12561W105        18814       565843 SH       D       6        562943            0         2900
CLECO Corporation              COM  12561W105          119         3592 SH       D       7          3592            0            0
CK WITCO CORPORATION US$10     COM  12562C108         2097       133211 SH       D       3        133211            0            0
CK WITCO CORP COM              COM  12562C108        22958      2253618 SH       D       6       2247318            0         6300
CK WITCO CORPORATION           COM  12562C108          387        38016 SH       D       7         38016            0            0
CMGI INC USD0.01               COM  125750109         5006        28650 SH       D       3         28650            0            0
CMGI INC                       COM  125750109         7617        67229 SH       D       5         67229            0            0
CMG INFORMATION SVCS COM       COM  125750109       290095      2560139 SH       D       6       2511528            0        48611
CMG INFORMATION SVCS INC       COM  125750109         9156        80817 SH       D       7         39467            0        41350
CMGI INC                       COM  125750109          205         4100 SH       D       9          4100            0            0
CMI CORP CL A                  COM  125761304          992       217481 SH       D       6        217481            0            0
CMI Corp                       COM  125761304           12         2684 SH       D       7          2684            0            0
CML GROUP INC COM              COM  125820100            0        26400 SH       D       6         26400            0            0
CMP GROUP INC. COM             COM  125887109        22086       758330 SH       D       6        758330            0            0
CMP Group Inc.                 COM  125887109          209         7179 SH       D       7          7179            0            0
CMS ENERGY CORP COM STOCK US$0 COM  125896100         5177       173214 SH       D       3        173214            0            0
CMS ENERGY CORP COM            COM  125896100        50798      2802661 SH       D       6       2564552            0       238109
CMS Energy Corp                COM  125896100         1519        83832 SH       D       7         72879            0        10953
CMS ENERGY CORPORATION         COM  125896100          112         6229 SH       S       7          6229            0            0
CMS ENERGY                     CVB  125896308        11777       424400 SH       D       1        424400            0            0
CPI CORP COM                   COM  125902106         5570       238957 SH       D       6        238957            0            0
CPI Corp.                      COM  125902106           31         1362 SH       D       7          1362            0            0
CPB INC COM                    COM  125903104         3239       133585 SH       D       6        133585            0            0
CPB Inc.                       COM  125903104           30         1225 SH       D       7          1225            0            0
CSS INDS INC                   COM  125906107         2123       111025 SH       D       6        111025            0            0
CSS Industries Inc.            COM  125906107           22         1191 SH       D       7          1191            0            0
CNB FINL CORP COM              COM  125921106          690        54161 SH       D       6         54161            0            0
CNB FINANCIAL CORP/N Y         COM  125921106            9          780 SH       D       7           780            0            0
CNET INC 5% 010306             CVB  125945AA3        12213      8400000 SH       D       1       8400000            0            0
CTG RESOURCES INC COM          COM  125957100         6154       165490 SH       D       6        165490            0            0
CTG Resources Inc.             COM  125957100           47         1289 SH       D       7          1289            0            0
CTB INTL CORP COM              COM  125960104          492        71668 SH       D       6         71668            0            0
CTB INTERNATIONAL CORP         COM  125960104            3          454 SH       D       7           454            0            0
CSK AUTO CORP - COM COM        COM  125965103         5882       422094 SH       D       6        422094            0            0
CSK Auto Corp.                 COM  125965103           52         3757 SH       D       7          3757            0            0
CNBT BANCSHARES INC COM        COM  125972109          232        23833 SH       D       6         23833            0            0
CNBT BANCSHARES INC            COM  125972109            3          319 SH       D       7           319            0            0
CNA FINANCIAL CORP COM         COM  126117100        17015       526577 SH       D       6        524749            0         1828
CNA FINANCIAL CORP.            COM  126117100          491        15209 SH       D       7         13670            0         1539
CNB FLORIDA BANCSHARES INC COM COM  12612H107            0        56556 SH       D       6         56556            0            0
CNA SECURITY CORPORATION COM   COM  12612L108         5619       403172 SH       D       6        403172            0            0
CNA Surety Corp.               COM  12612L108           70         5067 SH       D       7          5067            0            0
CNF TRANSPORTATION INC COM STO COM  12612W104         2397        56090 SH       D       3         56090            0            0
CNF TRANSPORTATION INC         COM  12612W104          347        12525 SH       D       5         12525            0            0
CNF TRANSPORTATION INC COM     COM  12612W104        23450       845060 SH       D       6        840166            0         4894
CNF TRANSPORTATION INC         COM  12612W104          591        21314 SH       D       7         17250            0         4064
CNS INC COM                    COM  126136100          778       177951 SH       D       6        177951            0            0
CNS INC.                       COM  126136100            3          783 SH       D       7           783            0            0
CNS BANCORP INC COM            COM  12613P108           17         1174 SH       D       6          1174            0            0
CNET NETWORKS INC COM          COM  12613R104        32703       645204 SH       D       6        626009            0        19195
CNET NETWORKS INC              COM  12613R104          883        17433 SH       D       7          8040            0         9393
CNY FINL CORP COM              COM  12613U107          790        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           68         9224 SH       D       6          9224            0            0
CPAC INC                       COM  126145101            2          303 SH       D       7           303            0            0
C P CLARE CORP COM             COM  12615K107         1125       132366 SH       D       6        132366            0            0
C. P. CLARE CORP               COM  12615K107            5          700 SH       D       7           700            0            0
CPX CORPORATION COM            COM  12616N100            1        11500 SH       D       6         11500            0            0
C-PHONE CORPORATION            COM  12616P105            1          500 SH       D       7           500            0            0
CSF HOLDINGS INC. ESCROW COM   COM  126335991            0       151997 SH       D       6        150747            0         1250
CSG SYS INTL INC COM           COM  126349109        41763       855592 SH       D       6        855592            0            0
CSG SYSTEMS INTL INC           COM  126349109          668        13691 SH       D       7          3298            0        10393
CSK CORP                       COM  126375302         2360        50219 SH       D       7         50219            0            0
C S P INC COM                  COM  126389105           59         5187 SH       D       6          5187            0            0
CSX CORP STOCK US$1            COM  126408103          130         3440 SH       D       2          3440            0            0
CSX CORP STOCK US$1            COM  126408103        12951       341176 SH       D       3        320076            0        21100
CSX CORP STOCK US$1            COM  126408103          501        13200 SH       D       4         13200            0            0
CSX CORP                       COM  126408103         1354        57651 SH       D       5         57651            0            0
CSX CORP COM                   COM  126408103       132387      5633515 SH       D       6       5183098            0       450417
CSX Corporation                COM  126408103         3834       163185 SH       D       7        140561            0        22624
CSX CORP.                      COM  126408103          276        11787 SH       S       7         11787            0            0
CTZ COMMUNICATIONS COM         COM  126419100        12396       290817 SH       D       6        290817            0            0
CTC Communications Group Inc.  COM  126419100          111         2614 SH       D       7          2614            0            0
CT COMMUNICATIONS INC COM      COM  126426402         8545       142431 SH       D       6        142431            0            0
CT Communications Inc          COM  126426402          114         1902 SH       D       7          1902            0            0
CTN MEDIA GROUP INC COM        COM  12643W107           88        14100 SH       D       6         14100            0            0
COLLEGE TELEVISION NETWORK     COM  12643W107            3          638 SH       D       7           638            0            0
CTS CORP COM                   COM  126501105        39098       685947 SH       D       6        685947            0            0
CTS Corp.                      COM  126501105          266         4676 SH       D       7          4676            0            0
CUNO INC COM                   COM  126583103         8793       324169 SH       D       6        324169            0            0
Cuno Inc.                      COM  126583103           64         2389 SH       D       7          2389            0            0
CVB FINL CORP                  COM  126600105         4279       302962 SH       D       6        302962            0            0
CVB Financial Corp.            COM  126600105           37         2663 SH       D       7          2663            0            0
CNF TECHNOLOGIES CORP COM      COM  12660F102           15         3911 SH       D       6          3911            0            0
CV REIT INC COM                COM  126640101          952       104383 SH       D       6        104383            0            0
C V REIT INC                   COM  126640101            4          493 SH       D       7           493            0            0
CVS CORP COM STOCK US$1        COM  126650100          306         5180 SH       D       2          5180            0            0
CVS CORP COM STOCK US$1        COM  126650100        35311       596632 SH       D       3        574632            0        22000
CVS CORP COM STOCK US$1        COM  126650100         1574        26600 SH       D       4         26600            0            0
CVS CORP                       COM  126650100         3858       102718 SH       D       5        102718            0            0
CVS CORP COMMON STOCK          COM  126650100       355916      9475308 SH       D       6       8705262            0       770046
CVS Corporation                COM  126650100        12836       341747 SH       D       7        252393            0        89354
CVS CORP                       COM  126650100          792        21109 SH       S       7         21109            0            0
CV THERAPEUTICS INC COM        COM  126667104         6670       132915 SH       D       6        132915            0            0
CV THERAPEUTICS INC            COM  126667104           50         1000 SH       D       7          1000            0            0
CABLE & WIRELESS HKT LTD.      COM  126828102         8917       346315 SH       D       7        346315            0            0
CABLE & WIRELESS PUB LTD CO    COM  126830207            0       160000 SH       D       6        160000            0            0
CABLEVISION SYS CORP COM       COM  12686C109        69808      1149116 SH       D       6       1144782            0         4334
CABLEVISION SYSTEMS CORP.      COM  12686C109         2431        40017 SH       D       7         18565            0        21452
CABLETRON SYSTEMS INC COM STOC COM  126920107          102         2300 SH       D       2          2300            0            0
CABLETRON SYSTEMS INC COM STOC COM  126920107        12089       270830 SH       D       3        247130            0        23700
CABLETRON SYS INC COM          COM  126920107       134096      4574725 SH       D       6       4168749            0       405976
Cabletron Systems, Inc.        COM  126920107         4580       156271 SH       D       7        135959            0        20312
CABLETRON SYSTEMS              COM  126920107          285         9737 SH       S       7          9737            0            0
CABLE DESIGN TECHNOLOGIES CO C COM  126924109        23371       688663 SH       D       6        688663            0            0
Cable Design Technologies Co.  COM  126924109          173         5123 SH       D       7          5123            0            0
CVC INC COM                    COM  126945104         1250        39400 SH       D       6         39400            0            0
CVC INC                        COM  126945104           19          600 SH       D       7           600            0            0
CACHEFLOW COM                  COM  126946102        10800        91145 SH       D       6         91145            0            0
CACHEFLOW INC                  COM  126946102          239         2020 SH       D       7          2020            0            0
CABOT CORP COM STOCK US$1      COM  127055101         3503        76441 SH       D       3         76441            0            0
CABOT CORP COM                 COM  127055101        30553      1001748 SH       D       6        995519            0         6229
Cabot Corporation              COM  127055101          620        20345 SH       D       7         13345            0         7000
CABOT COM                      COM  127072106        16373       879096 SH       D       6        875796            0         3300
Cabot Industrial Trust         COM  127072106          122         6558 SH       D       7          6558            0            0
CABOT OIL & GAS CORP CL A      COM  127097103         8847       489833 SH       D       6        489833            0            0
Cabot Oil & Gas Corp.          COM  127097103           69         3846 SH       D       7          3846            0            0
CACHE INC COM                  COM  127150308            6         1106 SH       D       6          1106            0            0
CACHE INC                      COM  127150308            2          400 SH       D       7           400            0            0
CACI INC CL A COM N/K/A CACI I COM  127190304         5604       187193 SH       D       6        187193            0            0
CACI International Inc.        COM  127190304           44         1479 SH       D       7          1479            0            0
CADBURY SCHWEPPES PLC          COM  127209302         2284        80504 SH       D       7         80504            0            0
CADENCE DESIGN SYSTEMS INC COM COM  127387108          168         5300 SH       D       2          5300            0            0
CADENCE DESIGN SYSTEMS INC COM COM  127387108         8436       264615 SH       D       3        264615            0            0
CADENCE DESIGN SYS INC COM     COM  127387108        72470      3492556 SH       D       6       3480349            0        12207
CADENCE DESIGN SYSTEMS, INC    COM  127387108         1526        73588 SH       D       7         35405            0        38183
CADIZ, INC. COM                COM  127537108         4497       529109 SH       D       6        529109            0            0
Cadiz Land Inc.                COM  127537108           44         5186 SH       D       7          5186            0            0
CADMUS COMMUNICATIONS CORP     COM  127587103         1088       122686 SH       D       6        122686            0            0
CADMUS COMMUNICATIONS CORP     COM  127587103            7          890 SH       D       7           890            0            0
CADUS PHARMACEUTICAL COM       COM  127639102           13         6704 SH       D       6          6704            0            0
CAGLES INC                     COM  127703106          483        60437 SH       D       6         60437            0            0
CAGLE'S INC CL A               COM  127703106            4          614 SH       D       7           614            0            0
CAL DIVE INTL COM              COM  127914109         6448       127058 SH       D       6        127058            0            0
Cal Dive International Inc.    COM  127914109           73         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          346        14748 SH       D       6         14748            0            0
CALDERA SYSTEMS                COM  128780103            5          252 SH       D       7           252            0            0
CALGON CARBON CORP COM         COM  129603106         5179       789229 SH       D       6        789229            0            0
Calgon Carbon Corp.            COM  129603106           34         5231 SH       D       7          5231            0            0
CALICO COMM INC COM            COM  129897104         6251       190885 SH       D       6        190885            0            0
CALICO COMMERCE INC            COM  129897104           59         1824 SH       D       7          1824            0            0
CALIFORNIA AMPLIFIER INC COM   COM  129900106         4502       145244 SH       D       6        145244            0            0
CALIFORNIA AMPLIFIER, INC      COM  129900106           15          500 SH       D       7           500            0            0
CALIFORNIA CULINARY COM        COM  129905105            4          972 SH       D       6           972            0            0
CALIBER LEARNING NETWORK INC.  COM  129914107            2          300 SH       D       7           300            0            0
CALIFORNIA COASTAL CMNTYS INCS COM  129915203          215        39702 SH       D       6         39702            0            0
CALIFORNIA COASTAL COMMUNITIES COM  129915203            2          535 SH       D       7           535            0            0
CALIFORNIA INDFT BANCORP COM   COM  130334105            4          274 SH       D       6           274            0            0
CALIFORNIA INDEPENDENT BNCRP   COM  130334105            5          367 SH       D       7           367            0            0
CALIFORNIA MICRO DEVICES CORP  COM  130439102          511        18652 SH       D       6         18652            0            0
CALIFORNIA MICRO DEVICES CP    COM  130439102            8          300 SH       D       7           300            0            0
CALIFORNIA WATER SERVICE CORP  COM  130788102         5548       243241 SH       D       6        243241            0            0
California Water Service Group COM  130788102           44         1930 SH       D       7          1930            0            0
CALIPER TECHNOLOGIES CORP COM  COM  130876105         6916        85524 SH       D       6         85524            0            0
CALIPER TECHNOLOGIES CORP      COM  130876105           35          434 SH       D       7           434            0            0
CALLAWAY GOLF CO               COM  131193104         1143        46100 SH       D       1         46100            0            0
CALLAWAY GOLF CO               COM  131193104          300        12100 SH       D       2         12100            0            0
CALLAWAY GOLF CO               COM  131193104         1348        54350 SH       D       3         54350            0            0
CALLAWAY GOLF COMPANY          COM  131193104          297        19200 SH       D       5         19200            0            0
CALLAWAY GOLF COM              COM  131193104        75144      4848019 SH       D       6       4520219            0       327800
CALLAWAY GOLF CO               COM  131193104         2265       146142 SH       D       7        146142            0            0
CALLON PETE CO DEL COM         COM  13123X102          939        77466 SH       D       6         77466            0            0
CALLON PETROLEUM CORP          COM  13123X102           12         1059 SH       D       7          1059            0            0
CALPINE CORP COM               COM  131347106        69164       735788 SH       D       6        733838            0         1950
CALPINE CORPORATION            COM  131347106         1394        14830 SH       D       7          3502            0        11328
CALYPTE BIOMEDICAL COM         COM  131722100           46        15100 SH       D       6         15100            0            0
CAMBRIDGE HEART INC COM        COM  131910101           50        10332 SH       D       6         10332            0            0
CAMBRIDGE HEART INC            COM  131910101            1          401 SH       D       7           401            0            0
CAMBREX CORP COM               COM  132011107        40255       925409 SH       D       6        889409            0        36000
Cambrex Corp.                  COM  132011107          179         4123 SH       D       7          4123            0            0
CAMBRIDGE NEUROSCIENCE INC COM COM  132426107           16         9900 SH       D       6          9900            0            0
CAMBRIDGE TECHN                COM  132524109          129        13400 SH       D       1             0        13400            0
CAMBRIDGE TECH  COM            COM  132524109        13595      1002408 SH       D       6       1002408            0            0
CAMBRIDGE TECHNOLOGY PARTNERS  COM  132524109          139        10272 SH       D       7         10272            0            0
CAMCO FINL CORP COM            COM  132618109          276        34301 SH       D       6         34301            0            0
CAMCO FINANCIAL CORP           COM  132618109            3          440 SH       D       7           440            0            0
CAMDEN NATL CORP COM           COM  133034108          681        57370 SH       D       6         57370            0            0
CAMDEN NATIONAL CORP           COM  133034108            9          802 SH       D       7           802            0            0
CAMDEN PPTY TR COM             COM  133131102        28893      1067658 SH       D       6       1061066            0         6592
CAMDEN PROPERTY TRUST          COM  133131102          199         7356 SH       D       7          7356            0            0
CAMERON ASHLEY BUILDING PRODUC COM  133290106         4171       241822 SH       D       6        241822            0            0
CAMERON ASHLEY BUILDING PRODS  COM  133290106            7          418 SH       D       7           418            0            0
CAMERON FINL CORP DE COM       COM  133425108            0         4900 SH       D       6          4900            0            0
CAMINUS CORP COM               COM  133766105          908        45440 SH       D       6         45440            0            0
CAMINUS CORP                   COM  133766105           15          760 SH       D       7           760            0            0
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109          294         5940 SH       D       2          5940            0            0
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109        34298       691236 SH       D       3        651836            0        39400
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109          620        12500 SH       D       4         12500            0            0
CAMPBELL SOUP CO               COM  134429109         3452       112274 SH       D       5        112274            0            0
CAMPBELL SOUP CO COM           COM  134429109       321288     10448394 SH       D       6       9578063            0       870331
Campbell Soup Company          COM  134429109        11037       358933 SH       D       7        300747            0        58186
CAMPBELL SOUP CO               COM  134429109          706        22969 SH       S       7         22969            0            0
CANADIAN PAC LTD ORD PAR $5    COM  135923100            0       532600 SH       D       6        532600            0            0
CANADIAN NATL RY CO COM NPV    COM  136375102            0       494700 SH       D       6        494700            0            0
CANADIAN NATL RAILWAY COMPANY  COM  136375102            2          112 SH       D       7           112            0            0
CANADIAN OCCIDENTAL PETE LTD C COM  136420106            0       224500 SH       D       6        224500            0            0
CANDELA CORP COM               COM  136907102         1254        91244 SH       D       6         91244            0            0
CANDELA LASER CORP.            COM  136907102            6          450 SH       D       7           450            0            0
CANANDAIGUA BRANDS INC CV COM  COM  137219101           29          600 SH       D       6           600            0            0
CANANDAIGUA BRANDS INC CL A    COM  137219200        11420       223927 SH       D       6        223927            0            0
Canandaigua Brands Inc.        COM  137219200          137         2689 SH       D       7          2689            0            0
CANARGO ENERGY INC. COM        COM  137225108            4         6600 SH       D       6          6600            0            0
CANDIES INC COM                COM  137409108           14         7515 SH       D       6          7515            0            0
CANDIES'S INC                  COM  137409108            1          770 SH       D       7           770            0            0
CANDLEWOOD HOTEL COM           COM  13741M108           11         6164 SH       D       6          6164            0            0
CANNON EXPRESS INC COM         COM  137694105            2          906 SH       D       6           906            0            0
CANNONDALE CORP COM            COM  137798104          516        76580 SH       D       6         76580            0            0
CANNONDALE CORP                COM  137798104            1          274 SH       D       7           274            0            0
CANON INC                      COM  138006309         1709        39650 SH       D       7         39650            0            0
CANTERBURY PARK HOLDING CORP C COM  13811E101            6          901 SH       D       6           901            0            0
CAPITAL CITY BK GROUP INC COM  COM  139674105          692        35262 SH       D       6         35262            0            0
Capital City Bank Group Inc.   COM  139674105           27         1396 SH       D       7          1396            0            0
CAPITAL ALLIANCE INCM TR REI C COM  13971R108            2          800 SH       D       6           800            0            0
CAPITAL ALLIANCE INCOME TST    COM  13971R108            2          800 SH       D       7           800            0            0
CAPTIAL ASSOC INC COM          COM  139730204            8         6100 SH       D       6          6100            0            0
CAPITAL AUTOMOTIVE R COM       COM  139733109         6443       536968 SH       D       6        534868            0         2100
Capital Automotive REIT        COM  139733109           42         3517 SH       D       7          3517            0            0
CAPITAL BANK COM               COM  139793103            3          554 SH       D       6           554            0            0
CAPITAL BANK CORP.             COM  139793103            1          200 SH       D       7           200            0            0
CAPITAL CORP OF THE WEST COM   COM  140065103          293        35088 SH       D       6         35088            0            0
CAPITAL CORP OF THE WEST       COM  140065103            2          300 SH       D       7           300            0            0
CAPITAL CROSSING BANK COM      COM  140071101          494        49130 SH       D       6         49130            0            0
CAPITAL CROSSING BANK          COM  140071101            1          181 SH       D       7           181            0            0
CAPITAL ENVIRONMENTAL RESOU CO COM  14008M104            0          200 SH       D       6           200            0            0
CAPITAL ENVIRON RES INC        COM  14008M104            0          200 SH       D       7           200            0            0
CAPITAL ONE FINANCIAL CORP COM COM  14040H105          214         2900 SH       D       2          2900            0            0
CAPITAL ONE FINANCIAL CORP COM COM  14040H105        19865       268699 SH       D       3        268699            0            0
CAPITAL ONE FINANCE COM        COM  14040H105       223600      4664407 SH       D       6       4272475            0       391932
Capital One Financial          COM  14040H105         8213       171341 SH       D       7        126252            0        45089
CAPITAL ONE FINANCIAL CORP     COM  14040H105          510        10640 SH       S       7         10640            0            0
CAPITAL PACIFIC HOLDINGS INC C COM  14040M104            1          500 SH       D       6           500            0            0
CAPITAL PPTYS INC R I COM      COM  140430109            7          858 SH       D       6           858            0            0
CAPITAL SR LIVING CO COM       COM  140475104          631       201983 SH       D       6        201983            0            0
Capital Senior Living Corp.    COM  140475104            9         3120 SH       D       7          3120            0            0
CAPITAL SOUTHWEST CORP COM     COM  140501107           54          995 SH       D       6           995            0            0
CAPITAL TRUST INC MD COM       COM  14052H100          647       161832 SH       D       6        161832            0            0
CAPITAL TRUST CL/A             COM  14052H100            4         1071 SH       D       7          1071            0            0
CAPITAL BANCORP COM            COM  14056D105          877        67211 SH       D       6         67211            0            0
CAPITOL BANCORP LTD            COM  14056D105            9          732 SH       D       7           732            0            0
CAPITOL FED FINL COM           COM  14057C106         8533       904242 SH       D       6        904242            0            0
Capitol Fed Finl               COM  14057C106          161        17150 SH       D       7         17150            0            0
CAPITOL TRANSAMERICA CORP      COM  140640103         1425       117557 SH       D       6        117557            0            0
CAPITOL TRANSAMERICA CORP      COM  140640103            5          413 SH       D       7           413            0            0
CAPBOCK COMMUNICATIONS CORP CO COM  140667106        14659       299171 SH       D       6        299171            0            0
CapRock Communications Corp    COM  140667106          255         5223 SH       D       7          5223            0            0
CAPSTEAD MTG CORP COM          COM  14067E100         3802       981201 SH       D       6        980533            0          668
CAPSTEAD MORTGAGE CORP         COM  14067E100           37         9652 SH       D       7          9652            0            0
CAPTEC NET LEASE RLT COM       COM  140724105         1032       123722 SH       D       6        123722            0            0
CAPTEC NET LEASE RLT           COM  140724105            4          550 SH       D       7           550            0            0
CARBIDE COM                    COM  140777103          441        92890 SH       D       6         92890            0            0
THE CARBIDE/GRAPHITE GROUP     COM  140777103            1          373 SH       D       7           373            0            0
CARBO CERAMICS INC COM         COM  140781105         1998        71051 SH       D       6         71051            0            0
Carbo Ceramics Inc.            COM  140781105           36         1305 SH       D       7          1305            0            0
CARAUSTAR INDS INC COM         COM  140909102         6886       487511 SH       D       6        487511            0            0
Caraustar Industries Inc.      COM  140909102           67         4762 SH       D       7          4762            0            0
CAPITAL TITLE GROUP INC COM    COM  140919101            4         3041 SH       D       6          3041            0            0
CAPITAL TITLE GROUP INC        COM  140919101            1         1000 SH       D       7          1000            0            0
CARDIAC PATHWAYS CORP COM      COM  141408302           25         4727 SH       D       6          4727            0            0
CARDIA INC COM                 COM  14140R102            0          761 SH       D       6           761            0            0
CARDIMA INC                    COM  14147M106            9         3900 SH       D       6          3900            0            0
CARDINAL BERGEN HEALTH INC     COM  14149Y108          302         4150 SH       D       2          4150            0            0
CARDINAL BERGEN HEALTH INC     COM  14149Y108        30819       423141 SH       D       3        410291            0        12850
CARDINAL HEALTH INC            COM  14149Y108         3365        73352 SH       D       5         73352            0            0
CORDINAL HEALTH INC. COM       COM  14149Y108       309937      6756116 SH       D       6       6208326            0       547790
Cardinal Health, Inc.          COM  14149Y108        11253       245298 SH       D       7        181369            0        63929
CARDINAL HEALTH INC            COM  14149Y108          692        15086 SH       S       7         15086            0            0
CARDIODYNAMICS INTL GROUP COM  COM  141597104          900       105200 SH       D       6        105200            0            0
CARDIODYNAMICS INTL CORP       COM  141597104           23         2800 SH       D       7          2800            0            0
CAREER EDUCATION CORP COM      COM  141665109         4036       115329 SH       D       6        115329            0            0
Career Education Corp.         COM  141665109           58         1673 SH       D       7          1673            0            0
CAREDATA.COM, INC. COM         COM  14166W100          876       114998 SH       D       6        114998            0            0
CAREDATA.COM INC               COM  14166W100           21         2800 SH       D       7          2800            0            0
CAREERBUILDER INC COM          COM  141684100          600       145504 SH       D       6        145504            0            0
CareerBuilder Inc.             COM  141684100            4         1047 SH       D       7          1047            0            0
CAREMARK RX INC COM            COM  141705103         5341      1275481 SH       D       6       1275481            0            0
CAREMAX RX INC                 COM  141705103          183        43744 SH       D       7         43744            0            0
CAREMATRIX CORP COM            COM  141706101          211       160898 SH       D       6        160898            0            0
Carematrix Corp.               COM  141706101            2         1653 SH       D       7          1653            0            0
CAREINSITE INC COM             COM  14170M106         9585       410070 SH       D       6        410070            0            0
CAREINSITE INC                 COM  14170M106          109         4700 SH       D       7          4700            0            0
CAREY DIVERSIFIED LLC COM      COM  14174P105         4817       287611 SH       D       6        287611            0            0
CAREY DIVERSIFIED LLC          COM  14174P105           22         1332 SH       D       7          1332            0            0
CAREY INTERNATIONAL COM        COM  141750109         3033       178455 SH       D       6        178455            0            0
Carey International            COM  141750109           24         1448 SH       D       7          1448            0            0
CARIBBEAN CIGAR CO COM         COM  141834200            0          125 SH       D       6           125            0            0
CARIBINER INTL INC COM         COM  141888107          467       267344 SH       D       6        267344            0            0
CARIBINER INTERNATIONAL, INC   COM  141888107            1         1073 SH       D       7          1073            0            0
CARLISLE COS INC COM           COM  142339100        18493       462335 SH       D       6        459384            0         2951
CARLISLE CORP                  COM  142339100          335         8378 SH       D       7          5430            0         2948
CARLYLE INDUSTRIES INC COM     COM  143093102            1         1362 SH       D       6          1362            0            0
CARMIKE CINEMAS INC CL A C0M   COM  143436103         1164       214183 SH       D       6        210883            0         3300
Carmike Cinemas Inc.           COM  143436103            7         1307 SH       D       7          1307            0            0
CARNIVAL CORP CLASS 'A' COM ST CLA  143658102          324         8460 SH       D       2          8460            0            0
CARNIVAL CORP CLASS 'A' COM ST CLA  143658102        36649       955396 SH       D       3        902396            0        53000
CARNIVAL CORP CLASS 'A' COM ST CLA  143658102         1515        39500 SH       D       4         39500            0            0
CARNIVAL CORP                  COM  143658102         3989       160797 SH       D       5        160797            0            0
CARNIVAL CRUISE LINES INC      COM  143658102       351654     14172473 SH       D       6      12942970            0      1229503
Carnival Corporation           COM  143658102        10074       406012 SH       D       7        397386            0         8626
CARNIVAL CORP                  COM  143658102          824        33230 SH       S       7         33230            0            0
CAROLINA FINCORP INC COM       COM  143874105           14         1534 SH       D       6          1534            0            0
CAROLINA FIRST BANCSHARES INC  COM  143875102         1610        55891 SH       D       6         55891            0            0
CAROLINA FIRST CORP            COM  143877108         5247       399834 SH       D       6        399834            0            0
Carolina First Corp.           COM  143877108           48         3724 SH       D       7          3724            0            0
CARRIAGE SERVICES COM          COM  143905107          665       163852 SH       D       6        163852            0            0
Carriage Services Inc.         COM  143905107           11         2848 SH       D       7          2848            0            0
CAROLINA POWER & LIGHT CO COM  COM  144141108          165         3200 SH       D       2          3200            0            0
CAROLINA POWER & LIGHT CO COM  COM  144141108        13104       253414 SH       D       3        237314            0        16100
CAROLINA POWER & LIGHT CO COM  COM  144141108          289         5600 SH       D       4          5600            0            0
CAROLINA POWER & LIGHT         COM  144141108         1361        41975 SH       D       5         41975            0            0
CAROLINA POWER & LIGHT CO COM  COM  144141108       130341      4018409 SH       D       6       3689211            0       329198
Carolina Power & Light         COM  144141108         3827       118006 SH       D       7        101487            0        16519
CAROLINA POWER & LIGHT         COM  144141108          279         8620 SH       S       7          8620            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         9908       476077 SH       D       6        470777            0         5300
Carpenter Technology Corp.     COM  144285103          173         8358 SH       D       7          8358            0            0
CARRAMERICA REALTY COM         COM  144418100        15787       747351 SH       D       6        739899            0         7452
CARRAMERCIA REALTY CORP        COM  144418100          319        15117 SH       D       7          9117            0         6000
CARREKER ANTINORI INC COM      COM  144433109         2009       159137 SH       D       6        159137            0            0
CARREKER-ANTINORI INC          COM  144433109           11          913 SH       D       7           913            0            0
CARRIER ACCESS CORP COM        COM  144460102         8759       164504 SH       D       6        164504            0            0
Carrier Access Corp.           COM  144460102          128         2415 SH       D       7          2415            0            0
CARRINGTON LABS INC COM        COM  144525102           24         7057 SH       D       6          7057            0            0
CARRIZO OIL & GAS INC          COM  144577103           19         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        11891       634230 SH       D       6        634230            0            0
Carter Wallace Inc.            COM  146285101           98         5251 SH       D       7          5251            0            0
CASCADE BANCORP COM            COM  147154108          436        51304 SH       D       6         51304            0            0
CASCADE BANCORP                COM  147154108            6          751 SH       D       7           751            0            0
CASCADE CORP COM               COM  147195101         3328       302590 SH       D       6        302590            0            0
CASCADE CORP.                  COM  147195101            4          427 SH       D       7           427            0            0
CASCADE FINANCIAL CORP COM     COM  147272108          213        29747 SH       D       6         29747            0            0
CASCADE FINANCIAL CORP         COM  147272108            1          250 SH       D       7           250            0            0
CASCADE NATURAL GAS CORP COM   COM  147339105         5596       347084 SH       D       6        346084            0         1000
Cascade Natural Gas Corp       COM  147339105           42         2633 SH       D       7          2633            0            0
CASELLA WASTE SYS IN COM       COM  147448104         2103       280445 SH       D       6        280445            0            0
Casella Waste Systems Inc.     COM  147448104           15         2082 SH       D       7          2082            0            0
CASEYS GEN STORES INC COM      COM  147528103        11047      1015877 SH       D       6       1015877            0            0
Casey's General Stores Inc.    COM  147528103          106         9756 SH       D       7          9756            0            0
CASH AMER INT. INC. COM        COM  14754D100         6377       512778 SH       D       6        512778            0            0
Cash America Intl. Inc.        COM  14754D100           51         4166 SH       D       7          4166            0            0
CASINO DATA COM                COM  147583108         1266       247176 SH       D       6        247176            0            0
CASINO DATA SYSTEMS            COM  147583108            5         1000 SH       D       7          1000            0            0
CASS COML CORP COM             COM  147741102          434        21980 SH       D       6         21980            0            0
CASH TECHNOLOGIES INC          COM  147910103            1          100 SH       D       7           100            0            0
CASTLE A M & CO COM            COM  148411101         2731       218507 SH       D       6        218507            0            0
AM Castle & Co.                COM  148411101           19         1581 SH       D       7          1581            0            0
CASTLE & COOKE COM             COM  148433105         5199       309284 SH       D       6        309284            0            0
CASTLE & COOKE, INC            COM  148433105           47         2829 SH       D       7          2829            0            0
CASTLE ENERGY CORP NEW COM     COM  148449309          281        54300 SH       D       6         54300            0            0
CASTLE ENERGY CORPORATION      COM  148449309            2          393 SH       D       7           393            0            0
CASTLE DENTAL CTRS I COM       COM  14844P105            8         3576 SH       D       6          3576            0            0
CASTLE DENTAL CENTERS INC      COM  14844P105            1          500 SH       D       7           500            0            0
CATALINA LTG INC COM           COM  148865108           23         5000 SH       D       6          5000            0            0
CATALINA LIGHTING              COM  148865108            1          300 SH       D       7           300            0            0
CATALINA MARKETING COM         COM  148867104        31182       307976 SH       D       6        305601            0         2375
CATALINA MARKETING CORP        COM  148867104          435         4300 SH       D       7           917            0         3383
CATALYST INTL INC COM          COM  14887T105          801        62290 SH       D       6         62290            0            0
CATALYST INTL INC              COM  14887T105            7          559 SH       D       7           559            0            0
CATALYST SEMICONDUCTOR INC     COM  148881105           15         1900 SH       D       7          1900            0            0
CATALYTICA COM                 COM  148885106        13381       918906 SH       D       6        897906            0        21000
Catalytica Inc.                COM  148885106          115         7960 SH       D       7          7960            0            0
CATAPULT COMMUNICATIONS CORP C COM  149016107         1605       157593 SH       D       6        157593            0            0
Catapult Communications Corp.  COM  149016107           11         1149 SH       D       7          1149            0            0
CATELLUS DEV CORP COM          COM  149111106        19035      1371910 SH       D       6       1366944            0         4966
CATELLUS DEVELOPMENT CORP      COM  149111106          601        43374 SH       D       7         26158            0        17216
CATERPILLAR INC                COM  149123101          565        14000 SH       D       1         14000            0            0
CATERPILLAR INC COM STOCK US$1 COM  149123101          326         5070 SH       D       2          5070            0            0
CATERPILLAR INC COM STOCK US$1 COM  149123101        37172       577518 SH       D       3        543918            0        33600
CATERPILLAR INC COM STOCK US$1 COM  149123101          811        12600 SH       D       4         12600            0            0
CATERPILLAR INC                COM  149123101         3673        93134 SH       D       5         93134            0            0
CATERPILLAR INC COM            COM  149123101       362231      9184961 SH       D       6       8438373            0       746588
Caterpillar Inc                COM  149123101        10642       269861 SH       D       7        233162            0        36699
CAT.N                          COM  149123101          163         4000 SH       D       9          4000            0            0
CATERPILLAR                    COM  149123101          754        19136 SH       S       7         19136            0            0
CATHAY BANCORP COM             COM  149150104         7140       155230 SH       D       6        155230            0            0
Cathay Bancorp Inc.            COM  149150104           63         1374 SH       D       7          1374            0            0
CATO CORP NEW CL A             COM  149205106         8335       709377 SH       D       6        700777            0         8600
Cato Corp.                     COM  149205106           41         3543 SH       D       7          3543            0            0
CATSKILL FINL CORP COM         COM  149348104            0        19900 SH       D       6         19900            0            0
CAVALIER HOMES INC COM         COM  149507105          647       225076 SH       D       6        225076            0            0
CAVALIER HOMES INC             COM  149507105            2          724 SH       D       7           724            0            0
CAVALRY BANCORP COM            COM  149547101          669        53057 SH       D       6         53057            0            0
CAVALRY BANCORP INC            COM  149547101            3          274 SH       D       7           274            0            0
CAVION TECHNOLOGIES COM        COM  149649105            1          100 SH       D       6           100            0            0
CAVION TECHNOLOGIES, INC       COM  149649105            7          400 SH       D       7           400            0            0
CEL-SCI CORP COM               COM  150837409           40         6500 SH       D       6          6500            0            0
CELADON GROUP COM              COM  150838100         1687        65218 SH       D       6         65218            0            0
CELADON GROUP INC              COM  150838100           11          445 SH       D       7           445            0            0
CELL GENESYS COM               COM  150921104         8364       392473 SH       D       6        377115            0        15358
CELL GENESYS INC               COM  150921104           33         1559 SH       D       7          1559            0            0
CELLSTAR CORP COM              COM  150925105         5333       666640 SH       D       6        666640            0            0
CellStar Corporation           COM  150925105           53         6632 SH       D       7          6632            0            0
CELEBRITEK INC COM             COM  150926103          283         4475 SH       D       6          4475            0            0
CELERITEK INC                  COM  150926103           37          600 SH       D       7           600            0            0
CELL THERAPEUTICS INC COM      COM  150934107          329        14041 SH       D       6         14041            0            0
CELL THERAPEUTICS INC          COM  150934107           23          990 SH       D       7           990            0            0
CENTENNIAL HEALTHCARE COM      COM  150937100           37         7190 SH       D       6          7190            0            0
CENTENNIAL HEALTHCARE CORP     COM  150937100            3          639 SH       D       7           639            0            0
CELERIS CORP                   COM  15100K201            5         1666 SH       D       6          1666            0            0
CELESTIAL SEASONINGS COM       COM  151016102         4729       137583 SH       D       6        137583            0            0
CELESTIAL SEASONINGS INC       COM  151016102           24          707 SH       D       7           707            0            0
CELGENE CORP COM               COM  151020104        29082       292102 SH       D       6        292102            0            0
Celgene Corp.                  COM  151020104          313         3145 SH       D       7          3145            0            0
CELL PATHWAYS INC COM          COM  15114R101        13295       386765 SH       D       6        386765            0            0
Cell Pathways Inc.             COM  15114R101          123         3597 SH       D       7          3597            0            0
CELL TECH INTERNATIONAL INC    COM  15115B105            1          341 SH       D       6           341            0            0
CELLEGY PHARMACEUDICALS INC CO COM  15115L103          447        63326 SH       D       6         63326            0            0
CELLEGY PHARMACEUTICALS INC    COM  15115L103           16         2300 SH       D       7          2300            0            0
CELLNET DATA SYS INC. COMMON S COM  15115M101          183       656749 SH       D       6        656749            0            0
CellNet Data Systems Inc.      COM  15115M101            4         6503 SH       D       7          6503            0            0
CELLULAR TECH COM              COM  151167301          179        16160 SH       D       6         16160            0            0
CELLULAR TECHNICAL SERVICES    COM  151167301           17         1600 SH       D       7          1600            0            0
CELTRIX PHARMACEUTICALS INC.   COM  151186103            8         1200 SH       D       6          1200            0            0
CEMENTOS LIMA (1 ADR REP 1 COM ADR  151263100          138         6421 SH       D       3          6421            0            0
CEMENTOS DE MEXICO (ADR) ADR   COM  151290889          224         9931 SH       D       6          9931            0            0
CENDANT CORP                   COM  151313103         8049       451902 SH       D       1        451902            0            0
CENDANT CORP                   COM  151313103          379        13368 SH       D       2         13368            0            0
CENDANT CORP                   COM  151313103        31532      1110413 SH       D       3       1052213            0        58200
CENDANT CORPORATION            COM  151313103         3503       189381 SH       D       5        189381            0            0
CENDANT CORP COM               COM  151313103       334893     18102372 SH       D       6      16645765            0      1456607
Cendant Corp                   COM  151313103        11392       615833 SH       D       7        498873            0       116960
CENDANT CORP.                  COM  151313103          703        38050 SH       S       7         38050            0            0
CENIT BANCORP INC COM          COM  15131W109          475        46633 SH       D       6         46633            0            0
CENIT BANCORP INC              COM  15131W109            1          178 SH       D       7           178            0            0
CENTENNIAL BANCORP COM         COM  15133T104         2745       285281 SH       D       6        285281            0            0
Centennial Bancorp             COM  15133T104           25         2617 SH       D       7          2617            0            0
CENTENNIAL CELLULAR CORP - A U COM  15133V208          182         5500 SH       D       1          5500            0            0
CENTENNIAL CELLULAR CORP - A U COM  15133V208          102         3100 SH       D       2          3100            0            0
CENTENNIAL CELLULAR CORP - A U COM  15133V208          179         5400 SH       D       3          5400            0            0
CENTENNIAL COM                 COM  15133V208         8398       345456 SH       D       6        280636            0        64820
CENTENNIAL COMMUNICATIONS CORP COM  15133V208          505        20809 SH       D       7         10972            0         9837
CENTER BANCORP INC COM         COM  151408101            6          376 SH       D       6           376            0            0
CENTER BANCORP INC             COM  151408101            3          210 SH       D       7           210            0            0
CENTER TRUST INC COM           COM  151845104         3946       619010 SH       D       6        614810            0         4200
Center Trust Inc.              COM  151845104           25         3953 SH       D       7          3953            0            0
CENTERPOINT PPYYS CORP COM     COM  151895109        17480       479750 SH       D       6        476750            0         3000
Centerpoint Properties Trust   COM  151895109          122         3354 SH       D       7          3354            0            0
CENTERSPAN COMMUNICATIONS CORP COM  152012100          627        32606 SH       D       6         32606            0            0
CENTERSPAN COMMUNICATIONS      COM  152012100           11          596 SH       D       7           596            0            0
CENTEX CORP                    COM  152312104         1097        29700 SH       D       3         29700            0            0
CENTEX CORP                    COM  152312104          360        15128 SH       D       5         15128            0            0
CENTEX CORP COM                COM  152312104        42901      1801625 SH       D       6       1605029            0       196596
Centex                         COM  152312104         2165        90922 SH       D       7         81786            0         9136
CENTEX CORP                    COM  152312104           75         3168 SH       S       7          3168            0            0
CENTIGRAM COMM COM             COM  152317103         1561        82160 SH       D       6         82160            0            0
CENTIGRAM COMMUNICATIONS CORP  COM  152317103            6          320 SH       D       7           320            0            0
CENTEX CONSTRUCTION PRODUCTS C COM  15231R109        16465       627253 SH       D       6        595123            0        32130
Centex Construction Products   COM  15231R109           46         1761 SH       D       7          1761            0            0
ELECTROBRAS PNB ADR            ADR  15234Q108         1432        91000 SH       D       3         91000            0            0
CENTRA SOFTWARE INC COM        COM  15234X103         1939        92363 SH       D       6         92363            0            0
CENTRA SOFTWARE                COM  15234X103           24         1180 SH       D       7          1180            0            0
CENTRAL & SOUTHWESTERN CORP CO COM  152357109       172818     10011500 SH       D       1      10011500            0            0
CENTRAL & SOUTHWESTERN CORP CO COM  152357109          132         4800 SH       D       2          4800            0            0
CENTRAL & SOUTHWESTERN CORP CO COM  152357109         9493       342733 SH       D       3        322233            0        20500
CENTRAL & SOUTHWESTERN CORP CO COM  152357109          396        14300 SH       D       4         14300            0            0
CENTRAL & SOUTH WEST CORP      COM  152357109          952        55860 SH       D       5         55860            0            0
CENTRAL & SOUTH WEST CORP COM  COM  152357109       101239      5933478 SH       D       6       5415187            0       518291
CENTRAL + SOUTH WEST CORP      COM  152357109         3248       190372 SH       D       7        168336            0        22036
CENTRAL & SOUTH WEST CORP      COM  152357109          195        11440 SH       S       7         11440            0            0
CENTRAL BANCORP INC COM        COM  152418109           13          937 SH       D       6           937            0            0
CENTRAL COAST BANCORP COM      COM  153145107         1021        63836 SH       D       6         63836            0            0
CENTRAL COAST BANCORP          COM  153145107            5          371 SH       D       7           371            0            0
CENTRAL FINANCIAL AC COM       COM  153470109           17         3166 SH       D       6          3166            0            0
CENTRAL FINL ACCEPTANCE CORP   COM  153470109            1          300 SH       D       7           300            0            0
CENTRAL GARDEN & PET COM       COM  153527106         6082       615929 SH       D       6        610529            0         5400
Central Garden & Pet Co.       COM  153527106           34         3535 SH       D       7          3535            0            0
CENTRAL NEWSPAPERS INC CL A    COM  154647101        11779       350314 SH       D       6        349712            0          602
CENTRAL NEWSPAPERS CL A        COM  154647101          343        10228 SH       D       7          4937            0         5291
CENTRAL PACKAGE CORP COM       COM  154785109         3924       196208 SH       D       6        196208            0            0
Central Parking Corp.          COM  154785109           75         3763 SH       D       7          3763            0            0
CENTRAL VERMONT PUB SERVICE CO COM  155771108         2458       235540 SH       D       6        235540            0            0
CTRL VERMONT PUB SERV          COM  155771108            4          422 SH       D       7           422            0            0
CENTURA BKS INC COM            COM  15640T100        23926       522265 SH       D       6        517988            0         4277
CENTURA BANKS INC              COM  15640T100          393         8582 SH       D       7          4896            0         3686
CENTURA SOFTWARE CORP          COM  15640W103          412        40000 SH       D       6         40000            0            0
CENTURA SOFTWARE CORPORATION   COM  15640W103           20         2000 SH       D       7          2000            0            0
CENTURY ALUM CO COM            COM  156431108         2209       160655 SH       D       6        160655            0            0
CENTURY ALUMINUM COMPANY       COM  156431108           21         1537 SH       D       7          1537            0            0
CENTURY BANCORP INC MASS CL A  COM  156432106          240        18493 SH       D       6         18493            0            0
CENTURY BANCORP INC CL A       COM  156432106            2          161 SH       D       7           161            0            0
CENTURY BUSINESS SERV COM      COM  156490104         3367      1158658 SH       D       6       1158658            0            0
Century Business Services      COM  156490104           35        12077 SH       D       7         12077            0            0
CENTURY SOUTH BKS INC COM      COM  156683104         3525       167888 SH       D       6        167888            0            0
Century South Banks Inc.       COM  156683104           36         1732 SH       D       7          1732            0            0
CENTURYTEL INC USD$1           COM  156700106         2410        40790 SH       D       3         40790            0            0
CENTURYTEL INC COM             COM  156700106       145806      3927438 SH       D       6       3551077            0       376361
CenturyTel Inc                 COM  156700106         4738       127641 SH       D       7        113135            0        14506
CENTURYTEL INC                 COM  156700106          281         7580 SH       S       7          7580            0            0
CEPHALON INC. COM              COM  156708109        24440       651749 SH       D       6        644549            0         7200
Cephalon Inc.                  COM  156708109          191         5114 SH       D       7          5114            0            0
CEPHALON INC                   CVP  156708307         9442       102500 SH       D       1        102500            0            0
CERADYNE INC CALIF COM         COM  156710105            8          867 SH       D       6           867            0            0
CERADYNE INC                   COM  156710105           26         2800 SH       D       7          2800            0            0
CERBCO INC COM                 COM  156713109            3          643 SH       D       6           643            0            0
CERAMICA CARABOBO CA ADR B SHR ADR  15671P506           71        33184 SH       D       3         33184            0            0
CERES GROUP INC COM            COM  156772105          494        70656 SH       D       6         70656            0            0
CERES GROUP, INC.              COM  156772105            2          423 SH       D       7           423            0            0
CERIDIAN CORP COM STOCK US$0.5 COM  15677T106         6045       206363 SH       D       3        206363            0            0
CERIDIAN CORP                  COM  15677T106          738        38465 SH       D       5         38465            0            0
CERIDIAN CORP COM              COM  15677T106        66769      3479828 SH       D       6       3193308            0       286520
Ceridian Corporation           COM  15677T106         2337       121804 SH       D       7         92707            0        29097
CERIDIAN CORP                  COM  15677T106          149         7795 SH       S       7          7795            0            0
CERNER CORP COM                COM  156782104        28169      1043328 SH       D       6        960028            0        83300
Cerner Corp.                   COM  156782104          127         4719 SH       D       7          4719            0            0
CERPROBE CORP COM              COM  156787103           66         4430 SH       D       6          4430            0            0
CERPROBE CORP                  COM  156787103            4          284 SH       D       7           284            0            0
CERION TECNOLOGIES INC COM     COM  156916108            0         3000 SH       D       6          3000            0            0
CERUS CORP COM                 COM  157085101         4600        95337 SH       D       6         95337            0            0
CERUS CORP                     COM  157085101           50         1047 SH       D       7          1047            0            0
CHAD THERAPEUTICS INC COM      COM  157228107           16         9268 SH       D       6          9268            0            0
CHALONE INC COM                COM  157639105          359        43542 SH       D       6         43542            0            0
CHALONE WINE GROUP LTD         COM  157639105            9         1120 SH       D       7          1120            0            0
CHAMPION ENTERPRISES INC COM   COM  158496109         5313       924077 SH       D       6        924077            0            0
CHAMPION ENTERPRISES INC.      COM  158496109           41         7147 SH       D       7          7147            0            0
CHAMPION INDS INC COM          COM  158520106          263        84163 SH       D       6         84163            0            0
CHAMPION INDUSTRIES INC/WV     COM  158520106            5         1632 SH       D       7          1632            0            0
CHAMPION INTERNATIONAL CORP CO COM  158525105          164         2000 SH       D       2          2000            0            0
CHAMPION INTERNATIONAL CORP CO COM  158525105        13041       158074 SH       D       3        145274            0        12800
CHAMPION INTERNATIONAL CORP    COM  158525105         1339        25160 SH       D       5         25160            0            0
CHAMPION INTERNATIONAL CORP CO COM  158525105       131831      2475711 SH       D       6       2277323            0       198388
Champion International         COM  158525105         3839        72103 SH       D       7         62105            0         9998
CHAMPION INTERNATIONAL         COM  158525105          275         5170 SH       S       7          5170            0            0
CHAMPIONSHIP AUTO RA COM       COM  158711101         3599       163608 SH       D       6        163608            0            0
Championship Auto Racing       COM  158711101           52         2389 SH       D       7          2389            0            0
CHAMPPS ENTERTAINMENT INC COM  COM  158787101           42         9784 SH       D       6          9784            0            0
CHAMPPS ENTERTAINMENT INC      COM  158787101            2          519 SH       D       7           519            0            0
CHANNELL COML CORP COM         COM  159186105          309        22523 SH       D       6         22523            0            0
CHANNELL COMMERCIAL CORP       COM  159186105            5          408 SH       D       7           408            0            0
CHARLES RIVER ASSOCIATES COM   COM  159852102         1809        93087 SH       D       6         93087            0            0
Charles River Associates       COM  159852102           21         1108 SH       D       7          1108            0            0
CHART HOUSE ENTERPRISES INC CO COM  160902102          488        94171 SH       D       6         94171            0            0
CHART HOUSE ENTERPRISES INC.   COM  160902102            2          526 SH       D       7           526            0            0
CHARTER ONE FINL INC           COM  160903100        66983      3189677 SH       D       6       3171253            0        18424
CHARTER ONE FIN INC            COM  160903100          892        42487 SH       D       7         26944            0        15543
CHARTER MUN MTG ACCE COM       COM  160908109         3594       296430 SH       D       6        296430            0            0
Charter Municipal Mtg. Accept. COM  160908109           37         3108 SH       D       7          3108            0            0
CHARLOTTE RUSSE HLDG. INC COM  COM  161048103          573        33500 SH       D       6         33500            0            0
CHARLOTTE RUSSE HOLDING INC    COM  161048103           11          700 SH       D       7           700            0            0
CHARMING SHOPPES INC COM       COM  161133103        11356      1996799 SH       D       6       1996799            0            0
CHARMING SHOPPES INC           COM  161133103          118        20850 SH       D       7         20850            0            0
CHART INDS. COM                COM  16115Q100          951       298449 SH       D       6        298449            0            0
Chart Industries Inc.          COM  16115Q100            8         2619 SH       D       7          2619            0            0
CHARTER COMMS INC              CLA  16117M107           21         1500 SH       D       1             0         1500            0
CHARTER COMMUNICATIONS COM     COM  16117M107        18447      1287485 SH       D       6       1287485            0            0
CHARTER COMMUNICATIONS INC-A   COM  16117M107          140         9800 SH       D       7          9800            0            0
CHARTER FED SVGS ESCROW COM    COM  161223987            0        95852 SH       D       6         95852            0            0
CHASE CORP COM                 COM  16150R104           20         1800 SH       D       6          1800            0            0
CHASE CORP                     COM  16150R104            1          100 SH       D       7           100            0            0
CHASE INDUSTRIES INC. COM      COM  161568100          943       107864 SH       D       6        107864            0            0
CHASE INDUSTRIES               COM  161568100            3          406 SH       D       7           406            0            0
CHASE MANHATTAN "NEW" COM STOC COM  16161A108        10905        87070 SH       D       1         67800        19270            0
CHASE MANHATTAN "NEW" COM STOC COM  16161A108         4437        32040 SH       D       2         32040            0            0
CHASE MANHATTAN "NEW" COM STOC COM  16161A108       193451      1396800 SH       D       3       1328648            0        68152
CHASE MANHATTAN "NEW" COM STOC COM  16161A108         5528        39916 SH       D       4         39916            0            0
CHASE MANHATTAN CORP           COM  16161A108        18819       215848 SH       D       5        215848            0            0
CHASE MANHATTAN CORP COM       COM  16161A108      2177808     24978445 SH       D       6      23077704            0      1900741
CHASE MANHATTAN CORP NEW       COM  16161A108        73207       839656 SH       D       7        753438            0        86218
CHASE MANHATTEN CORP           COM  16161A108        52312       600000 SH       D       9        600000            0            0
CHASE MANHATTAN CORPORATION    COM  16161A108         3868        44372 SH       S       7         44372            0            0
CHASTAIN CAP CORP COM          COM  161697107            0          400 SH       D       6           400            0            0
CHASTAIN CAPITAL CORP          COM  161697107            0          400 SH       D       7           400            0            0
CHATEAU COMMUNITIES INC COM    COM  161726104        13151       515744 SH       D       6        514244            0         1500
Chateau Communities Inc.       COM  161726104           97         3812 SH       D       7          3812            0            0
CHATTEM INC                    COM  162456107         7215       510817 SH       D       6        481717            0        29100
Chattem Inc.                   COM  162456107           23         1673 SH       D       7          1673            0            0
CHAUS BERNARD INC COM          COM  162510200           32        19300 SH       D       6         19300            0            0
CHAUS (BERNARD) INC            COM  162510200            1          800 SH       D       7           800            0            0
CHEAP TICKETS INC COM          COM  162672109         1599       113236 SH       D       6        113236            0            0
Cheap Tickets Inc.             COM  162672109           32         2291 SH       D       7          2291            0            0
CHECKER`S DRIVE-IN REST WTS    RT   162809115            0         2434 SH       D       6          2434            0            0
CHECKER`S DRIVE-IN REST COM    COM  162809305           11         5455 SH       D       6          5455            0            0
CHECKFREE HOLDINGS CORP COM    COM  162816102        40611       576056 SH       D       6        576056            0            0
CHECKFREE HOLDINGS CORP        COM  162816102          810        11503 SH       D       7          3681            0         7822
CHECKPOINT SYSTEMS INC COM     COM  162825103         6784       810095 SH       D       6        810095            0            0
Checkpoint Systems Inc.        COM  162825103           39         4761 SH       D       7          4761            0            0
CHEESECAKE FACTORY COM         COM  163072101        14557       349736 SH       D       6        349736            0            0
Cheesecake Factory Inc.        COM  163072101          116         2791 SH       D       7          2791            0            0
CHELSEA GCA RLTY INC C0M       COM  163262108        10598       365471 SH       D       6        357771            0         7700
Chelsea GCA Realty Inc.        COM  163262108           74         2584 SH       D       7          2584            0            0
CHEMED CORP COM                COM  163596109         5243       174796 SH       D       6        174796            0            0
Chemed Corp.                   COM  163596109           46         1545 SH       D       7          1545            0            0
CHEMFIRST INC COM              COM  16361A106         6300       324133 SH       D       6        324133            0            0
CHEMFIRST INC                  COM  16361A106           68         3530 SH       D       7          3530            0            0
CHEMFAB CORP COM               COM  16361L102         1545       105677 SH       D       6        105677            0            0
CHEMFAB CORP                   COM  16361L102            4          289 SH       D       7           289            0            0
CHEMICAL FINL CORP COM         COM  163731102         4864       219858 SH       D       6        219858            0            0
Chemical Financial Corp.       COM  163731102           46         2100 SH       D       7          2100            0            0
CHEQUEMATE INTL INC COM        COM  164126203         2427       303458 SH       D       6        303458            0            0
CHEROKEE INC DEL NEW COM       COM  16444H102          298        40500 SH       D       6         40500            0            0
CHEROKEE INC                   COM  16444H102            2          389 SH       D       7           389            0            0
CHERRY CORP COM                COM  164541401         1500        98802 SH       D       6         98802            0            0
CHESTER BANCORP INC            COM  164903106           14          900 SH       D       6           900            0            0
CHESAPEAKE BIOLOGICAL LABS INC COM  165146101           15         3610 SH       D       6          3610            0            0
CHESAPEAKE CORP             CO COM  165159104        12372       418514 SH       D       6        418514            0            0
CHESAPEAKE CORP                COM  165159104          137         4651 SH       D       7          4651            0            0
CHESAPEAKE ENERGY COM          COM  165167107         3842      1182194 SH       D       6       1182194            0            0
CHESAPEAKE ENERGY CORPORATION  COM  165167107           44        13801 SH       D       7         13801            0            0
CHESAPEAKE UTILS CORP COM      COM  165303108          926        54673 SH       D       6         54673            0            0
CHESAPEAKE UTILITIES CORP      COM  165303108            3          187 SH       D       7           187            0            0
CHESTER VALLEY BANCORP         COM  166335109           10          697 SH       D       7           697            0            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107         5055        34402 SH       D       1         34402            0            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107         2399        16330 SH       D       2         16330            0            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107       164632      1120210 SH       D       3       1060210            0        60000
CHEVRON CORP COM STOCK US$1.50 COM  166751107         3306        22500 SH       D       4         22500            0            0
CHEVRON CORP                   COM  166751107        15882       171809 SH       D       5        171809            0            0
CHEVRON CORP COM               COM  166751107      1698625     18375933 SH       D       6      16738500            0      1637433
CHEVRON CORP                   COM  166751107        57184       618634 SH       D       7        550621            0        68013
CHEVRON CORPORATION            COM  166751107         3264        35315 SH       S       7         35315            0            0
CHIC BY HIS COM                COM  167113109            3         6478 SH       D       6          6478            0            0
CHIC BY HIS INC                COM  167113109            2         3200 SH       D       7          3200            0            0
CHICOS FAS INC COM             COM  168615102         5090       300258 SH       D       6        300258            0            0
Chico's FAS Inc.               COM  168615102           36         2150 SH       D       7          2150            0            0
CHIEF CONSOLIDATED MINING CO C COM  168628105           11         4300 SH       D       6          4300            0            0
CHIEF CONSOLIDATED MINING CO   COM  168628105            0          300 SH       D       7           300            0            0
CHILDRENS COMPREHENS COMMON ST COM  16875K202           17         4210 SH       D       6          4210            0            0
CHILDRENS COMPREHENSIVE SVCS   COM  16875K202            6         1470 SH       D       7          1470            0            0
CHILDTIME LEARNING CTRS INC CO COM  168820108           99        14006 SH       D       6         14006            0            0
CHILDTIME LEARNING CENTERS     COM  168820108            4          700 SH       D       7           700            0            0
CHILE FD INC COM               COM  168834109         6361       584934 SH       D       6        584934            0            0
CHILECTRA SPON ADR 144A        COM  168884104         1147        36350 SH       D       3         36350            0            0
CHILDRENS PL RETAIL COM        COM  168905107         3428       240623 SH       D       6        240623            0            0
Childrens Place                COM  168905107           40         2846 SH       D       7          2846            0            0
CHINA FUND                     USD  169373107           17          960 SH       D       1             0          960            0
CHINA TELECOM(HONG KONG)LIMITE ADR  169428109        18751       111200 SH       D       1        111200            0            0
CHOICE HOTELS INTERNATIONAL CO COM  169905106        10873       753153 SH       D       6        753153            0            0
CHOICE HOTELS INTL INC         COM  169905106          160        11123 SH       D       7         11123            0            0
CHIQUITA BRANDS INTL INC COM   COM  170032106         4223       889184 SH       D       6        889184            0            0
Chiquita Brands Intl. Inc.     COM  170032106           33         7140 SH       D       7          7140            0            0
CHIREX INC COM                 COM  170038103         6887       357772 SH       D       6        357772            0            0
Chirex Inc.                    COM  170038103           43         2240 SH       D       7          2240            0            0
CHIRON CORP COM STOCK US$0.01  COM  170040109          206         3090 SH       D       2          3090            0            0
CHIRON CORP COM STOCK US$0.01  COM  170040109        14847       222412 SH       D       3        204612            0        17800
CHIRON CORP COM                COM  170040109        94332      1891370 SH       D       6       1885581            0         5789
CHIRON CORPORATION             COM  170040109         1997        40051 SH       D       7         24868            0        15183
CHITTENDEN CORP COM            COM  170228100        16443       553902 SH       D       6        553902            0            0
Chittenden Corp.               COM  170228100          138         4665 SH       D       7          4665            0            0
CHOICEPOINT INC COM            COM  170388102        21806       583440 SH       D       6        583440            0            0
CHOICEPOINT INC                COM  170388102          276         7396 SH       D       7          7396            0            0
CHOICE ONE COMMUNICATIONS COM  COM  17038P104         3434        96741 SH       D       6         96741            0            0
CHOICE ONE COMMUNICATIONS      COM  17038P104           55         1557 SH       D       7          1557            0            0
CHOLESTECH CORP COM            COM  170393102         1208       142734 SH       D       6        142734            0            0
CHORDIAN & SOFTWARE INC COM    COM  170404107         1124        69206 SH       D       6         69206            0            0
CHORDIANT SOFTWARE, INC.       COM  170404107           28         1754 SH       D       7          1754            0            0
CHRIS-CRAFT INDUSTRIES INC COM COM  170520100         3720        38857 SH       D       3         28954            0         9903
CHRIS-CRAFT INDUSTRIES INC COM COM  170520100        32845       515729 SH       D       6        513522            0         2207
CHRIS-CRAFT INDUSTRIES INC.    COM  170520100          331         5200 SH       D       7          3653            0         1547
CHROMATICS COLOR SCIENCES INTL COM  171116304         1071       190491 SH       D       6        190491            0            0
CHROMATICS COLOR SCIENCES      COM  171116304            5          968 SH       D       7           968            0            0
CHROMCRAFT REVINGTON COM       COM  171117104          813       106732 SH       D       6        106732            0            0
CHROMCRAFT REVINGTON INC       COM  171117104            3          402 SH       D       7           402            0            0
CHROMAVISION MEDICAL SYSTEMS I COM  17111P104         1910       125282 SH       D       6        125282            0            0
CHROMAVISION MEDICAL SYSTEMS   COM  17111P104           12          836 SH       D       7           836            0            0
CHRONOMED COM                  COM  171164106         1151       153519 SH       D       6        153519            0            0
CHRONIMED, INC                 COM  171164106            4          546 SH       D       7           546            0            0
CHUBB CORP                     COM  171232101           61         1000 SH       D       1             0         1000            0
CHUBB CORP COM STOCK US$1      COM  171232101          292         2740 SH       D       2          2740            0            0
CHUBB CORP COM STOCK US$1      COM  171232101        28943       271481 SH       D       3        259981            0        11500
CHUBB CORP COM STOCK US$1      COM  171232101         1098        10300 SH       D       4         10300            0            0
CHUBB CORP                     COM  171232101         3092        45778 SH       D       5         45778            0            0
CHUBB CORP COM                 COM  171232101       304801      4511405 SH       D       6       4149000            0       362405
Chubb Corp.                    COM  171232101         8706       128870 SH       D       7        110616            0        18254
CHUBB CORP                     COM  171232101          640         9484 SH       S       7          9484            0            0
CHURCH & DWIGHT CO INC COM     COM  171340102        14309       832575 SH       D       6        832575            0            0
Church & Dwight Co. Inc.       COM  171340102          110         6428 SH       D       7          6428            0            0
CHURCHILL DOWNS INC COM        COM  171484108         3470       131597 SH       D       6        131597            0            0
Churchill Downs Inc.           COM  171484108           36         1368 SH       D       7          1368            0            0
CHYRON CORP COM                COM  171605207          208        18733 SH       D       6         18733            0            0
CHYRON CORP                    COM  171605207           13         1200 SH       D       7          1200            0            0
CIBER COM                      COM  17163B102        17925       874416 SH       D       6        874416            0            0
CIBER INC                      COM  17163B102          197         9655 SH       D       7          9655            0            0
CIDCO INC COM                  COM  171768104          780       152229 SH       D       6        152229            0            0
CIDCO INC.                     COM  171768104           13         2629 SH       D       7          2629            0            0
CIENA CORP                     COM  171779101         9034        69900 SH       D       1         69900            0            0
CIENA CORP USD0.01             COM  171779101          391         1900 SH       D       2          1900            0            0
CIENA CORP USD0.01             COM  171779101        32675       158579 SH       D       3        150879            0         7700
CIENA CORP USD0.01             COM  171779101          803         3900 SH       D       4          3900            0            0
CIENA CORP COM                 COM  171779101       203253      1611523 SH       D       6       1591636            0        19887
CIENA CORPORATION              COM  171779101         5432        43075 SH       D       7         13519            0        29556
CIFRA SA ADR REP 10 'V' SHS    ADR  171785405         6925       170358 SH       D       3        100000            0        70358
CILCORP INC COM                COM  171794100          104         1600 SH       D       6          1600            0            0
CIMA LABS COM                  COM  171796105         1843       107283 SH       D       6        107283            0            0
CIMA LABS INC                  COM  171796105           36         2100 SH       D       7          2100            0            0
CINCINNATI FINANCIAL CORP COM  COM  172062101          171         3050 SH       D       2          3050            0            0
CINCINNATI FINANCIAL CORP COM  COM  172062101        14272       254429 SH       D       3        229454            0        24975
CINCINNATI FINANCIAL CORP COM  COM  172062101       157674      4190672 SH       D       6       3853122            0       337550
Cincinnati Financial Corp      COM  172062101         5675       150839 SH       D       7        134695            0        16144
CINCINNATI FINANCIAL CORP      COM  172062101          331         8809 SH       S       7          8809            0            0
CINEMASTAR LUXURY THEATERS COM COM  17244C202            0          825 SH       D       6           825            0            0
CINERGY CORP                   COM  172474108       148312      7000000 SH       D       1       7000000            0            0
CINERGY CORP COM STOCK US$0.01 COM  172474108         8258       242353 SH       D       3        222853            0        19500
CINERGY CORP COM               COM  172474108        85059      3956260 SH       D       6       3629144            0       327116
Cinergy Corporation            COM  172474108         2546       118464 SH       D       7        102828            0        15636
 CINERGY CORP                  COM  172474108          183         8538 SH       S       7          8538            0            0
CIPRICO INC COM                COM  172529109          669        61593 SH       D       6         61593            0            0
CIPRICO INC                    COM  172529109            2          218 SH       D       7           218            0            0
CIRCLE INTERNATIONAL GROUP INC COM  172574105         6903       265525 SH       D       6        265525            0            0
Circle International Grp. Inc. COM  172574105           56         2186 SH       D       7          2186            0            0
CIRCUIT CITY STORES            COM  172737108          414         4260 SH       D       2          4260            0            0
CIRCUIT CITY STORES            COM  172737108        28956       297769 SH       D       3        274769            0        23000
CIRCUIT CITY GROUP COM         COM  172737108       303688      4988715 SH       D       6       4580515            0       408200
Circuit City Stores            COM  172737108        10386       170628 SH       D       7        130732            0        39896
CIRCUIT CITY STORES            COM  172737108          665        10940 SH       S       7         10940            0            0
CIRCUIT CITY GROUP COM         COM  172737306          592       178742 SH       D       6        178742            0            0
CIRCON INTL INC COM            COM  17273K109         4015       301642 SH       D       6        301642            0            0
CIRCOR INTERNATIONAL INC       COM  17273K109           14         1106 SH       D       7          1106            0            0
CIRRUS LOGIC INC COM           COM  172755100        23513      1288431 SH       D       6       1288431            0            0
CIRRUS LOGIC INC.              COM  172755100          279        15320 SH       D       7         15320            0            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102        76392       856370 SH       D       1        382200       474170            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102        21383       182188 SH       D       2        182188            0            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102      1301901     11092000 SH       D       3      10616500            0       475500
CISCO SYSTEMS COM STOCK NPV    COM  17275R102        28744       244900 SH       D       4        244900            0            0
CISCO SYSTEMS INC              COM  17275R102       134877      1744629 SH       D       5       1744629            0            0
CISCO SYS INC COM              COM  17275R102     13648890    176569748 SH       D       6     161668606            0     14901142
CISCO SYS INC                  COM  17275R102       511566      6616907 SH       D       7       5052894            0      1564013
CSCO.O                         COM  17275R102         4277        56380 SH       D       9         56380            0            0
CISCO SYSTEMS, INC             COM  17275R102        28451       368012 SH       S       7        368012            0            0
CITADEL COMMUNICATIONS CORP CO COM  172853202        13425       318224 SH       D       6        318224            0            0
Citadel Communications Corp.   COM  172853202          179         4263 SH       D       7          4263            0            0
CITADEL HOLDINGS CORP. CLASS A COM  172862203            2          800 SH       D       6           800            0            0
CITADEL HOLDING CORP CL A      COM  172862203            3         1200 SH       D       7          1200            0            0
CITADEL HOLDINGS CORP. CLASS B COM  172862302            1          476 SH       D       6           476            0            0
CITADEL HOLDING CORP CL B      COM  172862302            0          300 SH       D       7           300            0            0
BIG 4 RANCH INC COM            COM  172862971            0       116610 SH       D       6        116610            0            0
CINTAS CORP COM                COM  172908105        68788      1755371 SH       D       6       1755371            0            0
CINTAS CORP                    COM  172908105         1792        45744 SH       D       7         21229            0        24515
CITIGROUP INC COM STK          COM  172967101       207081      3339875 SH       D       1       3090500       249375            0
CITIGROUP INC COM STK          COM  172967101        10013       105564 SH       D       2        105564            0            0
CITIGROUP INC COM STK          COM  172967101       532135      5609998 SH       D       3       5367711            0       242287
CITIGROUP INC COM STK          COM  172967101        13092       138025 SH       D       4        138025            0            0
CITIGROUP INC                  COM  172967101        52340       882497 SH       D       5        882497            0            0
CITIGROUP, INC COM             COM  172967101      5641238     95110445 SH       D       6      87198304            0      7912141
CITIGROUP INC                  COM  172967101       194770      3283803 SH       D       7       2951729            0       332074
CITIGROUP                      COM  172967101        10756       181358 SH       S       7        181358            0            0
CITIZENS BKG CORP MICH         COM  174420109        13178       675804 SH       D       6        675804            0            0
Citizens Banking Corp.         COM  174420109          133         6848 SH       D       7          6848            0            0
CITZENS FINL CORP KY COM       COM  174613109            7          622 SH       D       6           622            0            0
CITIZENS FINANCIAL CORP-A/KY   COM  174613109            2          200 SH       D       7           200            0            0
CITIZENS FINL SVCS INC COM     COM  174615104            3          202 SH       D       6           202            0            0
CITIZENS FINANCIAL SERVICES    COM  174615104            3          225 SH       D       7           225            0            0
CITIZENS FIRST FINL CORP COM   COM  174623108           24         1639 SH       D       6          1639            0            0
CITIZENS FIRST FINANCIAL CRP   COM  174623108           10          722 SH       D       7           722            0            0
CITIZENS INC AMER CL A         COM  174740100         1292       196977 SH       D       6        196977            0            0
CITIZENS INC                   COM  174740100            5          844 SH       D       7           844            0            0
CITIZENS UTILITIES 'B'         CLA  177342201          134         5300 SH       D       2          5300            0            0
CITIZENS UTILITIES 'B'         CLA  177342201         7011       275952 SH       D       3        275952            0            0
CITIZENS UTILITIES CO SER B CO COM  177342201        55204      3371262 SH       D       6       3343621            0        27641
CITIZENS UTILITIES CO., CLASS  COM  177342201          632        38617 SH       D       7         15257            0        23360
CITRIX SYSTEMS INC USD0.001    COM  177376100         6280        54622 SH       D       3         54622            0            0
CITRIX SYS INC COM             COM  177376100       280139      4228521 SH       D       6       3837050            0       391471
Citrix Systems Inc             COM  177376100        10328       155907 SH       D       7        117117            0        38790
CITRIX SYSTEMS INC.            COM  177376100          636         9604 SH       S       7          9604            0            0
CITRIX SYSTEMS INC             CVB  177376AB6        48517     47800000 SH       D       1      47800000            0            0
CITY BK LYNNWOOD WASH COM      COM  17770A109         2314       107670 SH       D       6        107670            0            0
CITY HLDG CO                   COM  177835105         2984       248686 SH       D       6        248686            0            0
City Holding Co.               COM  177835105           33         2776 SH       D       7          2776            0            0
CITY NATIONAL CORP COM         COM  178566105        31979       949310 SH       D       6        904327            0        44983
CITY NATL CORP                 COM  178566105          674        20018 SH       D       7         16516            0         3502
CIVIC BANCORP COM              COM  178788105          560        44389 SH       D       6         44389            0            0
CIVIC BANCORP                  COM  178788105            2          217 SH       D       7           217            0            0
CLAIRES STORES INC COM         COM  179584107        19773       985605 SH       D       6        984955            0          650
CLAIRE'S STORES INC            COM  179584107          225        11241 SH       D       7          3172            0         8069
CLARCOR INC COM                COM  179895107         8369       471539 SH       D       6        471539            0            0
Clarcor Inc.                   COM  179895107           67         3782 SH       D       7          3782            0            0
CLARENT COM                    COM  180461105        14798       164091 SH       D       6        159291            0         4800
CLARENT CORP                   COM  180461105          162         1800 SH       D       7          1800            0            0
CLARK/BARDES HLDGS INC COM     COM  180668105         1528       107268 SH       D       6        107268            0            0
CLARK/BARDES HOLDINGS INC      COM  180668105           12          897 SH       D       7           897            0            0
CLARK DICK PRODTNS INC COM     COM  181512104         1034        77360 SH       D       6         77360            0            0
CLARK (DICK) PROD INC          COM  181512104            4          309 SH       D       7           309            0            0
CLARUS CORP COM                COM  182707109         8043       113890 SH       D       6        104690            0         9200
CLARUS CORPORATION             COM  182707109           70         1000 SH       D       7          1000            0            0
CLASSIS COMMUNICATIONS INC COM COM  182728204         1503        95484 SH       D       6         95484            0            0
CLASSIC COMM INC               COM  182728204           27         1770 SH       D       7          1770            0            0
CLASIC BANCSHARES INC COM      COM  18272M104            8          894 SH       D       6           894            0            0
CLAYTON MOTOR HOMES INC COM ST COM  184190106           49         3500 SH       D       3          3500            0            0
CLAYTON HOMES INC              COM  184190106          390        38596 SH       D       5         38596            0            0
CLAYTON HOMES INC COM          COM  184190106        20509      2025643 SH       D       6       2003155            0        22488
CLAYTON HOMES                  COM  184190106          684        67562 SH       D       7         57121            0        10441
CLEAN HBRS INC COM             COM  184496107           30        11800 SH       D       6         11800            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102          576         5300 SH       D       2          5300            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102        52955       486701 SH       D       3        486701            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102         6109        88465 SH       D       5         88465            0            0
CLEAR CHANNEL COMMUNICATIONS I COM  184502102       565026      8181376 SH       D       6       7501477            0       679899
Clear Channel Communicat.      COM  184502102        19188       277844 SH       D       7        221209            0        56635
CLEAR CHANNEL COMMUNICATIONS   COM  184502102         1259        18232 SH       S       7         18232            0            0
CLEARNET COMMUNICATIONS COM    COM  184902104            0        68200 SH       D       6         68200            0            0
CLEVELAND CLIFFS INC COM       COM  185896107         5656       237533 SH       D       6        237533            0            0
Cleveland Cliffs Inc.          COM  185896107           42         1805 SH       D       7          1805            0            0
CLICKACTION INC COM            COM  18681E107         1386        27946 SH       D       6         27946            0            0
CLICKACTION INC                COM  18681E107           17          362 SH       D       7           362            0            0
CLICK2LEARN.COM COM            COM  18681S106         1362        95591 SH       D       6         95591            0            0
CLICK2LEARN.COM                COM  18681S106            8          608 SH       D       7           608            0            0
CLINTRIALS INC COM             COM  188767107          665       171673 SH       D       6        171673            0            0
CLINTRIALS INC                 COM  188767107            2          672 SH       D       7           672            0            0
CLOROX CO COM STOCK US$1       COM  189054109          176         3400 SH       D       2          3400            0            0
CLOROX CO COM STOCK US$1       COM  189054109        20344       392663 SH       D       3        365663            0        27000
CLOROX COMPANY                 COM  189054109         1999        61528 SH       D       5         61528            0            0
CLOROX CO COM                  COM  189054109       186189      5728907 SH       D       6       5254169            0       474738
Clorox Company                 COM  189054109         6679       205538 SH       D       7        151898            0        53640
CLOROX COMPANY                 COM  189054109          414        12753 SH       S       7         12753            0            0
CLOSURE MEDICAL CORP COM       COM  189093107         2378        90605 SH       D       6         90605            0            0
Closure Medical Corp.          COM  189093107           50         1930 SH       D       7          1930            0            0
COACHMEN INDUSTRIES INC COM    COM  189873102         4434       321034 SH       D       6        321034            0            0
Coachmen Industries Inc.       COM  189873102           34         2486 SH       D       7          2486            0            0
CREATIVE MARKETING GRP COM     COM  189875107            1          552 SH       D       6           552            0            0
COAST BANCORP COM              COM  190297101           25         1000 SH       D       6          1000            0            0
COAST BANCORP                  COM  190297101            6          242 SH       D       7           242            0            0
COAST DISTRIBUTION SYSTEM/DE   COM  190345108            0          300 SH       D       7           300            0            0
CREDIT MGMT SOLUTION COM       COM  19034H102           10         4314 SH       D       6          4314            0            0
COAST DENTAL SERVICES INC      COM  19034H102            0          341 SH       D       7           341            0            0
COAST FED/CONTINGENT PAYMT RTS RT   19034Q110          108        78877 SH       D       6         78877            0            0
COASTAL BAN SVGS AS COM        COM  19041P105         1979       120897 SH       D       6        114797            0         6100
COASTAL BANCORP INC            COM  19041P105            4          262 SH       D       7           262            0            0
COASTAL CORP COM STOCK US$0.33 COM  190441105          274         3560 SH       D       2          3560            0            0
COASTAL CORP COM STOCK US$0.33 COM  190441105        28319       367686 SH       D       3        344086            0        23600
COASTAL CORP                   COM  190441105         2578        56058 SH       D       5         56058            0            0
COASTAL CORP COM               COM  190441105       273379      5943039 SH       D       6       5447576            0       495463
COASTAL CORP                   COM  190441105         8690       188932 SH       D       7        169917            0        19015
COASTAL CORP                   COM  190441105          528        11483 SH       S       7         11483            0            0
COASTAL FINL CORP DEL COM      COM  19046E105         1026        82134 SH       D       6         82134            0            0
COASTAL FINANCIAL CORP         COM  19046E105            9          843 SH       D       7           843            0            0
COASTCAST CORP COM             COM  19057T108         1815       106023 SH       D       6        106023            0            0
COASTCAST CORP                 COM  19057T108            6          357 SH       D       7           357            0            0
CPBALT GROUP INC COM           COM  19074Q103          850        71600 SH       D       6         71600            0            0
COBALT GROUP INC.              COM  19074Q103           11         1000 SH       D       7          1000            0            0
COBALT NETWORKS COM            COM  19074R101         5334       113506 SH       D       6        113506            0            0
COBALT NETWORKS INC            COM  19074R101           70         1500 SH       D       7          1500            0            0
COBRA ELECTRIC COM             COM  191042100            6         1100 SH       D       6          1100            0            0
COCA COLA BOTTLING CO CONSOL C COM  191098102         3813        72039 SH       D       6         72039            0            0
Coca-Cola Bottling Co. Cons.   COM  191098102           35          664 SH       D       7           664            0            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100       121661      2436340 SH       D       1       2426600         9740            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100         4964        64130 SH       D       2         64130            0            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100       324759      4194864 SH       D       3       4011564            0       183300
COCA-COLA CO COM STOCK US$0.25 COM  191216100         6131        79200 SH       D       4         79200            0            0
COCA-COLA COMPANY (THE)        COM  191216100        30348       646544 SH       D       5        646544            0            0
COCA COLA CO COM               COM  191216100      2945058     62744259 SH       D       6      57210336            0      5533923
COCA COLA CO                   COM  191216100       100699      2145386 SH       D       7       1621226            0       524160
COCA-COLA CO                   COM  191216100         6236       132864 SH       S       7        132864            0            0
COCA COLA ENTERPRISES          COM  191219104          648        18800 SH       D       1         18800            0            0
COCA COLA ENTERPRISES          COM  191219104          426        12360 SH       D       2         12360            0            0
COCA COLA ENTERPRISES          COM  191219104        23271       675022 SH       D       3        630622            0        44400
COCA COLA ENTERPRISES INC COM  COM  191219104       221117     10254708 SH       D       6       9333034            0       921674
Coca-Cola Enterprises Inc      COM  191219104         7657       355151 SH       D       7        298023            0        57128
COCA-COLA ENTERPRISES, INC     COM  191219104          494        22950 SH       S       7         22950            0            0
COCA-COLA FEMSA S.A. ADR COM   COM  191241108          172         9300 SH       D       6          9300            0            0
CODORUS VY BANCORP INC COM     COM  192025104           15         1172 SH       D       6          1172            0            0
CODORUS VALLEY BANCORP INC     COM  192025104            5          420 SH       D       7           420            0            0
COEUR D ALENE MINES CORP IDA C COM  192108108          863       294108 SH       D       6        294108            0            0
COUER D'ALENE MINES CORP       COM  192108108            9         3207 SH       D       7          3207            0            0
COGNEX CORP COM                COM  192422103        52918       917339 SH       D       6        905539            0        11800
COGNEX CORP.                   COM  192422103          535         9284 SH       D       7          9284            0            0
COGNICASE INC. COM             COM  192423101            0         8800 SH       D       6          8800            0            0
COGNITRONICS CORP COM          COM  192432102          746        64258 SH       D       6         64258            0            0
COGNITRONICS CORP              COM  192432102           10          900 SH       D       7           900            0            0
COGNIZANT TECHNOLOGY SOLUTION  COM  192446102         8544       136718 SH       D       6        136718            0            0
Cognizant Technology Solutions COM  192446102           58          936 SH       D       7           936            0            0
COHERENT INC COM               COM  192479103        29272       562936 SH       D       6        562436            0          500
Coherent Inc.                  COM  192479103          213         4097 SH       D       7          4097            0            0
COHEN & STEERS RLTY INCOME F C COM  19247P107           21         3400 SH       D       6          3400            0            0
COHEN & STEERS REALTY INC FD   COM  19247P107            1          300 SH       D       7           300            0            0
COHO ENERGY INC COM            COM  192481109            3        14275 SH       D       6         14275            0            0
COHESION TECHNOLOGIES INC. COM COM  19248N101           97         6606 SH       D       6          6606            0            0
COHESION TECHNOLOGIES INC      COM  19248N101            8          586 SH       D       7           586            0            0
COHOES BANCORP INC COM         COM  192513109          845        85098 SH       D       6         85098            0            0
COHU INC COM                   COM  192576106        14008       336024 SH       D       6        336024            0            0
Cohu Inc.                      COM  192576106          142         3430 SH       D       7          3430            0            0
COINMACH LAUNDRY COR COM       COM  19259L101         1228       123598 SH       D       6        123598            0            0
COINMATCH LAUNDRY              COM  19259L101            4          467 SH       D       7           467            0            0
COINSTAR INC - COM COM         COM  19259P300         7512       595816 SH       D       6        595816            0            0
Coinstar Inc.                  COM  19259P300           39         3166 SH       D       7          3166            0            0
COLD METAL PRODS INC COM       COM  192861102            6         1856 SH       D       6          1856            0            0
COLDWATER CREEK INC. COM       COM  193068103         3538       208159 SH       D       6        208159            0            0
Coldwater Creek Inc.           COM  193068103           23         1373 SH       D       7          1373            0            0
COLE NATIONAL CORP NEW COM     COM  193290103         1484       182660 SH       D       6        182660            0            0
COLE NATIONAL CORP             COM  193290103            5          658 SH       D       7           658            0            0
COLE KENNETH PRODTNS INC COM   COM  193294105         5015       127782 SH       D       6        127782            0            0
Kenneth Cole Productions Inc.  COM  193294105           55         1420 SH       D       7          1420            0            0
COLES MYER LTD                 COM  193870409          912        28519 SH       D       7         28519            0            0
COLLATERAL THERAPEUTICS COM    COM  193921103         3058        69719 SH       D       6         69719            0            0
COLLATERAL THERAPEUTICS INC    COM  193921103           38          887 SH       D       7           887            0            0
COLGATE-PALMOLIVE CO COM STOCK COM  194162103          868         9700 SH       D       2          9700            0            0
COLGATE-PALMOLIVE CO COM STOCK COM  194162103        80316       896649 SH       D       3        859449            0        37200
COLGATE-PALMOLIVE CO COM STOCK COM  194162103         2006        22400 SH       D       4         22400            0            0
COLGATE PALMOLIVE CO COM       COM  194162103       777076     13784058 SH       D       6      12631826            0      1152232
Colgate-Palmolive Company      COM  194162103        28637       507974 SH       D       7        374872            0       133102
COLGATE-PALMOLIVE CO           COM  194162103         1767        31353 SH       S       7         31353            0            0
COLLAGENEX PHARMACEUTICALS COM COM  19419B100          972        60773 SH       D       6         60773            0            0
COLLAGENEX PHARMACEUTICALS     COM  19419B100           17         1116 SH       D       7          1116            0            0
COLLECTORS UNIVERSE INC COM    COM  19421R101          513        79046 SH       D       6         79046            0            0
COLLECTORS UNIVERSE            COM  19421R101            8         1300 SH       D       7          1300            0            0
COLLINS & AIKMAN CORP COM      COM  194830105         2680       471376 SH       D       6        471376            0            0
Collins & Aikman Corp.         COM  194830105           57        10133 SH       D       7         10133            0            0
COLLINS INDUSTRIES INC         COM  194858106            2          400 SH       D       7           400            0            0
COLONELS INTL INC COM          COM  195405105            8         1361 SH       D       6          1361            0            0
THE COLONEL'S INTERNATIONAL    COM  195405105            6         1089 SH       D       7          1089            0            0
COLONIAL BANCGROUP INC COM     COM  195493309        14185      1319615 SH       D       6       1309318            0        10297
COLONIAL BANCGROUP INC         COM  195493309          342        31879 SH       D       7         23191            0         8688
COLONIAL DOWNS HOLDINGS INC    COM  19564H100            2         2400 SH       D       6          2400            0            0
COLONIAL PPTYS COM             COM  195872106        14567       613368 SH       D       6        609068            0         4300
Colonial Properties Trust      COM  195872106           97         4114 SH       D       7          4114            0            0
COLORADO BUSINESS BANKSHARES C COM  196333108          870        64784 SH       D       6         64784            0            0
COLORADO BUSINESS BANKSHARES   COM  196333108           12          946 SH       D       7           946            0            0
COLORADO CASINO RESO COM       COM  196334106            2        20200 SH       D       6         20200            0            0
COLORADO MEDTECH INC COM       COM  19652U104         1425       181010 SH       D       6        181010            0            0
COLORADO MEDTECH INC           COM  19652U104            3          474 SH       D       7           474            0            0
COLT TELECOM ADR               ADR  196877104         3382        17350 SH       D       9         17350            0            0
COLUMBIA BANCORP COM           COM  197227101          246        27527 SH       D       6         27527            0            0
COLUMBIA BANCORP               COM  197227101            1          204 SH       D       7           204            0            0
COLUMBIA BANCORP ORE COM       COM  197231103            0        49935 SH       D       6         49935            0            0
COLUMBIA BANKING COM           COM  197236102         1646       140110 SH       D       6        140110            0            0
COLUMBIA BANKING SYSTEM INC    COM  197236102            4          388 SH       D       7           388            0            0
COLUMBIA ENERGY GROUP COM STOC COM  197648108          123         1300 SH       D       2          1300            0            0
COLUMBIA ENERGY GROUP COM STOC COM  197648108        12535       132013 SH       D       3        121663            0        10350
COLUMBIA ENERGY GROUP          COM  197648108         1268        21414 SH       D       5         21414            0            0
COLUMBIA GAS SYSTEM INC COM    COM  197648108       131075      2212239 SH       D       6       2021015            0       191224
Columbia Energy Group          COM  197648108         4104        69275 SH       D       7         60778            0         8497
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CONNETICS CORP                 COM  208192104           15         1637 SH       D       7          1637            0            0
CONNING CORP-COM COM           COM  208215103         1305       104926 SH       D       6        104926            0            0
Conning Corp.                  COM  208215103           33         2685 SH       D       7          2685            0            0
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CONOCO INC-CL A USD0.01        COM  208251306         9447       223630 SH       D       3        223630            0            0
CONOCO INC COM                 COM  208251306            0       112500 SH       D       6        112500            0            0
CONOCO INC.                    COM  208251306           36         1500 SH       D       7          1500            0            0
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CONOCO INC-CL B ORDINARY       COM  208251405        29764       685163 SH       D       3        685163            0            0
CONOCO INC COM                 COM  208251405       448931     17519263 SH       D       6      15942460            0      1576803
CONOCO INC                     COM  208251405        15988       623944 SH       D       7        558975            0        64969
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CONSECO INC COM STOCK NPV      COM  208464107          112         5175 SH       D       2          5175            0            0
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CONSECO INC COM                COM  208464107       111642      9761115 SH       D       6       8637144            0      1123971
Conseco Inc                    COM  208464107         3368       294496 SH       D       7        260584            0        33912
CONSECO INC                    COM  208464107          202        17685 SH       S       7         17685            0            0
CONSOL ENERGY INC COM          COM  20854P109         5081       481108 SH       D       6        471708            0         9400
CONSOL ENERGY                  COM  20854P109           74         7094 SH       D       7          7094            0            0
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CONSOLIDATED EDISON INC        COM  209115104        17103       368367 SH       D       3        346867            0        21500
CONSOLIDATED EDISON INC        COM  209115104         1674        57733 SH       D       5         57733            0            0
CONSOLIDATED EDISON COM        COM  209115104       173606      5986441 SH       D       6       5417624            0       568817
Consolidated Edison            COM  209115104         5925       204326 SH       D       7        181377            0        22949
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Consolidated Graphics Inc.     COM  209341106           27         2165 SH       D       7          2165            0            0
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CONSOLIDATED PAPERS INC COM    COM  209759109        36161       940790 SH       D       6        934785            0         6005
Consolidated Papers, Inc.      COM  209759109          671        17463 SH       D       7         12386            0         5077
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CONSTELLATION ENERGY CORPORATI COM  210371100          121         2400 SH       D       2          2400            0            0
CONSTELLATION ENERGY CORPORATI COM  210371100        12276       241595 SH       D       3        222295            0        19300
CONSTELLATION ENERGY CORPORATI COM  210371100          508        10000 SH       D       4         10000            0            0
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CONSTELLATION ENERGY GROUP INC COM  210371100       123671      3879875 SH       D       6       3538824            0       341051
Constellation Energy           COM  210371100         3860       121118 SH       D       7        105575            0        15543
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CONSUMER PORTFOLIO COM         COM  210502100           18         9683 SH       D       6          9683            0            0
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CONSYGEN INC                   COM  210728101            2         1400 SH       D       7          1400            0            0
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CONTIFINANCIAL CORPORATION     COM  21075V107            0         2365 SH       D       7          2365            0            0
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CONTINENTAL AIR LINES INC COM  COM  210795308        31175       762697 SH       D       6        758173            0         4524
CONTINENTAL AIRLINES CL B      COM  210795308          543        13293 SH       D       7          9430            0         3863
CONTINENTAL MATERIALS CO.      COM  211615307            2          100 SH       D       7           100            0            0
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CONTINUCARE CORP               COM  212172100            7         6600 SH       D       6          6600            0            0
CONTINUUS SOFTWARE CORP COM    COM  21218R104          464        49200 SH       D       6         49200            0            0
CONTOUR ENERGY COM             COM  21220C103           33        21530 SH       D       6         21530            0            0
CONTOUR ENERGY CO.             COM  21220C103            0          180 SH       D       7           180            0            0
CONTROL CHIEF HOLDINGS INC     COM  212343107            0          200 SH       D       7           200            0            0
CONVERGYS CORP COM             COM  212485106        79115      2048301 SH       D       6       2032170            0        16131
CONVERGYS CORP                 COM  212485106         2143        55485 SH       D       7         53123            0         2362
CONVERSE INC COM               COM  212540108           12        13828 SH       D       6         13828            0            0
CONVERSE INC                   COM  212540108            0          774 SH       D       7           774            0            0
COOKER RESTAURANT CORP COM     COM  216284208           43        16397 SH       D       6         16397            0            0
COOPER CAMERON CORP COM        COM  216640102        51738       773654 SH       D       6        768496            0         5158
COOPER CAMERON CORP            COM  216640102         1308        19561 SH       D       7         14283            0         5278
COOPER COS INC NEW COM         COM  216648402         8806       273595 SH       D       6        273595            0            0
Cooper Companies Inc.          COM  216648402           72         2252 SH       D       7          2252            0            0
COOPER INDUSTRIES INC COM STOC COM  216669101          122         2220 SH       D       2          2220            0            0
COOPER INDUSTRIES INC COM STOC COM  216669101         9063       163598 SH       D       3        145998            0        17600
COOPER INDUSTRIES INC COM STOC COM  216669101          642        11600 SH       D       4         11600            0            0
COOPER INDUSTRIES INC          COM  216669101          871        24895 SH       D       5         24895            0            0
COOPER INDUSTRIES INC COM      COM  216669101        83920      2397732 SH       D       6       2204562            0       193170
Cooper Industries, Inc.        COM  216669101         2490        71158 SH       D       7         62550            0         8608
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COOPER TIRE & RUBBER CO        COM  216831107          440        22100 SH       D       3         22100            0            0
COOPER TIRE & RUBBER CO COM    COM  216831107        28866      2297793 SH       D       6       2112786            0       185007
Cooper Tire & Rubber Co.       COM  216831107          671        53447 SH       D       7         46411            0         7036
COOPER TIRE & RUBBER CO        COM  216831107           51         4128 SH       S       7          4128            0            0
COOPERATIVE BANKSHARES INC COM COM  216844100            6          528 SH       D       6           528            0            0
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COORS (ADOLPH) CO COM CLASS 'B CLA  217016104          960        12472 SH       D       3         12472            0            0
COORS ADOLPH CO CL B COM       COM  217016104        58005      1213193 SH       D       6       1108449            0       104744
Adolph Coors Company           COM  217016104         1835        38383 SH       D       7         34714            0         3669
COORS (ADOLPH)                 COM  217016104           96         2021 SH       S       7          2021            0            0
COORSTEK INC COM               COM  217020106         2998        74497 SH       D       6         74497            0            0
COPART INC COM                 COM  217204106        12298       702789 SH       D       6        702789            0            0
Copart Inc.                    COM  217204106          127         7296 SH       D       7          7296            0            0
COPENE PETROQUIMICA SA ADR     ADR  217252105          185         6710 SH       D       3          6710            0            0
COPENE-PETROQUIMICA COM        COM  217252105           33         1947 SH       D       6          1947            0            0
CPPER MOUNTAIN COM             COM  217510106        21968       268108 SH       D       6        255216            0        12892
COPPER MTN NETWORKS INC        COM  217510106          462         5642 SH       D       7          4000            0         1642
COPYTELE INC COM               COM  217721109         1552       653524 SH       D       6        653524            0            0
COPYTELE INC                   COM  217721109           10         4400 SH       D       7          4400            0            0
COR THERAPEUTICS INC COM       COM  217753102        34790       527751 SH       D       6        524551            0         3200
Cor Therapeutics Inc.          COM  217753102          261         3962 SH       D       7          3962            0            0
CORAM HEALTHCARE CORP COM      COM  218103109           13        26704 SH       D       6         26704            0            0
CORDANT TECHNOLOGIES, INC COM  COM  218412104        65769      1162777 SH       D       6       1086004            0        76773
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CORE INC. MASS COM             COM  21867P102          394        72467 SH       D       6         72467            0            0
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CORE MATLS CORP COM            COM  218683100            9         5730 SH       D       6          5730            0            0
CORE MATERIALS CORP            COM  218683100            1          900 SH       D       7           900            0            0
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CORIMON ADR 1 ADR REP. 250 SHA ADR  218728509           51        43396 SH       D       3         43396            0            0
CORIMON ADR                    COM  218728509           60        80176 SH       D       6         80176            0            0
CORINTHIAN COLLEGES INC COM    COM  218868107         2080       130036 SH       D       6        130036            0            0
Corinthian Colleges Inc.       COM  218868107           16         1026 SH       D       7          1026            0            0
CORIXA CORP- COM COM           COM  21887F100        12947       313872 SH       D       6        309272            0         4600
Corixa Corp.                   COM  21887F100          109         2658 SH       D       7          2658            0            0
CORNERSTONE BANCORP INC COM    COM  218925105           10          891 SH       D       6           891            0            0
CORNERSTONE BANCORP            COM  218925105            1          100 SH       D       7           100            0            0
CORN PRODUCTS INTL             COM  219023108            4          200 SH       D       1             0          200            0
CORN PRODUCTS INTL INC COM     COM  219023108        25834      1073635 SH       D       6       1066635            0         7000
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CORNELL CORRECTIONS COM        COM  219141108         1658       156049 SH       D       6        156049            0            0
Cornell Corrections Inc.       COM  219141108           24         2344 SH       D       7          2344            0            0
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CORNERSTONE PROPERTIES INC.    COM  21922H103          593        34049 SH       D       7         26544            0         7505
CORNERSTONE REALTY COM         COM  21922V102        10626       982814 SH       D       6        975214            0         7600
Cornerstone Realty IncomeTrust COM  21922V102           67         6267 SH       D       7          6267            0            0
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CORNICHE GROUP INC. PFD        PFD  219269206            4        22789 SH       D       6         22789            0            0
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CORNING INC                    COM  219350105        13951        71913 SH       D       5         71913            0            0
CORNING INC COM                COM  219350105      1320190      6805104 SH       D       6       6206538            0       598566
Corning Inc                    COM  219350105        45473       234400 SH       D       7        174793            0        59607
CORNING INCORPORATED           COM  219350105         2878        14839 SH       S       7         14839            0            0
CORPORATE DATA SCIENCES INC DE COM  219884103            0        30000 SH       D       3         30000            0            0
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Corporate Executive Board Co.  COM  21988R102           90         1782 SH       D       7          1782            0            0
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CORRECTIONAL SERVICES CORP     COM  219921103            6         1387 SH       D       7          1387            0            0
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CORRPRO COS COM                COM  220317101          413        89428 SH       D       6         89428            0            0
CORRPRO COMPANIES INC          COM  220317101            5         1200 SH       D       7          1200            0            0
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COSAIR COMMUNICATIONS INC      COM  220406102           20         1059 SH       D       7          1059            0            0
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CORVEL CORP                    COM  221006109            7          300 SH       D       7           300            0            0
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Cost Plus Inc.                 COM  221485105          107         3168 SH       D       7          3168            0            0
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Costco Wholesale Corp          COM  22160K105        19781       376334 SH       D       7        286246            0        90088
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CoStar Group Inc.              COM  22160N109           63         1721 SH       D       7          1721            0            0
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Cousins Properties Inc.        COM  222795106          159         4331 SH       D       7          4331            0            0
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COVANCE INC COM                COM  222816100        21098      1962653 SH       D       6       1937053            0        25600
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Covenant Transport Inc.        COM  22284P105           22         1436 SH       D       7          1436            0            0
COVENTRY COM                   COM  222862104         7553       888594 SH       D       6        886594            0         2000
Coventry Health Care Inc.      COM  222862104           78         9292 SH       D       7          9292            0            0
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CRANE CO                       COM  224399105          700        18900 SH       D       3         18900            0            0
CRANE CO COM                   COM  224399105        41606      1765805 SH       D       6       1628809            0       136996
Crane Co.                      COM  224399105         1524        64689 SH       D       7         58316            0         6373
CRANE COMPANY                  COM  224399105           84         3588 SH       S       7          3588            0            0
CRAWFORD & CO COM              COM  224633107         4484       348342 SH       D       6        344142            0         4200
Crawford & Co. Class B         COM  224633107           82         6390 SH       D       7          6390            0            0
CRAWFORD & CO CL A             COM  224633206          774        70391 SH       D       6         70391            0            0
CREDIT MGMT SOLUTION COM       COM  224905109           50         5900 SH       D       6          5900            0            0
CREDIT MGMT SOLUTIONS INC      COM  224905109           21         2500 SH       D       7          2500            0            0
CRAZY WOMAN CREEK BANCORP      COM  225233105            5          500 SH       D       6           500            0            0
CREATIVE BIOMOLECULE COM       COM  225270107         3330       336177 SH       D       6        336177            0            0
CREATIVE BIOMOLECULES INC      COM  225270107           19         2000 SH       D       7          2000            0            0
CREATIVE COMPUTERS COM         COM  22527E107         1628       148903 SH       D       6        148903            0            0
Creative Computers Inc.        COM  22527E107           12         1117 SH       D       7          1117            0            0
CREATIVE HOST SERVICES INC     COM  22527P102          100         9600 SH       D       6          9600            0            0
CREDENCE SYS CORP COM          COM  225302108        73330       586058 SH       D       6        565258            0        20800
Credence Systems Corp.         COM  225302108          473         3788 SH       D       7          3788            0            0
CREDIT ACCEP CORP COM          COM  225310101         2903       533976 SH       D       6        525176            0         8800
CREDIT ACCEPTANCE              COM  225310101           26         4952 SH       D       7          4952            0            0
CS  HOLDINGS                   ADR  225401108            0            2 SH       D       9             2            0            0
CREDITRUST CORP COM            COM  225429109          274        91569 SH       D       6         91569            0            0
Creditrust Corp.               COM  225429109            2          848 SH       D       7           848            0            0
CREE RESH COM                  COM  225447101        59982       531402 SH       D       6        531402            0            0
Cree Research Inc.             COM  225447101          542         4802 SH       D       7          4802            0            0
CRESCENDO PHARMACEUTICALS      COM  225637107          586        31928 SH       D       6         31928            0            0
CRESCENDO PHARMACEUTICALS CORP COM  225637107            3          200 SH       D       7           200            0            0
CRESCENT REAL ESTATES EQUITIES COM  225756105        17938      1000000 SH       D       1       1000000            0            0
CRESCENT REAL ESTATE EQUITIES  COM  225756105          117         4100 SH       D       3          4100            0            0
CRESCENT REAL ESTATE EQT CO    COM  225756105          581        33214 SH       D       5         33214            0            0
CRESCENT REAL ESTATE EQUITIE C COM  225756105        28348      1619932 SH       D       6       1607979            0        11953
CRESCENT REAL ESTATE EQT CO    COM  225756105          502        28692 SH       D       7         19082            0         9610
CRESCENT OPERATING INC. COM    COM  22575M100           17         6108 SH       D       6          6108            0            0
CRESCENT OPERATING INC         COM  22575M100            5         1870 SH       D       7          1870            0            0
CRESTLINE CAPITAL CORP COM     COM  226153104        10942       627517 SH       D       6        593827            0        33690
CRESTLINE CAPITAL CORP         COM  226153104           70         4027 SH       D       7          4027            0            0
CRIIMI MAE INC COM             COM  226603108          283       181400 SH       D       6        179700            0         1700
CRIIMI MAE INC                 COM  226603108            2         1840 SH       D       7          1840            0            0
CRIIMI MAE INC COM             COM  226603306           28         4374 SH       D       6          4374            0            0
CRISTALES DE CHILE -ADR- REPR  ADR  226714103         1061        36250 SH       D       3         36250            0            0
CRISTALERIAS DE CHILE S.A COM  COM  226714103          923        49599 SH       D       6         49599            0            0
CRITICAL PATH INC COM          COM  22674V100        16422       193209 SH       D       6        193209            0            0
CRITICAL PATH, INC.            COM  22674V100          547         6440 SH       D       7          2389            0         4051
CRITICARE SYS INC COM          COM  226901106          441       130766 SH       D       6        130766            0            0
CROSS A T & CO CL A COM        COM  227478104          784       133498 SH       D       6        133498            0            0
A.T. CROSS                     COM  227478104            3          610 SH       D       7           610            0            0
CROSS TIMBERS OIL CO COM       COM  227573102        14912      1141623 SH       D       6       1135323            0         6300
Cross Timbers Oil Co.          COM  227573102          102         7833 SH       D       7          7833            0            0
CROSS TIMBERS COM              COM  22757R109          818        81366 SH       D       6         81366            0            0
CROSS TIMBERS ROYALTY TRUST    COM  22757R109            3          368 SH       D       7           368            0            0
GROSSMANN COM                  COM  22764E109         1811       114345 SH       D       6        114345            0            0
Crossmann Communities Inc.     COM  22764E109           20         1278 SH       D       7          1278            0            0
CROSSROADS SYS INC COM         COM  22765D100         9347        90532 SH       D       6         85432            0         5100
CROSSROADS SYSTEMS INC         COM  22765D100          154         1500 SH       D       7          1500            0            0
CROSSWALK.COM INC COM          COM  227685104           52        12000 SH       D       6         12000            0            0
CROSSWALK.COM INC              COM  227685104            2          600 SH       D       7           600            0            0
CROWN AMERN RLTY TR COM        COM  228186102         2870       540373 SH       D       6        539773            0          600
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          181        20780 SH       D       6         20780            0            0
CROWN CENTRAL PETE CL B        COM  228219309            3          450 SH       D       7           450            0            0
CROWN CASTLE INTL CORP COM     COM  228227104        42058      1110447 SH       D       6       1101250            0         9197
CROWN CASTLE INTL CORP         COM  228227104          628        16601 SH       D       7          9009            0         7592
CROWN CORK & SEAL CO INC COM S COM  228255105           69         2840 SH       D       2          2840            0            0
CROWN CORK & SEAL CO INC COM S COM  228255105         5253       214321 SH       D       3        199521            0        14800
CROWN CORK & SEAL CO INC COM S COM  228255105          296        12100 SH       D       4         12100            0            0
CROWN CORK & SEAL CO INC       COM  228255105          513        32087 SH       D       5         32087            0            0
CROWN CORK & SEAL CO INC COM   COM  228255105        51174      3198432 SH       D       6       2939357            0       259075
Crown Cork & Seal Company      COM  228255105         1506        94151 SH       D       7         80646            0        13505
CROWN CORK & SEAL              COM  228255105          106         6647 SH       S       7          6647            0            0
CROWN CRAFTS INC COM           COM  228309100            8         6573 SH       D       6          6573            0            0
CROWN CRAFTS                   COM  228309100            0          385 SH       D       7           385            0            0
CROWN GROUP INC COM            COM  228359105           70        12150 SH       D       6         12150            0            0
CROWN GROUP INC                COM  228359105            2          444 SH       D       7           444            0            0
CROWN RES CORP COM             COM  228569109            8         8123 SH       D       6          8123            0            0
CROWN VANTAGE COM              COM  228622106            3         6168 SH       D       6          6168            0            0
CROWN VANTAGE INC              COM  228622106            2         3426 SH       D       7          3426            0            0
CRUSADER COM                   COM  228840104           16         2244 SH       D       6          2244            0            0
CRYO-CELL INTL INC             COM  228895108            3          400 SH       D       7           400            0            0
CRYOLIFE INC COM               COM  228903100         2289       127206 SH       D       6        127206            0            0
CRYOLIFE INC                   COM  228903100           21         1167 SH       D       7          1167            0            0
C3 INC NC-COM COM              COM  22942P109          387        59087 SH       D       6         59087            0            0
C3 INC/N C                     COM  22942P109            2          311 SH       D       7           311            0            0
CUBIC CORP COM                 COM  229669106         3538       157254 SH       D       6        153554            0         3700
Cubic Corp.                    COM  229669106           30         1359 SH       D       7          1359            0            0
CUBIST PHARMACEUTICAL COM      COM  229678107         6569       156893 SH       D       6        156893            0            0
CUBIST PHARMACEUTICALS INC     COM  229678107           47         1144 SH       D       7          1144            0            0
CULLEN FROST BANKERS INC COM   COM  229899109        37947      1435352 SH       D       6       1329048            0       106304
CULLEN/FROST BANKERS, INC      COM  229899109          265        10059 SH       D       7          5292            0         4767
CUISINE SOLUTIONS INC COM      COM  229904107           18         7400 SH       D       6          7400            0            0
CULP INC COM                   COM  230215105          570       106176 SH       D       6        106176            0            0
CULP INC.                      COM  230215105            3          581 SH       D       7           581            0            0
CUMMINS ENGINE CO INC COM STCK COM  231021106         3662        63273 SH       D       3         63273            0            0
CUMMINS ENGINE                 COM  231021106          394        10511 SH       D       5         10511            0            0
CUMMINS ENGINE CO INC COM      COM  231021106        66726      1776414 SH       D       6       1611720            0       164694
CUMMINS ENGINE INC             COM  231021106         2077        55308 SH       D       7         51004            0         4304
CUMMINS ENGINE COMM            COM  231021106           83         2225 SH       S       7          2225            0            0
CUMULUS MEDIA INC COM          COM  231082108         5707       397031 SH       D       6        397031            0            0
Cumulus Media Inc.             COM  231082108           54         3814 SH       D       7          3814            0            0
CUNNINGHAM GRAPHICS COM        COM  231157108          596        24200 SH       D       6         24200            0            0
CUNNINGHAM GRAPHICS INTL INC   COM  231157108            5          236 SH       D       7           236            0            0
CURATIVE HEALTH SERVICES INC C COM  231264102          217        36200 SH       D       6         36200            0            0
CURATIVE HEALTH SERVICES, INC  COM  231264102            2          470 SH       D       7           470            0            0
CURAGEN CORP COM               COM  23126R101         6633       141900 SH       D       6        117074            0        24826
CURAGEN CORP                   COM  23126R101           84         1800 SH       D       7          1800            0            0
CURTISS WRIGHT CORP COM        COM  231561101         4093       111759 SH       D       6        111759            0            0
Curtiss-Wright Corp.           COM  231561101           41         1128 SH       D       7          1128            0            0
CYBERIAN OUTPOST INC COM       COM  231914102         2073       243946 SH       D       6        243946            0            0
Cyberian Outpost Inc.          COM  231914102           28         3397 SH       D       7          3397            0            0
CUTTER & BUCK INC COM          COM  232217109         1502       111851 SH       D       6        111851            0            0
CUTTER & BUCK INC              COM  232217109           16         1204 SH       D       7          1204            0            0
CYANOTECH CORP COM NEW         COM  232437202           17         6800 SH       D       6          6800            0            0
CYBEAR INC COM                 COM  23243P103            0       174000 SH       D       6        174000            0            0
CYBEAR INC                     COM  23243P103            7         1500 SH       D       7          1500            0            0
CYBER-CARE INC COM             COM  23243T105          781        40600 SH       D       6         40600            0            0
CYBER CARE INC                 COM  23243T105           42         2200 SH       D       7          2200            0            0
CYBERCASH INC COM              COM  232462101         3435       254508 SH       D       6        254508            0            0
Cybercash Inc.                 COM  232462101           34         2578 SH       D       7          2578            0            0
CYBERGOLD INC COM              COM  23246N105         1051        97800 SH       D       6         97800            0            0
CYBERGOLD                      COM  23246N105           15         1400 SH       D       7          1400            0            0
CYBEROPTICS CORP COM           COM  232517102         2786        65672 SH       D       6         65672            0            0
Cyberoptics Corporation        COM  232517102            9          221 SH       D       7           221            0            0
CYPERSOURCE CORP COM           COM  23251J106         6197       166386 SH       D       6        166386            0            0
CYBERSOURCES CORP              COM  23251J106           48         1300 SH       D       7          1300            0            0
CYBERONICS COM                 COM  23251P102         5104       273176 SH       D       6        273176            0            0
Cyberonics Inc.                COM  23251P102           58         3139 SH       D       7          3139            0            0
CYBERSHOP.COM INC              COM  23251X105            0        81300 SH       D       6         81300            0            0
CYBERSHOP INTL INC             COM  23251X105            1          823 SH       D       7           823            0            0
CYBEX COMPUTER PRODUCTS CORP.  COM  232522102         9753       259226 SH       D       6        259226            0            0
Cybex Computer Products Corp   COM  232522102          106         2828 SH       D       7          2828            0            0
CYBEX INTL INC COM             COM  23252E106           26         6378 SH       D       6          6378            0            0
CYBEX INTERNATIONAL INC        COM  23252E106            7         1900 SH       D       7          1900            0            0
CYCOMM INTERNATIONAL           COM  23255B208            4         1800 SH       D       7          1800            0            0
CYGNUS, INC. COM               COM  232560102         5947       410206 SH       D       6        410206            0            0
Cygnus Inc.                    COM  232560102           78         5431 SH       D       7          5431            0            0
CYLINK CORP COM                COM  232565101         3045       210028 SH       D       6        210028            0            0
CYLINK CORPORATION             COM  232565101           19         1373 SH       D       7          1373            0            0
CYMER INC COM                  COM  232572107        36009       720181 SH       D       6        714481            0         5700
Cymer Inc.                     COM  232572107          248         4971 SH       D       7          4971            0            0
CYMER INC                      CVB  232572AC1        14566     12636000 SH       D       1      12636000            0            0
CYPRESS BIOSCIENCES INC. COM   COM  232674101         1522       497301 SH       D       6        497301            0            0
CYPRESS BIOSCIENCE INC         COM  232674101           12         3965 SH       D       7          3965            0            0
CYPRESS COMMUNICATIONS INC COM COM  232743104         4327       176618 SH       D       6        176618            0            0
CYPRESS COMMUNICATIONS, INC.   COM  232743104           55         2282 SH       D       7          2282            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109         4975        68600 SH       D       1         68600            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109         1204        16600 SH       D       2         16600            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109        14584       201061 SH       D       3        185761            0        15300
CYPRESS SEMICONDUCTOR CORP COM COM  232806109       201766      4091587 SH       D       6       3931187            0       160400
CYPRESS SEMICONDUCTOR CORP     COM  232806109         7251       147062 SH       D       7        147062            0            0
CYPRESS SEMICONDUCTORS         CVB  232806AD1        16810      8750000 SH       D       1       8750000            0            0
CYRK INK COM                   COM  232817106         1620       183914 SH       D       6        183914            0            0
CYRK INTERNATIONAL INC         COM  232817106            6          691 SH       D       7           691            0            0
CYSIVE INC COM                 COM  23281T108         1827        26681 SH       D       6         26681            0            0
CYSIVE INC                     COM  23281T108           41          600 SH       D       7           600            0            0
CYTEC INDUSTRIES INC. COM      COM  232820100        27850       909396 SH       D       6        909296            0          100
CYTEC INDUSTRIES INC.          COM  232820100          347        11363 SH       D       7         11363            0            0
CYTOGEN CORP COM               COM  232824102         6254       719906 SH       D       6        719906            0            0
CYTOGEN CORP                   COM  232824102           39         4500 SH       D       7          4500            0            0
CYTRX CORP COM                 COM  232828301           12         6425 SH       D       6          6425            0            0
CYTOCLONAL PHARMACEUTICALS COM COM  23282G105          594        57688 SH       D       6         57688            0            0
CYTOCLONAL PHARMACEUTICALS     COM  23282G105            4          456 SH       D       7           456            0            0
D+E COMMUNICATIONS COM         COM  232860106            6          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          796        65038 SH       D       6         65038            0            0
D&K HEALTHCARE RESOURCES       COM  232861104            5          438 SH       D       7           438            0            0
CYTOTHERAPEUTICS INC. COM      COM  232923102           81        10500 SH       D       6         10500            0            0
CYTLC CORP COM                 COM  232946103        32406       671642 SH       D       6        671642            0            0
Cytyc Corp.                    COM  232946103          287         5954 SH       D       7          5954            0            0
DII GROUP INC                  COM  232949107        45294       424800 SH       D       1        424800            0            0
DII GROUP INC COM              COM  232949107        64748       572681 SH       D       6        572681            0            0
DII Group Inc.                 COM  232949107          718         6355 SH       D       7          6355            0            0
DSI TOYS INC                   COM  232968107            1          505 SH       D       7           505            0            0
DA CONSULTING GROUP INC        COM  233027101            8         3493 SH       D       7          3493            0            0
DBT ONLINE INC COM             COM  233044106         3763       202750 SH       D       6        202750            0            0
DBT Online Inc.                COM  233044106           34         1844 SH       D       7          1844            0            0
DIY HOME WHSE INC COM          COM  23321D105            1         2700 SH       D       6          2700            0            0
DHB CAPITAL GROUP COM          COM  23321E103          198       111706 SH       D       6        111706            0            0
D H B CAPITAL GROUP            COM  23321E103            1         1112 SH       D       7          1112            0            0
DMI FURNITURE INC COM          COM  233230101            1          879 SH       D       6           879            0            0
DPL INC COM                    COM  233293109        53356      2404820 SH       D       6       2387826            0        16994
DPL INC                        COM  233293109          510        22995 SH       D       7          8804            0        14191
DQE INC COM STOCK US$1         COM  23329J104         7466       100987 SH       D       3        100987            0            0
DQE INC COM                    COM  23329J104        55021      1209256 SH       D       6       1201245            0         8011
DQE INC                        COM  23329J104          512        11267 SH       D       7          4678            0         6589
DRS TECHNOLOGIES INC COM       COM  23330X100         1005       101188 SH       D       6        101188            0            0
DRS TECHNOLOGIES INC           COM  23330X100            2          283 SH       D       7           283            0            0
D.R. HORTON COM                COM  23331A109        12033       921261 SH       D       6        921261            0            0
D.R. Horton Inc.               COM  23331A109          130         9962 SH       D       7          9962            0            0
DST SYSTEMS                    COM  233326107         1775        18000 SH       D       1         18000            0            0
DST SYSTEMS                    COM  233326107          355         3600 SH       D       2          3600            0            0
DST SYSTEMS                    COM  233326107         2120        21500 SH       D       3         21500            0            0
DST SYSTEMS COM                COM  233326107        98637      1518958 SH       D       6       1360319            0       158639
DST SYS INC DEL                COM  233326107         3151        48536 SH       D       7         43596            0         4940
DSP GROUP COM                  COM  23332B106        22356       338733 SH       D       6        338733            0            0
DSP Group Inc.                 COM  23332B106          269         4080 SH       D       7          4080            0            0
DTE ENERGY CO COM STOCK US$0.0 COM  233331107          203         4300 SH       D       2          4300            0            0
DTE ENERGY CO COM STOCK US$0.0 COM  233331107        11000       232442 SH       D       3        216342            0        16100
DTE ENERGY CO COM STOCK US$0.0 COM  233331107          449         9500 SH       D       4          9500            0            0
DTE ENERGY COMPANY             COM  233331107         1092        37669 SH       D       5         37669            0            0
DTE HOLDINGS INC COM           COM  233331107       126443      4360106 SH       D       6       3948544            0       411562
DTE ENERGY CO                  COM  233331107         6547       225780 SH       D       7        210670            0        15110
DTE ENERGY COMPANY             COM  233331107          227         7837 SH       S       7          7837            0            0
DT INDUSTRIES INC COM          COM  23333J108         2465       193336 SH       D       6        193336            0            0
DT INDUSTRIES INC              COM  23333J108            5          468 SH       D       7           468            0            0
DVI,INC COM                    COM  233343102         2653       186218 SH       D       6        186218            0            0
DVI Inc.                       COM  233343102           46         3241 SH       D       7          3241            0            0
DAIN RAUSCHER CORP COM         COM  233856103        19424       294582 SH       D       6        292882            0         1700
Dain Rauscher Corp.            COM  233856103          157         2392 SH       D       7          2392            0            0
DAILY JOURNAL CORP             COM  233912104          626        20048 SH       D       6         20048            0            0
DAILY JOURNAL CORP-SC          COM  233912104            3          119 SH       D       7           119            0            0
DAISEYTEK INTL CORP COM        COM  234053106         3845       243207 SH       D       6        243207            0            0
Daisytek International Corp.   COM  234053106           43         2749 SH       D       7          2749            0            0
DAKTRONICS COM                 COM  234264109          722        71322 SH       D       6         71322            0            0
DAKTRONICS INC                 COM  234264109           16         1600 SH       D       7          1600            0            0
DAI-TILE INTL COM              COM  23426R108        11389      1434943 SH       D       6       1363543            0        71400
Dal-Tile International Inc.    COM  23426R108           70         8906 SH       D       7          8906            0            0
DALEEN TECHNOLOGIES COM        COM  23437N104         1510        73481 SH       D       6         73481            0            0
DALEEN TECHNOLOGIES            COM  23437N104           16          800 SH       D       7           800            0            0
DALLAS GOLD & SILVER EXCH      COM  235077104            2          400 SH       D       7           400            0            0
DALLAS SEMICONDUCTOR CORP COM  COM  235204104        46770      1331546 SH       D       6       1331546            0            0
Dallas Semiconductor Corp.     COM  235204104          357        10178 SH       D       7         10178            0            0
DAMARK INTL COM                COM  235691102         4263       111838 SH       D       6        111838            0            0
DAMARK INTERNATIONAL INC       COM  235691102           10          284 SH       D       7           284            0            0
DAN RIV INC GA - CL COM        COM  235774106         1414       219791 SH       D       6        219791            0            0
Dan River Inc.                 COM  235774106           26         4192 SH       D       7          4192            0            0
DANA CORP COM STOCK US$1       COM  235811106          130         2980 SH       D       2          2980            0            0
DANA CORP COM STOCK US$1       COM  235811106        11341       258690 SH       D       3        242890            0        15800
DANA CORP                      COM  235811106         1229        43609 SH       D       5         43609            0            0
DANA CORP COM                  COM  235811106       123798      4391957 SH       D       6       4047477            0       344480
Dana Corporation               COM  235811106         4355       154521 SH       D       7        137516            0        17005
DANA CORP                      COM  235811106          250         8895 SH       S       7          8895            0            0
DANAHER CORP US$0.01           COM  235851102          119         1500 SH       D       2          1500            0            0
DANAHER CORP US$0.01           COM  235851102        12735       159573 SH       D       3        159573            0            0
DANAHER CORP COM               COM  235851102       165020      3235693 SH       D       6       2958048            0       277645
Danaher Corporation            COM  235851102         5718       112127 SH       D       7         89704            0        22423
DANAHER CORPORATION            COM  235851102          392         7687 SH       S       7          7687            0            0
DANIELSON HLDG CORP COM        COM  236274106         1093       171481 SH       D       6        171481            0            0
DANIELSON HOLDING CORP         COM  236274106            4          700 SH       D       7           700            0            0
UAOU SYS INC COM               COM  237015102          779       222725 SH       D       6        222725            0            0
DAOU SYSTEMS INC               COM  237015102            7         2252 SH       D       7          2252            0            0
DARDEN RESTAURANTS             COM  237194105        11447       612400 SH       D       1        612400            0            0
DARDEN RESTAURANTS             COM  237194105          460        16400 SH       D       2         16400            0            0
DARDEN RESTAURANTS             COM  237194105         8177       291045 SH       D       3        260645            0        30400
DARDEN RESTAURANTE INC COM     COM  237194105       101801      5715178 SH       D       6       5109249            0       605929
DARDEN RESTAURANTS INC         COM  237194105         4963       278653 SH       D       7        265020            0        13633
DARDEN RESTAURANTS INC         COM  237194105          124         6985 SH       S       7          6985            0            0
DARLING INTL INC COM           COM  237266101           20        12812 SH       D       6         12812            0            0
DATA BROADCASTING CO COM       COM  237596101         4221       553663 SH       D       6        553663            0            0
Data Broadcasting Corp.        COM  237596101           33         4443 SH       D       7          4443            0            0
DATA CRITICAL COM              COM  237622105          880        60986 SH       D       6         60986            0            0
DATA CRITICAL CORP             COM  237622105            8          600 SH       D       7           600            0            0
DATA DIMENSIONS INC COM        COM  237654207          108        25100 SH       D       6         25100            0            0
DATA DIMENSIONS INC.           COM  237654207            9         2108 SH       D       7          2108            0            0
DATA I O CORP COM              COM  237690102           67        16400 SH       D       6         16400            0            0
DATA RACE COM                  COM  237842109          134        26607 SH       D       6         26607            0            0
DATA RACE INC                  COM  237842109            6         1309 SH       D       7          1309            0            0
DATA RESEARCH ASSOC COM        COM  237853106           33         5507 SH       D       6          5507            0            0
DATA RESEARCH ASSOCIATES INC   COM  237853106            1          200 SH       D       7           200            0            0
DATA RETURN COM                COM  23785M104         4985       135420 SH       D       6        135420            0            0
DATA RETURN CORP               COM  23785M104           73         2000 SH       D       7          2000            0            0
DATA SYSTEMS & SOFTWARE, INC C COM  237887104           21         4600 SH       D       6          4600            0            0
DATA SYSTEMS NETWORK CORP. COM COM  237891106            3         2300 SH       D       6          2300            0            0
DATAWATCH CORP COM             COM  237917109           18         5000 SH       D       6          5000            0            0
DATAWARE TECHNOLOGIES COM      COM  237920103          135        15516 SH       D       6         15516            0            0
DATAWARE TECHNOLOGIES INC      COM  237920103            4          500 SH       D       7           500            0            0
DATALINK CORP COM              COM  237934104          652        32600 SH       D       6         32600            0            0
DATALINK CORP.                 COM  237934104           16          800 SH       D       7           800            0            0
DATA TRANSLATION INC           COM  238016109           20         2700 SH       D       7          2700            0            0
DATA TRANSMISSION NETWORK CORP COM  238017107        10548       370948 SH       D       6        362848            0         8100
Data Transmission Netwk. Corp. COM  238017107           62         2181 SH       D       7          2181            0            0
DATAMETRICS CORP COM           COM  238085104            5         6600 SH       D       6          6600            0            0
DATAPOINT CORP                 COM  238100200            0         1300 SH       D       7          1300            0            0
DATARAM CORP                   COM  238108203           15          650 SH       D       7           650            0            0
DATASCOPE CORP COM             COM  238113104        11107       349857 SH       D       6        349857            0            0
Datascope Inc.                 COM  238113104           73         2300 SH       D       7          2300            0            0
DATASTREAM SYS INC COM         COM  238124101         9607       331291 SH       D       6        331291            0            0
Datastream Systems Inc.        COM  238124101           75         2603 SH       D       7          2603            0            0
DATATEC SYS INC COM            COM  238128102         3468       304881 SH       D       6        304881            0            0
DATATEC SYSTEMS INC            COM  238128102           20         1783 SH       D       7          1783            0            0
DATATRAK INTERNATIONAL INC COM COM  238134100           18         2804 SH       D       6          2804            0            0
DATATRAK INTERNATIONAL         COM  238134100           10         1587 SH       D       7          1587            0            0
DATRON SYS INC CALIF COM       COM  238173108          105         8831 SH       D       6          8831            0            0
DATUM INC COM                  COM  238208102          199         8662 SH       D       6          8662            0            0
DATUM INC                      COM  238208102            4          200 SH       D       7           200            0            0
DAVE AND BUSTERS INC COM       COM  23833N104         1761       197118 SH       D       6        197118            0            0
DAVE & BUSTER'S INC            COM  23833N104           19         2148 SH       D       7          2148            0            0
DAVEL COMMUNICATIONS INC COM   COM  238341101           64        25904 SH       D       6         25904            0            0
DAVEL COMMUNICATION GROUP      COM  238341101            1          553 SH       D       7           553            0            0
DAVID BRIDAL INC COM           COM  238576102         1728       143302 SH       D       6        143302            0            0
David's Bridal Inc.            COM  238576102           28         2396 SH       D       7          2396            0            0
DAVOX CORP COM                 COM  239208101         4410       164874 SH       D       6        164874            0            0
DAVOX CORP                     COM  239208101           20          762 SH       D       7           762            0            0
DAW TECHNOLOGIES COM           COM  239220106           19         9600 SH       D       6          9600            0            0
DAWSON GEOPHYSICAL CO COM      COM  239359102           66         6565 SH       D       6          6565            0            0
DAWSON GEOPHYSICAL CO          COM  239359102            4          400 SH       D       7           400            0            0
DAXOR CORP COM                 COM  239467103         1165        55510 SH       D       6         55510            0            0
DAXOR CORP                     COM  239467103            4          213 SH       D       7           213            0            0
DAY RUNNER COM                 COM  239545106          251       136588 SH       D       6        136588            0            0
DAY RUNNER INC                 COM  239545106            0          438 SH       D       7           438            0            0
TARGET CORP                    COM  239753106         5000        76558 SH       D       1             0        76558            0
DAYTON SUPERIOR CORP COM       COM  240028100         2560       101653 SH       D       6        101653            0            0
DAYTON SUPERIOR CORP           COM  240028100            8          357 SH       D       7           357            0            0
DE BEERS CONS.MINES ADR. 1 ADR ADR  240253302         3461        97300 SH       D       3             0            0        97300
DE BEERS CONS.MINES ADR. 1 ADR ADR  240253302          167         4700 SH       D       4          4700            0            0
DEAN FOODS CO COM              COM  242361103        19580       731992 SH       D       6        727309            0         4683
Dean Foods Company             COM  242361103          269        10059 SH       D       7          6556            0         3503
DEB SHOPS INC COM              COM  242728103          830        60391 SH       D       6         60391            0            0
Deb Shops Inc.                 COM  242728103           21         1543 SH       D       7          1543            0            0
DECISIONONE HLDGS CO COM       COM  243458106            1         9533 SH       D       6          9533            0            0
DECISIONONE HOLDINGS CORP      COM  243458106            0          600 SH       D       7           600            0            0
DECKERS OUTDOOR COM            COM  243537107           35         8879 SH       D       6          8879            0            0
DECORA INDUSTRIES INC          COM  243593308            4         3400 SH       D       6          3400            0            0
DECORA INDUSTRIES INC          COM  243593308            0          328 SH       D       7           328            0            0
DECORATOR INDS INC COM PAR $0. COM  243631207            7         1553 SH       D       6          1553            0            0
DECORATOR INDUSTRIES INC       COM  243631207            0          100 SH       D       7           100            0            0
DECS TRUST V1                  COM  24366Q209        57819       750900 SH       D       1        750900            0            0
DEERE & CO COM STOCK US$1      COM  244199105          236         3800 SH       D       2          3800            0            0
DEERE & CO COM STOCK US$1      COM  244199105        24097       386965 SH       D       3        361565            0        25400
DEERE & CO COM STOCK US$1      COM  244199105          977        15700 SH       D       4         15700            0            0
DEERE & CO                     COM  244199105         2321        61082 SH       D       5         61082            0            0
DEERE & CO COM                 COM  244199105       234736      6177280 SH       D       6       5695289            0       481991
Deere & Company                COM  244199105         8168       214962 SH       D       7        190731            0        24231
DEERE & CO.                    COM  244199105          477        12562 SH       S       7         12562            0            0
DEL GLOBAL TECHNOLOGIES CORP C COM  245073101          663        78023 SH       D       6         78023            0            0
DEL GLOBAL TECHNOLOGIES CORP   COM  245073101            2          340 SH       D       7           340            0            0
DEL LABS INC COM               COM  245091103          573        68419 SH       D       6         68419            0            0
DEL LABORATORIES INC           COM  245091103            2          344 SH       D       7           344            0            0
DEL MONTE FOODS CO COM         COM  24522P103         3124       292325 SH       D       6        292325            0            0
Del Monte Foods Co.            COM  24522P103           90         8501 SH       D       7          8501            0            0
DELCO REMY INTLINC COM         COM  246626105         1465       197082 SH       D       6        197082            0            0
Delco Remy International Inc.  COM  246626105           26         3572 SH       D       7          3572            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105         1844        63600 SH       D       1         63600            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105          501        17300 SH       D       2         17300            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105         5660       195227 SH       D       3        195227            0            0
DELHAIZE AMERICA INC CLASS B C COM  246688105        32612      1890576 SH       D       6       1660743            0       229833
DELHAIZE AMER INC              COM  246688105         1381        80075 SH       D       7         80075            0            0
DELHAIZE AMERICA INC B USD0.50 COM  246688204         2537        86029 SH       D       3         86029            0            0
DELHAIZE AMERICA INC CLASS B C COM  246688204        18948       953377 SH       D       6        940601            0        12776
DELHAIZE AMERICA INC           COM  246688204          367        18490 SH       D       7          7678            0        10812
DELIA*S INC COM                COM  246885107          699       126440 SH       D       6        126440            0            0
DELIA*s Inc.                   COM  246885107           12         2340 SH       D       7          2340            0            0
DELICIOUS BRANDS INC           COM  246890107            4         4855 SH       D       6          4855            0            0
DELICIOUS BRANDS INC           COM  246890107            0          191 SH       D       7           191            0            0
DELL COMPUTERS COM STOCK US$0. COM  247025109        79950      1406645 SH       D       1       1323875        82770            0
DELL COMPUTERS COM STOCK US$0. COM  247025109         7432        89340 SH       D       2         89340            0            0
DELL COMPUTERS COM STOCK US$0. COM  247025109       361708      4347593 SH       D       3       4158193            0       189400
DELL COMPUTERS COM STOCK US$0. COM  247025109         8278        99500 SH       D       4         99500            0            0
DELL COMPUTER CORP             COM  247025109        36083       668949 SH       D       5        668949            0            0
DELL COMPUTER CORP COM         COM  247025109      3663483     67920898 SH       D       6      62091309            0      5829589
DELL COMPUTER CORP             COM  247025109       137086      2541583 SH       D       7       2053263            0       488320
DELL COMPUTERS                 COM  247025109       109106      2029815 SH       D       9       2029815            0            0
DELL COMPUTER CORP.            COM  247025109         7424       137657 SH       S       7        137657            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105          239         9325 SH       D       2          9325            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105        23197       902381 SH       D       3        861075            0        41306
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105          556        21666 SH       D       4         21666            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105         2372       148289 SH       D       5        148289            0            0
DELPHI AUTOMOTIVE SYS CORP COM COM  247126105       239631     14978105 SH       D       6      13779099            0      1199006
DELPHI AUTOMOTIVE SYS CORP     COM  247126105         7810       488129 SH       D       7        429856            0        58272
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105        16812      1000000 SH       D       9       1000000            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105          486        30431 SH       S       7         30431            0            0
DELPHI FINL GROUP INC CL A     COM  247131105         8877       292247 SH       D       6        292247            0            0
Delphi Financial Group Inc.    COM  247131105           81         2689 SH       D       7          2689            0            0
DELPHOS CTZNS BANCORP COM      COM  247179104           16         1205 SH       D       6          1205            0            0
DELPHOS CITIZENS BANCORP INC   COM  247179104            5          400 SH       D       7           400            0            0
DELTA & PINE LAND              COM  247357106         3864       198200 SH       D       1        198200            0            0
DELTA & PINE LD CO COM         COM  247357106        13277       672286 SH       D       6        672286            0            0
DELTA & PINE LAND CO           COM  247357106          131         6657 SH       D       7          6657            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108         4375        52400 SH       D       1         52400            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108         1173        14060 SH       D       2         14060            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108        24963       298983 SH       D       3        284183            0        14800
DELTA AIRLINES INC COM STOCK U COM  247361108          567         6800 SH       D       4          6800            0            0
DELTA AIR LINES INC            COM  247361108         1880        35318 SH       D       5         35318            0            0
DELTA AIR LINES INC COM        COM  247361108       277098      5203721 SH       D       6       4741188            0       462533
DELTA AIR LINES INC DE         COM  247361108        14165       266011 SH       D       7        252296            0        13715
DELTA AIR LINES, INC           COM  247361108          371         6970 SH       S       7          6970            0            0
DELTA NAT GAS INC COM          COM  247748106           14         1000 SH       D       6          1000            0            0
DELTA THREE COM                COM  24783N102         1554        74234 SH       D       6         74234            0            0
DELTATHREE.COM                 COM  24783N102           13          663 SH       D       7           663            0            0
DELTIC TIMBER CORP. COMMON STO COM  247850100         5901       249139 SH       D       6        249139            0            0
DELTIC TIMBER CORP             COM  247850100           51         2191 SH       D       7          2191            0            0
DELTEK SYSTEMS INC. COM        COM  24785A108         1954       127658 SH       D       6        127658            0            0
DELTEK SYSTEMS INC             COM  24785A108           12          799 SH       D       7           799            0            0
DELTA WOODSIDE INDS INC NEW CO COM  247909104           38        22750 SH       D       6         22750            0            0
DELTA WOODSIDE INDUSTRIES      COM  247909104            1          891 SH       D       7           891            0            0
DENBURY RES INC COM            COM  247916208         2157       539358 SH       D       6        539358            0            0
DENBURY RESOURCES INC          COM  247916208           17         4397 SH       D       7          4397            0            0
DELTA FINANCIAL CORP COM       COM  247918105          142        71353 SH       D       6         71353            0            0
DELTA FINANCIAL CORP           COM  247918105            1          688 SH       D       7           688            0            0
DELUXE CORP COM STOCK US$1     COM  248019101         4926       116062 SH       D       3        104262            0        11800
DELUXE CORPORATION             COM  248019101        51074      1927349 SH       D       6       1764959            0       162390
Deluxe Corp.                   COM  248019101         1469        55465 SH       D       7         47783            0         7682
DELUXE CORPORATION             COM  248019101          103         3921 SH       S       7          3921            0            0
DENALI INC-COM COM             COM  248221103            7         2200 SH       D       6          2200            0            0
DENALI INC                     COM  248221103            0          200 SH       D       7           200            0            0
DENDRITE INTL COM              COM  248239105        18050       862106 SH       D       6        862106            0            0
Dendrite International Inc.    COM  248239105          122         5855 SH       D       7          5855            0            0
DENSE PAC MICROSYSTEMS INC COM COM  248719304           86         9100 SH       D       6          9100            0            0
DENSE-PAC MICROSYSTEMS INC     COM  248719304            6          700 SH       D       7           700            0            0
DENTAL MED COM                 COM  24873K208            0         9100 SH       D       6          9100            0            0
DENTSPLY INTL COM              COM  249030107        25743       907268 SH       D       6        903073            0         4195
DENTSPLY INTERNATIONAL INC     COM  249030107          361        12739 SH       D       7          7983            0         4756
DEPARTMENT 56 INC COM          COM  249509100         4526       305610 SH       D       6        305610            0            0
DEPARTMENT 56 INC.             COM  249509100           52         3571 SH       D       7          3571            0            0
DEPOMED INC COM                COM  249908104           33         7100 SH       D       6          7100            0            0
DESC SA ADR                    COM  250309101           82         5500 SH       D       6          5500            0            0
DESERT CMNTY BK VICTORVILLE CO COM  25037Y109            5          264 SH       D       6           264            0            0
DESERT COMMUNITY BANK          COM  25037Y109            6          354 SH       D       7           354            0            0
DESIGNS INC COM                COM  25057L102           13        11900 SH       D       6         11900            0            0
DESTRON FEARING CORP COM       COM  250637105           35         6500 SH       D       6          6500            0            0
DETECTION SYSTEMS INC COM      COM  250644101          728        75236 SH       D       6         75236            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         7425       388278 SH       D       6        378138            0        10140
Detroit Diesel Corp.           COM  250837101           50         2654 SH       D       7          2654            0            0
DEUTSCHE TELEKOM AG            COM  251566105        11047       137659 SH       D       7        137659            0            0
DEVCON INTL CORP COM           COM  251588109           46         6300 SH       D       6          6300            0            0
DEVELOPERS DIVERSIFIED COM     COM  251591103        21144      1523946 SH       D       6       1512846            0        11100
Developers Diversified Realty  COM  251591103          133         9651 SH       D       7          9651            0            0
DEVON ENERGY CORPORATION US0.0 COM  25179M103           16          225 SH       D       3           225            0            0
DEVON ENERGY CORP COM          COM  25179M103        45225       931278 SH       D       6        929064            0         2214
DEVON ENERGY CORPORATION       COM  25179M103          748        15411 SH       D       7          9066            0         6345
DEVRY INC DEL COM              COM  251893103        29653       972240 SH       D       6        972240            0            0
DEVRY INC                      COM  251893103          542        17772 SH       D       7          5101            0        12671
DEWOLFE COS INC COM            COM  252115100            0          200 SH       D       6           200            0            0
DEXTER CORP COM                COM  252165105        27614       521032 SH       D       6        521032            0            0
Dexter Corp.                   COM  252165105          200         3774 SH       D       7          3774            0            0
DIACRIN INC COM                COM  25243N103         1157        95929 SH       D       6         95929            0            0
DIACRIN INC                    COM  25243N103            7          640 SH       D       7           640            0            0
DIAGEO PLC                     COM  25243Q205         3227       107138 SH       D       7        107138            0            0
DIAGNOSTIC HEALTH SVCS COM     COM  252446406            1        14100 SH       D       6         14100            0            0
DIAGNOSTIC PRODUCTS CORP COM   COM  252450101         6679       273331 SH       D       6        272531            0          800
Diagnostic Products Corp.      COM  252450101           58         2381 SH       D       7          2381            0            0
DIAL CORP USD0.01              COM  25247D101           13          660 SH       D       3           660            0            0
THE DIAL CORP NEW COM          COM  25247D101        18931      1376800 SH       D       6       1376800            0            0
DIAL CORP                      COM  25247D101          518        37682 SH       D       7         17276            0        20406
DIAMETRICS MED INC COM         COM  252532106         4379       389308 SH       D       6        389308            0            0
DIAMETRICS MEDICAL INC         COM  252532106           22         1962 SH       D       7          1962            0            0
DIAMOND HOME SVCS INC COM      COM  252648100            1         5983 SH       D       6          5983            0            0
DIAMOND HOME SERVICES INC.     COM  252648100            0          400 SH       D       7           400            0            0
DIAMOND OFFSHORE DRILLING      COM  25271C102          146         2380 SH       D       2          2380            0            0
DIAMOND OFFSHORE DRILLING      COM  25271C102         9849       160210 SH       D       3        160210            0            0
DIAMOND OFFSHORE COM           COM  25271C102        38011       951773 SH       D       6        946800            0         4973
DIAMOND OFFSHORE DRILING, INC  COM  25271C102          950        23797 SH       D       7         15584            0         8213
DIAMOND OFFSHORE DRILLING      COM  25271C102          253         6300 SH       D       9          6300            0            0
DIAMOND TECHNOLOGY PARTNERS CO COM  252762109        15411       234396 SH       D       6        234396            0            0
Diamond Tech Partners Inc.     COM  252762109          150         2292 SH       D       7          2292            0            0
DIANON SYSTEMS INC COM         COM  252826102         1134        55188 SH       D       6         55188            0            0
DIANON SYSTEMS INC             COM  252826102            6          303 SH       D       7           303            0            0
DIEBOLD INC COM STOCK US$1.25  COM  253651103         3002        73867 SH       D       3         73867            0            0
DIEBOLD INC COM                COM  253651103        31654      1151090 SH       D       6       1143623            0         7467
DIEBOLD, INC.                  COM  253651103          503        18327 SH       D       7         11949            0         6378
DIEDRICH COFFEE COM            COM  253675102          249        83100 SH       D       6         83100            0            0
DIEDRICH COFFEE INC            COM  253675102            0          200 SH       D       7           200            0            0
DIEHL GRAPHSOFT INC            COM  253676308           13         1500 SH       D       6          1500            0            0
DIGENE CORP COMMON STOCK       COM  253752109         5635       122516 SH       D       6        122516            0            0
DIGENE CORP                    COM  253752109           38          828 SH       D       7           828            0            0
DIGEX INC DEL COM              COM  253756100         8164        73592 SH       D       6         70321            0         3271
DIGEX INC                      COM  253756100          144         1300 SH       D       7          1300            0            0
DIGI INTL INC COM              COM  253798102         2282       246785 SH       D       6        246785            0            0
DIGI INTERNATIONAL, INC.       COM  253798102           18         2013 SH       D       7          2013            0            0
DIGIMARK COM                   COM  253807101         3266        74245 SH       D       6         74245            0            0
DIGITAL BIOMETRICS INC COM     COM  253833107           34         4200 SH       D       6          4200            0            0
DIGITAL COURIER TECHNOLOGIES C COM  253838106         1481       137063 SH       D       6        137063            0            0
DIGITAL COURIER TECH INC       COM  253838106           20         1897 SH       D       7          1897            0            0
DIGITAL LIGHTWAVE INC COM      COM  253855100         8247       132352 SH       D       6        107952            0        24400
DIGITAL LIGHTWARE INC.         COM  253855100          123         1977 SH       D       7          1977            0            0
DIGITAL MICROWAVE CORP COM     COM  253859102        43732      1290988 SH       D       6       1290988            0            0
Digital Microwave Corp.        COM  253859102          400        11814 SH       D       7         11814            0            0
DIGITAL IMPACT COM             COM  25385G106         3780       106302 SH       D       6        106302            0            0
DIGITAL IMPACT INC             COM  25385G106           49         1403 SH       D       7          1403            0            0
DIGITIAL ISLAND COM            COM  25385N101        11583       190087 SH       D       6        184187            0         5900
DIGITAL ISLAND INC             COM  25385N101          121         2000 SH       D       7          2000            0            0
DIGITAL INSIGHT CORP COM       COM  25385P106         7018       136952 SH       D       6        136952            0            0
DIGITAL INSIGHT                COM  25385P106           60         1189 SH       D       7          1189            0            0
DIGITAL ORIGIN INC             COM  25385X109            7        24900 SH       D       6         24900            0            0
DIGITAL ORIGIN                 COM  25385X109            5          300 SH       D       7           300            0            0
DIGITAL POWER CORP             COM  253862106            6         1300 SH       D       6          1300            0            0
DIGITAL VIDEO SYSTEMS INC      COM  25387R407          109         7900 SH       D       6          7900            0            0
DIGITAL RIO INC COM            COM  25388B104         8911       414495 SH       D       6        414495            0            0
Digital River Inc.             COM  25388B104           67         3122 SH       D       7          3122            0            0
DIGITAS INC COM                COM  25388K104         1416        57833 SH       D       6         57833            0            0
DIGITAS INC                    COM  25388K104           17          695 SH       D       7           695            0            0
DIGITAL THINK INC COM          COM  25388M100         4845       123017 SH       D       6        123017            0            0
DIGITALTHINK INC               COM  25388M100            7          190 SH       D       7           190            0            0
DIGITAL GENERATION COM         COM  253921100         1341       186601 SH       D       6        186601            0            0
DITGITAL GENERATION SYSTEMS    COM  253921100            7         1021 SH       D       7          1021            0            0
DIME COUNTY BANCORP COM        COM  253922108         5979       378152 SH       D       6        363752            0        14400
Dime Community Bancshares      COM  253922108           26         1702 SH       D       7          1702            0            0
DIGITAL LAVA INC.              COM  253928105            2          200 SH       D       7           200            0            0
DILLARD DEPARTMENT STORES INC  CLA  254067101         4021       155854 SH       D       3        142854            0        13000
DILLARD`S INC COM              COM  254067101        43414      2641197 SH       D       6       2423679            0       217518
Dillards Inc                   COM  254067101         1316        80067 SH       D       7         69339            0        10728
DILLARDS INC. CLASS A STOCK    COM  254067101           94         5723 SH       S       7          5723            0            0
DIME BANCORP                   COM  25429Q102         1172        70000 SH       D       1         70000            0            0
DIME BANCORP INC COM           COM  25429Q102        35824      1936484 SH       D       6       1898235            0        38249
DIME BANCORP, INC              COM  25429Q102          716        38730 SH       D       7         29821            0         8909
DIMON INC. COM                 COM  254394109         1424       599842 SH       D       6        599842            0            0
DIMON Inc.                     COM  254394109           15         6597 SH       D       7          6597            0            0
DIODES INC                     COM  254543101           11          300 SH       D       7           300            0            0
DIONEX CORP COM                COM  254546104        18956       575533 SH       D       6        575533            0            0
Dionex Corp.                   COM  254546104          120         3671 SH       D       7          3671            0            0
DISC GRAPHICS INC              COM  254590102            1          400 SH       D       7           400            0            0
DISCOUNT AUTO PARTS COM        COM  254642101         1655       185262 SH       D       6        185262            0            0
Discount Auto Parts Inc.       COM  254642101           15         1693 SH       D       7          1693            0            0
DISCOVER CARD TRUST            CVB  25466KAJ8        22186     22045000 SH       D       1      22045000            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106         9658       148000 SH       D       1        148000            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106         4923        75440 SH       D       2         75440            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106       224181      3435063 SH       D       3       3290025            0       145038
DISNEY (WALT) COMPANY HOLDING  COM  254687106         5927        90830 SH       D       4         90830            0            0
THE WALT DISNEY CO.            COM  254687106        22571       545472 SH       D       5        545472            0            0
WALT DISNEY HOLDING COMPANY CO COM  254687106      2424231     58591693 SH       D       6      53731634            0      4860059
DISNEY WALT CO                 COM  254687106        86752      2096748 SH       D       7       1841992            0       254756
WALT DISNEY COMPANY            COM  254687106         4598       111153 SH       S       7        111153            0            0
GO.COM COM STK NPV             COM  254687205           72         2300 SH       D       3          2300            0            0
GO.COM                         COM  254687205          289        13869 SH       D       5         13869            0            0
WALT DISNEY HOLDING COMPANY CO COM  254687205        12301       589279 SH       D       6        588779            0          500
GO.COM                         COM  254687205          353        16938 SH       D       7          5660            0        11278
DISPLAY TECHNOLOGIES INC       COM  25469V102            6         1764 SH       D       6          1764            0            0
DISPLAY TECHNOLOGIES INC       COM  25469V102            1          315 SH       D       7           315            0            0
DISTRIB Y SERVICIO ADR         COM  254753106         2280       127145 SH       D       6        127145            0            0
DISPATCH MNGM SVCS COM         COM  254927106           16         7000 SH       D       6          7000            0            0
DISPATCH MANAGEMENT SVCS CORP  COM  254927106            3         1400 SH       D       7          1400            0            0
DIRECT FOCUS INC COM           COM  254931108         1015        36500 SH       D       6         36500            0            0
Direct Focus Inc.              COM  254931108           48         1745 SH       D       7          1745            0            0
DITECH COMMUNICATIONS CORP COM COM  25500M103        16824       158632 SH       D       6        158632            0            0
DITECH COMMUNICATIONS CO.      COM  25500M103          159         1500 SH       D       7          1500            0            0
DIVA SYSTEMS CW 01/03/08       WAR  255013104            0        16500 SH       D       9         16500            0            0
DIVERSA CORP COM               COM  255064107         4744       100940 SH       D       6        100940            0            0
DIVERSA CORP.                  COM  255064107           83         1787 SH       D       7          1787            0            0
THE DIXIE GROUP INC COM        COM  255519100          588       132641 SH       D       6        132641            0            0
DIXIE GROUP INC                COM  255519100            2          508 SH       D       7           508            0            0
DIXON TICONDEROGA CO COM       COM  255860108            7         1972 SH       D       6          1972            0            0
DOCUCORP INTL INC EXP. 3/31/98 COM  255911109          870       149689 SH       D       6        149689            0            0
DUCOCORP INTERNATIONAL         COM  255911109            5          898 SH       D       7           898            0            0
DOBSON COMMUNICATIONS COM      COM  256069105         6980       303499 SH       D       6        303499            0            0
DOBSON COMMUNICATIONS CORP-A   COM  256069105          182         7925 SH       D       7          7925            0            0
DOCUMENT SCIENCE CO COM        COM  25614R105           22         6000 SH       D       6          6000            0            0
DOCUMENTUM INC COM             COM  256159104        26782       343370 SH       D       6        343370            0            0
Documentum Inc.                COM  256159104          193         2477 SH       D       7          2477            0            0
DOLE FOOD COM STOCK NPV        COM  256605106         2157        72908 SH       D       3         68008            0         4900
DOLE FOOD COMPANY INC. COM     COM  256605106        14023       721468 SH       D       6        716553            0         4915
DOLE FOOD COMPANY              COM  256605106          241        12410 SH       D       7          8194            0         4216
DOLLAR GENERAL CORPORATION     COM  256669102          166         4025 SH       D       2          4025            0            0
DOLLAR GENERAL CORPORATION     COM  256669102        14789       357670 SH       D       3        357670            0            0
DOLLAR GENERAL CORP COM        COM  256669102       159799      5946038 SH       D       6       5432044            0       513994
Dollar General Corp            COM  256669102         5247       195243 SH       D       7        161589            0        33654
DOLLAR GENERAL                 COM  256669102          383        14266 SH       S       7         14266            0            0
DOLLAR THRIFTY AUTOM COM       COM  256743105        23129      1345728 SH       D       6       1256728            0        89000
Dollar Thrifty Automotive      COM  256743105           67         3908 SH       D       7          3908            0            0
DOLLAR TREE STORES I COM       COM  256747106        35377       678706 SH       D       6        678706            0            0
DOLLAR TREE STORES INC         COM  256747106         1076        20648 SH       D       7          7330            0        13318
DOMINION BRIDGE CORP COM       COM  257192104            1        12300 SH       D       6         12300            0            0
DOMINION HOMES INC. COM        COM  257386102           25         4470 SH       D       6          4470            0            0
DOMINION HOMES INC             COM  257386102            7         1300 SH       D       7          1300            0            0
DOMINION RESOURCES INC (VIRGIN COM  25746U109       300393      8006500 SH       D       1       8006500            0            0
DOMINION RESOURCES INC (VIRGIN COM  25746U109          508         8389 SH       D       2          8389            0            0
DOMINION RESOURCES INC (VIRGIN COM  25746U109        24661       407100 SH       D       3        377610            0        29490
DOMINION RESOURCES INC/VA      COM  25746U109         2498        65000 SH       D       5         65000            0            0
DOMINION INC VA COM            COM  25746U109       248274      6459165 SH       D       6       5870343            0       588822
DOMINION RES INC VA NEW        COM  25746U109        10385       270188 SH       D       7        247674            0        22514
DOMINION RESOURCES INC         COM  25746U109          493        12832 SH       S       7         12832            0            0
DOMTAR INC COM NPV             COM  257561100            0       300379 SH       D       6        300379            0            0
DONALDSON COMPANY INC COM      COM  257651109        22442       994685 SH       D       6        994685            0            0
Donaldson Inc.                 COM  257651109          325        14428 SH       D       7         14428            0            0
DONALDSON LUFKIN JENRETTE USD0 COM  257661108          492         5900 SH       D       3          5900            0            0
DLJ COM                        COM  257661108        40032       773577 SH       D       6        738695            0        34882
DONALDSON LUFKIN & JENRETTE    COM  257661108         1684        32554 SH       D       7         29508            0         3046
DLJ DIRECT COM                 COM  257661504         2945       221263 SH       D       6        216961            0         4302
DLJDIRECT                      COM  257661504           21         1597 SH       D       7           200            0         1397
DONEGAL GROUP INC COM          COM  257701102          480        75423 SH       D       6         75423            0            0
DONEGAL GROUP INC              COM  257701102            2          365 SH       D       7           365            0            0
DONNA KARAN INTL INC COM       COM  257826107         1498       194913 SH       D       6        194913            0            0
Donna Karan Intl. Inc.         COM  257826107           24         3182 SH       D       7          3182            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101         1956        59500 SH       D       1         59500            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101          605        18430 SH       D       2         18430            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101         9039       274930 SH       D       3        257230            0        17700
DONNELLEY (R R) & SONS CO COM  COM  257867101          480        14600 SH       D       4         14600            0            0
DONNELLEY (R.R.) & SONS CO     COM  257867101          717        34261 SH       D       5         34261            0            0
DONNELLY R R & SONS CO COM     COM  257867101        90498      4322325 SH       D       6       3964983            0       357342
RR Donnelley & Sons            COM  257867101         3514       167842 SH       D       7        157588            0        10254
R.R. DONNELLEY & SONS          COM  257867101          141         6781 SH       S       7          6781            0            0
DONNELY CORP CL A          COM COM  257870105          733        62062 SH       D       6         62062            0            0
DONNELLY CORPORATION           COM  257870105           13         1171 SH       D       7          1171            0            0
DONNKENNY INC COM              COM  258006105            8        11200 SH       D       6         11200            0            0
DORAL FINANCIAL CORP COM       COM  25811P100         3396       715149 SH       D       6        715149            0            0
Doral Financial Corp.          COM  25811P100           58         5192 SH       D       7          5192            0            0
DOT HILL SYSTEMS CORP COM      COM  25848T109         3581       286532 SH       D       6        286532            0            0
DOT HILL SYSTEMS CORP          COM  25848T109           13         1040 SH       D       7          1040            0            0
DOUBLECLICK INC - CO COM       COM  258609304        91725       979708 SH       D       6        956004            0        23704
DOUBLECLICK INC                COM  258609304         3141        33558 SH       D       7         14944            0        18614
DOUBLECLICK INC                CVB  258609AA4        24760     10348000 SH       D       1      10348000            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          276         3620 SH       D       2          3620            0            0
DOVER CORP COM STOCK US$1      COM  260003108        26949       352640 SH       D       3        324240            0        28400
DOVER CORP COM STOCK US$1      COM  260003108         1024        13400 SH       D       4         13400            0            0
DOVER CORP                     COM  260003108         2572        53730 SH       D       5         53730            0            0
DOVER CORP COM                 COM  260003108       255612      5339157 SH       D       6       4916885            0       422272
Dover Corporation              COM  260003108         8708       181900 SH       D       7        160756            0        21144
DOVER CORP                     COM  260003108          526        10993 SH       S       7         10993            0            0
DOVER DOWNS ENTMT IN COM       COM  260086103         2255       176893 SH       D       6        176893            0            0
Dover Downs Entertainment Inc. COM  260086103           48         3796 SH       D       7          3796            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103        10753        57900 SH       D       1         57900            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103         2871        15460 SH       D       2         15460            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103        83209       448025 SH       D       3        428725            0        19300
DOW CHEMICAL CO CM STOCK US$2. COM  260543103         1448         7800 SH       D       4          7800            0            0
DOW CHEMICAL                   COM  260543103         6546        57422 SH       D       5         57422            0            0
DOW CHEMICAL CO COM            COM  260543103       887529      7785348 SH       D       6       7092994            0       692354
DOW CHEM CO                    COM  260543103        37670       330442 SH       D       7        307709            0        22733
DOW CHEMICALS                  COM  260543103         1341        11770 SH       S       7         11770            0            0
DOW JONES & CO INC COM STOCK U COM  260561105          126         1100 SH       D       2          1100            0            0
DOW JONES & CO INC COM STOCK U COM  260561105        13386       116622 SH       D       3        104522            0        12100
DOW JONES & CO INC             COM  260561105         1701        23691 SH       D       5         23691            0            0
DOW JONES & CO INC COM         COM  260561105       153862      2142563 SH       D       6       1965597            0       176966
Dow Jones & Company, Inc.      COM  260561105         4931        68667 SH       D       7         59273            0         9394
DOW JONES & CO INC             COM  260561105          347         4835 SH       S       7          4835            0            0
DOWNEY FINANCIAL CORP COM      COM  261018105        12823       603442 SH       D       6        601342            0         2100
Downey Financial               COM  261018105           76         3610 SH       D       7          3610            0            0
DRESS BARN INC COM             COM  261570105        12290       638446 SH       D       6        637646            0          800
Dress Barn Inc.                COM  261570105           54         2813 SH       D       7          2813            0            0
DREW INDS INC COM NEW          COM  26168L205          839       119940 SH       D       6        119940            0            0
DREW INDUSTRIES INC            COM  26168L205            3          505 SH       D       7           505            0            0
DREXLER TECHNOLOGY CORP COM    COM  261876106         1626       116149 SH       D       6        116149            0            0
DREXLER TECHNOLOGY CORP        COM  261876106            5          360 SH       D       7           360            0            0
DREYERS GRAND ICE CREAM INC CO COM  261878102        13064       507361 SH       D       6        507361            0            0
Dreyer's Grand Ice Cream Inc.  COM  261878102           68         2649 SH       D       7          2649            0            0
GOLD FIELDS LTD SPONS ADR      ADR  262026503          749       122321 SH       D       3             0            0       122321
DRIL-QUIP INC - COM COM        COM  262037104         4958       105218 SH       D       6        105218            0            0
Dril-Quip Inc.                 COM  262037104           85         1824 SH       D       7          1824            0            0
DRIVER HARRIS CO               COM  262093206            7         2900 SH       D       7          2900            0            0
DRKOOP COM INC COM             COM  262098106          884       239984 SH       D       6        239984            0            0
DRKOOP COM INC                 COM  262098106            4         1300 SH       D       7          1300            0            0
DROVERS BANCSHARES CORP PA COM COM  262120108          493        35921 SH       D       6         35921            0            0
DROVERS BANCSHARES CORP/PA     COM  262120108            3          272 SH       D       7           272            0            0
DRUG EMPORIUM INC              COM  262175102          594       148572 SH       D       6        148572            0            0
DRUG EMPORIUM INC              COM  262175102            2          600 SH       D       7           600            0            0
DRUGSTORE COM COM              COM  262241102          587        44521 SH       D       6         44521            0            0
DRUGSTORE.COM                  COM  262241102           27         2100 SH       D       7          2100            0            0
DRYPERS COM                    COM  262497308           21        10800 SH       D       6         10800            0            0
DSET CORP COM                  COM  262504103         2265       122858 SH       D       6        122858            0            0
DSET CORP.                     COM  262504103           10          559 SH       D       7           559            0            0
DSL.NET INC COM                COM  262506108         5730       259755 SH       D       6        259755            0            0
DSL.NET INC                    COM  262506108           81         3700 SH       D       7          3700            0            0
DU PONT (E I) DE NEMOURS & CO  COM  263534109         2136        26370 SH       D       1         22200         4170            0
DU PONT (E I) DE NEMOURS & CO  COM  263534109         1887        22026 SH       D       2         22026            0            0
DU PONT (E I) DE NEMOURS & CO  COM  263534109       151134      1763777 SH       D       3       1681911            0        81866
DU PONT (E I) DE NEMOURS & CO  COM  263534109         3196        37300 SH       D       4         37300            0            0
DU PONT (E.I.) DE NEMOURS      COM  263534109        14458       273415 SH       D       5        273415            0            0
DU PONT DE NEMOURS EI CO COM   COM  263534109      1460518     27622095 SH       D       6      25245427            0      2376668
Du Pont (E.I.) de Nemours      COM  263534109        47601       900270 SH       D       7        782851            0       117419
DU PONT (E.I.) DE NEMOURS      COM  263534109         2971        56204 SH       S       7         56204            0            0
DUALSTAR TECHNOLOGIES CORP     COM  263572109            3          400 SH       D       7           400            0            0
DUANE READE INC - CO COM       COM  263578106         4086       175782 SH       D       6        175782            0            0
Duane Reade Inc.               COM  263578106           72         3132 SH       D       7          3132            0            0
DUCKWALL - AUTO STORES COM     COM  264142100            3          374 SH       D       6           374            0            0
DUCKWALL-ALCO STORES, INC.     COM  264142100            1          227 SH       D       7           227            0            0
DUCOMMUN INC DEL COM           COM  264147109         1226       133519 SH       D       6        133519            0            0
DUCOMMUN INC                   COM  264147109            3          413 SH       D       7           413            0            0
DUFF & PHELPS CREDIT RATING CO COM  26432F109         7583        76076 SH       D       6         76076            0            0
Duff & Phelps Cr. Rating Co.   COM  26432F109           70          711 SH       D       7           711            0            0
DUKE ENERGY CORP COM STK NPV   COM  264399106          534         6476 SH       D       2          6476            0            0
DUKE ENERGY CORP COM STK NPV   COM  264399106        48641       589596 SH       D       3        555126            0        34470
DUKE ENERGY CORP COM STK NPV   COM  264399106          511         6200 SH       D       4          6200            0            0
DUKE ENERGY CORP               COM  264399106         5002        95285 SH       D       5         95285            0            0
DUKE ENERGY CORP COM           COM  264399106       494533      9419693 SH       D       6       8653569            0       766124
Duke Energy Corp               COM  264399106        15291       291263 SH       D       7        253293            0        37970
DUKE ENERGY CORP               COM  264399106         1034        19703 SH       S       7         19703            0            0
DUKE RLTY INVTS INC COM        COM  264411505        40018      2092499 SH       D       6       2029376            0        63123
DUKE-WEEKS REALTY CORP         COM  264411505         1449        75776 SH       D       7         64503            0        11273
DUN & BRADSTREET DEL CORP NEW  COM  26483B106          118         2610 SH       D       2          2610            0            0
DUN & BRADSTREET DEL CORP NEW  COM  26483B106        11759       259382 SH       D       3        244582            0        14800
DUN & BRADSTREET DEL CORP NEW  COM  26483B106          670        14800 SH       D       4         14800            0            0
DUN & BRADSTREET CORP          COM  26483B106         1220        42629 SH       D       5         42629            0            0
DUN & BRADSTREET COR COM       COM  26483B106       118822      4151003 SH       D       6       3816010            0       334993
Dun & Bradstreet Corp          COM  26483B106         3543       123790 SH       D       7        107070            0        16720
DUN & BRADSTREET CORP          COM  26483B106          248         8684 SH       S       7          8684            0            0
DUNN COMPUTER CORP             COM  265771105            7         2400 SH       D       6          2400            0            0
DUNN COMPUTER CORP             COM  265771105            1          500 SH       D       7           500            0            0
DURA AUTOMOTIVE SYS COM        COM  265903104         4928       286749 SH       D       6        286749            0            0
Dura Automotive Sys Corp       COM  265903104           56         3314 SH       D       7          3314            0            0
DUPONT PHOTOMASKS INC COM      COM  26613X101         6229       107516 SH       D       6        107516            0            0
Dupont Photomasks Inc.         COM  26613X101           83         1442 SH       D       7          1442            0            0
DURA PHARMACEUTICAL COM        COM  26632S109        12189       989980 SH       D       6        989980            0            0
DURA PHARMACEUTICALS, INC      COM  26632S109          111         9062 SH       D       7          9062            0            0
DURAMED PHARMACEUTICALS INC CO COM  266354109         2538       379555 SH       D       6        379555            0            0
Duramed Pharmaceuticals Inc    COM  266354109           22         3371 SH       D       7          3371            0            0
DUSA PHARMACEUTICALS COM       COM  266898105         3052       127538 SH       D       6        127538            0            0
DURASWITCH INDUSTRIES INC      COM  266905207           39         5700 SH       D       6          5700            0            0
DYCOM INDS INC COM             COM  267475101        37579       770868 SH       D       6        770868            0            0
Dycom Inds. Inc.               COM  267475101          306         6285 SH       D       7          6285            0            0
DYERSBURG CORP COM             COM  267575108           11        14164 SH       D       6         14164            0            0
DYNAMEX INC                    COM  26784F103            7         3500 SH       D       6          3500            0            0
DYNAMIC MATERIALS CORP         COM  267888105            0          200 SH       D       7           200            0            0
DYNATEC INTERNATIONAL INC      COM  267907509            2         1100 SH       D       6          1100            0            0
DYNAGEN INC NEW                COM  267917607            0         1170 SH       D       6          1170            0            0
DYNACQ INTL INC COM            COM  267919306           42         4570 SH       D       6          4570            0            0
DYNACQ INTERNATIONAL INC       COM  267919306            9         1000 SH       D       7          1000            0            0
DYNAMIC HEALTHCARE TECH INC    COM  267927101            0          400 SH       D       7           400            0            0
DYNAMICS RESH CORP COM         COM  268057106            4          647 SH       D       6           647            0            0
DYNEGY CL A COM USD0.01        COM  26816Q101          191         2010 SH       D       2          2010            0            0
DYNEGY CL A COM USD0.01        COM  26816Q101        15018       157344 SH       D       3        157344            0            0
DYNEGY INC COM                 COM  26816Q101       122316      1949272 SH       D       6       1936715            0        12557
DYNEGY INC.                    COM  26816Q101         1306        20817 SH       D       7          8736            0        12081
DYNEX CAPITAL INC NEW          COM  26817Q506         1017       180806 SH       D       6        180329            0          477
DYNEX CAPITAL INC.             COM  26817Q506           11         2049 SH       D       7          2049            0            0
EAC INDS INC                   COM  268226107            0          167 SH       D       6           167            0            0
EA INDUSTRIES INC. COM         COM  26822P204            0         2150 SH       D       6          2150            0            0
ECC INTL CORP COM              COM  268255106           22         6100 SH       D       6          6100            0            0
ECC INTERNATIONAL CORP         COM  268255106            1          300 SH       D       7           300            0            0
ECI TELECOM LTD COM            COM  268258100         1791        57100 SH       D       6         57100            0            0
ECCS INC COM                   COM  26825H100          105         7300 SH       D       6          7300            0            0
ECCS INC                       COM  26825H100            5          400 SH       D       7           400            0            0
E.COM VENTURES INC COM         COM  26830K106            2          564 SH       D       6           564            0            0
E COM VENTURES INC             COM  26830K106            1          300 SH       D       7           300            0            0
EFC BANCORP COM                COM  268423100            0        26803 SH       D       6         26803            0            0
EFC BANCORP INC                COM  268423100            2          335 SH       D       7           335            0            0
EEX CORP COM                   COM  26842V207         2515       745249 SH       D       6        745249            0            0
EEX CORPORATION                COM  26842V207           26         7873 SH       D       7          7873            0            0
EFTC CORP COM                  COM  268443108            1          600 SH       D       6           600            0            0
EFTC CORPORATION               COM  268443108            2         1195 SH       D       7          1195            0            0
E4L, INC COM                   COM  268452109         1076       506423 SH       D       6        506423            0            0
E4L Inc.                       COM  268452109            6         3172 SH       D       7          3172            0            0
EGL INC COM                    COM  268484102         6750       288773 SH       D       6        288773            0            0
EGL Inc.                       COM  268484102           69         2983 SH       D       7          2983            0            0
ELXSI CORP COM                 COM  268613205            5          408 SH       D       6           408            0            0
ELXSI CORP                     COM  268613205            9          700 SH       D       7           700            0            0
E-LOAN COM                     COM  26861P107          930       132910 SH       D       6        132910            0            0
E-LOAN INC                     COM  26861P107           13         1900 SH       D       7          1900            0            0
EMC CORP. MASS                 COM  268648102        20528       159261 SH       D       1        159261            0            0
EMC CORP. MASS                 COM  268648102         3732        18080 SH       D       2         18080            0            0
EMC CORP. MASS                 COM  268648102       338091      1637651 SH       D       3       1559251            0        78400
EMC CORP. MASS                 COM  268648102         8030        38900 SH       D       4         38900            0            0
EMC CORP/MASS                  COM  268648102        33604       268833 SH       D       5        268833            0            0
E M C CORP MASS COM            COM  268648102      3107548     24860387 SH       D       6      22826815            0      2033572
EMC Corporation                COM  268648102       109884       879075 SH       D       7        646493            0       232582
EMC.N                          COM  268648102          959         7500 SH       D       9          7500            0            0
EMC CORP./MASS                 COM  268648102         6841        54732 SH       S       7         54732            0            0
EMC CORP                       CVB  268648AE2        13706      8800000 SH       D       1       8800000            0            0
EMC CORP(MASS)                 COM  268664109         5285        42370 SH       D       1             0        42370            0
EMC INS GROUP INC COM          COM  268664109          476        61475 SH       D       6         61475            0            0
EMC INS GROUP INC              COM  268664109            3          423 SH       D       7           423            0            0
EMS TECHNOLOGIES INC. COM      COM  26873N108         2378       118923 SH       D       6        118923            0            0
EMS TECHNOLOGIES               COM  26873N108           18          920 SH       D       7           920            0            0
E.MEDSOFT.COM COM              COM  26873Q101         1211        69500 SH       D       6         69500            0            0
ENSCO INTL                     COM  26874Q100         4293        76400 SH       D       1         76400            0            0
ENSCO INTL                     COM  26874Q100         1022        18200 SH       D       2         18200            0            0
ENSCO INTL                     COM  26874Q100        12280       218528 SH       D       3        218528            0            0
ENSCO INT`L INC COM            COM  26874Q100       106310      2942849 SH       D       6       2823510            0       119339
ENSCO INTL INC                 COM  26874Q100         2944        81520 SH       D       7         64405            0        17115
EOG RESOURCES INC COM          COM  26875P101        21664      1022518 SH       D       6       1013673            0         8845
EOG RESOURCES INC              COM  26875P101          439        20738 SH       D       7         15784            0         4954
EON COM COM                    COM  268763109          609        41500 SH       D       6         41500            0            0
EP MEDSYSTEMS INC COM          COM  26881P103            7         1168 SH       D       6          1168            0            0
EPIX MATERIALS COM             COM  26881Q101         1824        82937 SH       D       6         82937            0            0
EPIX MEDICAL INC               COM  26881Q101           42         1921 SH       D       7          1921            0            0
E PIPHANY INC COM              COM  26881V100        22347       167317 SH       D       6        167317            0            0
E PIPHANY, INC.                COM  26881V100          213         1600 SH       D       7          1600            0            0
ERLY INDS INC                  COM  268839107            0         2783 SH       D       6          2783            0            0
ESB FINANCIAL CORP COM         COM  26884F102          583        52493 SH       D       6         52493            0            0
ESB FINANCIAL CORP             COM  26884F102            8          800 SH       D       7           800            0            0
EPL TECHNOLOGIES INC COM       COM  268920204          101        38700 SH       D       6         38700            0            0
EPL TECHNOLOGIES INC           COM  268920204            1          512 SH       D       7           512            0            0
ESCO ELECTRS CORP COM          COM  269030102         3075       183618 SH       D       6        183618            0            0
ESCO ELECTRONICS CORP          COM  269030102            7          452 SH       D       7           452            0            0
ESPS INC COM                   COM  269129102         1097       159600 SH       D       6        159600            0            0
ESPS INC                       COM  269129102            6          900 SH       D       7           900            0            0
ESS TECHNOLOGY COM             COM  269151106        19785      1130604 SH       D       6       1084604            0        46000
ESS Technology Inc.            COM  269151106           94         5427 SH       D       7          5427            0            0
E SPIRE COMMUNICATO COM        COM  269153102         5917       841622 SH       D       6        841622            0            0
E Spire Communications Inc.    COM  269153102           61         8782 SH       D       7          8782            0            0
E-STAMP CORP COM               COM  269154100         2163       293400 SH       D       6        293400            0            0
E-STAMP CORPORATION            COM  269154100           16         2200 SH       D       7          2200            0            0
ETEC SYSTEMS INC               COM  26922C103        12761       102400 SH       D       1        102400            0            0
ETEC SYS INC COM               COM  26922C103            0       331758 SH       D       6        331758            0            0
E-TREK DYNAMICS COM            COM  269240107        78848       335170 SH       D       6        323670            0        11500
E TEK DYNAMICS INC             COM  269240107         3408        14490 SH       D       7          7448            0         7042
E TOWN COM                     COM  269242103         9663       152776 SH       D       6        152776            0            0
E'Town Corp.                   COM  269242103           83         1325 SH       D       7          1325            0            0
E TRADE GROUP INC COMMON STOCK COM  269246104        93060      3089133 SH       D       6       3055433            0        33700
E*TRADE GROUP INC.             COM  269246104         1938        64357 SH       D       7         19408            0        44949
EXCO RESOURCES COM             COM  269279204            4          700 SH       D       6           700            0            0
EXCO RESOURCES INC.            COM  269279204            4          700 SH       D       7           700            0            0
EXX INC CL - A COM             COM  269282109            9         8500 SH       D       6          8500            0            0
E Z EM INC COM                 COM  269305207            9         1015 SH       D       6          1015            0            0
E-Z-EM INC-CL A                COM  269305207            5          650 SH       D       7           650            0            0
EAGLE BANCSHARES INC COM       COM  26942C109          460        27500 SH       D       6         27500            0            0
EAGLE BACSHARES INC            COM  26942C109            3          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            5       107322 SH       D       6        106139            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        15836      1064643 SH       D       6       1064643            0            0
EARTHGRAINS COMPANY            COM  270319106          130         8747 SH       D       7          8747            0            0
EARTHCARE CO COM               COM  27031N105          475        66761 SH       D       6         66761            0            0
EARTH LINK INC COM             COM  270321102        20861      1073247 SH       D       6       1049834            0        23413
EARTHLINK INC                  COM  270321102          443        22823 SH       D       7          7557            0        15266
EARTHSHELL CORP - CO COM       COM  27032B100         1925       466745 SH       D       6        466745            0            0
Earthshell Corp.               COM  27032B100           34         8361 SH       D       7          8361            0            0
EARTHWEB INC COM               COM  27032C108         3192       129646 SH       D       6        129646            0            0
EarthWeb Inc.                  COM  27032C108           24          977 SH       D       7           977            0            0
EAST TEX FINL SVCS INC COM     COM  275572105            4          604 SH       D       6           604            0            0
EAST TEXAS FINANCIAL SVCS      COM  275572105            2          400 SH       D       7           400            0            0
EAST WEST BANCORP INC COM      COM  27579R104         3655       330408 SH       D       6        330408            0            0
East West Bancorp Inc          COM  27579R104           40         3625 SH       D       7          3625            0            0
EASTERN CO                     COM  276317104          594        42432 SH       D       6         42432            0            0
EASTERN COMPANY (THE)          COM  276317104            2          160 SH       D       7           160            0            0
EASTERN ENTERPRISES            COM  27637F100          740         7787 SH       D       3          7787            0            0
EASTERN ENTERPRISES COM        COM  27637F100        38931       650205 SH       D       6        599015            0        51190
Eastern Enterprises            COM  27637F100         1109        18535 SH       D       7         18158            0          377
EASTERN ENTERPRISES            COM  27637F100           83         1401 SH       S       7          1401            0            0
EASTERN UTILITIES ASSOC COM    COM  277173100        13481       429691 SH       D       6        429691            0            0
Eastern Utilities Associates   COM  277173100          107         3431 SH       D       7          3431            0            0
EASTERN VA BANKSHARES INC COM  COM  277196101            0        39491 SH       D       6         39491            0            0
EASTERN VIRGINIA BANKSHARES    COM  277196101            7          690 SH       D       7           690            0            0
EASTGROUP PROPERTIES INC COM   COM  277276101         7940       369342 SH       D       6        366042            0         3300
Eastgroup Properties           COM  277276101           56         2622 SH       D       7          2622            0            0
EASTMAN CHEMICAL CO COM STOCK  COM  277432100          138         1900 SH       D       2          1900            0            0
EASTMAN CHEMICAL CO COM STOCK  COM  277432100         9303       127907 SH       D       3        113907            0        14000
EASTMAN CHEMICAL CO COM STOCK  COM  277432100          676         9300 SH       D       4          9300            0            0
EASTMEN CHEMICAL COM           COM  277432100        96623      2123588 SH       D       6       1948590            0       174998
Eastman Chemical Company       COM  277432100         2797        61490 SH       D       7         53371            0         8119
EASTMAN CHEMICAL COMPANY       COM  277432100          192         4235 SH       S       7          4235            0            0
EASTMAN KODAK CO COM STOCK US$ COM  277461109          456         5150 SH       D       2          5150            0            0
EASTMAN KODAK CO COM STOCK US$ COM  277461109        43827       494235 SH       D       3        476335            0        17900
EASTMAN KODAK CO COM STOCK US$ COM  277461109          931        10500 SH       D       4         10500            0            0
EASTMAN KODAK CO               COM  277461109         4502        82896 SH       D       5         82896            0            0
EASTMAN KODAK CO COM           COM  277461109       453839      8356072 SH       D       6       7676291            0       679781
Eastman Kodak Co               COM  277461109        15006       276303 SH       D       7        243567            0        32736
EASTMAN KODAK COMPANY          COM  277461109          923        17000 SH       S       7         17000            0            0
EATON CORP COM US$0.50         COM  278058102          329         2700 SH       D       2          2700            0            0
EATON CORP COM US$0.50         COM  278058102        15858       129929 SH       D       3        118629            0        11300
EATON CORP COM US$0.50         COM  278058102         1025         8400 SH       D       4          8400            0            0
EATON CORP                     COM  278058102         1483        19015 SH       D       5         19015            0            0
EATON CORP COM                 COM  278058102       176111      2257846 SH       D       6       2088947            0       168899
Eaton Corporation              COM  278058102         5195        66605 SH       D       7         59004            0         7601
EATON CORP.                    COM  278058102          305         3922 SH       S       7          3922            0            0
EATON VANCE CORP COM           COM  278265103        34008       792046 SH       D       6        792046            0            0
Eaton Vance Corp.              COM  278265103          217         5070 SH       D       7          5070            0            0
EBAY INC USD0.001              COM  278642103          363         1100 SH       D       2          1100            0            0
EBAY INC USD0.001              COM  278642103        26617        80610 SH       D       3         80610            0            0
EBAY INC USD0.001              COM  278642103          594         1800 SH       D       4          1800            0            0
EBAY INC                       COM  278642103         5688        32319 SH       D       5         32319            0            0
EBAY INC COM                   COM  278642103        96674       549285 SH       D       6        540685            0         8600
EBAY INC                       COM  278642103         2939        16705 SH       D       7         10303            0         6402
EBENXINC COM                   COM  278668108         2445        82895 SH       D       6         82895            0            0
EBENX INC                      COM  278668108           20          710 SH       D       7           710            0            0
EBIX.COM, INC COM              COM  278715107          970        77274 SH       D       6         77274            0            0
EBIX.COM INC.                  COM  278715107            5          430 SH       D       7           430            0            0
ECHELON CORP COM               COM  27874N105        39269       599536 SH       D       6        566336            0        33200
Echelon Corp.                  COM  27874N105          254         3882 SH       D       7          3882            0            0
ECHO BAY MINES LTD             COM  278751102            1          907 SH       D       7           907            0            0
ECHOSTAR COMM CORP CL A COM    COM  278762109       145648      1843656 SH       D       6       1782546            0        61110
ECHOSTAR COMMUNICATIONS        COM  278762109         3602        45602 SH       D       7         20256            0        25346
ECHOSTAR COMMUNICATIONS CORP   CVP  278762307        76160        68000 SH       D       1         68000            0            0
ECHOSTAR COMMUNICATIONS CORP   CVB  278762AB5       117379     70885000 SH       D       1      70885000            0            0
ECLIPSE SURGICAL INN COM       COM  278849104         1495       201035 SH       D       6        201035            0            0
Eclipse Surgical Technologies  COM  278849104           32         4361 SH       D       7          4361            0            0
ECLIPSYS CORP COM              COM  278856109        12653       653098 SH       D       6        653098            0            0
Eclipsys Corp.                 COM  278856109          124         6413 SH       D       7          6413            0            0
ECO SOIL SYS INC COM           COM  278858105          563       170152 SH       D       6        170152            0            0
ECO SOIL SYSTEMS INC           COM  278858105            2          815 SH       D       7           815            0            0
ECOGEN INC COM                 COM  278864202           13         4220 SH       D       6          4220            0            0
ECOLAB INC COM STOCK US$1      COM  278865100          104         1800 SH       D       2          1800            0            0
ECOLAB INC COM STOCK US$1      COM  278865100        10640       182866 SH       D       3        182866            0            0
ECOLAB INC COM                 COM  278865100       110807      3020314 SH       D       6       2766670            0       253644
Ecolab, Inc.                   COM  278865100         4003       109134 SH       D       7         82991            0        26143
ECOLAB INC                     COM  278865100          257         7010 SH       S       7          7010            0            0
ECOLLEGE.COM INC COM           COM  27887E100          441        63040 SH       D       6         63040            0            0
ECOLLEGE.COM INC               COM  27887E100            4          582 SH       D       7           582            0            0
EDAC TECHNOLOGY CORP COM       COM  279285100            4         2515 SH       D       6          2515            0            0
EDAC TECHNOLOGIES CORP         COM  279285100            0          300 SH       D       7           300            0            0
EDELBROCK CORP COM             COM  279434104          373        34710 SH       D       6         34710            0            0
EDELBROCK CORP                 COM  279434104            2          234 SH       D       7           234            0            0
EDGAR ONLINE INC COM           COM  279765101          916        94000 SH       D       6         94000            0            0
EDGE PETROLEUM COM             COM  279862106           12         5025 SH       D       6          5025            0            0
EDGE PETROLEUM CORP            COM  279862106            4         1800 SH       D       7          1800            0            0
EDISON BROTHERS STORES-WTS     COM  280875113            0           16 SH       D       7            16            0            0
EDISON CTL CORP COM            COM  280883109           49         4930 SH       D       6          4930            0            0
EDISON CONTROL CORP            COM  280883109            1          100 SH       D       7           100            0            0
EDPERBRASCAN CORP COM          COM  280905803            0       648170 SH       D       6        648170            0            0
EDISON INTERNATIONAL COM NPV U COM  281020107          155         5880 SH       D       2          5880            0            0
EDISON INTERNATIONAL COM NPV U COM  281020107        14792       558122 SH       D       3        539122            0        19000
EDISON INTERNATIONAL           COM  281020107         1503        90812 SH       D       5         90812            0            0
EDISON INTERNATIONAL COM       COM  281020107       207108     12504678 SH       D       6      11318261            0      1186417
EDISON INTL                    COM  281020107         7720       466169 SH       D       7        430171            0        35998
EDISON INTERNATIONAL           COM  281020107          309        18713 SH       S       7         18713            0            0
EDISON SCHOOLS INC COM         COM  281033100         3029       154392 SH       D       6        154392            0            0
EDISON SCHOOLS INC             COM  281033100           37         1900 SH       D       7          1900            0            0
EDO CORP COM                   COM  281347104            3          497 SH       D       6           497            0            0
EDO CORP                       COM  281347104            2          296 SH       D       7           296            0            0
EDUCATION MNGT CORP COM        COM  28139T101        10722       742658 SH       D       6        742658            0            0
Education Management Corp.     COM  28139T101           52         3638 SH       D       7          3638            0            0
EDUCATIONAL INSIGHTS INC COM   COM  28148T100            5         3500 SH       D       6          3500            0            0
EDUCATIONAL VIDEO CONFERENCE C COM  281505107          518        14500 SH       D       6         14500            0            0
EDUTREK INTL INC COM           COM  28164K108            3         2275 SH       D       6          2275            0            0
JD EDWARDS & CO COM            COM  281667105        16534       507762 SH       D       6        506405            0         1357
J.D. EDWARDS                   COM  281667105          565        17377 SH       D       7          9669            0         7708
EDWARDS (A G) INC COM STOCK US COM  281760108         5891        95826 SH       D       3         95826            0            0
EDWARDS A G INC COM            COM  281760108        63983      1599599 SH       D       6       1566219            0        33380
A.G. EDWARDS, INC              COM  281760108         1594        39867 SH       D       7         31627            0         8240
EFAX.COM COM                   COM  282012103         1395       256647 SH       D       6        256647            0            0
EFax.com Inc                   COM  282012103           19         3629 SH       D       7          3629            0            0
EFFICIENT NETWORKS COM         COM  282056100        14196        91150 SH       D       6         84250            0         6900
EFFICIENT NETWORKS INC         COM  282056100          436         2800 SH       D       7          2800            0            0
EFFICIENT NETWORKS INC         COM  282056100           16          100 SH       D       9           100            0            0
EFFICIENT NETWORK 144A 200     CVB  282056AA8          521       500000 SH       D       9        500000            0            0
EGAIN COMMUNICATIONS COM       COM  28225C103         7188       184311 SH       D       6        173653            0        10658
EGAIN COMMUNICATIONS CORP      COM  28225C103           62         1600 SH       D       7          1600            0            0
EGGHEAD.COM COM                COM  282329101         2013       286365 SH       D       6        286365            0            0
Egghead.com Inc.               COM  282329101           27         3866 SH       D       7          3866            0            0
E GLOBE INC COM                COM  282339100          425        44810 SH       D       6         44810            0            0
EGLOBE INC.                    COM  282339100           15         1600 SH       D       7          1600            0            0
EGREETINGS NETWORK COM         COM  282343102          932       164011 SH       D       6        164011            0            0
EGREETINGS NETWORK             COM  282343102           11         1950 SH       D       7          1950            0            0
EIDOS PLC ADR                  ADR  282485101            5          800 SH       D       9           800            0            0
800-JR CIGAR I COM             COM  282491109          304        31275 SH       D       6         31275            0            0
800-JR CIGAR INC               COM  282491109            5          567 SH       D       7           567            0            0
800 TRAVEL SYSTEMS INC         COM  282506104           30        11200 SH       D       6         11200            0            0
800 TRAVEL SYSTEMS INC         COM  282506104            1          500 SH       D       7           500            0            0
EINSTEIN COM                   COM  282577105            4        17993 SH       D       6         17993            0            0
EINSTEIN/NOAH BAGEL CORP       COM  282577105            0         1000 SH       D       7          1000            0            0
EKCO GROUP INC COM             COM  282636109           43         6200 SH       D       6          6200            0            0
8X8 INC COM                    COM  282912104         8902       300522 SH       D       6        281782            0        18740
8 X 8 INC                      COM  282912104           58         1983 SH       D       7          1983            0            0
EL PASO ELEC CO COM            COM  283677854        11984      1155137 SH       D       6       1155137            0            0
El Paso Electric Co.           COM  283677854           95         9217 SH       D       7          9217            0            0
EL PASO ENERGY CORP COM STOCK  COM  283905107          206         3100 SH       D       2          3100            0            0
EL PASO ENERGY CORP COM STOCK  COM  283905107        23076       347237 SH       D       3        335937            0        11300
EL PASO ENERGY CORPORATION     COM  283905107         2422        59987 SH       D       5         59987            0            0
EL PASO ENERGY CORP. COM       COM  283905107       236385      5854754 SH       D       6       5387551            0       467203
El Paso Energy Corp            COM  283905107         7181       177877 SH       D       7        156935            0        20942
EL PASO ENERGY                 COM  283905107         7878       191000 SH       D       9        191000            0            0
EL PASO ENERGY CORP            COM  283905107          497        12317 SH       S       7         12317            0            0
ELAN CORP -ADR- REP 1 ELAN SH  ADR  284131208        62183       835470 SH       D       3        817986            0        17484
ELAN CORP -ADR- REP 1 ELAN SH  ADR  284131208          818        11000 SH       D       4         11000            0            0
ELANTIC SEMICONDUCTO COM       COM  284155108         6902        93831 SH       D       6         93831            0            0
ELANTEC SEMICONDUCTOR INC      COM  284155108          110         1500 SH       D       7          1500            0            0
ELCOM INTL INC COM             COM  284434107         4142       282074 SH       D       6        282074            0            0
ELCOM INTERNATIONAL INC        COM  284434107           23         1621 SH       D       7          1621            0            0
ELCOR CORP COM                 COM  284443108        12419       359994 SH       D       6        359994            0            0
Elcor Corp.                    COM  284443108          126         3681 SH       D       7          3681            0            0
ELCOTEL INC COM                COM  284447109           22         7064 SH       D       6          7064            0            0
ELCOTEL INC                    COM  284447109            1          602 SH       D       7           602            0            0
ELDER BEERMAN STORES, CORP COM COM  284470101         1078       187548 SH       D       6        187548            0            0
ELDER-BEERMAN STORES CORP      COM  284470101            4          779 SH       D       7           779            0            0
ELDERTRUST- COM COM            COM  284560109           13         4500 SH       D       6          4500            0            0
ELDERTRUST                     COM  284560109            1          527 SH       D       7           527            0            0
ELDORADO BANCSHARES INC COM    COM  28467W106          791        98900 SH       D       6         98900            0            0
ELEC COMMUNICATIONS            COM  284739109            4          900 SH       D       7           900            0            0
ELECTRIC CITY CORP COM         COM  284868106          408        62200 SH       D       6         62200            0            0
ELECTRIC FUEL COM              COM  284871100          159        13464 SH       D       6         13464            0            0
ELECTRIC FUEL CORP             COM  284871100            7          639 SH       D       7           639            0            0
ELECTRIC LIGHTWAVE COM         COM  284895109         4099       171727 SH       D       6        171727            0            0
Electric Lightwave Inc.        COM  284895109           42         1785 SH       D       7          1785            0            0
ELECTRO RENT CORP COM          COM  285218103         5309       456732 SH       D       6        456732            0            0
Electro Rent Corp.             COM  285218103           34         2987 SH       D       7          2987            0            0
ELECTRO SCIENTIFIC INDUSTRIES  COM  285229100        30436       524762 SH       D       6        524762            0            0
Electro Scientific Inds Inc.   COM  285229100          247         4266 SH       D       7          4266            0            0
ELECTROGLAS COM                COM  285324109        21683       633083 SH       D       6        627583            0         5500
Electroglas Inc.               COM  285324109          107         3140 SH       D       7          3140            0            0
ELECTRONIC ARTS                COM  285512109          568         5070 SH       D       3          5070            0            0
ELECTRONIC ARTS INC            COM  285512109         1151        16178 SH       D       5         16178            0            0
ELECTRONIC ARTS COM            COM  285512109        63090       886260 SH       D       6        886260            0            0
ELECTRONIC ARTS                COM  285512109         1702        23910 SH       D       7         10289            0        13621
ELECTRONIC CLEARING HOUSE IN   COM  285562203           33        10600 SH       D       6         10600            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104         2409        22500 SH       D       1         22500            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104         1548        14460 SH       D       2         14460            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104        83211       776875 SH       D       3        734375            0        42500
ELECTRONIC DATA SYSTEMS CORP C COM  285661104         2131        19900 SH       D       4         19900            0            0
ELECTRONIC DATA SYSTEMS CORP   COM  285661104         7930       123551 SH       D       5        123551            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104       782297     12187687 SH       D       6      11199306            0       988381
ELECTRONIC DATA SYS CORP NEW   COM  285661104        24768       385875 SH       D       7        335181            0        50694
ELECTRONIC DATA SYSTEMS CORP   COM  285661104         1627        25351 SH       S       7         25351            0            0
ELECTRONIC PROCESSING INC      COM  285798104            2          207 SH       D       7           207            0            0
ELECTRONIC RETAILING COM       COM  285825105           10        11500 SH       D       6         11500            0            0
ELECTRONIC RETAILING SYS       COM  285825105            0          900 SH       D       7           900            0            0
ELECTRONICS BOUTIUE COM        COM  286045109         1617        84561 SH       D       6         84561            0            0
Electronics Boutique Hldg Corp COM  286045109           39         2058 SH       D       7          2058            0            0
ELECTRONICS FOR IMAGING INC CO COM  286082102        48715       811917 SH       D       6        798117            0        13800
ELECTRONICS FOR IMAGING        COM  286082102         1060        17680 SH       D       7          7154            0        10526
ELECTROSOURCE INC COM          COM  286150206          422        29520 SH       D       6         29520            0            0
ELEK-TEK INC COM               COM  286172101            0         5100 SH       D       6          5100            0            0
ELF AQUITAINE - ADR            COM  286269105         1294        14900 SH       D       7         14900            0            0
ELITE INFORMATION GROUP INC CO COM  28659M106           51         5493 SH       D       6          5493            0            0
ELITE INFORMATION GROUP        COM  28659M106           26         2800 SH       D       7          2800            0            0
ELLETT BROS INC COM            COM  288398100           32         5664 SH       D       6          5664            0            0
ELLETT BROTHERS INC.           COM  288398100            1          200 SH       D       7           200            0            0
ELLIS PERRY INTERNATIONAL CORP COM  288853104          643        65194 SH       D       6         65194            0            0
PERRY ELLIS INTERNATIONAL INC  COM  288853104            9         1000 SH       D       7          1000            0            0
ELMERS RESTAURANTS INC COM     COM  289393100            8         1545 SH       D       6          1545            0            0
ELMIRA SVGS BK FSB ELMIRA N Y  COM  289660102           17          856 SH       D       6           856            0            0
ELMIRA SAVINGS BANK FSB        COM  289660102            6          342 SH       D       7           342            0            0
ELOQUENT INC COM               COM  290140102          729        35824 SH       D       6         35824            0            0
ELOT, INC. COM                 COM  290143106         5830       992428 SH       D       6        992428            0            0
Elot Inc.                      COM  290143106           57         9751 SH       D       7          9751            0            0
ELOYALTY CORP COM              COM  290151109        18589       778618 SH       D       6        778618            0            0
Eloyalty Corporation           COM  290151109          168         7061 SH       D       7          7061            0            0
ELRON ELECTR INDS LTD          COM  290160100         1227        32500 SH       D       6         32500            0            0
ELSEVIER, NV                   COM  290259100         2173       104421 SH       D       7        104421            0            0
ELTRAX SYS INC COM             COM  290375104         4867       365643 SH       D       6        347987            0        17656
ELTRAX SYSTEMS INC             COM  290375104           18         1383 SH       D       7          1383            0            0
EMBRACE SYSTEMS COM            COM  290816107            0        68500 SH       D       6         68500            0            0
EMBREX INC. COM                COM  290817105         3040       193050 SH       D       6        193050            0            0
EMBREX INC                     COM  290817105            7          500 SH       D       7           500            0            0
EMBRATEL PARTICIPACOES - ADR   ADR  29081N100            1        41903 SH       D       3         41903            0            0
EMBRATEL PARTICIPACOES ADR     COM  29081N100          307        12000 SH       D       6         12000            0            0
EMBOTELLADORA ANDINA SA SPN AD ADR  29081P204        10607       521870 SH       D       3        521870            0            0
EMBOTTELLADORA ANDINA SA ADR A COM  29081P204         3897       307166 SH       D       6        307166            0            0
EMBOTELLADORA ANDINA SA SPN AD ADR  29081P303         2053       109645 SH       D       3        109645            0            0
EMBOTTELLADORA ANDINA SA ADR B COM  29081P303         2004       169666 SH       D       6        169666            0            0
EMCORE CORP COM                COM  290846104        14903       129527 SH       D       6        119532            0         9995
Emcore Corp.                   COM  290846104          219         1906 SH       D       7          1906            0            0
EMCOR GROUP COM                COM  29084Q100         3556       169378 SH       D       6        169378            0            0
Emcor Group Inc.               COM  29084Q100           25         1228 SH       D       7          1228            0            0
EMERGE INTERACTIVE COM         COM  29088W103         2800        92961 SH       D       6         92961            0            0
EMERGE INTERACTIVE INC -CL A   COM  29088W103           44         1462 SH       D       7          1462            0            0
EMERITUS CORP. COM             COM  291005106          856       195675 SH       D       6        195675            0            0
EMERITUS CORP                  COM  291005106            5         1243 SH       D       7          1243            0            0
EMERSON ELECTRIC CO            COM  291011104         1043        19600 SH       D       1         19600            0            0
EMERSON ELECTRIC CO COM STOCK  COM  291011104          550         6480 SH       D       2          6480            0            0
EMERSON ELECTRIC CO COM STOCK  COM  291011104        59190       697247 SH       D       3        656847            0        40400
EMERSON ELECTRIC CO COM STOCK  COM  291011104         2139        25200 SH       D       4         25200            0            0
EMERSON ELECTRIC CO            COM  291011104         5985       113191 SH       D       5        113191            0            0
EMERSON ELEC CO COM            COM  291011104       595088     11254621 SH       D       6      10353608            0       901013
Emerson Electric Co            COM  291011104        19604       370776 SH       D       7        325816            0        44960
EMERSON ELECTRIC               COM  291011104         1227        23208 SH       S       7         23208            0            0
EMISPHERE TECHNOLOGIES COM     COM  291345106         7039       135694 SH       D       6        135694            0            0
EMISPHERE TECHNOLOGIES INC     COM  291345106           36          705 SH       D       7           705            0            0
EMMIS COMMUNICATIONS CORP      COM  291525103        28417       611120 SH       D       6        611120            0            0
Emmis Communications Corp.     COM  291525103          349         7524 SH       D       7          7524            0            0
EMONS TRANSN GRP INC COM       COM  291575108            0        15100 SH       D       6         15100            0            0
EMPIRE DISTRICT ELECTRIC CO CO COM  291641108         7402       377214 SH       D       6        377214            0            0
Empire District Electric Co.   COM  291641108           54         2759 SH       D       7          2759            0            0
EMPIRE FEDERAL BANCORP INC     COM  291657104           13         1200 SH       D       6          1200            0            0
EMPLOYEE SOLUTIONS COM         COM  292166105           10        16670 SH       D       6         16670            0            0
EMPLOYEE SOLUTIONS INC         COM  292166105            0          800 SH       D       7           800            0            0
EMPRESAS ICA SOCIE 1 ADR REP 6 ADR  292448107          225        56625 SH       D       3          3825            0        52800
EMPRESAS ICA CONTROL COM       COM  292448107           18         7500 SH       D       6          7500            0            0
ENDESA ADR (EMSA.NAC.DE ELECTR ADR  29244T101        19095      1088930 SH       D       3       1088930            0            0
ENDESA-CHILE COM               COM  29244T101         7153       657837 SH       D       6        657837            0            0
EMELUX CORP                    COM  292475209        33699       380800 SH       D       1        380800            0            0
EMULEX CORP COM                COM  292475209        80529       737956 SH       D       6        728656            0         9300
Emulex Corp.                   COM  292475209          625         5732 SH       D       7          5732            0            0
EMUSIC COM INC COM             COM  292476108          679       107700 SH       D       6        107700            0            0
EMUSIC.COM INC                 COM  292476108           10         1600 SH       D       7          1600            0            0
EN POINTE TECHNOLOGIES COM     COM  29247F108         1929        48245 SH       D       6         48245            0            0
EN POINTE TECHNOLOGIES INC     COM  29247F108           16          400 SH       D       7           400            0            0
ENAMELON INC COM               COM  292499100            3         4600 SH       D       6          4600            0            0
ENAMELON INC                   COM  292499100            0          458 SH       D       7           458            0            0
ENCAD INC COM                  COM  292503109          687       125028 SH       D       6        125028            0            0
ENCAD INC                      COM  292503109            5         1019 SH       D       7          1019            0            0
ENBRIDGE INC ORD COM           COM  29250N105            0       626200 SH       D       6        626200            0            0
ENCOMPASS SERVICES CORP COM    COM  29255U104         6517      1133406 SH       D       6       1131406            0         2000
Encompass Services             COM  29255U104           62        10864 SH       D       7         10864            0            0
ENCORE WIRE COM                COM  292562105         1184       164737 SH       D       6        164737            0            0
ENCORE WIRE CORP               COM  292562105            4          601 SH       D       7           601            0            0
ENCORE MEDICAL CORP            COM  29256E109           12         4300 SH       D       6          4300            0            0
ENDOSONICS COM                 COM  29264K105         1257       199255 SH       D       6        199255            0            0
ENDOSONICS CORP                COM  29264K105            4          643 SH       D       7           643            0            0
ENDOCARE INC COM               COM  29264P104         2138       111800 SH       D       6        111800            0            0
ENDOCARE INC                   COM  29264P104           11          600 SH       D       7           600            0            0
ENERGY CONVERSION DEVICES INC  COM  292659109         4063       198847 SH       D       6        198847            0            0
ENERGY CONVERSION DEVICES      COM  292659109           11          563 SH       D       7           563            0            0
ENERGY BIOSYSTEMS CO COM       COM  29265L706           11         1142 SH       D       6          1142            0            0
ENERGY BIOSYSTEMS CORP         COM  29265L706           10          981 SH       D       7           981            0            0
ENERGEN CORP                   COM  29265N108        14561       913691 SH       D       6        888191            0        25500
Energen Corp.                  COM  29265N108           74         4657 SH       D       7          4657            0            0
ENERGY EAST CORP COM           COM  29266M109        62578      3158567 SH       D       6       2937358            0       221209
ENERGY EAST CORP               COM  29266M109         1157        58409 SH       D       7         46643            0        11766
ENERSIS SA -SPONS ADR REPR 50  ADR  29274F104        21451       670699 SH       D       3        670699            0            0
ENERSIS S.A. COM               COM  29274F104         9875       486194 SH       D       6        486194            0            0
ENGAGE TECH COM                COM  292827102        11721       153604 SH       D       6        143304            0        10300
ENGAGE TECHNOLOGIES            COM  292827102          213         2800 SH       D       7          2800            0            0
ENGELHARD CORP COM STOCK US$1  COM  292845104         4804       198432 SH       D       3        180532            0        17900
ENGELHARD CORP COM             COM  292845104        46999      3107404 SH       D       6       2851316            0       256088
Engelhard Corporation          COM  292845104         1396        92357 SH       D       7         82923            0         9434
ENGELHARD CORP.                COM  292845104          102         6779 SH       S       7          6779            0            0
ENGINEERED SUPPORT SYS INC COM COM  292866100          707        51943 SH       D       6         51943            0            0
ENGINEERED SUPPORT SYSTEMS     COM  292866100            4          317 SH       D       7           317            0            0
ENGINEERING ANIMATION COM      COM  292872108         2775       210479 SH       D       6        210479            0            0
Engineering Animation Inc.     COM  292872108           23         1784 SH       D       7          1784            0            0
ENGINEERING MEASUREMENTS CO CO COM  292880101            6          886 SH       D       6           886            0            0
ENGINEERING MEASUREMENT CO     COM  292880101            1          200 SH       D       7           200            0            0
ENGLE HOMES COM                COM  292896107         1440       147699 SH       D       6        147699            0            0
ENGLE HOMES INC                COM  292896107            4          411 SH       D       7           411            0            0
ENERCORP INC COM               COM  292906203            2         1099 SH       D       6          1099            0            0
ENERCORP INC                   COM  292906203            1          700 SH       D       7           700            0            0
ENERGYNORTH INC                COM  292925104         2101        36005 SH       D       6         36005            0            0
ENERGYNORTH INC                COM  292925104            7          122 SH       D       7           122            0            0
ENDOCARDIAL SOLUTION COM       COM  292962107          721        78022 SH       D       6         78022            0            0
ENDOCARDIAL SOLUTIONS INC      COM  292962107            3          402 SH       D       7           402            0            0
ENERGYSOUTH, INC COM           COM  292970100          981        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         4740       671182 SH       D       6        647962            0        23220
ENESCO GROUP INC               COM  292973104          124        17616 SH       D       7         17616            0            0
ENHANCE FINL SVCS COM          COM  293310108         8896       629815 SH       D       6        629815            0            0
Enhance Finl. Svcs. Group Inc. COM  293310108           67         4791 SH       D       7          4791            0            0
ENLIGHTEN SOFTWARE SOLUTIONS   COM  29336A101            9         1400 SH       D       6          1400            0            0
ENNIS BUSINESS FORMS INC COM   COM  293389102         1945       268368 SH       D       6        268368            0            0
ENNIS BUSINESS FORMS           COM  293389102            5          815 SH       D       7           815            0            0
ENRON CORP COM STOCK US$0.10   COM  293561106         1380        12020 SH       D       2         12020            0            0
ENRON CORP COM STOCK US$0.10   COM  293561106       130890      1139348 SH       D       3       1094748            0        44600
ENRON CORP COM STOCK US$0.10   COM  293561106         3354        29200 SH       D       4         29200            0            0
ENRON CORP                     COM  293561106        13905       185708 SH       D       5        185708            0            0
ENRON CORP COM                 COM  293561106      1386834     18521990 SH       D       6      17040226            0      1481764
Enron Corp                     COM  293561106        45396       606300 SH       D       7        525812            0        80488
ENRON CORPORATION              COM  293561106         2883        38510 SH       S       7         38510            0            0
ENSTAR GROUP INC               COM  29358M108            0           65 SH       D       1             0           65            0
ENTERCOM COMMUNICATIONS CORP C COM  293639100        19329       379016 SH       D       6        379016            0            0
Entercom Communications Corp.  COM  293639100          223         4379 SH       D       7          4379            0            0
ENTERCOM COMMUNICATIONS        CVP  29363P104         9690       166000 SH       D       1        166000            0            0
ENTERGY CORP COM STOCK US$5    COM  29364G103          148         4730 SH       D       2          4730            0            0
ENTERGY CORP COM STOCK US$5    COM  29364G103        12134       386639 SH       D       3        367639            0        19000
ENTERGY CORP COM STOCK US$5    COM  29364G103          451        14400 SH       D       4         14400            0            0
ENTERGY CORP                   COM  29364G103         1293        64071 SH       D       5         64071            0            0
ENTERGY COM                    COM  29364G103       128292      6355064 SH       D       6       5845998            0       509066
Entergy Corp.                  COM  29364G103         4765       236047 SH       D       7        210970            0        25077
ENTERGY CORPORATION            COM  29364G103          267        13267 SH       S       7         13267            0            0
ENTERTAINMENT PPTYS COM        COM  29380T105         5010       379941 SH       D       6        377941            0         2000
Entertainment Properties Trust COM  29380T105           32         2436 SH       D       7          2436            0            0
ENTROMED INC COM               COM  29382F103        12392       209149 SH       D       6        209149            0            0
EntreMed Inc.                  COM  29382F103          135         2291 SH       D       7          2291            0            0
ENTRADE INC COM                COM  29382L100         2408        78021 SH       D       6         78021            0            0
ENTRADE INC                    COM  29382L100           18          600 SH       D       7           600            0            0
ENTRUST TECHNOLOGIES INC COM   COM  293848107        36721       431622 SH       D       6        421022            0        10600
Entrust Technologies Inc.      COM  293848107          371         4364 SH       D       7          4364            0            0
ENZON INC COM                  COM  293904108        27548       730983 SH       D       6        720783            0        10200
Enzon Inc                      COM  293904108          233         6195 SH       D       7          6195            0            0
ENVIRONMENTAL ELEMENTS CORP    COM  293940102            0          300 SH       D       7           300            0            0
ENVIRONMENTAL TECH COM         COM  293961108          200        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          414        39515 SH       D       6         39515            0            0
ENVIRONMENTAL TECTONICS CORP   COM  294092101            3          374 SH       D       7           374            0            0
ENVIROSOURCE INC NEW COM       COM  29409K606            2         3142 SH       D       6          3142            0            0
ENZO BIOCHEM INC COM           COM  294100102        30499       432619 SH       D       6        432619            0            0
Enzo Biochem Inc.              COM  294100102          277         3941 SH       D       7          3941            0            0
ENVISION DEVELOPMENT CORP COM  COM  29410N102           17          300 SH       D       6           300            0            0
ENVISION DEVELPMENT CORP       COM  29410N102           17          300 SH       D       7           300            0            0
EPIMMUNE INC                   COM  29425Y101           18         2455 SH       D       6          2455            0            0
EPIMMUNE INV                   COM  29425Y101           14         2000 SH       D       7          2000            0            0
EPITOPE INC                    COM  294261102         1410       150474 SH       D       6        150474            0            0
EPITOPE INC                    COM  294261102           15         1601 SH       D       7          1601            0            0
EPLUS INC COM                  COM  294268107          573        17300 SH       D       6         17300            0            0
EPLUS INC                      COM  294268107           11          334 SH       D       7           334            0            0
EPICOR SOFTWARE CORP COM       COM  29426L108         5949       699919 SH       D       6        699919            0            0
Epicor Software Corp.          COM  29426L108           59         7007 SH       D       7          7007            0            0
EPRISE CORP COM                COM  294352109          347        22047 SH       D       6         22047            0            0
EPRISE CORP                    COM  294352109            2          153 SH       D       7           153            0            0
EQNU INVENTORY MORGAN STANLEY  COM  294407ZZ7            0    437353966 SH       D       6     437353966            0            0
EQUIFAX INC COM STOCK US$2.50  COM  294429105          100         2560 SH       D       2          2560            0            0
EQUIFAX INC COM STOCK US$2.50  COM  294429105         8626       219199 SH       D       3        202399            0        16800
EQUIFAX INC                    COM  294429105          955        37840 SH       D       5         37840            0            0
EQUIFAX INC COM                COM  294429105        90764      3594628 SH       D       6       3299078            0       295550
Equifax Inc                    COM  294429105         3094       122573 SH       D       7         90165            0        32408
EQUIFAX INC                    COM  294429105          193         7675 SH       S       7          7675            0            0
EQUINOX SYS INC COM            COM  294436100          456        60428 SH       D       6         60428            0            0
EQUINOX SYSTEMS INC            COM  294436100            1          237 SH       D       7           237            0            0
EQUITABLE FED SVGS BKMD COM    COM  294487103            4          317 SH       D       6           317            0            0
EQUITABLE FEDERAL SVGS BANK    COM  294487103            5          420 SH       D       7           420            0            0
EQUITABLE RESOURCES INC COM    COM  294549100        47196      1053205 SH       D       6       1027205            0        26000
Equitable Resources Inc.       COM  294549100          273         6098 SH       D       7          6098            0            0
EQUITEX INC COM                COM  294592308          679        78798 SH       D       6         78798            0            0
EQUITEX INC                    COM  294592308            3          439 SH       D       7           439            0            0
EQUITY INCOME FUND (AT&T)      COM  294700703         5069        16214 SH       D       3         16214            0            0
EQUITY INNS COM                COM  294703103         6437       944951 SH       D       6        938551            0         6400
Equity Inns Inc.               COM  294703103           40         5973 SH       D       7          5973            0            0
EQUITY MARKETING COM           COM  294724109          899        84119 SH       D       6         84119            0            0
EQUITY OFFICE PROPERTIES       COM  294741103          195         4900 SH       D       2          4900            0            0
EQUITY OFFICE PROPERTIES       COM  294741103        11330       283595 SH       D       3        283595            0            0
EQUITY OFFICE PROPERTIES TR    COM  294741103         1686        67120 SH       D       5         67120            0            0
EQUITY OFFICE COM              COM  294741103        95829      3814099 SH       D       6       3787220            0        26879
EQUITY OFFICE PROPERTIES       COM  294741103         2694       107251 SH       D       7         84605            0        22646
EQUITY OIL CO COM              COM  294749106           31        20700 SH       D       6         20700            0            0
EQUITY ONE COM                 COM  294752100          199        21267 SH       D       6         21267            0            0
EQUITY ONE INC                 COM  294752100            6          677 SH       D       7           677            0            0
EQUITY RESIDENTIAL PROPERTIES  COM  29476L107          302         4700 SH       D       3          4700            0            0
EQUITY RESIDENTIAL PROPS TR    COM  29476L107         1282        31902 SH       D       5         31902            0            0
EQUITY RESIDENTIAL COM         COM  29476L107        74041      1842393 SH       D       6       1828918            0        13475
EQUITY RESIDENTIAL PROPERTIES  COM  29476L107         1967        48965 SH       D       7         37668            0        11297
ERGO SCIENCE CORP COM          COM  29481E106           13         7928 SH       D       6          7928            0            0
ERGOBILT INC                   COM  29481R107            0         2900 SH       D       6          2900            0            0
ERICSSON L M TELEPHONE         COM  294821400         6833        72841 SH       D       7         72841            0            0
ERIE INDTY CO CL A COM         COM  29530P102        17115       527638 SH       D       6        520576            0         7062
ERIE INDEMNITY COMPANY         COM  29530P102          430        13271 SH       D       7          7399            0         5872
ESCALADE INC COM               COM  296056104            4          282 SH       D       6           282            0            0
ESCALADE INC                   COM  296056104            2          139 SH       D       7           139            0            0
ESCALON MEDICAL CORP COM       COM  296074305           79        19000 SH       D       6         19000            0            0
ESHARE TECHNOLOGIES INC COM    COM  296428105         1005        81274 SH       D       6         81274            0            0
EShare Technologies            COM  296428105           21         1754 SH       D       7          1754            0            0
ESKIMO PIE CORP COM            COM  296443104           18         2300 SH       D       6          2300            0            0
ESPEED INC-CIA COM             COM  296643109         4006        76502 SH       D       6         76502            0            0
ESPEED INC-CL A                COM  296643109           31          600 SH       D       7           600            0            0
ESPEY MFG & ELECTRONICS CORP C COM  296650104            4          313 SH       D       6           313            0            0
ESQUIRE COMMUNICATIONS LTD COM COM  296658305            2         6675 SH       D       6          6675            0            0
ESSEX BANCORP INC              COM  296687106            0          500 SH       D       6           500            0            0
ESOFT.INC COM                  COM  296904105          111         6100 SH       D       6          6100            0            0
ESOFT INC                      COM  296904105            7          400 SH       D       7           400            0            0
ESSEX PPTY TR INC COM          COM  297178105        14551       404195 SH       D       6        401595            0         2600
Essex Property Trust Inc.      COM  297178105          107         2989 SH       D       7          2989            0            0
ESTERLINE CORP COM             COM  297425100         6882       529409 SH       D       6        529409            0            0
Esterline Technologies Corp.   COM  297425100           37         2874 SH       D       7          2874            0            0
ETHAN ALLEN COM                COM  297602104        19678       787143 SH       D       6        787143            0            0
ETHAN ALLEN INTERIORS INC      COM  297602104          255        10223 SH       D       7         10223            0            0
ETHYL CORP COM                 COM  297659104         4777      1559877 SH       D       6       1553907            0         5970
ETHYL CORP                     COM  297659104           53        17519 SH       D       7         17519            0            0
ETOYS COM                      COM  297862104         2892       327108 SH       D       6        315884            0        11224
ETOYS                          COM  297862104           72         8248 SH       D       7          6500            0         1748
EUFAULA BANCCORP INC COM       COM  29816N102            3          456 SH       D       6           456            0            0
EURONET SERVICES INC COM       COM  298736109          351        33100 SH       D       6         33100            0            0
EUROPEAN MICRO HOLDINGS INC    COM  298786104            2          200 SH       D       7           200            0            0
EUROWEB INTERNATIONAL CORP     COM  298801101           76        11100 SH       D       6         11100            0            0
EUROWEB INTERNATIONAL CORP     COM  298801101            8         1300 SH       D       7          1300            0            0
EVANS & SUTHERLAND COMPUTER CO COM  299096107         1408       125233 SH       D       6        125233            0            0
EVANS & SUTHERLAND COMPUTER CO COM  299096107            4          365 SH       D       7           365            0            0
EVANS SYS INC COM              COM  299211102            0          216 SH       D       6           216            0            0
EVANS SYSTEMS INC              COM  299211102            1          458 SH       D       7           458            0            0
EVERCEL INC COM                COM  299759100          110         5374 SH       D       6          5374            0            0
EVERCEL INC                    COM  299759100            8          400 SH       D       7           400            0            0
EVERGREEN RES INC COM NO PAR   COM  299900308         4630       191422 SH       D       6        191422            0            0
Evergreen Resources Inc.       COM  299900308           51         2115 SH       D       7          2115            0            0
EVOLVING SYS INC COM           COM  30049R100         1276       134400 SH       D       6        134400            0            0
EVOLVING SYSTEMS INC           COM  30049R100            7          819 SH       D       7           819            0            0
EXABYTE CORP COM               COM  300615101         2293       308410 SH       D       6        308410            0            0
EXABYTE CORP                   COM  300615101            9         1229 SH       D       7          1229            0            0
EXAR CORP COM                  COM  300645108        20695       289196 SH       D       6        281396            0         7800
Exar Corp.                     COM  300645108          198         2774 SH       D       7          2774            0            0
EXACTECH INC COM               COM  30064E109          378        22327 SH       D       6         22327            0            0
EXACTECH INC                   COM  30064E109            5          319 SH       D       7           319            0            0
UNKNOWN COM                    COM  30064G104          968        44000 SH       D       6         44000            0            0
EXACTIS.COM INC                COM  30064G104           13          600 SH       D       7           600            0            0
EXCALIBUR TECHNOLOGIES CORP CO COM  300651205         8045       203045 SH       D       6        203045            0            0
Excalibur Technologies Corp.   COM  300651205           79         1995 SH       D       7          1995            0            0
EXCEL LEGACY CORP COM          COM  300665106         1061       314478 SH       D       6        314278            0          200
EXCEL LEGACY CORP              COM  300665106            8         2500 SH       D       7          2500            0            0
EXCEL TECH COM                 COM  30067T103         5112       144520 SH       D       6        144520            0            0
EXCEL TECHNOLOGY INC           COM  30067T103           21          606 SH       D       7           606            0            0
EXCELON CORP COM               COM  300691102         2245       199635 SH       D       6        199635            0            0
EXCELON CORPORATION            COM  300691102           14         1332 SH       D       7          1332            0            0
EXCHANGE APPLICATIONS COM      COM  300867108        15092       285188 SH       D       6        285188            0            0
Exchange Applications Inc.     COM  300867108          213         4028 SH       D       7          4028            0            0
EXCELSIOR HENDERSON COM        COM  300906104            0          200 SH       D       6           200            0            0
EXCELSIOR-HENDERSON MTRCYCLE   COM  300906104            0          482 SH       D       7           482            0            0
EXTENDED SYSTEMS INC COM       COM  301973103          764         6952 SH       D       6           500            0         6452
EXTENDED SYSTEMS INC           COM  301973103           55          500 SH       D       7           500            0            0
EXIDE CORP COM                 COM  302051107         8884       752100 SH       D       6        739500            0        12600
Exide Corp.                    COM  302051107           35         2982 SH       D       7          2982            0            0
EXIGENT INTERNATIONAL INC COM  COM  302056106            3          700 SH       D       6           700            0            0
EXIGENT INTERNATIONAL INC      COM  302056106            3          700 SH       D       7           700            0            0
EXODUS COMMNS                  COM  302088109           13          125 SH       D       1             0          125            0
EXODUS COMMUNICATION COM       COM  302088109       283207      2015714 SH       D       6       1982514            0        33200
EXODUS COMMUNICATIONS INC      COM  302088109         9222        65644 SH       D       7         30020            0        35624
EXPEDIA COM                    COM  302125109         1248        58752 SH       D       6         58752            0            0
EXPEDIA INC.                   COM  302125109           44         2100 SH       D       7          2100            0            0
EXPEDITORS INTL WASH INC       COM  302130109        23673       595562 SH       D       6        595562            0            0
EXPEDITORS INTL WASH INC       COM  302130109          551        13884 SH       D       7          3604            0        10280
EXPLORATION CO COM             COM  302133202           20         6800 SH       D       6          6800            0            0
EXPONENT INC COM               COM  30214U102          189        17244 SH       D       6         17244            0            0
EXPONENT INC                   COM  30214U102            3          300 SH       D       7           300            0            0
EXPRESS SCRIPTS COM            COM  302182100        16364       389634 SH       D       6        389634            0            0
EXPRESS SCRIPTS INC CLASS A    COM  302182100          284         6780 SH       D       7          2204            0         4576
EXPROFUELS INC COM             COM  302205109            2        41475 SH       D       6         41475            0            0
EXTENDED STAY AMERI I COM      COM  30224P101        11186      1491543 SH       D       6       1491543            0            0
EXTENDED STAY AMERICA INC      COM  30224P101          129        17219 SH       D       7         17219            0            0
EXTENSITY INC COM              COM  302255104         4430        92300 SH       D       6         92300            0            0
EXTENSITY INC                  COM  302255104           53         1120 SH       D       7          1120            0            0
EXTREME NETWORKS INC COM       COM  30226D106        18079       228849 SH       D       6        228849            0            0
EXTREME NETWORKS INC           COM  30226D106          644         8159 SH       D       7          3200            0         4959
EZCORP INC. COM                COM  302301106          552       140308 SH       D       6        140308            0            0
EZCORP INC CLASS A             COM  302301106            1          498 SH       D       7           498            0            0
EZENIA INC COM                 COM  302311105         1788       170313 SH       D       6        170313            0            0
EZENIA INC.                    COM  302311105            7          690 SH       D       7           690            0            0
EXXON MOBIL CORPORATION COM    COM  30231G102        25495       260919 SH       D       1        116282       144637            0
EXXON MOBIL CORPORATION COM    COM  30231G102        10747        85742 SH       D       2         85742            0            0
EXXON MOBIL CORPORATION COM    COM  30231G102       730623      5828948 SH       D       3       5560043            0       268905
EXXON MOBIL CORPORATION COM    COM  30231G102        14246       113656 SH       D       4        113656            0            0
EXXON MOBIL CORPORATION        COM  30231G102        70480       905797 SH       D       5        905797            0            0
EXXON MOBILE CORPORATION COM   COM  30231G102      7417654     95327286 SH       D       6      87262871            0      8064415
EXXON MOBIL CORP               COM  30231G102       248054      3187844 SH       D       7       2829142            0       358702
XOM.N                          COM  30231G102          325         4080 SH       D       9          4080            0            0
EXXON MOBIL CORPORATION        COM  30231G102        14454       185759 SH       S       7        185759            0            0
F&M BANCORP COM                COM  302367107         2220       123375 SH       D       6        123375            0            0
F & M Bancorp MD               COM  302367107           26         1492 SH       D       7          1492            0            0
F & M NATL CORP COM            COM  302374103         9413       427881 SH       D       6        426275            0         1606
F & M National Corp.           COM  302374103           80         3648 SH       D       7          3648            0            0
FBL FINL GROUP INC COM         COM  30239F106         5652       376861 SH       D       6        374061            0         2800
FBL Financial Group Inc.       COM  30239F106           55         3719 SH       D       7          3719            0            0
FEI CO COM                     COM  30241L109         4042       135887 SH       D       6        135887            0            0
FEI COMPANY                    COM  30241L109           43         1469 SH       D       7          1469            0            0
FFW CORP COM                   COM  30242L108           18         1711 SH       D       6          1711            0            0
FFW CORPORATION                COM  30242L108            4          400 SH       D       7           400            0            0
FFY FINL COM                   COM  30242U108         1151       107114 SH       D       6        107114            0            0
FFY FINANCIAL CORP             COM  30242U108            3          288 SH       D       7           288            0            0
FFIC BANCORP COM               COM  30242W104          427        37622 SH       D       6         37622            0            0
FFLC BANCORP INC               COM  30242W104            1          164 SH       D       7           164            0            0
FED FINL CORP COM              COM  30243C107           11         1202 SH       D       6          1202            0            0
FFD FINANCIAL CORP             COM  30243C107            3          400 SH       D       7           400            0            0
FFP MARKETING CO INC           COM  30243M105            6         2600 SH       D       6          2600            0            0
FFP MARKETING COMPANY INC      COM  30243M105            1          500 SH       D       7           500            0            0
FLIR SYS INC COM               COM  302445101          849        92477 SH       D       6         92477            0            0
FLIR SYSTEMS INC               COM  302445101            4          540 SH       D       7           540            0            0
FMC CORP COM STOCK US$0.10     COM  302491303         4167        46162 SH       D       3         46162            0            0
FMC CORP COM NEW               COM  302491303        55733       986430 SH       D       6        897004            0        89426
FMC Corporation                COM  302491303         1637        28977 SH       D       7         26171            0         2806
FMC CORP                       COM  302491303           94         1672 SH       S       7          1672            0            0
FMS FINL CORP COM              COM  302509104          473        70206 SH       D       6         70206            0            0
FMS FINANCIAL CORPORATION      COM  302509104            6         1000 SH       D       7          1000            0            0
F N B CORP N C COM             COM  302519103            0        23923 SH       D       6         23923            0            0
FNB CORP/NORTH CAROLINA        COM  302519103            5          534 SH       D       7           534            0            0
F N B CORP PA                  COM  302520101         6162       335350 SH       D       6        335350            0            0
FNB Corp.                      COM  302520101           52         2883 SH       D       7          2883            0            0
FNB FINANCIAL SERVICES CORP    COM  302526108           16         1200 SH       D       6          1200            0            0
FNB FINANCIAL SERVICES CORP    COM  302526108            2          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         2328       133041 SH       D       6        133041            0            0
FPIC Insurance Group Inc.      COM  302563101           25         1455 SH       D       7          1455            0            0
FPL GROUP INC COM STOCK US$0.0 COM  302571104         3189        43500 SH       D       1         43500            0            0
FPL GROUP INC COM STOCK US$0.0 COM  302571104          841        11470 SH       D       2         11470            0            0
FPL GROUP INC COM STOCK US$0.0 COM  302571104        26377       359693 SH       D       3        342393            0        17300
FPL GROUP INC                  COM  302571104         2155        46795 SH       D       5         46795            0            0
FPL GROUP INC COM              COM  302571104       257294      5585760 SH       D       6       5171890            0       413870
FPL GROUP INC                  COM  302571104         8328       180806 SH       D       7        162224            0        18582
FPL GROUP,INC                  COM  302571104          443         9639 SH       S       7          9639            0            0
FSF FINL CORP COM              COM  30262K105           64         6118 SH       D       6          6118            0            0
FSF FINANCIAL CORP             COM  30262K105            4          400 SH       D       7           400            0            0
FSI INTL INC COM               COM  302633102         8496       414460 SH       D       6        414460            0            0
FSI International Inc.         COM  302633102           85         4161 SH       D       7          4161            0            0
FVC COM INC COM                COM  30266P100         2976       166517 SH       D       6        166517            0            0
FIRST VIRTUAL CORP             COM  30266P100           21         1201 SH       D       7          1201            0            0
FVNB CORP COM                  COM  302674106          376        10044 SH       D       6         10044            0            0
FVNB CORP                      COM  302674106           15          406 SH       D       7           406            0            0
FX ENERGY COM                  COM  302695101         1029       171547 SH       D       6        171547            0            0
FX ENERGY INC                  COM  302695101            3          583 SH       D       7           583            0            0
F Y I INC COM                  COM  302712104         5610       206839 SH       D       6        206839            0            0
FYI Inc.                       COM  302712104           53         1972 SH       D       7          1972            0            0
F A B INDUSTRIES INC COM       COM  302747100          502        48386 SH       D       6         48386            0            0
FAB INDUSTRIES INC             COM  302747100            2          205 SH       D       7           205            0            0
FCNB CORP COM                  COM  302920103         1956       135530 SH       D       6        135530            0            0
FCNB Corp                      COM  302920103           26         1858 SH       D       7          1858            0            0
FAHNESTOCK VINER HLDGS INC CL  COM  302921101          152         9100 SH       D       6          9100            0            0
FTI CONSULTING INC COM         COM  302941109           17         2700 SH       D       6          2700            0            0
FTI CONSULTING INC             COM  302941109            3          600 SH       D       7           600            0            0
FACTORY 2-U INC COM            COM  303072102         4892       195681 SH       D       6        184181            0        11500
Factory 2-U Stores Inc.        COM  303072102           48         1929 SH       D       7          1929            0            0
FACTSET RESH SYS INC COM       COM  303075105        11983       442791 SH       D       6        442791            0            0
Factset Research Systems Inc.  COM  303075105          101         3760 SH       D       7          3760            0            0
FACTUAL DATA CORP              COM  303094106            7          900 SH       D       7           900            0            0
FAIR ISSAC & CO INC COM        COM  303250104         6994       179917 SH       D       6        179917            0            0
Fair Isaac & Co. Inc.          COM  303250104           77         1983 SH       D       7          1983            0            0
FAIRCHILD CORP CL A            COM  303698104         3586       526457 SH       D       6        526457            0            0
Fairchild Corp.                COM  303698104           24         3548 SH       D       7          3548            0            0
FAIRCHILD SEMICONDUCTOR COM    COM  303726103         6697       183494 SH       D       6        183494            0            0
FAIRCHILD SEMICON INTL - CL A  COM  303726103          156         4300 SH       D       7          4300            0            0
FAIRFIELD CMNTYS INC COM       COM  304231301        11738      1478859 SH       D       6       1427659            0        51200
Fairfield Communities Inc.     COM  304231301           56         7108 SH       D       7          7108            0            0
FAIR MARKET INC COM            COM  305158107          521        22942 SH       D       6         22942            0            0
FAIRMARKET INC.                COM  305158107            3          158 SH       D       7           158            0            0
FALCON PRODS INC               COM  306075102         1014        84999 SH       D       6         84999            0            0
FALCON PRODUCTS INC            COM  306075102            3          334 SH       D       7           334            0            0
FALL RIVER GAS CO              COM  306279100           21         1000 SH       D       6          1000            0            0
FALMOUTH BANCORP INC COM       COM  306754102           13         1016 SH       D       6          1016            0            0
FAMILY DOLLAR STORES INC COM   COM  307000109        50742      2438093 SH       D       6       2438093            0            0
FAMILY DOLLAR STORES           COM  307000109         1191        57256 SH       D       7         25928            0        31328
FAMILY GOLD CTRS INC COM       COM  30701A106          104       104614 SH       D       6        104614            0            0
Family Golf Centers Inc.       COM  30701A106            3         3016 SH       D       7          3016            0            0
FAMILY STEAK HOUSES OF FL IN   COM  307059204            1         1000 SH       D       6          1000            0            0
FAMOUS DAVE'S OF AMERICA INC   COM  307068106           11         4200 SH       D       6          4200            0            0
FANSTEEL INC DEL COM           COM  307260109           97        27725 SH       D       6         27725            0            0
FARGO ELECTRONICS COM          COM  30744P102          606        50300 SH       D       6         50300            0            0
FARMER BROTHERS CO COM         COM  307675108         4108        22951 SH       D       6         22951            0            0
Farmer Brothers Co.            COM  307675108           48          269 SH       D       7           269            0            0
FARM FAMILY HLDGS INC COM      COM  307901108         2618        88004 SH       D       6         88004            0            0
Farm Family Holdings Inc.      COM  307901108           37         1259 SH       D       7          1259            0            0
FARMERS CAP BK CORP COM        COM  309562106         3441       101223 SH       D       6        101223            0            0
Farmers Capital Bank Corp.     COM  309562106           46         1360 SH       D       7          1360            0            0
FARO TECHNOLOGIES COM          COM  311642102           22         5600 SH       D       6          5600            0            0
FARO TECHNOLOGIES INC          COM  311642102            9         2407 SH       D       7          2407            0            0
FAROUDJA INC- COM COM          COM  311643100           42         8000 SH       D       6          8000            0            0
FAROUDJA                       COM  311643100           14         2800 SH       D       7          2800            0            0
FARR CO COM                    COM  311648109            0        92597 SH       D       6         92597            0            0
FARR CO                        COM  311648109            6          395 SH       D       7           395            0            0
FARREL CORP NEW COM            COM  311667109           31        16300 SH       D       6         16300            0            0
FASHIONMALL.COM                COM  31186K106            1          300 SH       D       7           300            0            0
FASTCOMM COMMUNICATIONS CORP C COM  311871107           21         5300 SH       D       6          5300            0            0
FASTCOMM COMMUNICATIONS CORP   COM  311871107            9         2300 SH       D       7          2300            0            0
FASTNET CORP COM               COM  311877104           83         6900 SH       D       6          6900            0            0
FATBRAIN COM INC COM           COM  311889109         1211       112092 SH       D       6        112092            0            0
Fatbrain.com Inc.              COM  311889109            9          836 SH       D       7           836            0            0
FASTENAL CO COM                COM  311900104        22037       460308 SH       D       6        460308            0            0
FASTENAL CO                    COM  311900104          522        10920 SH       D       7          4877            0         6043
FEDEX CORP                     COM  31304N107           30          840 SH       D       1             0          840            0
FEATHERLITE, INC.              COM  313054108          119        29090 SH       D       6         29090            0            0
FEATHERLITE INC                COM  313054108            1          400 SH       D       7           400            0            0
FEDDERS CORP COM               COM  313135105         1826       328294 SH       D       6        328294            0            0
Fedders Corporation            COM  313135105           35         6302 SH       D       7          6302            0            0
FEDDERS CORP COM               COM  313135303         1026       180515 SH       D       6        180515            0            0
FEDERAL AGRIC MTG CORP COM     COM  313148108            5          347 SH       D       6           347            0            0
FEDERAL AGRIC MGT CORP-CL A    COM  313148108            6          400 SH       D       7           400            0            0
FEDERAL AGRIC MTG CORP COM     COM  313148306         2050       132293 SH       D       6        132293            0            0
Federal Agriculture Mtg. Corp. COM  313148306           12          793 SH       D       7           793            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301         2620        37900 SH       D       1         37900            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301         1272        18400 SH       D       2         18400            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301        72355      1046377 SH       D       3        989777            0        56600
FREDDIE MAC COM STK US$0.84    COM  313400301         1542        22300 SH       D       4         22300            0            0
FEDERAL HOME LN MTG CORP COM   COM  313400301       796922     18035015 SH       D       6      16487638            0      1547377
FEDERAL HOME LN MTG CORP       COM  313400301        29839       675293 SH       D       7        549155            0       126138
FREDDIE MAC                    COM  313400301         2807        65000 SH       D       9         65000            0            0
FEDERAL HOME LOAN MORTGAGE COR COM  313400301         1653        37412 SH       S       7         37412            0            0
FEDERAL MOGUL CORP COM         COM  313549107        17584      1053742 SH       D       6       1046036            0         7706
FEDERAL-MOGUL CORP             COM  313549107          275        16528 SH       D       7          9891            0         6637
FANNIE MAE COM STK             COM  313586109         5970        66800 SH       D       1         66800            0            0
FANNIE MAE COM STK             COM  313586109         2697        30180 SH       D       2         30180            0            0
FANNIE MAE COM STK             COM  313586109       147100      1645881 SH       D       3       1564081            0        81800
FANNIE MAE COM STK             COM  313586109         2261        25300 SH       D       4         25300            0            0
FANNIE MAE                     COM  313586109        15151       268451 SH       D       5        268451            0            0
FEDERAL NATIONAL MTG ASSOC COM COM  313586109      1607667     28485803 SH       D       6      26204540            0      2281263
FEDERAL NATL MTG ASSN          COM  313586109        55707       987061 SH       D       7        851169            0       135892
FEDERAL NATIONAL MORT ASSOC    COM  313586109         3112        55145 SH       S       7         55145            0            0
FEDERAL REALTY INVT TRUST      COM  313747206        18553       960690 SH       D       6        955890            0         4800
Federal Realty Investment Tr.  COM  313747206          125         6520 SH       D       7          6520            0            0
FEDERAL SCREW WORKS            COM  313819104            1           48 SH       D       7            48            0            0
FEDERAL SIGNAL CORP COM        COM  313855108        18982      1050947 SH       D       6       1050947            0            0
FEDERAL SIGNAL CORP            COM  313855108          186        10326 SH       D       7         10326            0            0
FEDERATED DEPARTMENT STORES IN COM  31410H101          506         7300 SH       D       1          7300            0            0
FEDERATED DEPARTMENT STORES IN COM  31410H101          323         4660 SH       D       2          4660            0            0
FEDERATED DEPARTMENT STORES IN COM  31410H101        22245       320788 SH       D       3        298388            0        22400
FEDERATED DEPT STORES INC COM  COM  31410H101       269849      6463450 SH       D       6       5942045            0       521405
FEDERATED DEPT STORES INC DEL  COM  31410H101        10653       255178 SH       D       7        233380            0        21798
FEDERATED DEPARTMENT STORES    COM  31410H101          471        11292 SH       S       7         11292            0            0
FEDERATED INVS INC P COM       COM  314211103        20013       732756 SH       D       6        732756            0            0
FEDERATED INVESTORS INC-CLS B  COM  314211103          499        18279 SH       D       7          6060            0        12219
FEDEX CORPORATION              COM  31428X106          304         4920 SH       D       2          4920            0            0
FEDEX CORPORATION              COM  31428X106        28119       454464 SH       D       3        419664            0        34800
FEDEX CORPORATION              COM  31428X106         3037        77889 SH       D       5         77889            0            0
FEDEX CORP COM                 COM  31428X106       294984      7563698 SH       D       6       6953908            0       609790
Fedex Corporation              COM  31428X106         9658       247653 SH       D       7        217603            0        30050
FEDEX CORPORATION              COM  31428X106          609        15629 SH       S       7         15629            0            0
FELCOR LODGING TRUST INC. COM  COM  31430F101        16043       907035 SH       D       6        868758            0        38277
FELCOR LODGING TRUST INC       COM  31430F101          521        29506 SH       D       7         24351            0         5155
FERRO CORP COM                 COM  315405100        15986       897480 SH       D       6        897280            0          200
FERRO CORP                     COM  315405100          135         7589 SH       D       7          7589            0            0
F5 NETWORKS INC COM            COM  315616102         7268       107286 SH       D       6        104085            0         3201
F5 NETWORKS                    COM  315616102           88         1300 SH       D       7          1300            0            0
FIAT SPA ADR                   COM  315621888         1578        58878 SH       D       7         58878            0            0
FIBERMARK INC COM              COM  315646109         2279       176195 SH       D       6        176195            0            0
FIBERMARK INC                  COM  315646109            3          286 SH       D       7           286            0            0
FIBERSTARS INC                 COM  315662106           12         1600 SH       D       6          1600            0            0
FIBERSTARS INC                 COM  315662106            2          300 SH       D       7           300            0            0
FIDELITY BANCORP INC COM       COM  315831107           15         1250 SH       D       6          1250            0            0
FIDELITY BANCORP INC/PENN      COM  315831107            4          400 SH       D       7           400            0            0
FIDELITY BANCORP INC DEL COM   COM  31583B105          110         6353 SH       D       6          6353            0            0
FIDELITY BANCORP INC           COM  31583B105            1          107 SH       D       7           107            0            0
FIDELTY FED BANCORP COM        COM  315921106            1          599 SH       D       6           599            0            0
FIDELITY BANKSHARES INC COM    COM  316047109          580        42182 SH       D       6         42182            0            0
FIDELITY BANKSHARES INC        COM  316047109           10          750 SH       D       7           750            0            0
FIDELITY HLDNGS INC COM        COM  31617J306         2236       105235 SH       D       6        105235            0            0
Fidelity Holdings Inc          COM  31617J306           40         1914 SH       D       7          1914            0            0
FIDELITY NATIONAL CORP COM     COM  316320100          404        68832 SH       D       6         68832            0            0
FIDELITY NATIONAL CORP         COM  316320100            2          363 SH       D       7           363            0            0
FIDELITY NATL FINL INC COM     COM  316326107        28996      2099291 SH       D       6       2099291            0            0
Fidelity National Financial    COM  316326107          154        11156 SH       D       7         11156            0            0
FIELDWORKS INC                 COM  31659P103           20         7500 SH       D       6          7500            0            0
5TH AVENUE CHANNEL CORP COM    COM  316700103          302        50381 SH       D       6         50381            0            0
5TH AVENUE CHANNEL CORP        COM  316700103            4          700 SH       D       7           700            0            0
FIFTHTHIRD BANCORP NPV         COM  316773100          436         4450 SH       D       2          4450            0            0
FIFTHTHIRD BANCORP NPV         COM  316773100        43262       441259 SH       D       3        421122            0        20137
FIFTHTHIRD BANCORP NPV         COM  316773100         1166        11900 SH       D       4         11900            0            0
FIFTH THIRD BANCORP COM        COM  316773100       459507      7290781 SH       D       6       6680508            0       610273
Fifth Third Bancorp            COM  316773100        15318       243143 SH       D       7        195951            0        47192
FIFTH THIRD BANCORP            COM  316773100         1047        16631 SH       S       7         16631            0            0
FILENES BASEMENT COM           COM  316866102           18       252916 SH       D       6        252916            0            0
FILENE'S BASEMENT CORP         COM  316866102            0          900 SH       D       7           900            0            0
FILENET CORP COM               COM  316869106        23550       791627 SH       D       6        772394            0        19233
FileNet Corp.                  COM  316869106          153         5163 SH       D       7          5163            0            0
FILM ROMAN INC COM             COM  317234102            3         2224 SH       D       6          2224            0            0
FINANCIAL FED CORP COM         COM  317492106         4673       256978 SH       D       6        256978            0            0
Financial Federal Corp.        COM  317492106           32         1775 SH       D       7          1775            0            0
FINANCIAL INDS CORP COM        COM  317574101           61         6362 SH       D       6          6362            0            0
FINANCIAL INDUSTRIES CORP      COM  317574101            2          242 SH       D       7           242            0            0
FINANCIAL SEC ASSURN HLDINGS L COM  31769P100        24840       338247 SH       D       6        336184            0         2063
FINANCIAL SECURITY ASSURANCE   COM  31769P100          488         6649 SH       D       7          4910            0         1739
FINE HOST CORP COM             COM  317832103            1         4400 SH       D       6          4400            0            0
FINGERHUT COS INC COM          COM  317867109          387        15500 SH       D       6         15500            0            0
FINISTAR COM                   COM  31787A101        22075       150672 SH       D       6        150672            0            0
FINISAR CORP                   COM  31787A101          424         2900 SH       D       7          2900            0            0
FINISHMASTER COM               COM  31787P108           33         4245 SH       D       6          4245            0            0
FINISHMASTER INC               COM  31787P108            2          300 SH       D       7           300            0            0
FINLAY ENTERPRISES I COM       COM  317884203         1517       123209 SH       D       6        123209            0            0
FINLAY ENTERPRISES INC         COM  317884203            7          583 SH       D       7           583            0            0
FINET.COM INC                  COM  317922300         1861      1452472 SH       D       6       1452472            0            0
Finet Com Inc                  COM  317922300            9         7684 SH       D       7          7684            0            0
FINISH LINE COM                COM  317923100         2446       250917 SH       D       6        250917            0            0
Finish Line Inc. Class A       COM  317923100           26         2746 SH       D       7          2746            0            0
FIROVA GROUP INC. COM          COM  317928109        17714      1053649 SH       D       6       1036771            0        16878
FINOVA GROUP, INC              COM  317928109          443        26403 SH       D       7         20238            0         6165
FIRST ALLIANCE CORP COM        COM  317936102           18         9943 SH       D       6          9943            0            0
FINGER LAKES FINL CORP COM     COM  317948107            4          585 SH       D       6           585            0            0
FINGER LAKES FINANCIAL CORP    COM  317948107            1          200 SH       D       7           200            0            0
FIREARMS TRAINING SYSTEMS COM  COM  318120102            7        11300 SH       D       6         11300            0            0
FIREARMS TRAINING SYSTEMS      COM  318120102            1         2300 SH       D       7          2300            0            0
FIREPOND INC COM               COM  318224102         2665        65104 SH       D       6         65104            0            0
FIREPOND INC                   COM  318224102           71         1751 SH       D       7          1751            0            0
FIRST ALBANY COS INC COM       COM  318465101         1482        43522 SH       D       6         43522            0            0
FIRST ALBANY COMPANIES INC     COM  318465101           11          330 SH       D       7           330            0            0
FIRST AMERN FINL CORP CALIF CO COM  318522307        21728      1531549 SH       D       6       1531549            0            0
FIRST AMERICAN FINL CORP       COM  318522307          188        13276 SH       D       7         13276            0            0
FIRST AMERN HEALTH CONCEPTS IN COM  31852M105            4         1500 SH       D       6          1500            0            0
1ST AVIATION SERVICES COM      COM  31865W108           35         6098 SH       D       6          6098            0            0
FIRST AVIATION SERVICES INC    COM  31865W108           14         2400 SH       D       7          2400            0            0
FIRST BANCORP COM              COM  318672102         2391       135661 SH       D       6        135661            0            0
First Bancorp                  COM  318672102           70         4022 SH       D       7          4022            0            0
FIRST BANCSHARES INC MD COM    COM  318687100            5          574 SH       D       6           574            0            0
FIRST BANKSHARES INC           COM  318687100            3          400 SH       D       7           400            0            0
FIRST BANCORP N C COM          COM  318910106            0        49537 SH       D       6         49537            0            0
FIRST BANCORP NORTH CAROLINA   COM  318910106            7          652 SH       D       7           652            0            0
FIRST BKG CO SOUTHEAST GA COM  COM  319286100          883        44183 SH       D       6         44183            0            0
FIRST BANKING CO- S/E GEORGIA  COM  319286100           11          573 SH       D       7           573            0            0
FIRST BANKS AMERICA INC COM    COM  31928N103           21         1196 SH       D       6          1196            0            0
FIRST BANKS AMERICA INC        COM  31928N103            3          198 SH       D       7           198            0            0
FIRST BELL BANCORP COM         COM  319301107         1154        69987 SH       D       6         69987            0            0
FIRST BELL BANCORP INC         COM  319301107            3          229 SH       D       7           229            0            0
FIRST BUSEY CORP COM           COM  319383105         2128       106093 SH       D       6        106093            0            0
First Busey Corp               COM  319383105           35         1853 SH       D       7          1853            0            0
FIRST CASH FINANCIAL SERVICES  COM  31942D107          374        61129 SH       D       6         61129            0            0
FIRST CASH INC                 COM  31942D107            2          400 SH       D       7           400            0            0
FIRST CHARTER CORP             COM  319439105         3305       254264 SH       D       6        254264            0            0
First Charter Corp.            COM  319439105           30         2364 SH       D       7          2364            0            0
FIRST CTZNS BANCSHARES INC N C COM  31946M103         6957       123204 SH       D       6        123204            0            0
First Citizens Bancshare Inc.  COM  31946M103           86         1525 SH       D       7          1525            0            0
FIRST COMM BANCSHARES INC      COM  319777108            8          250 SH       D       6           250            0            0
FIRST COMMERCE BCSHS INC - A   COM  319777108           30          883 SH       D       7           883            0            0
FIRST COMM BANCSHARES INC COM  COM  319777207         3038        87602 SH       D       6         87602            0            0
First Commerce Bancshares Inc. COM  319777207           21          629 SH       D       7           629            0            0
FIRST COMWLTH FINL CORP PA COM COM  319829107        10157      1177697 SH       D       6       1149097            0        28600
First Commonwealth Finl. Corp. COM  319829107           98        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         4646       285947 SH       D       6        285947            0            0
First Consulting Group Inc.    COM  31986R103           44         2731 SH       D       7          2731            0            0
FIRST FED SVGS & LN ASSN EAST  COM  319944104         1139        37968 SH       D       6         37968            0            0
FIRST FED OF EAST HARTFORD     COM  319944104            4          138 SH       D       7           138            0            0
FIRST FED CAP CORP COM         COM  319960100         3050       260977 SH       D       6        260877            0          100
First Federal Capital Corp.    COM  319960100           25         2172 SH       D       7          2172            0            0
FIRST FED FINL CORP KY COM     COM  319961108          720        41785 SH       D       6         41785            0            0
FIRST FED FINL OF KENTUCKY     COM  319961108            9          552 SH       D       7           552            0            0
FIRST DATA CORP COM STOCK US$0 COM  319963104          421         5960 SH       D       2          5960            0            0
FIRST DATA CORP COM STOCK US$0 COM  319963104        47254       667979 SH       D       3        615379            0        52600
FIRST DATA CORP COM STOCK US$0 COM  319963104         1011        14300 SH       D       4         14300            0            0
FIRST DATA CORP                COM  319963104         4874       110153 SH       D       5        110153            0            0
FIRST DATA CORP COM            COM  319963104       481262     10875986 SH       D       6       9993089            0       882897
First Data Corp                COM  319963104        16008       361780 SH       D       7        305012            0        56768
FIRST DATA CORPORATION         COM  319963104          998        22571 SH       S       7         22571            0            0
FIRST FED BANCORP INC OHIO COM COM  319966107            5          801 SH       D       6           801            0            0
FIRST FEDERAL BANCORP INC/OH   COM  319966107            3          600 SH       D       7           600            0            0
FIRST FED BANCORP MINN COM     COM  319979100            6          793 SH       D       6           793            0            0
FIRST FEDERAL BANCORPORATION   COM  319979100            4          600 SH       D       7           600            0            0
FIRST DEFIANCE FINL CORP COM   COM  32006W106          944       109488 SH       D       6        109488            0            0
FIRST DEFIANCE FINL CORP       COM  32006W106            2          301 SH       D       7           301            0            0
FIRST ESSEX BANCORP INC COM    COM  320103104         1491        96618 SH       D       6         96618            0            0
FIRST ESSEX BANCORP INC        COM  320103104            4          278 SH       D       7           278            0            0
FIRST FINL BANCORP COM         COM  320209109        13055       725297 SH       D       6        725297            0            0
First Financial Bancorp        COM  320209109          136         7573 SH       D       7          7573            0            0
FIRST FED BANCSHARES ARK INC C COM  32020F105          639        47187 SH       D       6         47187            0            0
FIRST FED BNCSHS OF ARKANSAS   COM  32020F105            2          204 SH       D       7           204            0            0
FIRST FINL BANKSHARES COM      COM  32020R109         3896       148434 SH       D       6        148434            0            0
First Financial Bankshare Inc. COM  32020R109           38         1471 SH       D       7          1471            0            0
FIRST FEDERAL BANKSHARES INC C COM  32020V100            6          889 SH       D       6           889            0            0
FIRST FEDERAL BANKSHARES       COM  32020V100            4          529 SH       D       7           529            0            0
FIRST FINL CORP IND COM        COM  320218100         2524        72787 SH       D       6         72787            0            0
First Financial Corp/Indiana   COM  320218100           34          996 SH       D       7           996            0            0
FIRST FINL CORP RI COM         COM  320221104            6          625 SH       D       6           625            0            0
FIRST FINANCIAL CORP           COM  320221104            4          400 SH       D       7           400            0            0
FIRST FINL HLDGS INC           COM  320239106         2586       183097 SH       D       6        183097            0            0
First Financial Holdings Inc.  COM  320239106           26         1878 SH       D       7          1878            0            0
FIRST FRANKLIN CORP COM        COM  320272107            4          497 SH       D       6           497            0            0
FIRST FRANKLIN CORP            COM  320272107            3          400 SH       D       7           400            0            0
FIRST GEORGIA HLDG INC         COM  320369101            5         1198 SH       D       6          1198            0            0
FIRST GEORGIA HOLDING INC      COM  320369101            3          900 SH       D       7           900            0            0
FIRST INDEPENDENCE CORP COM    COM  32054B103            9         1159 SH       D       6          1159            0            0
FIRST INDEPENDENCE CORP        COM  32054B103            3          400 SH       D       7           400            0            0
FIRST INDUSTRIAL REALTY TRUST  COM  32054K103        26139       959261 SH       D       6        953561            0         5700
First Industrial Realty Tr Inc COM  32054K103          166         6115 SH       D       7          6115            0            0
FIRST INTL BANCORP INC         COM  32054Q100          479        68463 SH       D       6         68463            0            0
FIRST INTL BANCORP INC         COM  32054Q100            3          555 SH       D       7           555            0            0
FIRST IND CORP                 COM  32054R108         3796       205194 SH       D       6        193644            0        11550
First Indiana Corp.            COM  32054R108           44         2381 SH       D       7          2381            0            0
FIRST INVS FINL SVCS GROUP COM COM  32058A101           51         9716 SH       D       6          9716            0            0
FIRST ISRAEL FUND INC          COM  32063L100          281        10700 SH       D       2         10700            0            0
FIRST KEYSTONE FINL INC COM    COM  320655103           35         3936 SH       D       6          3936            0            0
FIRST KEYSTONE FINANCIAL INC   COM  320655103            3          400 SH       D       7           400            0            0
FIRST LANCASTER BANCSHARES COM COM  32067S101            5          433 SH       D       6           433            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          799        34782 SH       D       6         34782            0            0
FIRST MARINER BANCORP COM      COM  320795107           13         2052 SH       D       6          2052            0            0
FIRST MARINER BANCORP INC      COM  320795107            2          400 SH       D       7           400            0            0
FIRST MERCHANTS CORP COM       COM  320817109         3597       178767 SH       D       6        178767            0            0
First Merchants Corp.          COM  320817109           39         1969 SH       D       7          1969            0            0
FIRST MIDWEST BANCORP INC DEL  COM  320867104        17911       738622 SH       D       6        738622            0            0
First Midwest Bancorp Inc.     COM  320867104          170         7013 SH       D       7          7013            0            0
FIRST MIDWEST FINL COM         COM  320878101            5          517 SH       D       6           517            0            0
FIRST MIDWEST FINANCIAL        COM  320878101            4          400 SH       D       7           400            0            0
FIRST NATIONAL CORP ORANGEBURG COM  320942105          849        45897 SH       D       6         45897            0            0
FIRST HEALTH GROUP COM         COM  320960107        38253      1209585 SH       D       6       1209585            0            0
FIRST HEALTH GROUP CORP        COM  320960107          704        22314 SH       D       7         22314            0            0
FIRST MUTUAL BANC SHARES INC C COM  32190E102           69         7126 SH       D       6          7126            0            0
FIRST MUTUAL BANCSHARES INC    COM  32190E102            2          220 SH       D       7           220            0            0
FIRST NORTHERN CAPITAL CORP CO COM  335832101         1462       117580 SH       D       6        117580            0            0
FIRST NORTHERN CAPITAL CORP    COM  335832101            4          324 SH       D       7           324            0            0
FIRST OAK BROOK BANCSHARES INC COM  335847208          772        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. CO COM  335939104          543        38506 SH       D       6         38506            0            0
FIRST SAVINGS BANCORP INC      COM  335939104            2          166 SH       D       7           166            0            0
FIRST PHILIPPINE FUND          COM  336100102           95        12000 SH       D       2         12000            0            0
FIRST PL ZINC CORP COM         COM  33610T109         1114       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         3074       155204 SH       D       6        155204            0            0
First Republic Bank            COM  336158100           26         1334 SH       D       7          1334            0            0
FIRST REGL BANCORP             COM  33615C101           47         6874 SH       D       6          6874            0            0
FIRST SECURITY USD1.25         COM  336294103         4057       216594 SH       D       3        216594            0            0
FIRST SECURITY CORP COM        COM  336294103        37333      3111094 SH       D       6       3090029            0        21065
FIRST SECURITY CP              COM  336294103          792        66058 SH       D       7         48592            0        17466
FIRST SECURITYFED INC COM      COM  336392105          637        59314 SH       D       6         59314            0            0
FIRST SECURITY FINL INC        COM  336392105            4          400 SH       D       7           400            0            0
FIRST SENTINEL BANCORP INC COM COM  33640T103         4768       620295 SH       D       6        620295            0            0
First Sentinel Bancorp Inc.    COM  33640T103           48         6250 SH       D       7          6250            0            0
FIRST ST BANCCORPORATION COM   COM  336453105          282        25702 SH       D       6         25702            0            0
FIRST STATE BANCORPORATION     COM  336453105            2          228 SH       D       7           228            0            0
FIRST SOUTHN BANCSHA COM       COM  33645B107            4          443 SH       D       6           443            0            0
FISRT SOUTHERN BANCSHARES      COM  33645B107            4          400 SH       D       7           400            0            0
1ST ST BANCORP INC COM         COM  33645S100          450        25055 SH       D       6         25055            0            0
FIRST STATE BANCORP            COM  33645S100            3          200 SH       D       7           200            0            0
FIRST SOUTH BANCORP COM        COM  33646W100          323        17486 SH       D       6         17486            0            0
FIRST SOUTH BANCORP INC        COM  33646W100            3          182 SH       D       7           182            0            0
FIRST SOURCE CORP COM          COM  336901103         3103       158636 SH       D       6        158636            0            0
First Source Corporation       COM  336901103           38         1993 SH       D       7          1993            0            0
FIRST STERLING BKS INC COM     COM  337094106           17         1974 SH       D       6          1974            0            0
FIRST TEAM SPORTS INC COM      COM  337157101           10         4000 SH       D       6          4000            0            0
FIRST TENNESSEE NATIONAL USDO. COM  337162101         4265       145132 SH       D       3        145132            0            0
FIRST TENNESSEE NATL CORP COM  COM  337162101        40584      1998003 SH       D       6       1985087            0        12916
FIRST TENNESSEE NAT'L CORP     COM  337162101          697        34317 SH       D       7         21886            0        12431
FIRST UNION CORP COM STOCK US$ COM  337358105         2439        72615 SH       D       1           900        71715            0
FIRST UNION CORP COM STOCK US$ COM  337358105         1311        23429 SH       D       2         23429            0            0
FIRST UNION CORP COM STOCK US$ COM  337358105        89628      1600622 SH       D       3       1511248            0        89374
FIRST UNION CORP COM STOCK US$ COM  337358105         1782        31840 SH       D       4         31840            0            0
FIRST UNION CORP               COM  337358105         9656       259230 SH       D       5        259230            0            0
FIRST UNION CORP COM           COM  337358105      1053034     28269273 SH       D       6      25913133            0      2356140
First Union Corp               COM  337358105        33448       897954 SH       D       7        795581            0       102373
FIRST UNION CORP (N.E.)        COM  337358105         1979        53153 SH       S       7         53153            0            0
FIRST UN REAL ESTATE EQUITY &  COM  337400105         1691       615033 SH       D       6        614033            0         1000
FIRST UNION REAL ESTATE        COM  337400105            6         2258 SH       D       7          2258            0            0
FIRST UTD BANCSHARES INC ARK C COM  33741E104         3398       331568 SH       D       6        331568            0            0
First United Bancshares Inc.   COM  33741E104           42         4124 SH       D       7          4124            0            0
FIRST UTD CORP COM             COM  33741H107          678        71470 SH       D       6         71470            0            0
FIRST UNITED CORP              COM  33741H107            6          727 SH       D       7           727            0            0
FIRST VIRGINIA BANKS           COM  337477103         3198        56611 SH       D       3         56611            0            0
FIRST VIRGINIA BANKS INC COM   COM  337477103        29049       773368 SH       D       6        768106            0         5262
FIRST VIRGINIA BANKS,INC.      COM  337477103          480        12800 SH       D       7          8336            0         4464
FIRST WASH RLTY TR I COM       COM  337489504         3635       195861 SH       D       6        194661            0         1200
First Washington Realty        COM  337489504           27         1491 SH       D       7          1491            0            0
FIRST WASHINGTON BANCORP INC.  COM  33748T104         3602       197409 SH       D       6        157259            0        40150
First Wash Bancorp Inc.        COM  33748T104           27         1529 SH       D       7          1529            0            0
FIRST W VA BANCORP INC COM     COM  337493100           16         1086 SH       D       6          1086            0            0
FIRST WEST VIRGINA BANCORP     COM  337493100            3          240 SH       D       7           240            0            0
FIRST WESTERN BANK NC          COM  337498109            0            1 SH       D       6             1            0            0
THE FIRST YEARS INC. COM       COM  337610109         1230       177356 SH       D       6        177356            0            0
The First Years, Inc.          COM  337610109            2          384 SH       D       7           384            0            0
FIRSTCITY FINL CORP COM        COM  33761X107           11         4779 SH       D       6          4779            0            0
FIRSTCITY FINANCIAL CORP       COM  33761X107            0          305 SH       D       7           305            0            0
FIRST WORLD                    WAR  337625115         2050        10250 SH       D       9         10250            0            0
FIRST WORLD COMMUNICATIONS COM COM  337625305         1795        88143 SH       D       6         88143            0            0
FIRSTWORLD COMMUNICATIONS CL B COM  337625305           13          657 SH       D       7           657            0            0
FIRSTWAVE TECHNOLOGIES INC COM COM  33762N108           47         4000 SH       D       6          4000            0            0
FIRSTBANK CORP                 COM  33762X106           10         1000 SH       D       6          1000            0            0
FIRST PLUS FINANCIAL GROUP INC COM  33763B103           73       135698 SH       D       6        135698            0            0
FIRSTPLUS FINANCIAL GROUP      COM  33763B103            1         2142 SH       D       7          2142            0            0
FIRSTCOM CORP COM              COM  33763T104         5483       160385 SH       D       6        160385            0            0
FIRSTCOM CORPORATION           COM  33763T104           51         1500 SH       D       7          1500            0            0
FIRSTAR CORP NEW COM           COM  33763V109         1380        38372 SH       D       1         38372            0            0
FIRSTAR CORP NEW COM           COM  33763V109          741        20610 SH       D       2         20610            0            0
FIRSTAR CORP NEW COM           COM  33763V109        48630      1352004 SH       D       3       1352004            0            0
FIRSTAR CORP WISC NEW COM      COM  33763V109       589065     25681324 SH       D       6      23198610            0      2482714
FIRSTAR CORP WIS               COM  33763V109        21998       959076 SH       D       7        790637            0       168439
FIRSTAR CORPORATION            COM  33763V109         1211        52816 SH       S       7         52816            0            0
FISERV INC COM                 COM  337738108        63451      1706268 SH       D       6       1706268            0            0
FISERV INCORPORATION           COM  337738108         1706        45877 SH       D       7         19500            0        26377
FIRSTFED FINL CORP DEL COM     COM  337907109        10300       777391 SH       D       6        758091            0        19300
Firstfed Financial Corp.       COM  337907109           38         2919 SH       D       7          2919            0            0
FIRSTMERIT CORP COM            COM  337915102        24103      1307317 SH       D       6       1266427            0        40890
FIRSTMERIT CORPORATION         COM  337915102          378        20511 SH       D       7         13276            0         7235
FIRSTFED AMER BANCOR COM       COM  337929103          982        91364 SH       D       6         91364            0            0
FIRSTFED AMERICA BANCORP INC   COM  337929103            3          289 SH       D       7           289            0            0
FLAGSTAR BANCORP INC COM       COM  337930101         4288       329902 SH       D       6        317902            0        12000
Flagstar Bancorp Inc.          COM  337930101           17         1366 SH       D       7          1366            0            0
FIRSTSPARTAN FINL CO COM       COM  337931109          567        37337 SH       D       6         37337            0            0
FIRSTSPARTAN FINANCIAL CORP    COM  337931109            2          146 SH       D       7           146            0            0
FIRST ENERGY CORP              COM  337932107       226040     11079400 SH       D       1      11079400            0            0
FIRST ENERGY CORP              COM  337932107          812        24790 SH       D       2         24790            0            0
FIRST ENERGY CORP              COM  337932107        17761       541818 SH       D       3        515211            0        26607
FIRST ENERGY CORP              COM  337932107          370        11300 SH       D       4         11300            0            0
FIRSTENERGY CORP               COM  337932107         1266        61396 SH       D       5         61396            0            0
FIRST ENERGY CORP COM          COM  337932107       179573      8706575 SH       D       6       7702217            0      1004358
FIRSTENERGY CORP               COM  337932107         8236       399324 SH       D       7        375161            0        24163
FIRSTENERGY CORP.              COM  337932107          259        12601 SH       S       7         12601            0            0
FISHER SCIENTIFIC COM          COM  338032204        18054       405711 SH       D       6        405711            0            0
Fisher Scientific Intl. Inc.   COM  338032204          293         6587 SH       D       7          6587            0            0
5B TECHNOLOGIES CORP           COM  338283104            7          600 SH       D       7           600            0            0
FLAG FINANCIAL CORP COM        COM  33832H107            3          552 SH       D       6           552            0            0
FLAF FINANCIAL CORP.           COM  33832H107            6         1000 SH       D       7          1000            0            0
FLAMEMASTER CORP               COM  338490105            2          200 SH       D       7           200            0            0
FLANDERS CORP COM              COM  338494107          457       121971 SH       D       6        121971            0            0
FLANDERS CORPORATION           COM  338494107            3          928 SH       D       7           928            0            0
FLANIGAN'S ENTERPRISES INC     COM  338517105            0          200 SH       D       7           200            0            0
FLASHNET COMM COM              COM  338527104          464        92900 SH       D       6         92900            0            0
FlashNet Communications Inc.   COM  338527104            7         1447 SH       D       7          1447            0            0
FLEXINTERNATIONAL SO COM       COM  338923105           10         8800 SH       D       6          8800            0            0
FLEXIINTERNATIONAL SOFTWARE    COM  338923105            1          900 SH       D       7           900            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108         9171       158700 SH       D       1        158700            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108         1937        33522 SH       D       2         33522            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108        89506      1548829 SH       D       3       1465593            0        83236
FLEETBOSTON FINANCIAL CORP     COM  339030108         3339        57782 SH       D       4         57782            0            0
FLEET BOSTON FINANCIAL CORP    COM  339030108         8776       240447 SH       D       5        240447            0            0
FLEETBOSTON FINANCIAL CORP COM COM  339030108       964679     26429582 SH       D       6      24199494            0      2230088
FLEETBOSTON FINL CORP          COM  339030108        33679       922713 SH       D       7        827807            0        94906
FLEET BOSTON FINANCIAL CORP.   COM  339030108         1793        49144 SH       S       7         49144            0            0
FLEETWOOD ENTERPRISES INC COM  COM  339099103         9537       646630 SH       D       6        646630            0            0
FLEETWOOD ENTERPRISES, INC.    COM  339099103          126         8553 SH       D       7          8553            0            0
FLEMING COMPANIES INC COM      COM  339130106        31567      2095762 SH       D       6       1941712            0       154050
FLEMING COMPANIES INC.         COM  339130106          114         7617 SH       D       7          7617            0            0
FLEXSTEEL INDS INC COM         COM  339382103          940        76752 SH       D       6         76752            0            0
FLEXSTEEL INDUSTRIES           COM  339382103            3          252 SH       D       7           252            0            0
FLIGHT INTL GRP INC COM        COM  33941M104            0          106 SH       D       6           106            0            0
FLIGHTSERV COM COM             COM  339428104            5          800 SH       D       6           800            0            0
COMMERCIAL SERVICES            COM  339428104           14         2300 SH       D       7          2300            0            0
FLOORING AMERICA, INC. COM     COM  339756108          756       177999 SH       D       6        177999            0            0
FLOORING AMERICA INC           COM  339756108            3          844 SH       D       7           844            0            0
FLORIDA BANKS INC COM          COM  340560101           12         2100 SH       D       6          2100            0            0
FLORIDA BANKS INC              COM  340560101            2          400 SH       D       7           400            0            0
FLORIDA EAST COAST INDUSTRIES  COM  340632108        21390       441036 SH       D       6        441036            0            0
Florida East Coast Industries  COM  340632108          292         6040 SH       D       7          6040            0            0
FLORIDA PROG CORP              COM  341109106         6514       142200 SH       D       1        142200            0            0
FLORIDA PROGRESS CORP COM STOC COM  341109106          109         1500 SH       D       2          1500            0            0
FLORIDA PROGRESS CORP COM STOC COM  341109106        10920       149529 SH       D       3        149529            0            0
FLORIDA PROGRESS CORP COM      COM  341109106       117505      2561423 SH       D       6       2359494            0       201929
Florida Progress Corp          COM  341109106         3756        81878 SH       D       7         72263            0         9615
Florida Progress Corporation   COM  341109106          242         5286 SH       S       7          5286            0            0
FLORIDA PUB UTILS CO COM       COM  341135101            0         9870 SH       D       6          9870            0            0
FLORIDA ROCK INDUSTRIES INC CO COM  341140101         9740       347888 SH       D       6        347388            0          500
Florida Rock Industries Inc.   COM  341140101           85         3057 SH       D       7          3057            0            0
FLORIDAFIRST BANCORP COM       COM  343257101            2          300 SH       D       6           300            0            0
FLORIDA FIRST BANCORP          COM  343257101            2          400 SH       D       7           400            0            0
FLORSHEIM GROUP INC COM        COM  343302105            5         1991 SH       D       6          1991            0            0
FLORSHEIM GROUP                COM  343302105            1          500 SH       D       7           500            0            0
FLOW INTL CORP COM             COM  343468104         2218       188774 SH       D       6        188774            0            0
FLOW INTERNATIONAL CORP.       COM  343468104            6          551 SH       D       7           551            0            0
FLOWERS INDUSTRIES INC COM     COM  343496105        23104      1521267 SH       D       6       1497534            0        23733
FLOWERS INDUSTRIES INC         COM  343496105          390        25731 SH       D       7         15872            0         9859
FLOWSERVE CORP COM             COM  34354P105        11356       882052 SH       D       6        882052            0            0
FLOWSERVE CORPORATION          COM  34354P105          112         8708 SH       D       7          8708            0            0
FLOUR CITY INTERNATIONAL INC C COM  343858205          125        34712 SH       D       6         34712            0            0
FLUOR CORP COM US$0.625        COM  343861100         6204       121624 SH       D       3        112524            0         9100
FLUOR CORP                     COM  343861100          629        20300 SH       D       5         20300            0            0
FLUOR CORP COM                 COM  343861100        70104      2261432 SH       D       6       2099911            0       161521
Fluor Corp.                    COM  343861100         2865        92449 SH       D       7         84573            0         7876
FLUOR CORP                     COM  343861100          124         4029 SH       S       7          4029            0            0
FLUSHING FINL CORP COM         COM  343873105         3889       286772 SH       D       6        268772            0        18000
FLUSHING FINANCIAL CORP        COM  343873105            5          414 SH       D       7           414            0            0
FOCAL INC- COM COM             COM  343909107         1003       125494 SH       D       6        125494            0            0
FOCAL INC                      COM  343909107            4          592 SH       D       7           592            0            0
FDAMEX INTL INC COM            COM  344123104         1595       169099 SH       D       6        169099            0            0
FOAMEX INTERNATIONAL INC       COM  344123104            9         1022 SH       D       7          1022            0            0
FOCAL COMMUNICATIONS CORP COM  COM  344155106         9614       171693 SH       D       6        171693            0            0
FOCAL COMMUNICATIONS           COM  344155106          196         3500 SH       D       7          3500            0            0
FOCUS ENHANCEMENTS INC COM     COM  344159108           16         5200 SH       D       6          5200            0            0
FOCUS ENHANCEMENTS INC         COM  344159108            3         1000 SH       D       7          1000            0            0
FOCUS AFFILIATES, INC COM      COM  34415P102            1          500 SH       D       6           500            0            0
FOCUS AFFILIATES               COM  34415P102            3         1200 SH       D       7          1200            0            0
FOGDOG INC COM                 COM  344167101          880       160120 SH       D       6        160120            0            0
FOGDOG INC.                    COM  344167101            5         1090 SH       D       7          1090            0            0
FOILMARK INC COM               COM  344185103            7         2000 SH       D       6          2000            0            0
FOMENTO ECONOMICO MEXICANO UNI COM  344419106          344         7659 SH       D       6          7659            0            0
FONAR CORP COM                 COM  344437108           95        27773 SH       D       6         27773            0            0
FONAR CORP CL A NV PFD COM     COM  344437306            0       127045 SH       D       6        127045            0            0
FONIX CORP DEL COM             COM  34459U108           37        20100 SH       D       6         20100            0            0
FONIX CORP                     COM  34459U108           17         9000 SH       D       7          9000            0            0
FOOD TECHNOLOGY SERVICE INC    COM  344798103            1          450 SH       D       7           450            0            0
FOODARAMA SUPERMARKETS INC COM COM  344820105            4          165 SH       D       6           165            0            0
FOODARAMA SUPERMARKETS         COM  344820105            2          100 SH       D       7           100            0            0
FOOTHILL INDPT BANCORP COM     COM  344905104          500        52014 SH       D       6         52014            0            0
FOOTHILL INDEPENDENT BANCORP   COM  344905104            7          820 SH       D       7           820            0            0
FOOT STAR INC COMMON STOCK     COM  344912100        12842       454606 SH       D       6        454606            0            0
FOOTSTAR INC                   COM  344912100          124         4405 SH       D       7          4405            0            0
FORCENERGY INC. COM            COM  345206106           27        43819 SH       D       6         43819            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100        10890       194200 SH       D       1        194200            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100         2673        36120 SH       D       2         36120            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100       146438      1978080 SH       D       3       1888680            0        89400
FORD MOTOR CO COM STOCK US$1   COM  345370100         3198        43200 SH       D       4         43200            0            0
FORD MOTOR COMPANY             COM  345370100        13674       297662 SH       D       5        297662            0            0
FORD MOTOR CO COM              COM  345370100      1594432     34708726 SH       D       6      31704087            0      3004639
FORD MTR CO DEL                COM  345370100        54109      1177900 SH       D       7       1059053            0       118847
FORD MOTOR CO                  COM  345370100         2985        64995 SH       S       7         64995            0            0
FOREST CITY ENTERPRISES INC CO COM  345550107         7889       268567 SH       D       6        268567            0            0
Forest City Enterprises        COM  345550107           97         3323 SH       D       7          3323            0            0
FOREST CITY ENTERPRISES INC CV CVT  345550305          770        22658 PRN      D       6         22658            0            0
FOREST LABORATORIES INC        COM  345838106        30152       376900 SH       D       1        376900            0            0
FOREST LABORATORIES INC A COM  COM  345838106       102027      1207423 SH       D       6       1207423            0            0
FOREST LABORATORIES INC.       COM  345838106         2556        30253 SH       D       7         12336            0        17917
FOREST OIL CORP COM            COM  346091606         8421       792591 SH       D       6        792591            0            0
Forest Oil Corp.               COM  346091606           68         6468 SH       D       7          6468            0            0
FORRESTER RESH INC COM         COM  346563109         9497       175075 SH       D       6        164710            0        10365
Forrester Research Inc.        COM  346563109           97         1794 SH       D       7          1794            0            0
FORT JAMES CORP                COM  347471104        11721       550000 SH       D       1        550000            0            0
FORT JAMES CORP COM STOCK      COM  347471104          152         4480 SH       D       2          4480            0            0
FORT JAMES CORP COM STOCK      COM  347471104        10414       306514 SH       D       3        306514            0            0
FORT JAMES CORP. COM           COM  347471104       115864      5266566 SH       D       6       4838106            0       428460
Fort James Corporation         COM  347471104         4009       182233 SH       D       7        138538            0        43695
FORT JAMES CORP                COM  347471104          255        11632 SH       S       7         11632            0            0
FORT THOMAS FINL CORP COM      COM  349031104           15         1113 SH       D       6          1113            0            0
FORTRESS GROUP INC COM         COM  34956K108           10        10615 SH       D       6         10615            0            0
FORTUNE BRAND                  COM  349631101          118         3020 SH       D       2          3020            0            0
FORTUNE BRAND                  COM  349631101         9628       244637 SH       D       3        230737            0        13900
FORTUNE BRAND                  COM  349631101          629        16000 SH       D       4         16000            0            0
FORTUNE BRANDS INC COM         COM  349631101       100243      4009738 SH       D       6       3805602            0       204136
Fortune Brands Inc             COM  349631101         3089       123597 SH       D       7        106586            0        17011
FORTUNE BRANDS INC             COM  349631101          222         8894 SH       S       7          8894            0            0
FORWARD AIR CORP. COM          COM  349853101         4738       200041 SH       D       6        200041            0            0
Forward Air Corp               COM  349853101           59         2506 SH       D       7          2506            0            0
FOSSIL INC COM                 COM  349882100         8552       364892 SH       D       6        364892            0            0
Fossil Inc.                    COM  349882100           84         3592 SH       D       7          3592            0            0
FOSTER L B CO CL A COM         COM  350060109           32         7961 SH       D       6          7961            0            0
FOSTER (L.B.) CL A             COM  350060109            1          446 SH       D       7           446            0            0
FOSTER WHEELER CORP COM        COM  350244109         4279       633949 SH       D       6        633949            0            0
FOSTER WHEELER CORPORATION     COM  350244109           52         7780 SH       D       7          7780            0            0
FOTOBALL USA COM               COM  350384103            0         8300 SH       D       6          8300            0            0
FOOTBALL USA INC               COM  350384103           11         2400 SH       D       7          2400            0            0
FOUNDATION HEALTH SYSTEMS COM  COM  350404109        26164      3270525 SH       D       6       3215148            0        55377
FOUNDATION HEALTH SYSTEMS      COM  350404109          296        37047 SH       D       7         28125            0         8922
FOUNDRY NETWORKS COM           COM  35063R100        46983       326842 SH       D       6        311933            0        14909
FOUNDRY NETWORKS INC           COM  35063R100         1006         7000 SH       D       7          7000            0            0
FOUNTAIN PWR BOAT INDS INC COM COM  350755302            2          713 SH       D       6           713            0            0
4 KIDS ENTERTAINMENT INC COM   COM  350865101         1583        67022 SH       D       6         67022            0            0
4 KIDS ENTERTAINMENT           COM  350865101           11          500 SH       D       7           500            0            0
FOUR MEDIA COMPANY COM         COM  350872107         2840       184026 SH       D       6        184026            0            0
FOUR MEDIA COMPANY             COM  350872107           11          763 SH       D       7           763            0            0
4 FRONT TECHNOLOGIES INC COM   COM  351042106         2330       112317 SH       D       6        112317            0            0
4FRONT SOFTWARE INTERNATIONAL  COM  351042106           12          590 SH       D       7           590            0            0
FOURTH SHIFT CORP COM          COM  351128103           40         6140 SH       D       6          6140            0            0
FOURTH SHIFT CORP              COM  351128103            2          448 SH       D       7           448            0            0
FOX ENTERTAINMENT COM          COM  35138T107        24880       831090 SH       D       6        831090            0            0
FOX ENTERTAINMENT GRP INC-A    COM  35138T107         1230        41108 SH       D       7         12403            0        28705
FRANCHISE FIN CORP AMER COM    COM  351807102        28240      1214640 SH       D       6       1168903            0        45737
FRANCHISE FINANCE CORP OF AM   COM  351807102          649        27947 SH       D       7         22880            0         5067
FRANKLIN BANK N.A. COM         COM  352456107           23         2783 SH       D       6          2783            0            0
FRANKLIN COVEY CO COM          COM  353469109         3546       489167 SH       D       6        478167            0        11000
Franklin Covey Co.             COM  353469109           24         3342 SH       D       7          3342            0            0
FRANKLIN ELEC CO INC COM       COM  353514102         4267        66806 SH       D       6         66806            0            0
Franklin Electric Co. Inc.     COM  353514102           49          776 SH       D       7           776            0            0
FRANKLIN ELECTR PUBLISHERS INC COM  353515109          184        26398 SH       D       6         26398            0            0
FRANKLIN RESOURCES INC COM STO COM  354613101          199         3810 SH       D       2          3810            0            0
FRANKLIN RESOURCES INC COM STO COM  354613101        18761       358659 SH       D       3        340559            0        18100
FRANKLIN RES INC               COM  354613101       198520      5937066 SH       D       6       5443040            0       494026
Franklin Resources, Inc.       COM  354613101         6559       196168 SH       D       7        166354            0        29814
FRANKLIN RESOURCES INC.        COM  354613101          448        13412 SH       S       7         13412            0            0
FRANKLIN SELECT RLTY TR COM    COM  354638108            0       113362 SH       D       6        113362            0            0
FRANKLIN TELECOMMUNICATIONS    COM  354727208           30        14200 SH       D       6         14200            0            0
FRANKLIN TELECOMMUNUCATION EQU COM  354727208            4         1900 SH       D       7          1900            0            0
FREDS INC. COM                 COM  356108100         1770       116095 SH       D       6        116095            0            0
FRED'S INC                     COM  356108100           15         1040 SH       D       7          1040            0            0
FREEDOM SECS CORP - COM        COM  35644K103         4424       283175 SH       D       6        283175            0            0
Freedom Securities Corp.       COM  35644K103           67         4344 SH       D       7          4344            0            0
FREEMARKETS INC COM            COM  356602102        21501       177697 SH       D       6        173997            0         3700
FREEMARKETS, INC.              COM  356602102          202         1671 SH       D       7          1671            0            0
FREEPORT-MCMORAN COPPER & GOLD CLA  35671D105         1338        74611 SH       D       3         74611            0            0
FREEPORT-MCMORAN COPPER INC CL COM  35671D105          295        26600 SH       D       6         26600            0            0
FREEPORT MCMORAN COPPER + GOLD COM  35671D105           99         8900 SH       D       7          8900            0            0
FREEPORT-MCMOR C&G             CLA  35671D857           26         2548 SH       D       1             0         2548            0
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857         3437       176913 SH       D       3        162513            0        14400
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857          322        16600 SH       D       4         16600            0            0
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857        51016      4229309 SH       D       6       3861497            0       367812
Freeport McMoran Copper-B      COM  35671D857         1667       138236 SH       D       7        106103            0        32133
FREEPORT-MCMORAN               COM  35671D857          107         8873 SH       S       7          8873            0            0
FREESHOP.COM COM               COM  356873109         1343        68910 SH       D       6         68910            0            0
FREESHOP COM INC               COM  356873109           15          800 SH       D       7           800            0            0
FREMONT GENERAL CORP COM       COM  357288109        13430      2261999 SH       D       6       2225424            0        36575
FREMONT GENERAL CORP           COM  357288109           73        12319 SH       D       7          7108            0         5211
FRENCH FRAGRANCES INC COM      COM  357658103         1037       131715 SH       D       6        131715            0            0
FRENCH FRAGRANCES INC          COM  357658103            4          509 SH       D       7           509            0            0
FREQUENCY ELECTRONICS INC COM  COM  358010106         1424        78080 SH       D       6         78080            0            0
FREQUENCY ELECTRONICS INC      COM  358010106            6          343 SH       D       7           343            0            0
FRESENIUS MEDICAL CARE AG ADRS COM  358029106            0            1 SH       D       6             1            0            0
FRESH CHOICE COM               COM  358032100           20         4400 SH       D       6          4400            0            0
FRESH FOODS, INC COM           COM  358034106           12         3854 SH       D       6          3854            0            0
FRESH AMERICA CORP COM         COM  35803R105           12         3248 SH       D       6          3248            0            0
FRESH AMERICA CORP             COM  35803R105            2          796 SH       D       7           796            0            0
FRIEDE GOLDMAN COM             COM  358430106         3542       515281 SH       D       6        515281            0            0
FRIEDE GOLDMAN HALTER INC      COM  358430106           42         6140 SH       D       7          6140            0            0
FRIEDMAN BILLINGS RA COM       COM  358433100         3261       299892 SH       D       6        299892            0            0
Friedman Billings Ramsey Group COM  358433100           31         2882 SH       D       7          2882            0            0
FRIEDMANS INC COM              COM  358438109          973       158129 SH       D       6        158129            0            0
FRIEDMAN'S INC                 COM  358438109            4          739 SH       D       7           739            0            0
FRIENDLY ICE CREAM COM         COM  358497105          147        37500 SH       D       6         37500            0            0
FRIENDLY ICE CREAM CORP        COM  358497105            1          433 SH       D       7           433            0            0
FRISCHS RESTAURANTS INC COM    COM  358748101          417        49157 SH       D       6         49157            0            0
FRISCH'S RESTAURANTS INC       COM  358748101            2          268 SH       D       7           268            0            0
FRITZ COS INC COM              COM  358846103         4102       405233 SH       D       6        405233            0            0
FRITZ COMPANIES INC            COM  358846103           42         4236 SH       D       7          4236            0            0
FRONTIER AIRLINES INC NEW COM  COM  359065109         4965       418159 SH       D       6        402359            0        15800
Frontier Airlines Inc          COM  359065109           28         2403 SH       D       7          2403            0            0
FRONTIER FINL CORP W COM       COM  35907K105         4029       217806 SH       D       6        217806            0            0
Frontier Financial Corp.       COM  35907K105           55         3001 SH       D       7          3001            0            0
FRONTIER INS GROUP INC NEW     COM  359081106          654       654736 SH       D       6        654736            0            0
Frontier Insurance Group Inc.  COM  359081106            4         4635 SH       D       7          4635            0            0
FRONTIER OIL CORP COM          COM  35914P105         2633       351125 SH       D       6        351125            0            0
FRONTIER OIL CORP              COM  35914P105            7         1036 SH       D       7          1036            0            0
FRONTLINE CAPITAL GROUP COM    COM  35921N101        13842       314605 SH       D       6        302177            0        12428
FRONTLINE CAPITAL GROUP        COM  35921N101           66         1500 SH       D       7          1500            0            0
FRONTLINE COMMUNICATIONS COM   COM  35921T108           47         9800 SH       D       6          9800            0            0
FRONTILINE COMMUNICATIONS CORP COM  35921T108            1          300 SH       D       7           300            0            0
FROZEN FOOD EXPRESS INDS INC C COM  359360104          449       133042 SH       D       6        133042            0            0
FROZEN FOOD EXPRESS INDS       COM  359360104            2          616 SH       D       7           616            0            0
FUEL CELL ENERGY INC COM       COM  35952H106         5315        68421 SH       D       6         68421            0            0
FUELCELL ENERGY INC            COM  35952H106           27          350 SH       D       7           350            0            0
FUJI PHOTO NEW                 COM  359586302         1137        25845 SH       D       7         25845            0            0
FULLER H B CO COM              COM  359694106        17121       428708 SH       D       6        418808            0         9900
FULLER H B CO                  COM  359694106           95         2398 SH       D       7          2398            0            0
FULTON FINANCIAL CORP PA COM   COM  360271100        19722       936397 SH       D       6        927107            0         9290
FULTON FINANCIAL CORP          COM  360271100          430        20461 SH       D       7         14273            0         6188
FURCO COM                      COM  360762108          635        53557 SH       D       6         53557            0            0
FUNCO INC                      COM  360762108            4          365 SH       D       7           365            0            0
FURNITURE BRANDS INTL INC      COM  360921100        17768       973600 SH       D       1        973600            0            0
FURNITURE BRANDS INTL INC USD1 COM  360921100           29         1000 SH       D       3          1000            0            0
FURNITURE BRANDS INTL INC COM  COM  360921100        34443      1830900 SH       D       6       1794800            0        36100
FURNITURE BRANDS INTL INC      COM  360921100          383        20372 SH       D       7         20372            0            0
FUSION MED TECHNOLOGIES COM    COM  361128101         1092        56046 SH       D       6         56046            0            0
FUSION MEDICAL TECHNOLOGIES    COM  361128101            5          300 SH       D       7           300            0            0
FUTUREBIOTICS INC              COM  36114L308           52        17400 SH       D       6         17400            0            0
FUTURELINK CORP COM            COM  36114Q208         1035        41200 SH       D       6         41200            0            0
G & K SVCS INC COM             COM  361268105         7400       378583 SH       D       6        378583            0            0
G&K Services Inc.              COM  361268105           63         3225 SH       D       7          3225            0            0
G&L RLTY CORP COM              COM  361271109           18         2013 SH       D       6          2013            0            0
G & L REALTY CORP              COM  361271109            2          281 SH       D       7           281            0            0
GA FINL INC COM                COM  361437106          960        87299 SH       D       6         87299            0            0
GA FINANCIAL INC               COM  361437106            2          263 SH       D       7           263            0            0
GATX CORP COM                  COM  361448103        31885       839084 SH       D       6        824489            0        14595
GATX CORP.                     COM  361448103          639        16837 SH       D       7         12402            0         4435
GBC BANCORP CALIF              COM  361475106         5933       255876 SH       D       6        249876            0         6000
GBC Bancorp CA                 COM  361475106           41         1811 SH       D       7          1811            0            0
GC COMPANIES INC COM           COM  36155Q109         3797       109289 SH       D       6        109289            0            0
GC Companies Inc.              COM  36155Q109           42         1216 SH       D       7          1216            0            0
GFSB BANCORP INC COM           COM  361692106            5          402 SH       D       6           402            0            0
GFSB BANCORP INC               COM  361692106            5          400 SH       D       7           400            0            0
GK INTELLIGENT SYS INC COM     COM  361751100           27        44684 SH       D       6         44684            0            0
G K  INTELLIGENT SYSTEMS INC.  COM  361751100            1         2700 SH       D       7          2700            0            0
GLB BANCORP INC COM            COM  361778103            2          357 SH       D       6           357            0            0
GST TELECOMMUNICATIONS COM     COM  361942105          112        18408 SH       D       6         18408            0            0
GST TELECOMMUNICATIONS         COM  361942105           22         3736 SH       D       7          3736            0            0
GP STRATEGIES CORP COM         COM  36225V104          541       131166 SH       D       6        131166            0            0
GP STRATEGIES CORP             COM  36225V104            1          398 SH       D       7           398            0            0
GPU INC                        COM  36225X100       159375      6000000 SH       D       1       6000000            0            0
GPU CORP COM STOCK             COM  36225X100          144         3370 SH       D       2          3370            0            0
GPU CORP COM STOCK             COM  36225X100         8062       187741 SH       D       3        187741            0            0
GPU CORP COM STOCK             COM  36225X100          558        13000 SH       D       4         13000            0            0
GPU INC                        COM  36225X100          908        33171 SH       D       5         33171            0            0
GPU INC COM                    COM  36225X100        84727      3095065 SH       D       6       2840018            0       255047
General Public Utilities       COM  36225X100         2543        92926 SH       D       7         80127            0        12799
GPU INC                        COM  36225X100          182         6671 SH       S       7          6671            0            0
GSB FINANCIAL CORP             COM  362263105           12         1100 SH       D       6          1100            0            0
GS FINL CORP COM               COM  362274102            6          559 SH       D       6           559            0            0
GS FINANCIAL CORP              COM  362274102            4          400 SH       D       7           400            0            0
GSE SYSTEMS                    COM  36227K106            1          200 SH       D       7           200            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103        17393       219500 SH       D       1        219500            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103         2698        23880 SH       D       2         23880            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103       162296      1436391 SH       D       3       1362891            0        73500
GTE GROUP COM STOCK US$0.05    COM  362320103         4530        40100 SH       D       4         40100            0            0
GTE CORP COM                   COM  362320103      1861164     26213583 SH       D       6      24035179            0      2178404
GTE CORP                       COM  362320103        60819       856611 SH       D       7        755909            0       100702
GTE CORPORATION                COM  362320103         3711        52280 SH       S       7         52280            0            0
GT INTERACTIVE SOFTW COM       COM  36236E109         2005       641774 SH       D       6        641774            0            0
GT Interactive Software Corp.  COM  36236E109           20         6510 SH       D       7          6510            0            0
GTS DURATEK COM                COM  36237J107         1456       140373 SH       D       6        140373            0            0
GTS DURATEK INC                COM  36237J107            6          630 SH       D       7           630            0            0
GZA GEOENVIRONMENTAL TECHNOLOG COM  362386104           36         6602 SH       D       6          6602            0            0
GZA GRO ENVIRONMENTAL TECH     COM  362386104            2          400 SH       D       7           400            0            0
GAMMA BIOLOGICAL INC COM       COM  36239Y102          940        54894 SH       D       6         54894            0            0
GABELLI ASSET MGNT INC CL A    COM  36239Y102            8          500 SH       D       7           500            0            0
GABLES RESIDENTIAL COM         COM  362418105        14382       639239 SH       D       6        635339            0         3900
Gables Residential Trust       COM  362418105           93         4156 SH       D       7          4156            0            0
GADZOOKS INC COM               COM  362553109         5178       238770 SH       D       6        238770            0            0
GADZOOKS INC                   COM  362553109           15          697 SH       D       7           697            0            0
GODZOOX COM                    COM  362555104         3450        71973 SH       D       6         71973            0            0
GADZOOX NETWORKS INC           COM  362555104           67         1400 SH       D       7          1400            0            0
GAIAM INC COM                  COM  36268Q103            1          100 SH       D       6           100            0            0
GAIAM INC                      COM  36268Q103            5          300 SH       D       7           300            0            0
GAINSCO CORP COM COM           COM  363127101         1190       202661 SH       D       6        202661            0            0
GAINSCO INC                    COM  363127101            4          770 SH       D       7           770            0            0
GALEY & LORD COM               COM  36352K103           20        10358 SH       D       6         10358            0            0
GALEY & LORD INC               COM  36352K103            4         2429 SH       D       7          2429            0            0
GALILEO INTERNATIONAL          COM  363547100         5190       143500 SH       D       1        143500            0            0
GALILEO INTERNATIONAL          COM  363547100         1161        32100 SH       D       2         32100            0            0
GALILEO INTERNATIONAL          COM  363547100         7932       219335 SH       D       3        219335            0            0
GALILEO INTERNATIONAL INC      COM  363547100          669        27808 SH       D       5         27808            0            0
GALITEO INT`L INC COM          COM  363547100       109636      4556315 SH       D       6       4108523            0       447792
GALILEO INTL INC               COM  363547100         6024       250377 SH       D       7        239759            0        10618
GALLAGHER ARTHUR J & CO COM    COM  363576109        33695      1036774 SH       D       6        974874            0        61900
Arthur J Gallagher & Co.       COM  363576109          196         6054 SH       D       7          6054            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           34         4700 SH       D       6          4700            0            0
GAMETECH INTERNATIONAL INC     COM  36466D102            2          400 SH       D       7           400            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101          560         5000 SH       D       1          5000            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101          464         4140 SH       D       2          4140            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101        49586       441983 SH       D       3        413583            0        28400
GANNETT CO INC COM STOCK US$1  COM  364730101         1379        12300 SH       D       4         12300            0            0
GANNETT CO                     COM  364730101         5121        72774 SH       D       5         72774            0            0
GANNETT CO INC COM             COM  364730101       550447      7821639 SH       D       6       7106515            0       715124
Gannett Company, Inc.          COM  364730101        16908       240260 SH       D       7        211372            0        28888
GANNETT CO INC                 COM  364730101        70812      1000000 SH       D       9       1000000            0            0
GANNETT CO INC                 COM  364730101         1053        14969 SH       S       7         14969            0            0
GAP INC COM STOCK US$0.05      COM  364760108          962        12077 SH       D       2         12077            0            0
GAP INC COM STOCK US$0.05      COM  364760108       104620      1312513 SH       D       3       1242676            0        69837
GAP INC COM STOCK US$0.05      COM  364760108         2777        34850 SH       D       4         34850            0            0
GAP INC                        COM  364760108        11109       223038 SH       D       5        223038            0            0
GAP INC COM                    COM  364760108      1011516     20306472 SH       D       6      18612629            0      1693843
Gap Inc                        COM  364760108        34475       692100 SH       D       7        540521            0       151579
GAP INC                        COM  364760108           64         1300 SH       D       9          1300            0            0
GAP STORES                     COM  364760108         2281        45793 SH       S       7         45793            0            0
GARAN INC COM                  COM  364802108         1806        71534 SH       D       6         71534            0            0
GARAN INC                      COM  364802108           14          589 SH       D       7           589            0            0
GARDEN BOTANIKA INC COM        COM  364854109            0         2000 SH       D       6          2000            0            0
GARDEN BOTANIKA INC            COM  364854109            0         2700 SH       D       7          2700            0            0
GARDEN COM INC COM             COM  365199108          481        59300 SH       D       6         59300            0            0
GARDEN.COM INC                 COM  365199108            8         1000 SH       D       7          1000            0            0
GARDEN FRESH RESTAURANT CORP C COM  365235100          853        77572 SH       D       6         77572            0            0
GARDEN FRESH RESTAURANT CORP   COM  365235100            2          251 SH       D       7           251            0            0
GARDENBURGER INC COM           COM  365476100          425        89637 SH       D       6         89637            0            0
GARDENBURGER INC               COM  365476100            1          319 SH       D       7           319            0            0
GARDNER DENVER COM             COM  365558105         5709       303487 SH       D       6        303487            0            0
Gardner Denver Inc.            COM  365558105           55         2968 SH       D       7          2968            0            0
GARGOYLES INC COM              COM  366033108            1         3700 SH       D       6          3700            0            0
GART SPORTS CO. COM            COM  366630101           28         4571 SH       D       6          4571            0            0
GART SPORTS COMPANY            COM  366630101            2          343 SH       D       7           343            0            0
GARTNER GROUP COM              COM  366651107         7518       477346 SH       D       6        477346            0            0
GARTNER GROUP INC-CL A         COM  366651107          412        26220 SH       D       7          5302            0        20918
GARTNER GROUP COM              COM  366651206         6549       491706 SH       D       6        491706            0            0
GARTNER GROUP COM              COM  366651206           83         6253 SH       D       7          6253            0            0
GASONICS INTL CORP COM         COM  367278108         6174       155710 SH       D       6        155710            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          458         5400 SH       D       1          5400            0            0
GATEWAY INC COM USD0.01        COM  367626108          467         5500 SH       D       2          5500            0            0
GATEWAY INC COM USD0.01        COM  367626108        38616       454361 SH       D       3        439761            0        14600
GATEWAY INC COM USD0.01        COM  367626108          603         7100 SH       D       4          7100            0            0
GATEWAY INC COM                COM  367626108       397134      7493101 SH       D       6       6827753            0       665348
Gateway Inc                    COM  367626108        12578       237327 SH       D       7        200625            0        36702
GATEWAY INC                    COM  367626108          903        17048 SH       S       7         17048            0            0
GAYLORD ENTERTAINMENT          COM  367905106         1636        37926 SH       D       3         37926            0            0
GAYLORD ENTERTAINMENT CORP (NE COM  367905106         8221       303091 SH       D       6        303091            0            0
GAYLORD ENTERTAINMENT          COM  367905106          116         4302 SH       D       7          4302            0            0
GAYLORD CONTAINER CORP         COM  368145108         5804       910480 SH       D       6        910480            0            0
Gaylord Container Corp Class A COM  368145108           49         7689 SH       D       7          7689            0            0
GEERLINGS & WADE INC COM       COM  368473104            8         1800 SH       D       6          1800            0            0
GEERLINGS & WADE INC           COM  368473104            0          200 SH       D       7           200            0            0
GEHL CO COM                    COM  368483103         2836       155425 SH       D       6        155425            0            0
GEHL CORP                      COM  368483103            5          300 SH       D       7           300            0            0
GELTEX PHARMACEUTICALS COM     COM  368538104         4781       285445 SH       D       6        285445            0            0
Geltex Pharmaceuticals Inc.    COM  368538104           35         2124 SH       D       7          2124            0            0
GENCOR INDS INC                COM  368678108           93        93205 SH       D       6         93205            0            0
GENCORP INC COM                COM  368682100         5719       738005 SH       D       6        738005            0            0
GENCORP INC.                   COM  368682100           52         6778 SH       D       7          6778            0            0
GENE LOGIC, INC. COM           COM  368689105         9091       216141 SH       D       6        216141            0            0
GENE LOGIC INC                 COM  368689105           63         1500 SH       D       7          1500            0            0
GENELABS TECHNOLOGIE COM       COM  368706107         2621       423746 SH       D       6        423746            0            0
GENELABS TECHNOLOGIES          COM  368706107           16         2700 SH       D       7          2700            0            0
GENENTECH INC, SPECIAL COM COM COM  368710307            0         6400 SH       D       6          6400            0            0
GENENTECH INC                  COM  368710406         3175        21278 SH       D       1         21000          278            0
GENENTECH INC, SPECIAL COM COM COM  368710406        54075       355761 SH       D       6        341761            0        14000
GENENTECH INC                  COM  368710406          866         5700 SH       D       7          5700            0            0
GENER SA ADS                   ADR  368731105         8645       401710 SH       D       3        401710            0            0
GENER SA ADR (REP 68 ORD)      COM  368731105         3972       294290 SH       D       6        294290            0            0
GENERAL BEARING CORP           COM  369147103            1          200 SH       D       7           200            0            0
GENERAL BINDING CORP COM       COM  369154109         2256       236021 SH       D       6        233021            0         3000
General Binding Corp.          COM  369154109           18         1929 SH       D       7          1929            0            0
LHS GROUP INC COM              COM  369300108         6734       861996 SH       D       6        861996            0            0
General Cable Corp.            COM  369300108           37         4802 SH       D       7          4802            0            0
GENERAL CHEM GROUP INC COMMON  COM  369332101          212       100007 SH       D       6        100007            0            0
GENERAL CHEMICAL GROUP INC     COM  369332101            1          933 SH       D       7           933            0            0
GENERAL CIGAR COM              COM  36933P100         2642       174726 SH       D       6        174726            0            0
General Cigar Holdings Inc.    COM  36933P100           33         2196 SH       D       7          2196            0            0
GENERAL COMMUNICATION INC CL A COM  369385109         3304       614732 SH       D       6        614032            0          700
General Communication Inc.     COM  369385109           33         6240 SH       D       7          6240            0            0
GENERAL DATACOMM IND INC       COM  369487103          132        14330 SH       D       6         14330            0            0
GENERAL DATACOMM INDS INC      COM  369487103           12         1400 SH       D       7          1400            0            0
GENERAL DYNAMICS CORP COM STOC COM  369550108          235         3060 SH       D       2          3060            0            0
GENERAL DYNAMICS CORP COM STOC COM  369550108        24429       317181 SH       D       3        298381            0        18800
GENERAL DYNAMICS CORP          COM  369550108         2599        52259 SH       D       5         52259            0            0
GENERAL DYNAMICS CORP COM      COM  369550108       247178      4968420 SH       D       6       4560951            0       407469
General Dynamics Corp.         COM  369550108         7470       150158 SH       D       7        126021            0        24137
GENERAL DYNAMICS               COM  369550108          537        10806 SH       S       7         10806            0            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103       190910      1103860 SH       D       1        929900       173960            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103        23786        93990 SH       D       2         93990            0            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103      1425329      5631949 SH       D       3       5405049            0       226900
GENERAL ELECTRIC (CO) COM STOC COM  369604103        26674       105400 SH       D       4        105400            0            0
GENERAL ELECTRIC CO.           COM  369604103       132996       856990 SH       D       5        856990            0            0
GENERAL ELECTRIC CO COM        COM  369604103     13188848     84997209 SH       D       6      77804335            0      7192874
GENERAL ELEC CO                COM  369604103       493300      3178757 SH       D       7       2429490            0       749267
GENERAL ELECTRIC CO(U.S)       COM  369604103       523121      3345300 SH       D       9       3345300            0            0
GENERAL ELECTRIC COMPANY       COM  369604103        27385       176466 SH       S       7        176466            0            0
GENERAL EMPLOYMENT ENTERPRISES COM  369730106           34         8420 SH       D       6          8420            0            0
GENERAL EMPLOYMENT ENTERPRISES COM  369730106            0          230 SH       D       7           230            0            0
GENERAL GROWTH PROPERTIES      COM  370021107         6544       215000 SH       D       1        215000            0            0
GENERAL GROWTH COM             COM  370021107        23576       774572 SH       D       6        763033            0        11539
GENERAL GROWTH PROPERTIES      COM  370021107          553        18178 SH       D       7         13494            0         4684
GENERAL GROWTH PFD             PFD  370021206            0       560000 SH       D       6        560000            0            0
GENERAL MAGIC COM              COM  370253106         4712       527267 SH       D       6        527267            0            0
GENERAL MAGIC INC              COM  370253106           21         2430 SH       D       7          2430            0            0
GENERAL MAGNAPLATE CORP COM NO COM  370262206            1          625 SH       D       6           625            0            0
GENERAL MAGNAPLATE CORP        COM  370262206            0          300 SH       D       7           300            0            0
GENERAL MILLS INC              COM  370334104       107625      3000000 SH       D       1       3000000            0            0
GENERAL MILLS INC COM STOCK US COM  370334104          257         4500 SH       D       2          4500            0            0
GENERAL MILLS INC COM STOCK US COM  370334104        28502       498362 SH       D       3        465162            0        33200
GENERAL MILLS INC COM STOCK US COM  370334104          308         5400 SH       D       4          5400            0            0
GENERAL MILLS INC              COM  370334104         2851        78791 SH       D       5         78791            0            0
GENERAL MILLS INC COM          COM  370334104       270979      7488206 SH       D       6       6872680            0       615526
General Mills                  COM  370334104         8709       240683 SH       D       7        190169            0        50514
GENERAL MILLS, INC.            COM  370334104          587        16234 SH       S       7         16234            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105         3766        28900 SH       D       1         28900            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105         2044        15690 SH       D       2         15690            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105       139893      1073414 SH       D       3       1018214            0        55200
GENERAL MOTORS CORP COM STOCK  COM  370442105         4040        31000 SH       D       4         31000            0            0
GENERAL MOTORS CORP.           COM  370442105        13875       167554 SH       D       5        167554            0            0
GENERAL MOTORS CORP COM        COM  370442105      1480461     17877267 SH       D       6      16416630            0      1460637
GENERAL MTRS CORP              COM  370442105        49813       601520 SH       D       7        535139            0        66381
GENERAL MOTORS CORPORATION     COM  370442105         2852        34447 SH       S       7         34447            0            0
GENERAL MOTORS CORP CLASS 'H'  COM  370442832          352         1870 SH       D       2          1870            0            0
GENERAL MOTORS CORP CLASS 'H'  COM  370442832        26733       141809 SH       D       3        134809            0         7000
GENERAL MOTORS CORP CLASS 'H'  COM  370442832         1017         5400 SH       D       4          5400            0            0
GENERAL MOTORS-CLASS H         COM  370442832         4336        34829 SH       D       5         34829            0            0
GENERAL MOTORSCORP CLASS H COM COM  370442832       200094      1607184 SH       D       6       1599607            0         7577
GENERAL MOTORS                 COM  370442832         5619        45138 SH       D       7         25092            0        20046
GENERAL SEMICONDUCTOR COM      COM  370787103        12653       733524 SH       D       6        733524            0            0
GENERAL SEMICONDUCTOR INC      COM  370787103          117         6840 SH       D       7          6840            0            0
GENESCO INC COM                COM  371532102         5959       454039 SH       D       6        454039            0            0
Genesco Inc.                   COM  371532102           47         3624 SH       D       7          3624            0            0
GENESEE & WYO COM              COM  371559105           26         1714 SH       D       6          1714            0            0
GENESEE & WYOMING INC-CL A     COM  371559105            2          183 SH       D       7           183            0            0
GENESEE CORP CL B              COM  371601204           57         2746 SH       D       6          2746            0            0
GENESIS WORLDWIDE INC COM      COM  37184G104           32         8688 SH       D       6          8688            0            0
GENESISINTERMEDIA COM INC COM  COM  37184T106            7          400 SH       D       6           400            0            0
GENESISINTERMEDIA.COM INC      COM  37184T106            7          400 SH       D       7           400            0            0
GENTEX CORP                    COM  371901109        33262       897469 SH       D       6        897469            0            0
GENTEX CORP                    COM  371901109          788        21268 SH       D       7          5518            0        15750
GENESIS HEALTH VENTURE COM     COM  371912106          296       431295 SH       D       6        431295            0            0
GENESIS HEALTH VENTURES INC.   COM  371912106            1         1575 SH       D       7          1575            0            0
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
GENEVA STL COMPANY CL A        COM  372252106            1         3000 SH       D       6          3000            0            0
GENICOM CORP COM               COM  372282103            7        20196 SH       D       6         20196            0            0
GENICOM CORP                   COM  372282103            0          600 SH       D       7           600            0            0
GENLYTE GROUP INC              COM  372302109         4185       214666 SH       D       6        214666            0            0
Genlyte Group Inc.             COM  372302109           41         2109 SH       D       7          2109            0            0
GENOME THERAPEUTICS CORP COM   COM  372430108         4696       199331 SH       D       6        199331            0            0
GENOME THERAPEUTICS CORP       COM  372430108           31         1320 SH       D       7          1320            0            0
GENRAD INC COM                 COM  372447102         7651       618328 SH       D       6        618328            0            0
Genrad Inc.                    COM  372447102           61         4971 SH       D       7          4971            0            0
GENTER COMMUNICATION COM       COM  37245J105           19          940 SH       D       6           940            0            0
GENTNER COMMUNICATIONS CORP    COM  37245J105            8          400 SH       D       7           400            0            0
GENTA COM                      COM  37245M207            7          800 SH       D       6           800            0            0
GENTA INC.                     COM  37245M207            8          900 SH       D       7           900            0            0
GENSYM CORP COM                COM  37245R107           31         3400 SH       D       6          3400            0            0
GENSYM CORP                    COM  37245R107            3          400 SH       D       7           400            0            0
GENTEK INC COM                 COM  37245X104         2534       181013 SH       D       6        181013            0            0
Gentek Inc.                    COM  37245X104           34         2469 SH       D       7          2469            0            0
GENTEK INC RIGHT 2/14/00       RT   37245X997            0         2261 SH       D       6          2261            0            0
GENUINE PARTS CO COM STOCK US$ COM  372460105          344         9165 SH       D       2          9165            0            0
GENUINE PARTS CO COM STOCK US$ COM  372460105        12355       328917 SH       D       3        300567            0        28350
GENUINE PARTS CO COM STOCK US$ COM  372460105         1662        44250 SH       D       4         44250            0            0
GENUINE PARTS CO               COM  372460105         1129        47314 SH       D       5         47314            0            0
GENUINE PARTS CO COM           COM  372460105       108434      4541778 SH       D       6       4174805            0       366973
Genuine Parts Company          COM  372460105         3172       132868 SH       D       7        114407            0        18461
GENUINE PARTS                  COM  372460105          230         9635 SH       S       7          9635            0            0
GENUS INC COM                  COM  372461103          154        11100 SH       D       6         11100            0            0
GENUS, INC.                    COM  372461103           19         1400 SH       D       7          1400            0            0
GENZYME TRANSGENICS COM        COM  37246E105         4462       223113 SH       D       6        197341            0        25772
GENZYME TRANSGENICS CORP       COM  37246E105           23         1176 SH       D       7          1176            0            0
GEON CO COM                    COM  37246W105        20242       941518 SH       D       6        922618            0        18900
Geon Co.                       COM  37246W105           92         4302 SH       D       7          4302            0            0
GENTIVA HEALTH SERVICES        COM  37247A102            5          701 SH       D       7           701            0            0
GENZYME CORP COM               COM  372917104        64876      1294295 SH       D       6       1278499            0        15796
GENZYME CORP-GENL DIVISION     COM  372917104         1103        22021 SH       D       7         11029            0        10992
GENZYME TISSUE CORP            COM  372917401           62         9507 SH       D       6          9507            0            0
GENZYME CORP-TISSUE REPAIR     COM  372917401            2          362 SH       D       7           362            0            0
GENZYME TISSUE CORP COM        COM  372917500         2706       178638 SH       D       6        178637            0            1
GENZYME-MOLECULAR ONCOLOGY     COM  372917500           11          733 SH       D       7           733            0            0
GENZYME TISSUE CORP COM        COM  372917609         1989       169306 SH       D       6        169306            0            0
GENZYME SURGICAL PRODUCTS      COM  372917609           11         1016 SH       D       7          1016            0            0
GEORGIA GULF CORP COM PAR $0.0 COM  373200203        24403       938598 SH       D       6        918998            0        19600
GEORGIA GULF CORP              COM  373200203          195         7515 SH       D       7          7515            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108         3547        57900 SH       D       1         57900            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108          973        15880 SH       D       2         15880            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108        22403       365604 SH       D       3        345204            0        20400
GEORGIA-PACIFIC CORP COM STOCK COM  373298108          772        12600 SH       D       4         12600            0            0
GEORGIA-PAC (GEORGIA-PAC GP)   COM  373298108         1800        45518 SH       D       5         45518            0            0
GEORGIA PACIFIC CORP COM       COM  373298108       263673      6664729 SH       D       6       6027484            0       637245
GEORGIA PAC CORP               COM  373298108        10642       269012 SH       D       7        251291            0        17721
GEORGIA-PACIFIC GROUP          COM  373298108          363         9185 SH       S       7          9185            0            0
GEORGIA PACIFIC TIMBER CORP CO COM  373298702        33599      1311186 SH       D       6       1302059            0         9127
GEORGIA-PACIFIC (TIMBER GROUP) COM  373298702          620        24213 SH       D       7         16444            0         7769
GEOTEK INDS INC COM            COM  373654102            0        30850 SH       D       6         30850            0            0
GEOWORKS COM                   COM  373692102          772        21682 SH       D       6         21682            0            0
GEOWORKS                       COM  373692102           39         1120 SH       D       7          1120            0            0
GERALD STEVENS INC COM         COM  37369G101         2858       357253 SH       D       6        357253            0            0
GERALD STEVENS                 COM  37369G101           14         1861 SH       D       7          1861            0            0
GERBER CHILDRENSWEAR COM       COM  373701101            3          735 SH       D       6           735            0            0
GERBER CHILDRENSWEAR INC       COM  373701101            6         1474 SH       D       7          1474            0            0
GERBER SCIENTIFIC INC COM      COM  373730100        11582       599747 SH       D       6        593847            0         5900
Gerber Scientific Inc.         COM  373730100           66         3424 SH       D       7          3424            0            0
GERMAN AMERICAN BANCORP COM    COM  373865104         1255        81653 SH       D       6         81653            0            0
GERMAN AMERICAN BANCORP        COM  373865104            5          334 SH       D       7           334            0            0
GERON CORP COM                 COM  374163103         5589       201418 SH       D       6        201418            0            0
GERON CORP                     COM  374163103           24          894 SH       D       7           894            0            0
GET THERE COM COM              COM  374266104         1396        90848 SH       D       6         90848            0            0
GETTHERE.COM, INC.             COM  374266104           24         1587 SH       D       7          1587            0            0
GETTY IMAGES INC -C COM        COM  374276103        15049       418780 SH       D       6        418780            0            0
Getty Images Inc.              COM  374276103          202         5632 SH       D       7          5632            0            0
GETTY IMAGES INC               COM  374276103          115         3000 SH       D       9          3000            0            0
GETTY IMAGES 5%CB 144A 200     CVB  374276AD5         4092      5000000 SH       D       9       5000000            0            0
GETTY PETROLEUM MARKETING COM  COM  374292100           20         9265 SH       D       6          9265            0            0
GETTY PETROLEUM MARKETING      COM  374292100            0          300 SH       D       7           300            0            0
GETTY REALTY CORP COM          COM  374297109         2159       191999 SH       D       6        191999            0            0
Getty Realty Corp.             COM  374297109           25         2245 SH       D       7          2245            0            0
GIANT GROUP LTD COM            COM  374503100           12         7600 SH       D       6          7600            0            0
GIANT INDS INC COM             COM  374508109         2096       232924 SH       D       6        232924            0            0
GIANT INDUSTRIES INC           COM  374508109            4          484 SH       D       7           484            0            0
GIBRALTAR STL CORP COM         COM  37476F103         1947       118472 SH       D       6        117572            0          900
Gibraltar Steel Corp.          COM  37476F103           31         1921 SH       D       7          1921            0            0
GILEAD SCIENCES COM            COM  375558103        48081       758677 SH       D       6        758677            0            0
Gilead Sciences, Inc.          COM  375558103          486         7682 SH       D       7          7682            0            0
GILLETTE CO                    COM  375766102           31          810 SH       D       1             0          810            0
GILLETTE CO COM US$1           COM  375766102         1023        17320 SH       D       2         17320            0            0
GILLETTE CO COM US$1           COM  375766102       103824      1757211 SH       D       3       1685801            0        71410
GILLETTE CO COM US$1           COM  375766102         2877        48700 SH       D       4         48700            0            0
GILLETTE COMPANY               COM  375766102        10602       281313 SH       D       5        281313            0            0
GILLETTE CO COM                COM  375766102       972709     25809875 SH       D       6      23698710            0      2111165
Gillette Co                    COM  375766102        34922       926632 SH       D       7        681403            0       245229
GILLETTE CO                    COM  375766102         2175        57728 SH       S       7         57728            0            0
GILMAN ECIOCIA INC COM         COM  375908100          296        45639 SH       D       6         45639            0            0
GILMAN & CIOCIA INC            COM  375908100            6          935 SH       D       7           935            0            0
GLACIER BANCORP, INC. COM      COM  37637Q105         1728       122393 SH       D       6        122393            0            0
Glacier Bancorp Inc            COM  37637Q105           16         1191 SH       D       7          1191            0            0
GLACIER WATER SVCS COM         COM  376395109           41         2577 SH       D       6          2577            0            0
GLACIER WATER SERVICES INC     COM  376395109            2          135 SH       D       7           135            0            0
GLATFELTER P H CO COM          COM  377316104         7955       748795 SH       D       6        748795            0            0
GLATFELTER P H CO              COM  377316104           87         8271 SH       D       7          8271            0            0
GLAXO WELLCOME PLC             COM  37733W105         5757       100461 SH       D       7        100461            0            0
GLX.N                          COM  37733W105          319         5610 SH       D       9          5610            0            0
GLENAYRE TECH INC COM          COM  377899109        22992      1309176 SH       D       6       1300176            0         9000
GLENAYRE TECHNOLOGIES INC      COM  377899109          233        13308 SH       D       7         13308            0            0
GLENBOROUGH RLTY TR COM        COM  37803P105        11343       782334 SH       D       6        776834            0         5500
Glenborough Realty Trust Inc.  COM  37803P105           73         5094 SH       D       7          5094            0            0
GLOBAL TECHNOLOGIES COM        COM  378949101          313        17892 SH       D       6         17892            0            0
GLIATECH INC COM               COM  37929C103         2422       139907 SH       D       6        139907            0            0
Gliatech Inc                   COM  37929C103           23         1341 SH       D       7          1341            0            0
GLIMCHER RLTY TR COM           COM  379302102         7778       576190 SH       D       6        572190            0         4000
Glimcher Realty Trust          COM  379302102           52         3896 SH       D       7          3896            0            0
GLOBAL CAPITAL PARTNERS COM    COM  37931J104           23         2873 SH       D       6          2873            0            0
GLOBAL CROSSING HLDGS          CVP  37932J202       126178      1075000 SH       D       1       1075000            0            0
GLOBAL INDS COM                COM  379336100        16561      1132419 SH       D       6       1132419            0            0
Global Industries Ltd.         COM  379336100          173        11892 SH       D       7         11892            0            0
GLOBAL INTELLICOM              COM  379337108            0         8100 SH       D       7          8100            0            0
GLOBAL IMAGING SYSTEMS COM     COM  37934A100         1232       158984 SH       D       6        158984            0            0
Global Imaging Systems Inc.    COM  37934A100           16         2078 SH       D       7          2078            0            0
GLOBAL LT TELECOMMUNICATIONS C COM  37934X100           24         1184 SH       D       6          1184            0            0
GLOBAL LIGHT TELECOM INC       COM  37934X100           12          600 SH       D       7           600            0            0
GLOBAL MARINE                  COM  379352404           99         2500 SH       D       2          2500            0            0
GLOBAL MARINE                  COM  379352404         8643       217961 SH       D       3        217961            0            0
GLOBAL MARINE INC              COM  379352404         1173        46248 SH       D       5         46248            0            0
GLOBAL MARINE INC COM NEW      COM  379352404        71853      2831680 SH       D       6       2815801            0        15879
GLOBAL MARINE INC              COM  379352404         1714        67578 SH       D       7         50639            0        16939
GLOBAL TELECOMMUNICATION SOL   COM  37935Y206            3         2400 SH       D       6          2400            0            0
GLOBAL PMT TECHNOLOGIES INC CO COM  37936S109           22         2600 SH       D       6          2600            0            0
GLOBAL PAYMENT TECH INC        COM  37936S109            2          240 SH       D       7           240            0            0
GLOBAL TELESYSTEMS GROUP COM   COM  37936U104        45892      2238677 SH       D       6       2238677            0            0
GLOBAL TELESYSTEMS GROUP INC   COM  37936U104         1198        58464 SH       D       7         20024            0        38440
GLOBAL SPORTS INC. COM         COM  37937A107         1451        77910 SH       D       6         77910            0            0
Global Sports Inc.             COM  37937A107           27         1502 SH       D       7          1502            0            0
GLOBAL VACATION GROUP INC COM  COM  37937F106          279        77139 SH       D       6         77139            0            0
GLOBAL VACATION GROUP INC.     COM  37937F106            2          595 SH       D       7           595            0            0
GLOBALNET FINL.COM             COM  37937R209            4          300 SH       D       1             0          300            0
GLOBALNET FINANCIAL COM INC CO COM  37937R209          111         3100 SH       D       6          3100            0            0
GLOBALNET FINANCIAL.COM        COM  37937R209           25          700 SH       D       7           700            0            0
GLOBE BUSINESS RES INC COM     COM  379395106          236        18894 SH       D       6         18894            0            0
GLOBE BUSINESS RESOURCES INC   COM  379395106           10          808 SH       D       7           808            0            0
GLOBAL TECHNOVATIONS INC       COM  37939M109           19        15800 SH       D       6         15800            0            0
GLOBAL DIGITAL COMMERCE.COM CO COM  37939R108            0         1000 SH       D       6          1000            0            0
GLOBECOMM SYSTEMS INC COM      COM  37956X103         2766       103662 SH       D       6        103662            0            0
GLOBECOMM SYSTEMS INC          COM  37956X103           10          405 SH       D       7           405            0            0
GLOBESPAN SEMICONDUCTOR INC CO COM  379571102        16032       157279 SH       D       6        153079            0         4200
GLOBESPAN INC                  COM  379571102          336         3300 SH       D       7          3300            0            0
GLOBIX CORP COM                COM  37957F101        27736       727521 SH       D       6        689159            0        38362
Globix Corp.                   COM  37957F101          137         3612 SH       D       7          3612            0            0
GOLD BANC CORP INC COM         COM  379907108         1238       186968 SH       D       6        186968            0            0
GOLD BANC CORPORATION          COM  379907108            9         1378 SH       D       7          1378            0            0
GOLD RESERVE COM               COM  38068N108            7        10094 SH       D       6         10094            0            0
GOLDEN BOOKS FAMILY ENTERTAINM COM  380804104            3        17047 SH       D       6         17047            0            0
GOLDEN BOOKS FAMILY ENTMNT     COM  380804112            0            4 SH       D       7             4            0            0
GOLDEN BEAR GOLF INC COM       COM  380975102            0         1000 SH       D       6          1000            0            0
GOLDEN ENTERPRISES INC COM     COM  381010107           41        12700 SH       D       6         12700            0            0
GOLDEN ENTERPRISES             COM  381010107            1          544 SH       D       7           544            0            0
GOLDEN STATE BANCORP INC COM   COM  381197102        18886      1264372 SH       D       6       1149695            0       114677
GOLDEN STATE BANCORP           COM  381197102          529        35426 SH       D       7         29315            0         6111
GOLDEN STATE BANCORP           COM  381197136            5         4300 SH       D       7          4300            0            0
GOLDEN STATE VINTNERS INC -B   COM  38121K208            1          229 SH       D       7           229            0            0
GOLDEN WEST FINANCIAL CORP COM COM  381317106          173         3600 SH       D       2          3600            0            0
GOLDEN WEST FINANCIAL CORP COM COM  381317106        12219       253921 SH       D       3        228721            0        25200
GOLDEN WEST FINL CORP DEL COM  COM  381317106       135131      4332871 SH       D       6       3853874            0       478997
Golden West Financial          COM  381317106         4447       142621 SH       D       7        127984            0        14637
GOLDEN WEST FINANCIAL CORP     COM  381317106          270         8686 SH       S       7          8686            0            0
GOLDMAN SACHS GROUP INC USD0.0 COM  38141G104          219         1300 SH       D       2          1300            0            0
GOLDMAN SACHS GROUP INC USD0.0 COM  38141G104        19772       116870 SH       D       3        116870            0            0
GOLDMAN SACHS COM              COM  38141G104       362272      3446112 SH       D       6       3435877            0        10235
GOLDMAN SACHS                  COM  38141G104         4651        44251 SH       D       7         38138            0         6113
GOLF ENTERTAINMENT             COM  38163Q105            0         1300 SH       D       7          1300            0            0
GOLF TR AMERICA COM            COM  38168B103         3437       208316 SH       D       6        204916            0         3400
Golf Trust of America Inc.     COM  38168B103           22         1371 SH       D       7          1371            0            0
GOOD GUYS INC COM              COM  382091106          849       205978 SH       D       6        205978            0            0
GOOD GUYS INC                  COM  382091106            8         2137 SH       D       7          2137            0            0
GOODRICH, B F CO COM STOCK US$ COM  382388106         7046       157865 SH       D       3        157865            0            0
GOODRICH B F CO COM            COM  382388106        79489      2770862 SH       D       6       2522530            0       248332
Goodrich (B.F.) Company        COM  382388106         2820        98334 SH       D       7         87501            0        10833
GOODRICH BF CO                 COM  382388106          170         5932 SH       S       7          5932            0            0
GOODRICH PETROLEUM CORP        COM  382410405           12         2500 SH       D       6          2500            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101          105         2850 SH       D       2          2850            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101         9721       261575 SH       D       3        246075            0        15500
GOODYEAR TIRE & RUBBER CO COM  COM  382550101          490        13200 SH       D       4         13200            0            0
GOODYEAR TIRE & RUBBER CO      COM  382550101          962        41287 SH       D       5         41287            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101        93158      3996078 SH       D       6       3673508            0       322570
Goodyear Tire & Rubber Co      COM  382550101         2748       117902 SH       D       7        101636            0        16266
GOODYEAR TIRE & RUBBER CO.     COM  382550101          195         8371 SH       S       7          8371            0            0
GOODYS FAMILY CLOTHING COM     COM  382588101         1966       324431 SH       D       6        324431            0            0
Goody's Family Clothing Inc.   COM  382588101           34         5710 SH       D       7          5710            0            0
GORMAN RUPP CO COM             COM  383082104         1344        85388 SH       D       6         85388            0            0
GORMAN RUPP CO                 COM  383082104            4          315 SH       D       7           315            0            0
GOTTSCHALKS INC COM            COM  383485109          652       124307 SH       D       6        124307            0            0
GOTTSCHALKS INC                COM  383485109            2          463 SH       D       7           463            0            0
G02NET INC COM                 COM  383486107        30836       382767 SH       D       6        374167            0         8600
Go2net Inc.                    COM  383486107          385         4782 SH       D       7          4782            0            0
GOTO COM INC COM               COM  38348T107        12310       299794 SH       D       6        288794            0        11000
GOTO.COM INC                   COM  38348T107          106         2600 SH       D       7          2600            0            0
GOVERNMENT TECHNOLOGY COM      COM  383750106           21         6352 SH       D       6          6352            0            0
WR GRACE & CO (NEW)            COM  38388F108         2370       117191 SH       D       3        108091            0         9100
WR GRACE & CO NEW COM          COM  38388F108        30846      2431250 SH       D       6       2270335            0       160915
WR Grace & Co                  COM  38388F108          701        55313 SH       D       7         54286            0         1027
W.R. GRACE NEW                 COM  38388F108           49         3916 SH       S       7          3916            0            0
GRACO INC COM                  COM  384109104        18513       638389 SH       D       6        638389            0            0
Graco Inc.                     COM  384109104           77         2687 SH       D       7          2687            0            0
GRADCO SYS INC COM             COM  384111100            9         4675 SH       D       6          4675            0            0
GRAHAM CORP                    COM  384556106           16         2600 SH       D       6          2600            0            0
GRAHAM CORP                    COM  384556106            1          200 SH       D       7           200            0            0
GRAHAM-FIELD HEALTH PRODS INC  COM  384632105            4        16800 SH       D       6         16800            0            0
GRAINGER, W W INC COM STOCK US COM  384802104          177         2040 SH       D       2          2040            0            0
GRAINGER, W W INC COM STOCK US COM  384802104        13751       158270 SH       D       3        148270            0        10000
GRAINGER (W.W.) INC            COM  384802104         1342        24742 SH       D       5         24742            0            0
GRAINGER W W INC COM           COM  384802104       127518      2350577 SH       D       6       2159887            0       190690
W.W. Grainger                  COM  384802104         3706        68322 SH       D       7         60348            0         7974
GRAINGER WW INC                COM  384802104          274         5052 SH       S       7          5052            0            0
CADENALCO (REPR 10 B PFD) REG  ADR  385003207          178        27976 SH       D       3         27976            0            0
GRAND PREMIER FINANCIAL INC CO COM  386174106            0       245311 SH       D       6        245311            0            0
Grand Premier Financial Inc.   COM  386174106           32         2345 SH       D       7          2345            0            0
WTS GRAND UNION CO. EXP 01/01/ COM  386532139            0           53 SH       D       6            53            0            0
WTS GRAND UNION CO. EXP 01/01/ COM  386532402         1194       406575 SH       D       6        406575            0            0
Grand Un Company               COM  386532402           12         4145 SH       D       7          4145            0            0
GRANITE BROADCASTING COM       COM  387241102          859       120699 SH       D       6        120699            0            0
GRANITE BROADCASTING CORP      COM  387241102            9         1368 SH       D       7          1368            0            0
GRANITE CONSTR INC COM         COM  387328107        19524       723126 SH       D       6        717126            0         6000
GRANITE CONSTRUCTION INC.      COM  387328107          375        13910 SH       D       7         13910            0            0
GRANITE ST BANKSHARES INC COM  COM  387472103         1091        71551 SH       D       6         71551            0            0
GRANITE STATE BANKSHARES INC   COM  387472103            3          218 SH       D       7           218            0            0
GRAPHON CORP COM               COM  388707101         2563       129800 SH       D       6        129800            0            0
GRAPHON CORP                   COM  388707101           17          900 SH       D       7           900            0            0
GRAY COMMUNICATIONS SYSM INC C COM  389190109         1380       116236 SH       D       6        116236            0            0
Gray Communications Systems    COM  389190109           24         2036 SH       D       7          2036            0            0
GRAY COMMUNICATIONS SYS INC CO COM  389190208          592        50385 SH       D       6         50385            0            0
GRAY COMMUNICATIONS SYS-CL B   COM  389190208            9          771 SH       D       7           771            0            0
GREAT ATLANTIC & PACIFIC TEA C COM  390064103         1733        55751 SH       D       3         55751            0            0
GREAT ATLANTIC & PAC TEA CO CO COM  390064103        22014      1128958 SH       D       6       1052738            0        76220
Great Atlntc & Pacfic Tea      COM  390064103          533        27372 SH       D       7         26828            0          544
GREAT ATLANTIC & PAC TEA CO    COM  390064103           41         2105 SH       S       7          2105            0            0
GREAT LAKES CHEMICAL CORP COM  COM  390568103         4864        92110 SH       D       3         85910            0         6200
GREAT LAKES CHEMICAL CORP COM  COM  390568103        48787      1434916 SH       D       6       1316403            0       118513
Great Lakes Chemical Corp      COM  390568103         1455        42820 SH       D       7         37467            0         5353
GREAT LAKES CHEMICAL CORP.     COM  390568103          107         3153 SH       S       7          3153            0            0
GREAT LAKES REIT INC COM       COM  390752103         5715       377870 SH       D       6        375370            0         2500
Great Lakes REIT Inc.          COM  390752103           39         2614 SH       D       7          2614            0            0
GREAT SOURTHERN BANCORP INC CO COM  390905107         2210       119689 SH       D       6        119689            0            0
Great Southern Bancorp Inc     COM  390905107           18         1003 SH       D       7          1003            0            0
GREAT NORTHERN IRON ORE PROPER COM  391064102         1083        20746 SH       D       6         20746            0            0
GREAT PLAINS SOFTWARE COM      COM  39119E105         9914       185755 SH       D       6        185755            0            0
Great Plains Software Inc.     COM  39119E105          104         1953 SH       D       7          1953            0            0
GREAT TRAIN STORE CO           COM  391330107            0         2100 SH       D       6          2100            0            0
GREAT BAY CASINO CORP. COM     COM  391546108            0         3138 SH       D       6          3138            0            0
GREATER BAY BANCORP COMMON STO COM  391648102         7069       175639 SH       D       6        169239            0         6400
Greater Bay Bancorp            COM  391648102           86         2157 SH       D       7          2157            0            0
GREATER COMMUNITY BANCORP COM  COM  39167M108          194        28844 SH       D       6         28844            0            0
GREATER COMMUNITY BANCORP      COM  39167M108            2          410 SH       D       7           410            0            0
GREATER DEL VY HLDES COM       COM  391688108           17         2072 SH       D       6          2072            0            0
GREATER DEL VALLEY SVGS BANK   COM  391688108            1          200 SH       D       7           200            0            0
GREEN DANIEL CO COM            COM  392775102            6         1662 SH       D       6          1662            0            0
GREEN MTN COFFEE COM           COM  393122106           23         1804 SH       D       6          1804            0            0
GREEN MOUNTAIN COFFEE INC      COM  393122106           15         1200 SH       D       7          1200            0            0
GREEN MOUNTAIN POWER CORP COM  COM  393154109          897       134132 SH       D       6        134132            0            0
GREEN MOUNTAIN POWER CORP      COM  393154109            1          236 SH       D       7           236            0            0
GREENBRIER COS INC COM         COM  393657101          599        76797 SH       D       6         76797            0            0
GREENBRIER COMPANIES INC       COM  393657101            4          525 SH       D       7           525            0            0
GREENPOINT FINANCIAL CORP USD0 COM  395384100         3494       114228 SH       D       3        114228            0            0
GREENPOINT FINANCIAL CORP COM  COM  395384100        30340      1546014 SH       D       6       1536686            0         9328
GREENPOINT FINANCIAL CORP      COM  395384100          717        36558 SH       D       7         28684            0         7874
GREIF BROS CORP CL A COM       COM  397624107         7473       234461 SH       D       6        233661            0          800
Greif Bros. Corp.              COM  397624107           93         2940 SH       D       7          2940            0            0
GREKA ENERGY CORP COM          COM  397637109           12         1350 SH       D       6          1350            0            0
GREKA ENERGY CORP              COM  397637109            1          200 SH       D       7           200            0            0
GREY ADVERTISING INC COM       COM  397838103         5540        13546 SH       D       6         13546            0            0
Grey Advertising Inc.          COM  397838103           46          113 SH       D       7           113            0            0
GREY WOLF INC COM              COM  397888108         9437      2396742 SH       D       6       2396742            0            0
Grey Wolf Inc.                 COM  397888108          106        27021 SH       D       7         27021            0            0
GRIC COMMUNICATIONS COM        COM  398081109         4931       146130 SH       D       6        139700            0         6430
GRIC COMMUNICATIONS, INC.      COM  398081109           30          900 SH       D       7           900            0            0
GRIFFIN LAND & NURSERIES COM   COM  398231100           24         2258 SH       D       6          2258            0            0
GRIFFIN LAND & NURSERIES       COM  398231100            8          800 SH       D       7           800            0            0
GRIFFON CORP COM               COM  398433102         4432       567298 SH       D       6        567298            0            0
Griffon Corporation            COM  398433102           35         4559 SH       D       7          4559            0            0
GROUP 1 AUTOMOTIVE INC COM     COM  398905109         4157       357658 SH       D       6        354458            0         3200
Group 1 Automotive Inc.        COM  398905109           33         2839 SH       D       7          2839            0            0
GROUP 1 SOFTWARE, INC. COM     COM  39943Y103           94         5019 SH       D       6          5019            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         1151        88609 SH       D       6         88609            0            0
GROVE PROPERT TRUST            COM  399613108            6          503 SH       D       7           503            0            0
GROW BIZ INTL COM              COM  399817105           51         6648 SH       D       6          6648            0            0
GROW BIZ INTERNATIONAL INC     COM  399817105            1          226 SH       D       7           226            0            0
GRUBB & ELLIS CO NEW           COM  400095204         1280       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          154        17367 SH       D       6         17367            0            0
GRUPO TELEVISA SA SPONS 1 GDR  ADR  40049J206         3736        33970 SH       D       3         33970            0            0
GRUPO TELEVISA SA DE CV ADR    COM  40049J206         1566        23039 SH       D       6         23039            0            0
GTECH HLDGS CORP               COM  400518106         9210       480000 SH       D       1        480000            0            0
GTECH HLDGS CORP COM           COM  400518106        46712      2516482 SH       D       6       2400882            0       115600
GTECH HLDGS CORP               COM  400518106         1085        58479 SH       D       7         58479            0            0
GUARANTY BANCSHARES INC TEX CO COM  400764106            2          200 SH       D       6           200            0            0
GAURANTY BANCSHARES INC        COM  400764106            3          300 SH       D       7           300            0            0
GUARANTY FINL CORP COM         COM  401086103            4          538 SH       D       6           538            0            0
GUARANTY FINANCIAL CORP        COM  401086103            3          400 SH       D       7           400            0            0
GUARANTY FED BANCSHA COM       COM  40108P101          624        61714 SH       D       6         61714            0            0
GUARANTY FEDERAL BNCSHS INC    COM  40108P101            4          400 SH       D       7           400            0            0
GUESS INC COMMON               COM  401617105        11353       354799 SH       D       6        319099            0        35700
Guess ? Inc.                   COM  401617105           99         3101 SH       D       7          3101            0            0
GUEST SUPPLY INC COM           COM  401630108         1328        74569 SH       D       6         74569            0            0
GUEST SUPPLY INC               COM  401630108            5          282 SH       D       7           282            0            0
GUIDANT CORP                   COM  401698105          390         4400 SH       D       2          4400            0            0
GUIDANT CORP                   COM  401698105        38997       439767 SH       D       3        439767            0            0
GUIDANT CORP                   COM  401698105         1312        14800 SH       D       4         14800            0            0
GUIDANT CORP. COM              COM  401698105       430297      7316597 SH       D       6       6717571            0       599026
Guidant Corporation            COM  401698105        15511       263743 SH       D       7        194514            0        69229
GUIDANT CORP                   COM  401698105          972        16544 SH       S       7         16544            0            0
GUILFORD MILLS INC COM         COM  401794102         4189       545029 SH       D       6        537829            0         7200
Guilford Mills Inc.            COM  401794102           33         4367 SH       D       7          4367            0            0
GUILFORD PHARMACEUTICALS COM   COM  401829106         7674       330068 SH       D       6        329868            0          200
Guilford Pharmaceuticals Inc.  COM  401829106           96         4172 SH       D       7          4172            0            0
GUITAR CENTER MNG COM          COM  402040109         3523       308042 SH       D       6        308042            0            0
Guitar Center Inc.             COM  402040109           52         4603 SH       D       7          4603            0            0
GULF CANADA RES LTD            COM  40218L305            0       572500 SH       D       6        572500            0            0
GULF INDONESIA RESOURCES LTD - ADR  402284103          253        20200 SH       D       3         20200            0            0
GULF ISLAND COM                COM  402307102         1610       110087 SH       D       6        110087            0            0
GULF ISLAND FABRICATION INC    COM  402307102            7          520 SH       D       7           520            0            0
GULF WEST BKS INC COM          COM  402582100          208        29590 SH       D       6         29590            0            0
GULF WEST BANKS INC            COM  402582100            2          410 SH       D       7           410            0            0
GULFMARK OFFSHORE COM          COM  402629109         1925        93095 SH       D       6         93095            0            0
GULFMARK OFFSHORE INC          COM  402629109            6          299 SH       D       7           299            0            0
GUM TECH INTL INC COM          COM  402803100         1116        73203 SH       D       6         73203            0            0
GUMTECH INTERNATIONAL INC      COM  402803100            4          270 SH       D       7           270            0            0
GUNDLE\SLT ENVIRONMENTAL, INC  COM  402809107          130        44368 SH       D       6         44368            0            0
GUNDLE/SLT ENVIRONMENTAL INC   COM  402809107            1          588 SH       D       7           588            0            0
OFFICE AUTOMATION AND EQUIP    COM  403203102            1          800 SH       D       7           800            0            0
GYMBAREE COM                   COM  403777105         1714       415633 SH       D       6        415633            0            0
Gymboree Corp.                 COM  403777105           22         5368 SH       D       7          5368            0            0
GYRODYNE CO AMER INC           COM  403820103            7          346 SH       D       6           346            0            0
HMT TECHNOLOGY                 COM  403917107         1809       546252 SH       D       6        546252            0            0
HMT TECHNOLOGY CORP            COM  403917107            9         2954 SH       D       7          2954            0            0
HTF INC COM                    COM  403926108           30         9325 SH       D       6          9325            0            0
H.T.E. INC                     COM  403926108            2          622 SH       D       7           622            0            0
HCC INSR COM                   COM  404132102        10337       780185 SH       D       6        780185            0            0
HCC Insurance Holdings Inc.    COM  404132102          105         7952 SH       D       7          7952            0            0
HCB BANCSHARES INC COM         COM  40413N106            9         1694 SH       D       6          1694            0            0
H D VEST INC COM               COM  404150104            6          924 SH       D       6           924            0            0
H.D. VEST INC                  COM  404150104            1          300 SH       D       7           300            0            0
HEI INC                        COM  404160103            3          300 SH       D       7           300            0            0
HF FINL CORP COM               COM  404172108          427        49592 SH       D       6         49592            0            0
HF FINANCIAL CORP              COM  404172108            1          212 SH       D       7           212            0            0
HIE INC COM                    COM  40419W100          262        43763 SH       D       6         43763            0            0
HIE INC                        COM  40419W100           11         1904 SH       D       7          1904            0            0
HMG COURTLAND PPTYS INC COM    COM  404232100            7          964 SH       D       6           964            0            0
HMG COURTLAND PROPERTIES       COM  404232100            5          700 SH       D       7           700            0            0
HMG WORLDWIDE CORP             COM  404235103           12         1576 SH       D       6          1576            0            0
HMG WORLDWIDE CORP             COM  404235103            5          700 SH       D       7           700            0            0
HMI INDUSTRIES, INC. COM       COM  404238107            6         4000 SH       D       6          4000            0            0
HMN FINL INC. COM              COM  40424G108          501        49510 SH       D       6         49510            0            0
HMN FINANCIAL INC              COM  40424G108            2          241 SH       D       7           241            0            0
HNC SOFTWARE INC COM           COM  40425P107        30719       426283 SH       D       6        426283            0            0
HNC Software Inc.              COM  40425P107          306         4251 SH       D       7          4251            0            0
HNC SOFTWARE INC               CVB  40425PAA5        56065     29600000 SH       D       1      29600000            0            0
HPSC INC COM                   COM  404264103           44         5702 SH       D       6          5702            0            0
HPSC INC                       COM  404264103            1          200 SH       D       7           200            0            0
HRPT PRORERTIES TRUST COM      COM  40426W101        16173      1861703 SH       D       6       1831012            0        30691
HRPT PROPERTIES TRUST          COM  40426W101          300        34564 SH       D       7         22782            0        11782
HSB GROUP COM                  COM  40428N109        17875       617721 SH       D       6        617721            0            0
HSB GROUP INC                  COM  40428N109          226         7826 SH       D       7          7826            0            0
HS RES INC COM                 COM  404297103        12696       600996 SH       D       6        596456            0         4540
HS Resources Inc.              COM  404297103           58         2780 SH       D       7          2780            0            0
HA-LO INDS INC COM             COM  404429102         5715       725761 SH       D       6        725761            0            0
Ha-Lo Industries Inc.          COM  404429102           51         6585 SH       D       7          6585            0            0
HABERSHAM BANCORP INC COM      COM  404459109           16         1627 SH       D       6          1627            0            0
HABERSHAM BANCORP              COM  404459109            4          400 SH       D       7           400            0            0
HADCO CORP COM                 COM  404681108        32776       507185 SH       D       6        481985            0        25200
Hadco Corporation              COM  404681108          149         2310 SH       D       7          2310            0            0
HAEMONETICS COM                COM  405024100        14636       650524 SH       D       6        649624            0          900
Haemonetics Corp.              COM  405024100          105         4687 SH       D       7          4687            0            0
HAGGAR CORP COM                COM  405173105         1346        97942 SH       D       6         97942            0            0
HAGGAR CORP                    COM  405173105            4          316 SH       D       7           316            0            0
HAGLER BAILLY INC COM          COM  405183104          599       133156 SH       D       6        133156            0            0
HAGLER BAILLY                  COM  405183104            3          725 SH       D       7           725            0            0
HAIN FOOD GROUP INC COM        COM  405219106         5618       198435 SH       D       6        198435            0            0
Hain Food Group Inc.           COM  405219106          104         3681 SH       D       7          3681            0            0
HALIFAX CORP COM               COM  405752106           10         1506 SH       D       6          1506            0            0
HALL KINION ASSOCIATES COM     COM  406069104         1277        53075 SH       D       6         53075            0            0
HALL KINION & ASSOC INC        COM  406069104           10          425 SH       D       7           425            0            0
HALLIBURTON CO COM STOCK US$2. COM  406216101          398         6170 SH       D       2          6170            0            0
HALLIBURTON CO COM STOCK US$2. COM  406216101        47003       726885 SH       D       3        684085            0        42800
HALLIBURTON CO COM STOCK US$2. COM  406216101         1299        20100 SH       D       4         20100            0            0
HALLIBURTON CO                 COM  406216101         4723       115197 SH       D       5        115197            0            0
HALLIBURTON CO COM             COM  406216101       451836     11020402 SH       D       6      10121953            0       898449
Halliburton Company            COM  406216101        15176       370168 SH       D       7        295628            0        74540
HALLIBURTON                    COM  406216101        59047      1438000 SH       D       9       1438000            0            0
HALLIBURTON COMPANY            COM  406216101          975        23793 SH       S       7         23793            0            0
HALLMARK CAP CORP COM          COM  406241109            6          653 SH       D       6           653            0            0
HALLMARK CAPITAL               COM  406241109            1          200 SH       D       7           200            0            0
HALLWOOD GROUP INC COM         COM  406364406           10         1245 SH       D       6          1245            0            0
HALLWOOD GROUP                 COM  406364406            5          600 SH       D       7           600            0            0
HALLWOOD ENERGY CORP DEL COM   COM  40636X105          321        73539 SH       D       6         73539            0            0
HALLWOOD ENERGY CORP           COM  40636X105            2          636 SH       D       7           636            0            0
HAMILTON BANCORP INC COM       COM  407013101         2979       190688 SH       D       6        190688            0            0
Hamilton Bancorp Inc.          COM  407013101           28         1795 SH       D       7          1795            0            0
HAMMONS JOHN Q HOTEL COM       COM  408623106           15         3500 SH       D       6          3500            0            0
JOHN Q HAMMONS HOTELS INC      COM  408623106           11         2600 SH       D       7          2600            0            0
HAMPSHIRE GROUP LTD COM        COM  408859106           44         3657 SH       D       6          3657            0            0
HAMPSHIRE GROUP                COM  408859106           11          900 SH       D       7           900            0            0
HAMPTON INDS INC COM           COM  409189107            2         1481 SH       D       6          1481            0            0
HAMPTON INDUSTRIES             COM  409189107            2         1320 SH       D       7          1320            0            0
HANCOCK FABRICS INC COM        COM  409900107          833       289811 SH       D       6        289811            0            0
HANCOCK FABRICS INC            COM  409900107           12         4355 SH       D       7          4355            0            0
HANCOCK HLDG CO COM            COM  410120109         4573       148137 SH       D       6        148137            0            0
Hancock Holding Co.            COM  410120109           46         1522 SH       D       7          1522            0            0
JOHN HANCOCK FINANCIAL SERVICE COM  41014S106          294        10002 SH       D       3         10002            0            0
JOHN HANCOCK COM               COM  41014S106        46892      2596120 SH       D       6       2596120            0            0
JOHN HANCOCK FINANCIAL SRVCS   COM  41014S106          448        24803 SH       D       7         24803            0            0
HANDLEMAN CO COM               COM  410252100         7363       829672 SH       D       6        822472            0         7200
HANDLEMAN CO DEL               COM  410252100           44         5058 SH       D       7          5058            0            0
HANGER ORTHOPEDIC GROUP INC CO COM  41043F208         2292       431583 SH       D       6        431583            0            0
Hanger Orthopedic Group Inc.   COM  41043F208           15         2829 SH       D       7          2829            0            0
HANNA M. A. CO COM  NEW        COM  410522106        12535      1108087 SH       D       6       1108087            0            0
HANNA (M. A.) CO               COM  410522106          246        21757 SH       D       7         21757            0            0
HANNAFORD BROS CO              COM  410550107        14804       205800 SH       D       1        205800            0            0
HANNAFORD BROTHERS CO COM      COM  410550107        41410       561495 SH       D       6        557268            0         4227
HANNAFORD BROTHERS CO          COM  410550107          802        10875 SH       D       7          8069            0         2806
HANOVER CAP MTG HLDGS INC COM  COM  410761100            2          600 SH       D       6           600            0            0
HANOVER CAPITAL MORTGAGE HLD   COM  410761100            2          600 SH       D       7           600            0            0
HANOVER COMPRE COM             COM  410768105        19001       334092 SH       D       6        334092            0            0
Hanover Compressor Co.         COM  410768105          268         4721 SH       D       7          4721            0            0
HANOVER DIRECT INC COM         COM  410783104         3975      1673892 SH       D       6       1673892            0            0
Hanover Direct Inc.            COM  410783104           53        22645 SH       D       7         22645            0            0
HANSEN NATURAL CORP            COM  411310105            1          400 SH       D       7           400            0            0
HANSON PLC                     COM  411352404         2334        65989 SH       D       7         65989            0            0
HARBINGER CORP COM             COM  41145C103        20816       714721 SH       D       6        714721            0            0
Harbinger Corp.                COM  41145C103          185         6369 SH       D       7          6369            0            0
HARCOURT GENERAL INC COM STOCK COM  41163G101         5079        86695 SH       D       3         77395            0         9300
HARCOURT GEN INC. COM          COM  41163G101        64331      1727012 SH       D       6       1581987            0       145025
Harcourt General, Inc.         COM  41163G101         1918        51502 SH       D       7         45887            0         5615
HARCOURT GENERAL INC.          COM  41163G101          141         3812 SH       S       7          3812            0            0
HARDIN BANCORP INC COM         COM  411819105            2          200 SH       D       6           200            0            0
HARDIN BANCORP INC.            COM  411819105            2          200 SH       D       7           200            0            0
HARBOR FLORIDA BANCSHARES COM  COM  411901101         5555       488380 SH       D       6        482080            0         6300
Harbor Florida Bancshares Inc. COM  411901101           31         2746 SH       D       7          2746            0            0
HARDING LAWSON ASSOC GROUP INC COM  412293102           18         1741 SH       D       6          1741            0            0
HARDING LAWSON ASSOC GROUP     COM  412293102            3          300 SH       D       7           300            0            0
HARDINGE BROS INC COM          COM  412324303         1104       107743 SH       D       6        107743            0            0
HARDINGE INC                   COM  412324303            3          362 SH       D       7           362            0            0
HARKEN OIL & GAS CO COM        COM  412552101          921       921404 SH       D       6        921404            0            0
Harken Energy Corp.            COM  412552101           16        16124 SH       D       7         16124            0            0
HARLAND JOHN H CO COM          COM  412693103        18039      1336288 SH       D       6       1238888            0        97400
HARLAND JOHN H CO              COM  412693103          196        14581 SH       D       7         14581            0            0
HARLEY DAVIDSON COM STOCK US$0 COM  412822108          287         2300 SH       D       2          2300            0            0
HARLEY DAVIDSON COM STOCK US$0 COM  412822108        29065       232629 SH       D       3        232629            0            0
HARLEY-DAVIDSON INC            COM  412822108         3167        39899 SH       D       5         39899            0            0
HARLEY DAVIDSON INC COM        COM  412822108       284308      3581841 SH       D       6       3285341            0       296500
HARLEY DAVIDSON INC            COM  412822108        10714       134986 SH       D       7        100385            0        34601
HARLEY-DAVIDSON                COM  412822108          647         8160 SH       S       7          8160            0            0
HARLEYSVILLE GROUP INC COM     COM  412824104         4970       342810 SH       D       6        342810            0            0
Harleysville Group Inc.        COM  412824104           40         2806 SH       D       7          2806            0            0
HARLEYSVILLE NATL CORP PA      COM  412850109         3319       122382 SH       D       6        122382            0            0
Harleysville National Corp.    COM  412850109           34         1278 SH       D       7          1278            0            0
HARLEYSVILLE SAVINGS FINANCIAL COM  412865107            5          378 SH       D       6           378            0            0
HARLEYSVILLE SAVINGS FIN. CORP COM  412865107            6          506 SH       D       7           506            0            0
HARMAN INTL INDS INC NEW COM   COM  413086109        25589       426495 SH       D       6        400696            0        25799
Harman Intl. Industries Inc.   COM  413086109          157         2630 SH       D       7          2630            0            0
HARMON INDS INC NEW COM        COM  413136102         3073       169597 SH       D       6        169597            0            0
Harmon Industries Inc.         COM  413136102           74         4106 SH       D       7          4106            0            0
HARMONIC LIGHTWAVES COM        COM  413160102        50627       608142 SH       D       6        588842            0        19300
HARMONIC LIGHTWAVES INC        COM  413160102          404         4856 SH       D       7          4856            0            0
HARNISCHFEGER INDS INC COM     COM  413345109            1         2100 SH       D       6          2100            0            0
HARNISCHFEGER INDUSTRIES INC   COM  413345109            2         4062 SH       D       7          4062            0            0
HAROLDS STORES INC COM         COM  413353103            5         1859 SH       D       6          1859            0            0
HAROLD'S STORE INC             COM  413353103            2          800 SH       D       7           800            0            0
HARRAH'S ENTERTAINMENT         COM  413619107           37         1300 SH       D       2          1300            0            0
HARRAH'S ENTERTAINMENT         COM  413619107         5835       204783 SH       D       3        190783            0        14000
HARRAH'S ENTERTAINMENT INC     COM  413619107          634        34168 SH       D       5         34168            0            0
HARRAH`S ENTERTAINMENT INC COM COM  413619107        66965      3607548 SH       D       6       3299475            0       308073
Harrah's Entertainment         COM  413619107         2259       121723 SH       D       7        108414            0        13309
HARRAH'S ENTERTAINMENT INC     COM  413619107          128         6903 SH       S       7          6903            0            0
HARRINGTON FINL GROUP INC COM  COM  413801101            6         1090 SH       D       6          1090            0            0
HARRINGTON FINANCIAL GROUP     COM  413801101            3          600 SH       D       7           600            0            0
HARRIS & HARRIS GROUP INC COM  COM  413833104           96         5848 SH       D       6          5848            0            0
HARRIS & HARRIS GROUP          COM  413833104            9          600 SH       D       7           600            0            0
HARRIS CORP COM STOCK US$1     COM  413875105         4236        79179 SH       D       3         79179            0            0
HARRIS CORP DEL COM            COM  413875105        35458      1025929 SH       D       6       1017458            0         8471
HARRIS CORP INC                COM  413875105          569        16481 SH       D       7          9406            0         7075
HARRIS FINANCIAL COM           COM  414541102          831       115733 SH       D       6        115733            0            0
Harris Financial Inc.          COM  414541102           26         3754 SH       D       7          3754            0            0
HARRIS INTERACTIVE COM         COM  414549105         1681       258735 SH       D       6        258735            0            0
HARRIS INTERACTIVE INC         COM  414549105           21         3360 SH       D       7          3360            0            0
HARRODSBURG COM                COM  415781103           38         3500 SH       D       6          3500            0            0
HARSCO CORP COM                COM  415864107        30754      1062774 SH       D       6       1050374            0        12400
HARSCO CORP                    COM  415864107          343        11874 SH       D       7         11874            0            0
HARTE-HANKS COMMUNICATIONS N C COM  416196103        14710       648383 SH       D       6        644874            0         3509
HARTE-HANKS INC                COM  416196103          338        14937 SH       D       7          9358            0         5579
THE HARTFORD FINANCIAL SERVICE COM  416515104          248         3360 SH       D       2          3360            0            0
THE HARTFORD FINANCIAL SERVICE COM  416515104        24660       333560 SH       D       3        317360            0        16200
THE HARTFORD FINANCIAL SERVICE COM  416515104         1123        15200 SH       D       4         15200            0            0
HARTFORD FINANCIAL SVCS GRP    COM  416515104         3096        58694 SH       D       5         58694            0            0
HARTFORD FINANCIAL SERVICES GR COM  416515104       306151      5803824 SH       D       6       5343188            0       460636
Hartford Financial Svcs        COM  416515104        10451       198137 SH       D       7        175188            0        22949
HARTFORD FINANCIAL SVCS GRP    COM  416515104          630        11957 SH       S       7         11957            0            0
HARTFORD LIFE INC COM          COM  416592103        20331       433745 SH       D       6        431165            0         2580
HARTFORD LIFE - CL A           COM  416592103          194         4149 SH       D       7          1657            0         2492
HARTMARX CORP COM              COM  417119104          876       318719 SH       D       6        318719            0            0
HARTMARX CORP                  COM  417119104            6         2422 SH       D       7          2422            0            0
HARVARD INDS INC COM           COM  417434503          257        51484 SH       D       6         51484            0            0
HARVEST HOME FINL CORP COM     COM  41753P107            0          291 SH       D       6           291            0            0
HARVEY ELECTRONICS             COM  417660107            5         3300 SH       D       7          3300            0            0
HARVEY ENTERTAINMENT CO. COM   COM  417662103            3          702 SH       D       6           702            0            0
HARVEY ENTERTAINMENT CO        COM  417662103            0          200 SH       D       7           200            0            0
HASBRO INC COM STOCK US$0.50   COM  418056107           87         3275 SH       D       2          3275            0            0
HASBRO INC COM STOCK US$0.50   COM  418056107         7919       297702 SH       D       3        276552            0        21150
HASBRO INC COM                 COM  418056107        80437      4874976 SH       D       6       4474738            0       400238
Hasbro, Inc.                   COM  418056107         2243       135982 SH       D       7        116122            0        19860
HASBRO INC.                    COM  418056107          172        10483 SH       S       7         10483            0            0
HASTINGS ENTMT INC COM         COM  418365102          366       104711 SH       D       6        104711            0            0
HASTINGS ENTERTAINMENT INC     COM  418365102            1          526 SH       D       7           526            0            0
HASTINGS MANUFACTURING CO      COM  418398103            0          100 SH       D       7           100            0            0
HAUPPAUGE DIGITAL INC COM      COM  419131107         1377        74698 SH       D       6         74698            0            0
HAUPPAGE INC                   COM  419131107           11          600 SH       D       7           600            0            0
HAUSER INC NEW COM             COM  419141403            3         1660 SH       D       6          1660            0            0
HAVEN BANCORP INC COM          COM  419352109         1728       110632 SH       D       6        110632            0            0
HAVEN BANCORP INC              COM  419352109            5          326 SH       D       7           326            0            0
HAVERTY FURNITURE COS INC COM  COM  419596101         5364       504936 SH       D       6        489436            0        15500
Haverty Furniture Cos. Inc.    COM  419596101           31         2968 SH       D       7          2968            0            0
HAWAIIAN AIRLINES INC NEW COM  COM  419849104          295       131500 SH       D       6        131500            0            0
HAWAIIAN ELEC INDS INC COM     COM  419870100        21654       680706 SH       D       6        680706            0            0
HAWAIIAN ELECTRIC IND INC      COM  419870100          276         8684 SH       D       7          8684            0            0
HAWK CORP COM                  COM  420089104          345        65861 SH       D       6         65861            0            0
HAWK CORP - CLASS A            COM  420089104            2          511 SH       D       7           511            0            0
HAWKER PACIFIC AEROS COM       COM  420123101           21         2800 SH       D       6          2800            0            0
HAWKER PACIFIC AEROSPACE       COM  420123101           19         2500 SH       D       7          2500            0            0
HAWKINS CHEM INC               COM  420200107         1012       121853 SH       D       6        121853            0            0
HAWKINS CHEMICAL INC           COM  420200107            3          418 SH       D       7           418            0            0
HAWTHORNE FINL CORP COM        COM  420542102          368        44010 SH       D       6         44010            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         5565       291015 SH       D       6        291015            0            0
Hayes Lemmerz International    COM  420781106           70         3678 SH       D       7          3678            0            0
HEARME INC COM                 COM  421903105         5931       234913 SH       D       6        234913            0            0
HearMe Inc.                    COM  421903105           72         2879 SH       D       7          2879            0            0
HEALTHCARE SERVICES GROUP INC  COM  421906108          833       153283 SH       D       6        153283            0            0
HEALTHCARE SERVICES GROUP INC  COM  421906108            6         1214 SH       D       7          1214            0            0
HEALTH CARE PPTY INVS INC      COM  421915109        31127      1223667 SH       D       6       1211837            0        11830
HEALTH CARE PPTY INVEST INC    COM  421915109          260        10243 SH       D       7         10243            0            0
HEALTHSOUTH CORP               COM  421924101          496        53950 SH       D       1         52700         1250            0
HEALTHSOUTH CORP               COM  421924101          254        27500 SH       D       2         27500            0            0
HEALTHSOUTH CORP               COM  421924101         6450       696097 SH       D       3        696097            0            0
HEALTHSOUTH CORP               COM  421924101          554        99778 SH       D       5         99778            0            0
HEALTHSOUTH CORP COM           COM  421924101        70664     12703799 SH       D       6      11800976            0       902823
HEALTHSOUTH CORP               COM  421924101         1779       319881 SH       D       7        273786            0        46095
HEALTHSOUTH CORPORATION        COM  421924101          116        20913 SH       S       7         20913            0            0
HEALTH MGMT ASSOC INC NEW CL A COM  421933102        53263      3737785 SH       D       6       3734844            0         2941
HEALTH MANAGEMENT ASSOCIATES   COM  421933102         1278        89752 SH       D       7         38824            0        50928
HEALTH RISK MGMT INC COM       COM  421935107           88        13820 SH       D       6         13820            0            0
HEALTH RISK MANAGEMENT INC     COM  421935107            0          100 SH       D       7           100            0            0
HEALTHCARE RLTY TR COM         COM  421946104        18009      1075212 SH       D       6       1069142            0         6070
Healthcare Realty Trust Inc.   COM  421946104          108         6465 SH       D       7          6465            0            0
HEALTHPLAN SVCS CORP COM       COM  421959107          640       138506 SH       D       6        138506            0            0
HEALTHPLAN SERVICES CORP       COM  421959107            7         1713 SH       D       7          1713            0            0
HEALTH SYS DESIGN CO COM       COM  421964107           21         3800 SH       D       6          3800            0            0
HEALTH SYSTEMS DESIGN CORP     COM  421964107            1          300 SH       D       7           300            0            0
HEARTPORT INC COM              COM  421969106          955       206651 SH       D       6        206651            0            0
HEARTPORT                      COM  421969106           10         2329 SH       D       7          2329            0            0
HEARTLAND TECHNOLOGY INC COM   COM  421979105            1          500 SH       D       6           500            0            0
HEARTLAND TECHNOLOGY INC       COM  421979105            1          500 SH       D       7           500            0            0
HEADHUNTER NET INC COM         COM  422077107          608        33700 SH       D       6         33700            0            0
HEADWAY CORPORATE RESOURCES CO COM  422101105           14         4424 SH       D       6          4424            0            0
HEADWAY CORPORATE RESOURCES    COM  422101105            2          665 SH       D       7           665            0            0
HEALTH CARE REIT INC COM       COM  42217K106         9759       697134 SH       D       6        692934            0         4200
Health Care REIT Inc.          COM  42217K106           65         4659 SH       D       7          4659            0            0
HEALTH AXIS COM                COM  42219D100         2354       163804 SH       D       6        163804            0            0
Healthaxis Inc.                COM  42219D100           21         1528 SH       D       7          1528            0            0
HEALTH POWER COM               COM  42219G103            8         2000 SH       D       6          2000            0            0
HEALTH MNGT SYS COM            COM  42219M100         1360       282704 SH       D       6        282704            0            0
HEALTH MGMT SYSTEMS INC        COM  42219M100            3          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         8279       359967 SH       D       6        359967            0            0
HEALTHEON CORPORATION          COM  422209106          219         9533 SH       D       7          4481            0         5052
HEALTHCARE RECOVERIES COM      COM  42220K101           21         6599 SH       D       6          6599            0            0
HEALTHCARE RECOVERIES INC.     COM  42220K101            6         2124 SH       D       7          2124            0            0
HEALTHEXTRAS INC COM           COM  422211102          537       119416 SH       D       6        119416            0            0
HEALTHEXTRAS INC               COM  422211102            5         1129 SH       D       7          1129            0            0
HEALTHCENTRAL.COM COM          COM  42221V106         1445       259951 SH       D       6        259951            0            0
HEALTHCENTRALCOM               COM  42221V106           18         3238 SH       D       7          3238            0            0
HEALTHWORLD CORP COM           COM  42222E103          894        39667 SH       D       6         39667            0            0
HEALTHWORLD CORP.              COM  42222E103           22         1000 SH       D       7          1000            0            0
HEALTHGATE DATA CORP COM       COM  42222H106          232        41300 SH       D       6         41300            0            0
HEALTHGATE DATA                COM  42222H106            5          900 SH       D       7           900            0            0
HEALTHTRONICS INC COM COM      COM  42222L107          438        23700 SH       D       6         23700            0            0
HEALTHTRONICS INC              COM  42222L107           12          700 SH       D       7           700            0            0
HEALTHGRADES.COM INC           COM  42222R104           22         9100 SH       D       6          9100            0            0
HEARST-ARGYLE COM              COM  422317107        11199       479138 SH       D       6        477807            0         1331
HEARST-ARGYLE TELEVISION       COM  422317107          213         9125 SH       D       7          6254            0         2871
HEARTLAND EXPRESS INC COM      COM  422347104         5688       404991 SH       D       6        404991            0            0
Heartland Express Inc.         COM  422347104           53         3841 SH       D       7          3841            0            0
HEARTLAND WIRELESS COMM. COM   COM  42235W108            0         7100 SH       D       6          7100            0            0
HEARX LTD                      COM  422360305            1          300 SH       D       7           300            0            0
HEAVENLY DOOR.COM COM          COM  42248Q106            9         2800 SH       D       6          2800            0            0
HECLA MINING CO COM            COM  422704106         1369       995941 SH       D       6        995941            0            0
HECLA MINING                   COM  422704106            2         2032 SH       D       7          2032            0            0
HECTOR COMMUNICATIONS CORP COM COM  422730101           20         1435 SH       D       6          1435            0            0
HECTOR COMMUNICATIONS          COM  422730101            7          500 SH       D       7           500            0            0
HEICO CORP NEW COM             COM  422806109         1451       100096 SH       D       6        100096            0            0
Heico Corp.                    COM  422806109           20         1418 SH       D       7          1418            0            0
HEICO CORP. CLASS A COMMON COM COM  422806208         1203        85951 SH       D       6         85951            0            0
HEICO CORP-CL A                COM  422806208           11          852 SH       D       7           852            0            0
HEIDRICK & STRUGGLES INTL COM  COM  422819102         9879       246227 SH       D       6        246227            0            0
Heidrick & Struggles Intl Inc  COM  422819102          102         2560 SH       D       7          2560            0            0
HEILIG-MEYERS CO COM           COM  422893107         4861      1234603 SH       D       6       1232403            0         2200
HEILIG MEYERS CO.              COM  422893107           43        11018 SH       D       7         11018            0            0
HEINZ(HJ)CO                    COM  423074103        81520      2593475 SH       D       1       2571000        22475            0
HEINZ (H J) CO LIMITED COM STO COM  423074103          328         5980 SH       D       2          5980            0            0
HEINZ (H J) CO LIMITED COM STO COM  423074103        31284       569834 SH       D       3        543984            0        25850
HEINZ (H J) CO LIMITED COM STO COM  423074103          414         7550 SH       D       4          7550            0            0
HEINZ (H.J.) CO                COM  423074103         3257        93390 SH       D       5         93390            0            0
HEINZ H J CO COM               COM  423074103       321595      9221386 SH       D       6       8498391            0       722995
Heinz (H.J.) Co.               COM  423074103        10621       304547 SH       D       7        255969            0        48578
HEINZ H J CO                   COM  423074103          666        19109 SH       S       7         19109            0            0
HELIX TECHNOLOGY CORP COM      COM  423319102        28335       471760 SH       D       6        471760            0            0
Helix Technology Corp.         COM  423319102          220         3665 SH       D       7          3665            0            0
HELLER FINL INC COM            COM  423328103        18291       790990 SH       D       6        785390            0         5600
HELLER FINANCIAL INC.          COM  423328103          145         6285 SH       D       7          2508            0         3777
HELLO DIRECT INC COM           COM  423402106           70         5312 SH       D       6          5312            0            0
HELLO DIRECT INC               COM  423402106            3          300 SH       D       7           300            0            0
HELMERICH & PAYNE INC COM STOC COM  423452101          124         2700 SH       D       3          2700            0            0
HELMERICH & PAYNE INC COM      COM  423452101        42428      1368654 SH       D       6       1337554            0        31100
HELMERICH & PAYNE INC.         COM  423452101          817        26380 SH       D       7         26380            0            0
HEMLOCK FEDERAL FINANCIAL CO   COM  423666106           10          900 SH       D       6           900            0            0
HEMISPHERE BIOPHARMA COM       COM  42366C103         4382       405287 SH       D       6        405287            0            0
Hemispherx Biopharma Inc       COM  42366C103           51         4730 SH       D       7          4730            0            0
HENRY JACK & ASSOC INC         COM  426281101        19749       535577 SH       D       6        535577            0            0
Jack Henry & Assoc. Inc.       COM  426281101          204         5536 SH       D       7          5536            0            0
HERBALIFE INTL INC CLASS A     COM  426908208         3415       241773 SH       D       6        241773            0            0
Herbalife International Inc.   COM  426908208           33         2337 SH       D       7          2337            0            0
HERBALIFE INTL INC CLASS B     COM  426908307         1135        86085 SH       D       6         86085            0            0
HERITAGE PROPANE PAR COM       COM  426918108          841        45500 SH       D       6         45500            0            0
HERITAGE BANCORP INC DEL NEW C COM  426926101            0        24039 SH       D       6         24039            0            0
HERITAGE BANCORP INC/SC        COM  426926101            2          170 SH       D       7           170            0            0
HERITAGE COMMERCE CORP COM     COM  426927109          542        47728 SH       D       6         47728            0            0
HERITAGE COMMERCE CORP         COM  426927109            4          401 SH       D       7           401            0            0
HERCULES INC COM STOCK NPV     COM  427056106         4193       165717 SH       D       3        155617            0        10100
HERCULES INC COM               COM  427056106        42045      2607478 SH       D       6       2387523            0       219955
Hercules, Inc.                 COM  427056106         1350        83748 SH       D       7         72713            0        11035
HERCULES INC                   COM  427056106           91         5696 SH       S       7          5696            0            0
HERITAGE BANCORP INC VA COM    COM  42720W100            2          800 SH       D       6           800            0            0
HERITIAGE BANCORP              COM  42720W100            2          800 SH       D       7           800            0            0
HERITAGE FINL CORP COM         COM  42722X106          803        98193 SH       D       6         98193            0            0
HERITAGE FINANCIAL CORP        COM  42722X106            3          443 SH       D       7           443            0            0
HERLEY MICROWAVE SYS INC COM   COM  427398102         2200       121017 SH       D       6        121017            0            0
HERLEY INDUSTRIES INC          COM  427398102            4          236 SH       D       7           236            0            0
HERSHA HOSPITALITY TR COM      COM  427825104           40         8122 SH       D       6          8122            0            0
HERSHA HOSP TRUST              COM  427825104            2          500 SH       D       7           500            0            0
HERSHEY FOODS                  COM  427866108          201         2580 SH       D       2          2580            0            0
HERSHEY FOODS                  COM  427866108        13795       176605 SH       D       3        161005            0        15600
HERSHEY FOODS CORP COM         COM  427866108       162471      3332743 SH       D       6       3053327            0       279416
Hershey Foods Corporation      COM  427866108         4916       100856 SH       D       7         88860            0        11996
HERSHEY FOODS CORP             COM  427866108          362         7446 SH       S       7          7446            0            0
HERTZ CORP -CL A USD0.01       COM  428040109          198         3900 SH       D       1          3900            0            0
HERTZ CORP -CL A USD0.01       COM  428040109           35          700 SH       D       2           700            0            0
HERTZ CORP -CL A USD0.01       COM  428040109          213         4200 SH       D       3          4200            0            0
HERTZ CORP COM                 COM  428040109        15932       467754 SH       D       6        451411            0        16343
HERTZ CORP.  CLASS A           COM  428040109          707        20757 SH       D       7         17406            0         3351
HERTZ TECHNOLOGY GROUP INC     COM  42804Y303            3          800 SH       D       7           800            0            0
HESKA CORP COM                 COM  42805E108          735       189757 SH       D       6        189757            0            0
HESKA CORP                     COM  42805E108            4         1278 SH       D       7          1278            0            0
HEWLETT-PACKARD CO COM STOCK U COM  428236103         1609         7700 SH       D       1          7700            0            0
HEWLETT-PACKARD CO COM STOCK U COM  428236103         3731        17850 SH       D       2         17850            0            0
HEWLETT-PACKARD CO COM STOCK U COM  428236103       331741      1586978 SH       D       3       1514278            0        72700
HEWLETT-PACKARD CO COM STOCK U COM  428236103         8466        40500 SH       D       4         40500            0            0
HEWLETT-PACKARD CO.            COM  428236103        34758       262208 SH       D       5        262208            0            0
HEWLETT PACKARD CO COM         COM  428236103      3309033     24962065 SH       D       6      22843086            0      2118979
Hewlett-Packard Company        COM  428236103       111776       843198 SH       D       7        668232            0       174966
HWP.N                          COM  428236103         1468        11100 SH       D       9         11100            0            0
HEWLETT-PACKARD COMPANY        COM  428236103         7165        54056 SH       S       7         54056            0            0
HEWLETT-PACKARD 0 CB 17        CVB  428236AA1         3012      4000000 SH       D       9       4000000            0            0
HEXCEL CORP COM                COM  428291108         2095       419003 SH       D       6        419003            0            0
Hexcel Corp.                   COM  428291108           16         3227 SH       D       7          3227            0            0
HI FN INC COM                  COM  428358105         7221       110990 SH       D       6        110990            0            0
Hi/fn inc.                     COM  428358105           79         1227 SH       D       7          1227            0            0
HI-RISE RECYCLING SYSTEMS      COM  428396105            1          900 SH       D       7           900            0            0
HI SHEAR TECHNOLOGY CORP COM   COM  42839Y104           11         3670 SH       D       6          3670            0            0
HI-SHEAR TECHNOLOGY CORP       COM  42839Y104            0          300 SH       D       7           300            0            0
HI-TECH PHARMA COM             COM  42840B101           44         8098 SH       D       6          8098            0            0
HI-TECH PHARMACAAL CO          COM  42840B101           13         2400 SH       D       7          2400            0            0
HIBBETT SPORTING GOODS COM     COM  428565105         1097        53359 SH       D       6         53359            0            0
HIBBET SPORTING GOODS INC.     COM  428565105            6          336 SH       D       7           336            0            0
HIBERNIA CORP CLASS A COM      COM  428656102        29465      2806251 SH       D       6       2782835            0        23416
HIBERNIA CORPORATION CLASS A   COM  428656102          557        53111 SH       D       7         38750            0        14361
HICKOK INC COM                 COM  428839104            3          467 SH       D       6           467            0            0
HICKORY TECH CORP COM          COM  429060106         2070       147910 SH       D       6        147910            0            0
HICKORY TECH CORP              COM  429060106            7          503 SH       D       7           503            0            0
HIGH PLAINS CORP COM           COM  429701105           42        11800 SH       D       6         11800            0            0
HIGH SPEED ACCESS CORP. COM    COM  42979U102         4212       322456 SH       D       6        290044            0        32412
HIGH SPEED ACCESS CORP         COM  42979U102           40         3100 SH       D       7          3100            0            0
HIGHLAND BANCORP INC COM       COM  429879109          606        40439 SH       D       6         40439            0            0
HIGHLAND BANCORP INC           COM  429879109            4          282 SH       D       7           282            0            0
HIGHLAND INS GROUP WI COM      COM  431032101         1416       166701 SH       D       6        166701            0            0
HIGHLANDS INSURANCE GROUP      COM  431032101            7          853 SH       D       7           853            0            0
HIGHWAYMASTER COMMUN COM       COM  431263102           61        14398 SH       D       6         14398            0            0
HIGHWAYMASTER COMMUNICATIONS   COM  431263102            6         1600 SH       D       7          1600            0            0
HIGHWOODS PPTYS INC COM        COM  431284108        19876       935355 SH       D       6        927129            0         8226
HIGHWOOD PROPERTIES INC        COM  431284108          336        15812 SH       D       7         10250            0         5562
HILB ROGAL & HAMILTON CO COM   COM  431294107         7810       285968 SH       D       6        284668            0         1300
Hilb Rogal & Hamilton Co.      COM  431294107           63         2317 SH       D       7          2317            0            0
HILLENBRAND INDUSTRIES         COM  431573104         3759        73697 SH       D       3         73697            0            0
HILLENBRAND INDUSTRIES INC COM COM  431573104        25960       763546 SH       D       6        758415            0         5131
HILLENBRAND INDUSTRIES INC     COM  431573104          424        12497 SH       D       7          8189            0         4308
HILLS STORES DEF CONT CASH RT  COM  431COM991            0        78824 SH       D       6         78824            0            0
HILTON HOTELS CORP COM STOCK U COM  432848109           74         6260 SH       D       2          6260            0            0
HILTON HOTELS CORP COM STOCK U COM  432848109         6868       574417 SH       D       3        551217            0        23200
HILTON HOTELS CORP             COM  432848109          723        93391 SH       D       5         93391            0            0
HILTON HOTELS CORP COM         COM  432848109        67151      8665550 SH       D       6       7941292            0       724258
Hilton Hotels Corporation      COM  432848109         2075       267862 SH       D       7        215548            0        52314
HILTON HOTELS                  COM  432848109          155        20010 SH       S       7         20010            0            0
HINES HORTICULTURE INC COM     COM  433245107         1175       150419 SH       D       6        150419            0            0
Hines Horticulture Inc.        COM  433245107           24         3166 SH       D       7          3166            0            0
HINGHAM INSTN SAVGS MASS COM   COM  433323102           17         1457 SH       D       6          1457            0            0
HINGHAM INSTITUTION FOR SVGS   COM  433323102            4          400 SH       D       7           400            0            0
HIRSCH INTL CORP COM           COM  433550100            4         3200 SH       D       6          3200            0            0
HIRSCH INTERNATIONAL CORP-A    COM  433550100            1          800 SH       D       7           800            0            0
HITACHI CORP.                  COM  433578507         2433        19964 SH       D       7         19964            0            0
HISPANIC BROADCASTING CORP COM COM  43357B104        55355       488790 SH       D       6        488790            0            0
HISPANIC BROADCASTING CORP     COM  43357B104         1682        14854 SH       D       7          5901            0         8953
HOENIG GROUP INC. COM          COM  434396107          677        78021 SH       D       6         78021            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        10588       984973 SH       D       6        984150            0          823
HOLLINGER INTERNATIONAL INC.   COM  435569108           70         6529 SH       D       7          5722            0          807
HOLLY CORP COM PAR $0.01 NEW   COM  435758305         1123        97671 SH       D       6         97671            0            0
HOLLY CORP                     COM  435758305           10          904 SH       D       7           904            0            0
HOLLIS-EDEN PHARMACEY COM      COM  435902101         1420        96325 SH       D       6         96325            0            0
HOLLIS-EDEN PHARMACEUTICALS    COM  435902101            5          383 SH       D       7           383            0            0
HOLLYWOOD CASINO COR COM       COM  436132203          867       239247 SH       D       6        239247            0            0
HOLLYWOOD CASINO CORP-CL A     COM  436132203            9         2500 SH       D       7          2500            0            0
HOLLYWOOD.COM COM              COM  436137103         1239        79332 SH       D       6         79332            0            0
HOLLYWOOD.COM INC              COM  436137103           10          689 SH       D       7           689            0            0
HOLLYWOOD ENTMT CORP COM       COM  436141105        16781      2081448 SH       D       6       1805848            0       275600
Hollywood Entertainment Corp.  COM  436141105           47         5836 SH       D       7          5836            0            0
HOLOGIC INC COM                COM  436440101         1345       169500 SH       D       6        169500            0            0
HOLOGIC INC                    COM  436440101           14         1793 SH       D       7          1793            0            0
HOLT'S CIGAR HOLDINGS INC      COM  436598106            9         2346 SH       D       7          2346            0            0
HOME BANCORP COM               COM  436889109            0        23624 SH       D       6         23624            0            0
HOME BANCORP                   COM  436889109            1           97 SH       D       7            97            0            0
HOME FED BANCORP COM           COM  436926109          902        51380 SH       D       6         51380            0            0
HOME FEDERAL BANCORP - IN      COM  436926109            3          189 SH       D       7           189            0            0
HOME HEALTH CORP AME COM       COM  436936108            0         5300 SH       D       6          5300            0            0
HOME CITY FINL CORP COM        COM  43706C100            4          456 SH       D       6           456            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        26790       384948 SH       D       1         99450       285498            0
HOME DEPOT INC COM STOCK US$0. COM  437076102         5828        54570 SH       D       2         54570            0            0
HOME DEPOT INC COM STOCK US$0. COM  437076102       393423      3683349 SH       D       3       3516399            0       166950
HOME DEPOT INC COM STOCK US$0. COM  437076102         9404        88050 SH       D       4         88050            0            0
HOME DEPOT INC                 COM  437076102        38720       600311 SH       D       5        600311            0            0
HOME DEPOT INC COM             COM  437076102      3739873     57982532 SH       D       6      53240836            0      4741696
HOME DEPOT INC                 COM  437076102       133570      2070865 SH       D       7       1544538            0       526327
HOME DEPOT INC                 COM  437076102         7987       123844 SH       S       7        123844            0            0
HOME FINL BANCORP COM          COM  43708T101            7         1186 SH       D       6          1186            0            0
HOME FINANCIAL BANCORP         COM  43708T101            3          600 SH       D       7           600            0            0
HOME PRODUCTS INTL INC COM     COM  437305105         1163       104549 SH       D       6        104549            0            0
HOME PRODUCTS INTL INC         COM  437305105            5          456 SH       D       7           456            0            0
HOME PPTYS N Y INC. COM        COM  437306103        11039       412698 SH       D       6        409498            0         3200
Home Properties of NY Inc.     COM  437306103           85         3209 SH       D       7          3209            0            0
HOME THEATER PRODUCTS INTL I   COM  437373103            0        10000 SH       D       6         10000            0            0
HOMEBASE COM                   COM  43738E108         1622       811321 SH       D       6        811321            0            0
HOMEBASE INC                   COM  43738E108           13         6841 SH       D       7          6841            0            0
HOMECOM COMMUNICATIONS INC COM COM  43738N108          120        34644 SH       D       6         34644            0            0
HOMECOM COMMUNICATIONS         COM  43738N108            1          500 SH       D       7           500            0            0
HOMEFED CORPORATION USD0.01    COM  43739D208            1         1000 SH       D       3          1000            0            0
HOMEFED CORP COM               COM  43739D208          110       173630 SH       D       6        173629            0            1
HOMEFED CORP                   COM  43739D208            1         2375 SH       D       7          2375            0            0
HOMELAND HOLDING CORP          COM  43739T104           10         2300 SH       D       6          2300            0            0
HOMELAND HOLDINGS              COM  43739T104            3          900 SH       D       7           900            0            0
HOMEGOLD FINANCIAL INC         COM  43740E104            5         4600 SH       D       6          4600            0            0
HOMEGROCER.COM COM             COM  43740K100         3382       325995 SH       D       6        325995            0            0
HOMEGROCER.COM                 COM  43740K100            9          905 SH       D       7           905            0            0
HOMESEEKERS.COM COM            COM  437605108          184        12000 SH       D       6         12000            0            0
HOMESEEKERS.COM INC            COM  437605108            9          600 SH       D       7           600            0            0
HOMESERVICES COM INC COM       COM  437606106          261        26500 SH       D       6         26500            0            0
HOMESERVICES.COM INC.          COM  437606106            7          800 SH       D       7           800            0            0
HOMESTAKE MINING CO COM STOCK  COM  437614100         3943       416652 SH       D       3        401952            0        14700
HOMESTAKE MINING               COM  437614100          395        65929 SH       D       5         65929            0            0
HOMESTAKE MINING CO CALIF COM  COM  437614100        37641      6273644 SH       D       6       5734787            0       538857
Homestake Mining               COM  437614100         1088       181440 SH       D       7        156851            0        24589
HOMESTAKE MINING CO.           COM  437614100           84        14134 SH       S       7         14134            0            0
HOMESTEAD VILLAGE INC COM      COM  437851108          658       206477 SH       D       6        206477            0            0
HOMESTEAD VILLAGE PROP INC     COM  437851108            6         1951 SH       D       7          1951            0            0
HOMESTORE.COM COM              COM  437852106        13039       267483 SH       D       6        245828            0        21655
HOMESTORE.COM INC              COM  437852106          214         4400 SH       D       7          4400            0            0
HOMETOWN AUTO RETAILERS-CLA A  COM  437858103            3          400 SH       D       7           400            0            0
HON IND COM                    COM  438092108        23352       906886 SH       D       6        900768            0         6118
HON INDS INC                   COM  438092108          367        14291 SH       D       7          8821            0         5470
HONDA MOTOR LTD                COM  438128308         1226        15091 SH       D       7         15091            0            0
HONEYWELL INTERNATIONAL INCORP COM  438516106          882        10816 SH       D       2         10816            0            0
HONEYWELL INTERNATIONAL INCORP COM  438516106        99201      1215658 SH       D       3       1144371            0        71287
HONEYWELL INTERNATIONAL INCORP COM  438516106         3343        40975 SH       D       4         40975            0            0
HONEYWELL, INC COM             COM  438516106      1042075     19778570 SH       D       6      18165571            0      1612999
Honeywell International        COM  438516106        34897       662341 SH       D       7        547249            0       115092
HONEYWELL INTERNATIONAL INC    COM  438516106         2244        42598 SH       S       7         42598            0            0
HOOPER HOLMES INC COM          COM  439104100        21002       612100 SH       D       6        612100            0            0
Hooper Holmes Inc.             COM  439104100          167         4896 SH       D       7          4896            0            0
HOOVERS INC COM                COM  439321100         1100        96746 SH       D       6         96746            0            0
HOOVER'S INC                   COM  439321100            2          200 SH       D       7           200            0            0
HOPFIELD BANKCORP INC COM      COM  439734104            0        24165 SH       D       6         24165            0            0
HOPFED BANCORP INC             COM  439734104            2          180 SH       D       7           180            0            0
HORIZON PHARMACIES COM         COM  439902107           20         3329 SH       D       6          3329            0            0
HORIZON PHARMACIES             COM  439902107            1          248 SH       D       7           248            0            0
HORIZON MED PRODS IN COM       COM  439903105            1          600 SH       D       6           600            0            0
HORIZON MEDICAL PRODUCTS INC   COM  439903105            1          598 SH       D       7           598            0            0
HORACE MANN EDUCATORS CORP NEW COM  440327104        15769       855268 SH       D       6        855268            0            0
HORACE MANN EDUCATORS          COM  440327104          192        10435 SH       D       7         10435            0            0
HORIZON FINL CORP COM          COM  44041F105          780        86169 SH       D       6         86169            0            0
HORIZON FINANCIAL CORP         COM  44041F105            2          276 SH       D       7           276            0            0
HORIZON GROUP PROPS COM        COM  44041U102            3          900 SH       D       6           900            0            0
HORIZON GROUP PROPERTIES       COM  44041U102            3          900 SH       D       7           900            0            0
HORIZON HEALTH CORP COM        COM  44041Y104           29         5300 SH       D       6          5300            0            0
HORIZON RESOURCES CORP COM     COM  440437101            0            1 SH       D       6             1            0            0
HORIZON OFFSHORE INC COM       COM  44043J105         1556       168282 SH       D       6        168282            0            0
HORIZON ORGANIC HOLDING COM    COM  44043T103          799        73915 SH       D       6         73915            0            0
HORIZON ORGANIC HOLDING CORP.  COM  44043T103           10          954 SH       D       7           954            0            0
HORMEL FOODS CORP              COM  440452100         1198        50100 SH       D       1         50100            0            0
HORMEL FOODS CORP              COM  440452100          406        17000 SH       D       2         17000            0            0
HORMEL FOODS CORP              COM  440452100         2003        83800 SH       D       3         83800            0            0
HORMEL GEO A & CO COM          COM  440452100        50413      3067010 SH       D       6       2897940            0       169070
HORMEL FOODS CORP              COM  440452100         3484       211968 SH       D       7        204790            0         7178
HOSPITALITY PPTYS TR COM       COM  44106M102        18908       933767 SH       D       6        927367            0         6400
HOSPITALITIES PROPERTIES TR    COM  44106M102          190         9408 SH       D       7          9408            0            0
HOST MARRIOT FINANCIAL TRUST   PFD  441079209        12361       402000 SH       D       1        402000            0            0
HOST MARRIOT FINANCIAL TRUST   CVP  441079407         3105       101000 SH       D       1        101000            0            0
HOST MARRIOTT CORP US$1        COM  44107P104           89         6340 SH       D       2          6340            0            0
HOST MARRIOTT CORP US$1        COM  44107P104         3198       227701 SH       D       3        227701            0            0
HOST MARRIOTT CORP             COM  44107P104          509        57372 SH       D       5         57372            0            0
HOST MARRIOTT CORP NEW (REIT)  COM  44107P104        28440      3204522 SH       D       6       3152122            0        52400
HOST MARRIOTT CORP             COM  44107P104          460        51897 SH       D       7         34048            0        17849
HOT TOPIC INC COM              COM  441339108         2647        75650 SH       D       6         75650            0            0
HOT TOPIC                      COM  441339108           15          432 SH       D       7           432            0            0
HOTEL PROPERTIES NETWORK INC C COM  441451101           89         5043 SH       D       6          5043            0            0
HOTEL RESRERVATIONS NETWORK    COM  441451101            9          557 SH       D       7           557            0            0
HOTELWORKS.COM COM             COM  441473105           11         5981 SH       D       6          5981            0            0
HOTELWORKS.COM                 COM  441473105            1          542 SH       D       7           542            0            0
HOTJOBS COM INC COM            COM  441474103         2426        96103 SH       D       6         88703            0         7400
HOTJOBS.COM LTD                COM  441474103           42         1700 SH       D       7          1700            0            0
HOUGHTON MIFFLIN CO USD1       COM  441560109          271         4000 SH       D       1          4000            0            0
HOUGHTON MIFFLIN CO USD1       COM  441560109           47          700 SH       D       2           700            0            0
HOUGHTON MIFFLIN CO COM        COM  441560109        45530      1072881 SH       D       6       1024424            0        48457
HOUGHTON MIFFLIN CO            COM  441560109         1217        28686 SH       D       7         24728            0         3958
HOUSEHOLD INTERNATIONAL INC CO COM  441815107          577         9956 SH       D       2          9956            0            0
HOUSEHOLD INTERNATIONAL INC CO COM  441815107        41877       722162 SH       D       3        690362            0        31800
HOUSEHOLD INTERNATIONAL INC CO COM  441815107         1119        19300 SH       D       4         19300            0            0
HOUSEHOLD INTERNATIONAL INC    COM  441815107         4628       124044 SH       D       5        124044            0            0
HOUSEHOLD INTL INC COM         COM  441815107       466107     12491984 SH       D       6      11473277            0      1018707
Household International        COM  441815107        16041       429924 SH       D       7        373895            0        56029
HOUSEHOLD INTL INC             COM  441815107          944        25315 SH       S       7         25315            0            0
HOUSTON EXPL CO COM            COM  442120101         5198       288801 SH       D       6        284801            0         4000
The Houston Exploration Co.    COM  442120101           34         1916 SH       D       7          1916            0            0
HOUSTON INDS INC               COM  442161204        13680        90000 SH       D       1         90000            0            0
HOVNANIAN ENTERPRISES INC COM  COM  442487203         1141       186393 SH       D       6        186393            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                COM  443051107           25         3700 SH       D       6          3700            0            0
HOWELL CORP                    COM  443051107           14         2100 SH       D       7          2100            0            0
HOWMET INT`L COM               COM  443208103         4596       227683 SH       D       6        227344            0          339
HOWMET INTERNATIONAL INC.      COM  443208103          287        14225 SH       D       7          6464            0         7761
HOWTEK INC                     COM  443209101            3         1800 SH       D       6          1800            0            0
HUANENG POWER INTL SPON ADR (R COM  443304100          500        62500 SH       D       6         62500            0            0
HUB GROUP INC COM              COM  443320106         1603       105169 SH       D       6        105169            0            0
Hub Group Inc                  COM  443320106           15         1027 SH       D       7          1027            0            0
HUBBELL HARVEY INC CL A COM    COM  443510102         1935        75167 SH       D       6         75167            0            0
HUBBELL 'B'                    CLA  443510201         3080        72075 SH       D       3         72075            0            0
HUBBELL HARVEY INC CL B COM    COM  443510201        24187       883570 SH       D       6        878177            0         5393
HUBBELL INC  CLASS B           COM  443510201          428        15652 SH       D       7         11032            0         4620
HUDSON CITY BANCORP COM        COM  443683107         4861       332383 SH       D       6        332383            0            0
HUDSON CITY BANK               COM  443683107           99         6800 SH       D       7          6800            0            0
HUDSON RIV BANCORP INC COM     COM  444128102         2199       219923 SH       D       6        219923            0            0
Hudson River Bancorp Inc       COM  444128102           23         2373 SH       D       7          2373            0            0
HUDSON TECH COM                COM  444144109            5         2400 SH       D       6          2400            0            0
HUDSON UNITED BANCORP COM      COM  444165104        25376      1170101 SH       D       6       1170101            0            0
Hudson United Bancorp          COM  444165104          182         8394 SH       D       7          8394            0            0
HUFFY CORP COM                 COM  444356109          945       216104 SH       D       6        216104            0            0
HUFFY CORP                     COM  444356109            1          434 SH       D       7           434            0            0
HUGHES SUPPLY INC COM          COM  444482103         6938       447623 SH       D       6        447623            0            0
Hughes Supply Inc.             COM  444482103           66         4285 SH       D       7          4285            0            0
HUGOTON RTY TR TX COM          COM  444717102          124        14883 SH       D       6         14883            0            0
HUGOTON ROYALTY TRUST          COM  444717102           16         2000 SH       D       7          2000            0            0
HUMANA INC COM STOCK US$0.166  COM  444859102           58         4830 SH       D       2          4830            0            0
HUMANA INC COM STOCK US$0.166  COM  444859102         3083       255765 SH       D       3        236165            0        19600
HUMANA INC COM                 COM  444859102        31463      4302667 SH       D       6       3929473            0       373194
Humana Inc.                    COM  444859102         1047       143249 SH       D       7        126554            0        16695
HUMANA,INC                     COM  444859102           66         9037 SH       S       7          9037            0            0
HUMAN GENOME SCIENCES INC COM  COM  444903108        74086       891935 SH       D       6        856335            0        35600
Human Genome Sciences Inc.     COM  444903108          653         7864 SH       D       7          7864            0            0
HUMPHREY HOSPITALITY TR COM    COM  445467103           68        10224 SH       D       6         10224            0            0
HUMPHREY HOSPITALITY TRUST     COM  445467103            4          660 SH       D       7           660            0            0
HUNGARIAN BROADCASTING CORP CO COM  445539109            1         7522 SH       D       6          7522            0            0
HUNGARIAN TEL & CABLE COM      COM  445542103          776        93462 SH       D       6         93462            0            0
HUNGARIAN TELEPHONE & CABLE    COM  445542103           10         1300 SH       D       7          1300            0            0
HUNT CORP COM                  COM  445591100         1059       118539 SH       D       6        118539            0            0
HUNT CORP                      COM  445591100            3          411 SH       D       7           411            0            0
HUNT J B TRANS SVCS INC COM    COM  445658107        15544      1135660 SH       D       6       1118160            0        17500
HUNT JB TRANS SVCS INC.        COM  445658107          325        23838 SH       D       7         23838            0            0
HUNTCO INC COM                 COM  445661101           19         4616 SH       D       6          4616            0            0
HUNTCO INC CLASS A             COM  445661101           11         2700 SH       D       7          2700            0            0
HUNTINGTON BANCSHARES          COM  446150104          151         4491 SH       D       2          4491            0            0
HUNTINGTON BANCSHARES          COM  446150104        10431       309737 SH       D       3        309737            0            0
HUNTINGTON BANCSHARES INC COM  COM  446150104       127750      5709531 SH       D       6       5239973            0       469558
Huntington Bancshares Inc      COM  446150104         3743       167317 SH       D       7        145850            0        21467
Huntington Bancshares, Inc.    COM  446150104          277        12416 SH       S       7         12416            0            0
HUNTWAY REF. COM               COM  447309105            0        21100 SH       D       6         21100            0            0
HURCO COMPANIES INC COM        COM  447324104           32         9427 SH       D       6          9427            0            0
HURCO COMPANIES INC            COM  447324104            2          600 SH       D       7           600            0            0
HUSSMAN INTERNATIONAL INC COM  COM  448110106        12488       984299 SH       D       6        984299            0            0
HUSSMANN INTERNATIONAL INC.    COM  448110106          156        12355 SH       D       7         12355            0            0
HUTCHINSON TECHNOLOGIES COM    COM  448407106         8044       456440 SH       D       6        456440            0            0
Hutchinson Technology Inc.     COM  448407106           70         4012 SH       D       7          4012            0            0
HUTTIG BUILDING PRODUCTS COM   COM  448451104          267        61622 SH       D       6         61622            0            0
EVIDE MARINE INC COM           COM  448515106            3        24941 SH       D       6         24941            0            0
HVIDE MARINE INC - WTS A       PFD  44851M117            0          200 SH       D       6           200            0            0
HVIDE MARINE INC               COM  44851M117            0            4 SH       D       7             4            0            0
HYBRIDON INC COM               COM  44860M801            8         3300 SH       D       6          3300            0            0
ICN PHARMACEUTICALS INC. COM   COM  448924100        32754      1201984 SH       D       6       1181488            0        20496
ICN PHARMACEUTICALS INC-NEW    COM  448924100          797        29264 SH       D       7         13305            0        15959
IDT CORP COM                   COM  448947101        12704       306141 SH       D       6        306141            0            0
IDT Corp.                      COM  448947101          149         3608 SH       D       7          3608            0            0
HYPERCOM CORP COM              COM  44913M105         7817       456495 SH       D       6        456495            0            0
Hypercom Corporation           COM  44913M105           49         2883 SH       D       7          2883            0            0
HYPERFEED TECHNOLOGIES COM     COM  44913S102          931       155239 SH       D       6        155239            0            0
HYPERFEED TECHNOLOGIES INC     COM  44913S102            5          997 SH       D       7           997            0            0
HYPERION SOLUTIONS CORP. COM   COM  44914M104        24391       750501 SH       D       6        750501            0            0
Hyperion Solutions Corp.       COM  44914M104          168         5182 SH       D       7          5182            0            0
HYSEQ INC COM                  COM  449163302         1666        37349 SH       D       6         37349            0            0
HYSEQ, INC                     COM  449163302          119         2678 SH       D       7          2678            0            0
HYTEK MICROSYSTEMS INC         COM  449180108            4          700 SH       D       7           700            0            0
IBP INC COM                    COM  449223106        76373      4849104 SH       D       6       4429800            0       419304
IBP INC                        COM  449223106         7127       452535 SH       D       7        445970            0         6565
I B S INTERACTIVE INC COM      COM  44923E101          329        35141 SH       D       6         35141            0            0
ICG COMMUNICATIONS INC. COMMON COM  449246107        30591       846814 SH       D       6        846814            0            0
ICG COMMUNICATIONS, INC.       COM  449246107          465        12876 SH       D       7         12876            0            0
I C H CORP NEW COM             COM  44926L300           27         4265 SH       D       6          4265            0            0
ICH CORPORATION                COM  44926L300            6         1000 SH       D       7          1000            0            0
ICICI LTD - SPON ADR ADR       COM  44926P202         2427       106700 SH       D       6        106700            0            0
ICO INC NEW COM                COM  449293109           20        13000 SH       D       6         13000            0            0
ICOS CORP COM                  COM  449295104        24529       679024 SH       D       6        672624            0         6400
ICOS CORPORATION               COM  449295104          388        10764 SH       D       7          2416            0         8348
ICT GROUP INC COM              COM  44929Y101          245        36722 SH       D       6         36722            0            0
ICT GROUP,INC.                 COM  44929Y101            4          600 SH       D       7           600            0            0
ICU MED INC. COM               COM  44930G107         2000       111161 SH       D       6        111161            0            0
ICU MED INC                    COM  44930G107            7          396 SH       D       7           396            0            0
IDECPHARM COM                  COM  449370105        71100       723672 SH       D       6        715372            0         8300
IDEC PHARMACEUTICALS CORP      COM  449370105          718         7312 SH       D       7          7312            0            0
IDEC PHARMACEUTICALS CORP      CVB  449370AC9        54318     44845000 SH       D       1      44845000            0            0
IDG BOOKS WORLDWIDE INC COM    COM  449384106         1858       161646 SH       D       6        161646            0            0
IDG Books Worldwide Inc.       COM  449384106           18         1644 SH       D       7          1644            0            0
IDX SYS CORP COM               COM  449491109         7495       273810 SH       D       6        273810            0            0
IDX Systems Corp.              COM  449491109           95         3495 SH       D       7          3495            0            0
IEC ELECTRS COM                COM  44949L105           19         6584 SH       D       6          6584            0            0
IEC ELECTRONICS CORP           COM  44949L105            8         2800 SH       D       7          2800            0            0
IFR SYS INC COM                COM  449507102          136        22207 SH       D       6         22207            0            0
IFR SYSTEMS INC                COM  449507102           11         1900 SH       D       7          1900            0            0
IFX CORP COM                   COM  449518208         1153        32711 SH       D       6         32711            0            0
I-FLOW CORP COM                COM  449520303           22         3900 SH       D       6          3900            0            0
I-FLOW CORPORATION             COM  449520303            9         1700 SH       D       7          1700            0            0
IGEN INTL INC COM              COM  449536101         3953       158156 SH       D       6        158156            0            0
IGEN International Inc.        COM  449536101           53         2127 SH       D       7          2127            0            0
IGI INC COM                    COM  449575109           12         5100 SH       D       6          5100            0            0
IGO CORP COM                   COM  449592104          509        70900 SH       D       6         70900            0            0
IGO CORPORATION                COM  449592104            7         1000 SH       D       7          1000            0            0
IHOP CORP                      COM  449623107         5305       378974 SH       D       6        378974            0            0
IHOP Corp.                     COM  449623107           55         3968 SH       D       7          3968            0            0
IIC INDS INC COM               COM  449628205            9          951 SH       D       6           951            0            0
IIC INDUSTRIES INC             COM  449628205            4          400 SH       D       7           400            0            0
ILX RESORTS INC                COM  449661503            0         6800 SH       D       6          6800            0            0
IMC GLOBAL                     COM  449669100           72         3040 SH       D       2          3040            0            0
IMC GLOBAL                     COM  449669100         3460       144104 SH       D       3        132604            0        11500
IMC GLOBAL                     COM  449669100          623        25960 SH       D       4         25960            0            0
IMC GLOBAL INC COM             COM  449669100        37589      2559256 SH       D       6       2425382            0       133874
IMC GLOBAL INC                 COM  449669100          959        65320 SH       D       7         56314            0         9006
IMC GLOBAL INC                 COM  449669100         2796       179000 SH       D       9        179000            0            0
IMC GLOBAL INC WTS 22/12/2000  WT   449669118            0          133 SH       D       4           133            0            0
IMCO RECYCLING INC COM         COM  449681105         3026       273563 SH       D       6        273563            0            0
IMCO Recycling Inc.            COM  449681105           27         2498 SH       D       7          2498            0            0
IMP INC                        COM  449693209           11         2900 SH       D       7          2900            0            0
IPI INC COM                    COM  449804103           29        10416 SH       D       6         10416            0            0
IPC COMMS                      COM  44980K206         8746        38700 SH       D       1         38700            0            0
IPC COMMUNICATIONS INC         COM  44980K206        22508       109264 SH       D       6        109064            0          200
IPC Communications Inc.        COM  44980K206          288         1401 SH       D       7          1401            0            0
IMC MTG CO COMMON STOCK        COM  449923101            6        36362 SH       D       6         36362            0            0
I-LINK CORP COM                COM  449927102         2379       226595 SH       D       6        226595            0            0
I-LINK INC                     COM  449927102           10         1039 SH       D       7          1039            0            0
IMS HEALTH INC U$0.01          COM  449934108          120         4620 SH       D       2          4620            0            0
IMS HEALTH INC U$0.01          COM  449934108        12848       492187 SH       D       3        452587            0        39600
IMS HEALTH INC U$0.01          COM  449934108          443        17000 SH       D       4         17000            0            0
IMS HEALTH INC                 COM  449934108         1489        87919 SH       D       5         87919            0            0
IMS HEALTH INC - WI COM        COM  449934108       126616      7475538 SH       D       6       6827512            0       648026
IMS Health Inc                 COM  449934108         4662       275274 SH       D       7        205092            0        70182
IMS HEALTH INC                 COM  449934108          281        16646 SH       S       7         16646            0            0
IRSA INVERSIONES (ADR) ADR     COM  450047204          335        10738 SH       D       6         10738            0            0
IRI INTL CORP COM              COM  45004F107         2067       219096 SH       D       6        219096            0            0
IRI International Corp.        COM  45004F107           46         4900 SH       D       7          4900            0            0
IRT PROPERTY CO COM            COM  450058102         6592       824037 SH       D       6        817537            0         6500
IRT Property Co.               COM  450058102           42         5366 SH       D       7          5366            0            0
ISB FINL CORP LA COM           COM  450091103         1542       114273 SH       D       6        114273            0            0
ISB FINANCIAL CORP             COM  450091103            3          253 SH       D       7           253            0            0
ISS GROUP INC - COM COM        COM  450306105        61714       529741 SH       D       6        526541            0         3200
ISS Group Inc.                 COM  450306105          601         5165 SH       D       7          5165            0            0
I-STAT CORP COM                COM  450312103         2498       156775 SH       D       6        156775            0            0
I-STAT CORP                    COM  450312103           21         1362 SH       D       7          1362            0            0
ITC LEARNING CORP COM          COM  45031S106            4         1342 SH       D       6          1342            0            0
ITC LEARNING CORP              COM  45031S106            3         1000 SH       D       7          1000            0            0
ITC DELTACOM IND - C COM       COM  45031T104        31018       870692 SH       D       6        870692            0            0
ITC DeltaCom Inc.              COM  45031T104          311         8739 SH       D       7          8739            0            0
ITEQ INC COM                   COM  450430103          436       357952 SH       D       6        357952            0            0
ITEQ INC                       COM  450430103            1         1200 SH       D       7          1200            0            0
ITI TECHNOLOGIES, INC COM      COM  450564109         4070       136827 SH       D       6        136827            0            0
ITI Technologies Inc.          COM  450564109           37         1277 SH       D       7          1277            0            0
ITLA CAPITAL CORPORATION COMMO COM  450565106         1370       107474 SH       D       6        107474            0            0
ITLA CAPITAL CORPORATION       COM  450565106            8          700 SH       D       7           700            0            0
ITT EDUCATIONAL SERV COM       COM  45068B109         4702       293935 SH       D       6        293935            0            0
ITT Educational Services Inc.  COM  45068B109           43         2735 SH       D       7          2735            0            0
ITXC CORP COM                  COM  45069F109         4002        85038 SH       D       6         85038            0            0
ITXC CORP                      COM  45069F109           89         1900 SH       D       7          1900            0            0
IXL ENTERPRISES INC COM        COM  450718101        21173       756198 SH       D       6        747898            0         8300
IXL ENTERPRISES INC            COM  450718101          120         4300 SH       D       7          4300            0            0
I BASIS COM                    COM  450732102         5448       132677 SH       D       6        132677            0            0
iBASIS, INC.                   COM  450732102           69         1700 SH       D       7          1700            0            0
IBIS TECHNOLOGY CORP COM       COM  450909106         7766        86295 SH       D       6         86295            0            0
IBIS TECHNOLOGY CORP           COM  450909106           36          405 SH       D       7           405            0            0
ITT INDUSTRIES                 COM  450911102         7676       152861 SH       D       3        136761            0        16100
ITT INDUSTRIES INC             COM  450911102          707        22786 SH       D       5         22786            0            0
ITT INDS. INC. (INDIANA) COM   COM  450911102        70722      2276765 SH       D       6       2095050            0       181715
ITT Industries, Inc.           COM  450911102         2114        68085 SH       D       7         58977            0         9108
ITT INDUSTRIES INC             COM  450911102          145         4699 SH       S       7          4699            0            0
IVI CHECKMATE CORP COM         COM  450928106          879       213140 SH       D       6        213140            0            0
IVI CHECKMATE CORP             COM  450928106            2          619 SH       D       7           619            0            0
ICON - SPONSORED ADR (ADR REP  ADR  45103T107          156         6500 SH       D       3          6500            0            0
IDACORP COM                    COM  451107106        29628       852624 SH       D       6        852624            0            0
IDACORP INC.                   COM  451107106          233         6720 SH       D       7          6720            0            0
IDEX CORP COM                  COM  45167R104        12682       465418 SH       D       6        465418            0            0
Idex Corp.                     COM  45167R104          133         4917 SH       D       7          4917            0            0
IDEXX LABS CORP COM            COM  45168D104        20060       860521 SH       D       6        860521            0            0
IDEXX LABORATORIES INC         COM  45168D104          219         9413 SH       D       7          9413            0            0
IGATE CAPITAL CORP COM         COM  45169U105        30617       678499 SH       D       6        678499            0            0
IGATE Capital Corp.            COM  45169U105          303         6720 SH       D       7          6720            0            0
IKON OFFICE SOLUTIONS COM STOC COM  451713101            0           20 SH       D       2            20            0            0
IKON OFFICE SOLUTIONS COM STOC COM  451713101         1936       200327 SH       D       3        184927            0        15400
IKON OFFICE SOLUTIONS INC COM  COM  451713101        22551      3644613 SH       D       6       3335591            0       309022
Ikon Office Solutions          COM  451713101          772       124797 SH       D       7        108378            0        16419
IKON OFFICE SOLUTIONS INC.     COM  451713101           49         8062 SH       S       7          8062            0            0
IKOS SYS INC COM               COM  451716203         1394       107798 SH       D       6        107798            0            0
IKOS SYSTEMS INC               COM  451716203           28         2200 SH       D       7          2200            0            0
ILIFE.COM COM                  COM  45172Q109          111        42300 SH       D       6         42300            0            0
IDENTIX INC                    COM  451906101        13536       485632 SH       D       6        468066            0        17566
Identix Inc.                   COM  451906101          132         4758 SH       D       7          4758            0            0
ILEX ONCOLOGY INC COM          COM  451923106         4085        97270 SH       D       6         97270            0            0
ILEX ONCOLOGY INC              COM  451923106           53         1266 SH       D       7          1266            0            0
IL FORNAIO AMER CORP COM       COM  451926109          337        36976 SH       D       6         36976            0            0
IL FORNAIO AMERICA CORP        COM  451926109            1          200 SH       D       7           200            0            0
ILLINOIS SUPERCONDUCTOR COM    COM  452284102           17         2600 SH       D       6          2600            0            0
ILLINOIS SUPERCONDUCTOR CORP   COM  452284102            6         1000 SH       D       7          1000            0            0
ILLINOIS TOOL WORKS INC COM ST COM  452308109          401         4340 SH       D       2          4340            0            0
ILLINOIS TOOL WORKS INC COM ST COM  452308109        45413       490625 SH       D       3        463625            0        27000
ILLINOIS TOOL WORKS INC COM ST COM  452308109         1166        12600 SH       D       4         12600            0            0
ILLINOIS TOOL WORKS            COM  452308109         4337        78515 SH       D       5         78515            0            0
ILLINOIS TOOL WORKS INC COM    COM  452308109       401943      7274977 SH       D       6       6679818            0       595159
Illinois Tool Works            COM  452308109        13147       237971 SH       D       7        190553            0        47418
ITW.N                          COM  452308109          170         2900 SH       D       9          2900            0            0
ILLINOIS TOOL WORKS INC        COM  452308109          892        16148 SH       S       7         16148            0            0
ILLUMINET HOLDINGS COM         COM  452334105        13266       269466 SH       D       6        269466            0            0
ILLUMINET HOLDINGS INC         COM  452334105           88         1800 SH       D       7          1800            0            0
IMAGE ENTMT INC COM NEW        COM  452439201          613       125822 SH       D       6        125822            0            0
IMAGE ENTERTAINMENT INC        COM  452439201            2          599 SH       D       7           599            0            0
IMAGE SENSING SYSTEMS INC      COM  45244C104           10         1200 SH       D       6          1200            0            0
IMAGEX COM INC COM             COM  45244D102         1418        70500 SH       D       6         70500            0            0
IMAGEX.COM                     COM  45244D102           20         1000 SH       D       7          1000            0            0
IMAGYN MEDICAL TECH INC COM    COM  45244E100            0        13260 SH       D       6         13260            0            0
IMAGING TECH COM               COM  45244U104           17        28100 SH       D       6         28100            0            0
IMAGING TECHNOLOGIES CORP      COM  45244U104            2         3600 SH       D       7          3600            0            0
IMATION CORP COM               COM  45245A107        23976       898402 SH       D       6        898402            0            0
IMATION CORPORATION            COM  45245A107          252         9473 SH       D       7          9473            0            0
IMAX COR ADR                   COM  45245E109            0        11500 SH       D       6         11500            0            0
IMAGEMAX INC                   COM  45245V101            4         2700 SH       D       6          2700            0            0
IMCLORRE SYSTMES COM           COM  45245W109        47038       611878 SH       D       6        591678            0        20200
Imclone Systems Inc.           COM  45245W109          371         4833 SH       D       7          4833            0            0
IMANAGE INC COM                COM  45245Y105         1925       113699 SH       D       6        113699            0            0
IMANAGE INC                    COM  45245Y105           22         1300 SH       D       7          1300            0            0
IMAGINON INC COM               COM  45246K104          937       348911 SH       D       6        348911            0            0
IMAGINON                       COM  45246K104           10         3846 SH       D       7          3846            0            0
IMMTECH INTL INC COM           COM  452519101          962        34058 SH       D       6         34058            0            0
IMMTECH INTERNATIONAL INC      COM  452519101           14          500 SH       D       7           500            0            0
IMMERSION CORP COM             COM  452521107         4944        82400 SH       D       6         82400            0            0
IMMERSION CORPORATION          COM  452521107           48          800 SH       D       7           800            0            0
IMMUCOR INC COM                COM  452526106         1347       136504 SH       D       6        136504            0            0
IMMUCOR INC                    COM  452526106            3          333 SH       D       7           333            0            0
IMMUNEX CORP COM STOCK US$0.01 COM  452528102          715         8100 SH       D       1          8100            0            0
IMMUNEX CORP COM STOCK US$0.01 COM  452528102          476         5400 SH       D       2          5400            0            0
IMMUNEX CORP COM STOCK US$0.01 COM  452528102        27468       311160 SH       D       3        295860            0        15300
IMMUNEX CORP COM STOCK US$0.01 COM  452528102          512         5800 SH       D       4          5800            0            0
IMMUNEX CORP COM               COM  452528102       235018      3704719 SH       D       6       3544019            0       160700
IMMUNEX CORP NEW               COM  452528102         8052       126940 SH       D       7         78340            0        48600
IMMUNEX CORP COM STK USD0.01   COM  452528102          630        18200 SH       D       9         18200            0            0
IMMULOGIC PHARMACEUTICALS COM  COM  45252R100            4         9000 SH       D       6          9000            0            0
IMMUNE RESPONSE CORP DEL COM   COM  45252T106         3220       280024 SH       D       6        280024            0            0
IMMUNE RESPONSE CORP           COM  45252T106           15         1365 SH       D       7          1365            0            0
IMMUNOGEN INC COM              COM  45253H101           13         1100 SH       D       6          1100            0            0
IMMUNOGEN INC.                 COM  45253H101           20         1700 SH       D       7          1700            0            0
IMPAC MORTGAGE HOLDINGS INC CO COM  45254P102         1117       319289 SH       D       6        318739            0          550
IMPAC MORTGAGE HOLDINGS INC    COM  45254P102            4         1305 SH       D       7          1305            0            0
IMPAC COML HLDGS INC COM       COM  45254R108           74        14200 SH       D       6         14200            0            0
IMPAC COMMERCIAL HOLDINGS      COM  45254R108            3          585 SH       D       7           585            0            0
IMPERIAL BANCORP COM           COM  452556103        34204      1103382 SH       D       6       1103382            0            0
Imperial Bancorp               COM  452556103          198         6392 SH       D       7          6392            0            0
IMPATH INC COM                 COM  45255G101         4702       127948 SH       D       6        127948            0            0
Impath Inc.                    COM  45255G101           50         1366 SH       D       7          1366            0            0
IMPCO TECHNOLOGIES COM         COM  45255W106         2003        52733 SH       D       6         52733            0            0
IMPCO TECHNOLOGIES INC         COM  45255W106           13          365 SH       D       7           365            0            0
IMPAX LABORATORIES INC         COM  45256B101            9         2100 SH       D       6          2100            0            0
IMPERIAL CHEMICAL INDS PLC     COM  452704505          970        30093 SH       D       7         30093            0            0
IMPERIAL CREDIT                COM  452729106         2255       501165 SH       D       6        501165            0            0
Imperial Credit Inds. Inc.     COM  452729106           18         4221 SH       D       7          4221            0            0
Imperial Credit Commercial Mtg COM  45272T102           32         2852 SH       D       7          2852            0            0
IMATRON INC                    COM  452906100         3668      1029708 SH       D       6       1029708            0            0
IMATRON INC.                   COM  452906100           23         6500 SH       D       7          6500            0            0
IMMUNOMEDICS INC COM           COM  452907108          704        27283 SH       D       6         27283            0            0
IMMUNOMEDICS INC               COM  452907108           56         2193 SH       D       7          2193            0            0
IN FOCUS SYS INC COM           COM  452919103        33838       944868 SH       D       6        905468            0        39400
In Focus Systems Inc.          COM  452919103          146         4090 SH       D       7          4090            0            0
INCOME OPPORTUNITY RLTY INVS C COM  452926108            8         1136 SH       D       6          1136            0            0
INCOME OPP REALTY INVESTORS    COM  452926108            7         1000 SH       D       7          1000            0            0
IMPERIAL OIL LTD COM           COM  453038408            0       699931 SH       D       6        699931            0            0
IMPERIAL PARKING CORP COM      COM  453077109          401        30751 SH       D       6         30701            0           50
IMPERIAL PARKING CORPORATION   COM  453077109            1          112 SH       D       7           112            0            0
IMPERIAL SUGAR CO COM          COM  453096109          672       384024 SH       D       6        384024            0            0
IMPERIAL SUGAR CO              COM  453096109            8         4658 SH       D       7          4658            0            0
IMPRESO.COM INC                COM  45320V109           15         2500 SH       D       6          2500            0            0
INPRESO.COM INC                COM  45320V109            1          300 SH       D       7           300            0            0
IMPROV NET INC COM             COM  45321E106          260        35359 SH       D       6         35359            0            0
IMPROVENET INC                 COM  45321E106            1          161 SH       D       7           161            0            0
IMR GLOBAL CORP COM            COM  45321W106         7756       539594 SH       D       6        539594            0            0
IMRglobal Corporation          COM  45321W106           55         3875 SH       D       7          3875            0            0
IN HOME HEALTH INC             COM  453222408            0          379 SH       D       6           379            0            0
INAMED CORP                    COM  453235103          529        10700 SH       D       6         10700            0            0
INAMED CORP                    COM  453235103           54         1100 SH       D       7          1100            0            0
INACOM CORP COM                COM  45323G109         2986      1085992 SH       D       6       1085992            0            0
Inacom Corp.                   COM  45323G109           17         6442 SH       D       7          6442            0            0
INCARA PHARMACEUTICALS CORP CO COM  45324E103           54         9501 SH       D       6          9501            0            0
INCARA PHARMACEUTICALS CORP    COM  45324E103           12         2126 SH       D       7          2126            0            0
INCO COMMON NPV                COM  453258402         1649        55556 SH       D       3         55556            0            0
INCO LTD COM                   COM  453258402        74353      4060237 SH       D       6       3684383            0       375854
Inco, Ltd.                     COM  453258402         2252       123019 SH       D       7        120309            0         2710
INCO LTD                       COM  453258402          189        10328 SH       S       7         10328            0            0
INCYTE PHARMACEUTICALS INC     COM  45337C102        17509       219900 SH       D       1        219900            0            0
INCYTE PHARMACEUTICALS INC COM COM  45337C102        51362       590379 SH       D       6        553479            0        36900
Incyte Pharmaceuticals Inc.    COM  45337C102          377         4328 SH       D       7          4328            0            0
INDEPENDENCE CMNTY B COM       COM  453414104        10616       954253 SH       D       6        954253            0            0
Independence Community Bank    COM  453414104          123        11134 SH       D       7         11134            0            0
INDEPENDENCE FED SVGS BK OF    COM  453432106           12         1087 SH       D       6          1087            0            0
INDEPENDENCE FED SAV BANK      COM  453432106            4          400 SH       D       7           400            0            0
INDEPENDENCE HLDG CO NEW COM   COM  453440307          984        91614 SH       D       6         91614            0            0
INDEPENDENCE HOLDING CO        COM  453440307           10          972 SH       D       7           972            0            0
INDEPENDENT BK CORP MASS COM   COM  453836108         2891       242213 SH       D       6        241713            0          500
Independent Bank Corp.         COM  453836108           20         1717 SH       D       7          1717            0            0
INDEPENDENT BK CORP MICH COM   COM  453838104         1880       147512 SH       D       6        147512            0            0
INDEPENDENT BANK CORP - MICH   COM  453838104           12          978 SH       D       7           978            0            0
INDEPENDENT BANKSHARES INC COM COM  453841207           24         1341 SH       D       6          1341            0            0
INDIA FUND COMMON STOCK US$0.0 COM  454089103          261         9400 SH       D       2          9400            0            0
INDIA FUND COMMON STOCK US$0.0 COM  454089103         5709       205400 SH       D       3        205400            0            0
INDIA FUND COM                 COM  454089103        20697      1217500 SH       D       6       1217500            0            0
INDIA GROWTH FD INC COM        COM  454090101         2036       128300 SH       D       6        128300            0            0
INDIANA ENERGY INC COM         COM  454707100        19121       652336 SH       D       6        647636            0         4700
INDIANA ENERGY INC             COM  454707100          101         5193 SH       D       7          5193            0            0
INDIANA UTD BANCORP COM        COM  455149104          413        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          160        26000 SH       D       2         26000            0            0
INDUS INTERNATIONAL INC.       COM  45578L100         1543       184283 SH       D       6        184283            0            0
INDUS INTERNATIONAL INC        COM  45578L100           10         1253 SH       D       7          1253            0            0
INDUSTRI-MATHEMATIK I COM      COM  455792101          328        24100 SH       D       6         24100            0            0
INDUSTRI MATEMATIK INTL CORP   COM  455792101           31         2280 SH       D       7          2280            0            0
INDUSTRIAL BANCORP COM         COM  455882100            0        47921 SH       D       6         47921            0            0
INDUSTRIAL BANCORP INC         COM  455882100            1          180 SH       D       7           180            0            0
INDIVIDUAL INV. GROUP INC. COM COM  455907105           20         4537 SH       D       6          4537            0            0
INDIVIDUAL INVESTORS GROUP     COM  455907105            1          379 SH       D       7           379            0            0
INDUSTRIAL DATA SYS COM        COM  456053107            1          700 SH       D       6           700            0            0
INDUSTRIAL DATA SYSTEMS CORP   COM  456053107            1          500 SH       D       7           500            0            0
INDUSTRIAL DISTR GRO COM       COM  456061100           13         4500 SH       D       6          4500            0            0
INDUSTRIAL DISTRIBUTION GRP    COM  456061100            2          779 SH       D       7           779            0            0
INDUSTRIAL HLDGS INC COM       COM  456160100          260       126273 SH       D       6        126273            0            0
INDUSTRIAL HOLDINGS INC        COM  456160100            1          778 SH       D       7           778            0            0
INDUSTRIE NATUZZI SPA COM      COM  456478106            0        15500 SH       D       6         15500            0            0
INDYMAC MORTGAGE HLDGS, INC @C COM  456607100        27677      1852879 SH       D       6       1851069            0         1810
INDYMAC MORTGAGE HOLDINGS      COM  456607100          263        17648 SH       D       7         17648            0            0
INFERENCE CORP CLASS A COM     COM  45662K109           25         4200 SH       D       6          4200            0            0
INFERENCE CORP                 COM  45662K109            1          200 SH       D       7           200            0            0
INFINITY BROADCASTING CORP -   COM  45662S102          511         9743 SH       D       3          9743            0            0
INFINITY BROADCASTING CP COM   COM  45662S102       102797      3175227 SH       D       6       3175227            0            0
INFINITY BROADASTING CORP      COM  45662S102         3443       106377 SH       D       7         43925            0        62452
INET TECHNOLOGIES COM          COM  45662V105         9088       171678 SH       D       6        166078            0         5600
Inet Technologies Inc.         COM  45662V105          182         3451 SH       D       7          3451            0            0
INFINIUM SOFTWARE INC COM      COM  45662Y109          681       132139 SH       D       6        132139            0            0
INFINIUM SOFTWARE INC          COM  45662Y109            2          564 SH       D       7           564            0            0
INFODATA SYSTEMS INC           COM  456650209            6         2100 SH       D       6          2100            0            0
INFOCURE CORP - COM COM        COM  45665A108         8881       511157 SH       D       6        511157            0            0
InfoCure Corp.                 COM  45665A108           80         4658 SH       D       7          4658            0            0
INFONAUTICS CORP COM           COM  456662105         1260       152758 SH       D       6        152758            0            0
INFONAUTICS INC-CL A           COM  456662105           12         1500 SH       D       7          1500            0            0
INFORMATICA COM                COM  45666Q102        22986       299259 SH       D       6        299259            0            0
Informatica Corp               COM  45666Q102          275         3586 SH       D       7          3586            0            0
INFONET COM                    COM  45666T106        12356       546133 SH       D       6        528533            0        17600
INFONET SERVICES CORP.         COM  45666T106          339        14995 SH       D       7         14995            0            0
INFORMATION ANALYSIS INC COM   COM  456696103            1         1200 SH       D       6          1200            0            0
INFORMATION ANALYSIS INC       COM  456696103            1         2000 SH       D       7          2000            0            0
INFORMATION ARCHITECTS CORP. C COM  45669R107          328        18885 SH       D       6         18885            0            0
INFORNMATION ARCHITECTS CO     COM  45669R107           42         2444 SH       D       7          2444            0            0
INFORMATION HLDGS INC COM      COM  456727106         3023        96573 SH       D       6         96573            0            0
Information Holdings Inc.      COM  456727106           62         2002 SH       D       7          2002            0            0
INFORMATION RESOURCE COM       COM  45675F303         2142        59109 SH       D       6         59109            0            0
INFORMATION RESOURCES          COM  45675F303            7          200 SH       D       7           200            0            0
INFORMIX USD0.01               COM  456779107          115         4440 SH       D       2          4440            0            0
INFORMIX USD0.01               COM  456779107         8309       319520 SH       D       3        288020            0        31500
INFORMIX CORP COM              COM  456779107        81779      4828285 SH       D       6       4828285            0            0
INFORMIX CORPORATION           COM  456779107         1096        64789 SH       D       7         64789            0            0
INFORTE CORP COM               COM  45677R107         2007        40974 SH       D       6         40974            0            0
INFORTE CORP                   COM  45677R107           29          594 SH       D       7           594            0            0
INFOSPACE COM COM              COM  45678T102       140404       965392 SH       D       6        947123            0        18269
INFOSPACE INC                  COM  45678T102         3464        23830 SH       D       7         13600            0        10230
INFO USA COM                   COM  456818301         4629       507300 SH       D       6        484000            0        23300
Infousa Inc.                   COM  456818301           43         4788 SH       D       7          4788            0            0
INGERSOLL RAND                 COM  456866102        13076       287800 SH       D       1        287800            0            0
INGERSOLL-RAND CO COM STOCK US COM  456866102          182         2515 SH       D       2          2515            0            0
INGERSOLL-RAND CO COM STOCK US COM  456866102        20508       283130 SH       D       3        260180            0        22950
INGERSOLL-RAND CO              COM  456866102         1925        43513 SH       D       5         43513            0            0
INGERSOLL RAND CO COM          COM  456866102       196559      4442033 SH       D       6       4096111            0       345922
Ingersoll-Rand Company         COM  456866102         6255       141358 SH       D       7        124382            0        16976
INGERSOLL RAND CO              COM  456866102          391         8839 SH       S       7          8839            0            0
INFORMATION RESOURCES COM      COM  456905108         6534       816855 SH       D       6        788455            0        28400
INFORMATION RESOURCES INC      COM  456905108           42         5280 SH       D       7          5280            0            0
INFORMATION MGMT ASS COM       COM  456923101          332        74897 SH       D       6         74897            0            0
INFORMATION MGMT ASSOCIATES    COM  456923101            2          500 SH       D       7           500            0            0
INGLES MKTS INC CL A           COM  457030104         2319       222199 SH       D       6        215799            0         6400
Ingles Markets Inc.            COM  457030104           22         2113 SH       D       7          2113            0            0
INGRAM MICRO COM               COM  457153104        11618       755655 SH       D       6        752301            0         3354
INGRAM MICRO INC               COM  457153104          236        15406 SH       D       7          6266            0         9140
INHALE THERAPEUTIC SYS COM     COM  457191104        20640       277059 SH       D       6        277059            0            0
Inhale Therapeutic Systems Inc COM  457191104          179         2414 SH       D       7          2414            0            0
INKINE PHARMACEUTICALS INC COM COM  457214104            7         1000 SH       D       6          1000            0            0
INKINE PHARMACEUTICAL CO INC   COM  457214104            7         1100 SH       D       7          1100            0            0
INKTOMI CORP COM               COM  457277101       146242       749963 SH       D       6        744163            0         5800
INKTOMI CORP                   COM  457277101         5415        27772 SH       D       7         12444            0        15328
INLAND RESOURCES INC COM       COM  457469302            1          512 SH       D       6           512            0            0
INNODATA CORP                  COM  457642205            5          600 SH       D       7           600            0            0
INNOVEX INC                    COM  457647105         2640       269920 SH       D       6        269920            0            0
Innovex Inc.                   COM  457647105           34         3529 SH       D       7          3529            0            0
INNERDYNE MEDICAL COM          COM  45764D102         1349       220382 SH       D       6        220382            0            0
INPUT/OUTPUT INC COM           COM  457652105         5055       825315 SH       D       6        825315            0            0
INPUT/OUTPUT INC               COM  457652105           57         9370 SH       D       7          9370            0            0
INPUT SOFTWARE INC COM         COM  457654101          137         5700 SH       D       6          5700            0            0
INSCI CORP                     COM  45765T106            1          300 SH       D       7           300            0            0
INSIGHT ENTERPRISES COM        COM  45765U103        13663       374984 SH       D       6        374984            0            0
Insight Enterprises Inc.       COM  45765U103          139         3819 SH       D       7          3819            0            0
INSITE VISION COM              COM  457660108          271        45700 SH       D       6         45700            0            0
INSITUFORM TECH INC COM        COM  457667103        11858       387223 SH       D       6        387223            0            0
Insituform Technologies Inc.   COM  457667103          103         3383 SH       D       7          3383            0            0
INPRISE CORP COM               COM  45766C102         4628       679469 SH       D       6        679469            0            0
INPRISE CORPORATION            COM  45766C102           22         3368 SH       D       7          3368            0            0
INSIGHT HEALTH SVCS CORP COM   COM  45766Q101           15         1799 SH       D       6          1799            0            0
INSIGHT HEALTH SERVICES CORP   COM  45766Q101           12         1500 SH       D       7          1500            0            0
INSO CORP COM                  COM  457674109         2126       157554 SH       D       6        157554            0            0
INSO CORPORATION               COM  457674109           11          869 SH       D       7           869            0            0
INSIGNIA FINANCIAL GROUP INC C COM  45767A105         4835       345397 SH       D       6        345397            0            0
Insignia Financial Group Inc.  COM  45767A105           45         3231 SH       D       7          3231            0            0
INNOVATIVE CLINICAL SOLUTIONS, COM  45767E107           15        69000 SH       D       6         69000            0            0
INNOTRAC CORP COM              COM  45767M109          956       129682 SH       D       6        129682            0            0
INNOTRAC CORP                  COM  45767M109            2          331 SH       D       7           331            0            0
INSIGHT COMMUNICATIONS INC COM COM  45768V108         2719       131853 SH       D       6        131853            0            0
INSIGHT COMMUNICATIONS INC.    COM  45768V108           49         2400 SH       D       7          2400            0            0
INNOVEDA INC COM               COM  45769F102          869       139108 SH       D       6        139108            0            0
INNOVEDA INC.                  COM  45769F102            6         1088 SH       D       7          1088            0            0
IN SILICON COM                 COM  45769H108          139         8831 SH       D       6          8831            0            0
INSILICON CORP                 COM  45769H108            0           49 SH       D       7            49            0            0
INNKEEPERS, USA COM            COM  4576J0104         6649       818362 SH       D       6        811662            0         6700
Innkeepers USA Trust           COM  4576J0104           45         5624 SH       D       7          5624            0            0
INSPIRE INS SOLUTION COM       COM  457732105          768       236461 SH       D       6        236461            0            0
Inspire Insurance Solutions    COM  457732105           10         3197 SH       D       7          3197            0            0
INSTEEL INDS INC               COM  45774W108          421        74863 SH       D       6         74863            0            0
INSTEEL INDUSTRIES             COM  45774W108            2          377 SH       D       7           377            0            0
INSURANCE AUTO AUCTIONS COM    COM  457875102         2030       120336 SH       D       6        120336            0            0
INSURANCE AUTO AUCTIONS INC    COM  457875102            8          517 SH       D       7           517            0            0
INT`L TRUST & FINANCE COM      COM  457923100         1562        76945 SH       D       6         76945            0            0
INTEGRATED MEASUREMENT SYS     COM  457923100            6          332 SH       D       7           332            0            0
INNOVO GROUP INC               COM  457954600            1         1000 SH       D       7          1000            0            0
INTEGRA LIFESCIENCES HLGS CORP COM  457985208         2016       192048 SH       D       6        192048            0            0
INTEGRA LIFESCIENCES CORP      COM  457985208            7          700 SH       D       7           700            0            0
INTEGRATED PACKAGING COM       COM  457989101           74       197100 SH       D       6        197100            0            0
INSURANCE MGMT SOLUTIONS GROUP COM  458045101          326       139371 SH       D       6        139371            0            0
INSURANCE MGMT SOLUTIONS       COM  458045101            3         1400 SH       D       7          1400            0            0
INSWEB CORP COM                COM  45809K103          815        84679 SH       D       6         84679            0            0
INSWEB CORPORATION             COM  45809K103           15         1600 SH       D       7          1600            0            0
INTEG INC                      COM  458100104           13         4500 SH       D       6          4500            0            0
INTEGRAL SYS INC MD COM        COM  45810H107         3166        70364 SH       D       6         70364            0            0
INTEGRAL SYSTEMS INC/MD        COM  45810H107           11          262 SH       D       7           262            0            0
INTEGRAMED AMERICA INC COM     COM  45810N302            0         9800 SH       D       6          9800            0            0
INTEGRAMED AMERICA INC         COM  45810N302            1          400 SH       D       7           400            0            0
INTEGRATED HEALTHCARE INC      COM  458118106         1558        24900 SH       D       1         24900            0            0
INTEGRATED HEALTHCARE INC      COM  458118106          281         4500 SH       D       2          4500            0            0
INTEGRATED HEALTHCARE INC      COM  458118106         1345        21500 SH       D       3         21500            0            0
INTEGRATED DEVICE TECHNOLOGY I COM  458118106       133386      3366223 SH       D       6       3192123            0       174100
INTEGRATED DEVICE TECHNOLOGY   COM  458118106         2701        68241 SH       D       7         68241            0            0
INTEGRATED ELECTRICA COM       COM  45811E103         2718       517835 SH       D       6        517835            0            0
Integrated Electrical Services COM  45811E103           35         6827 SH       D       7          6827            0            0
INTEGRALVISION INC. COM        COM  45811H106           23         7100 SH       D       6          7100            0            0
INTEGRA INC COM                COM  45811M105            3         4000 SH       D       6          4000            0            0
INTEGRATED MEDICAL RESOURCES   COM  45812A100            0         3200 SH       D       6          3200            0            0
INTEGRATED HEALTH SERVICE COM  COM  45812C106          191       737858 SH       D       6        737858            0            0
INTEGRATED HEALTH SERVICES     COM  45812C106            0         2363 SH       D       7          2363            0            0
INTEGRATED SILICON SOLUTIONS C COM  45812P107         6667       227452 SH       D       6        227452            0            0
INTEGRATED SILICON             COM  45812P107           25          868 SH       D       7           868            0            0
INTEL CORP COM STOCK US$0.01   COM  458140100       114390       810890 SH       D       1        659200       151690            0
INTEL CORP COM STOCK US$0.01   COM  458140100        17751        87680 SH       D       2         87680            0            0
INTEL CORP COM STOCK US$0.01   COM  458140100      1111201      5488407 SH       D       3       5244407            0       244000
INTEL CORP COM STOCK US$0.01   COM  458140100        24538       121200 SH       D       4        121200            0            0
INTEL CORP                     COM  458140100       115357       874317 SH       D       5        874317            0            0
INTEL CORP COM                 COM  458140100     11278684     85485053 SH       D       6      78298064            0      7186989
INTEL CORP                     COM  458140100       413943      3137657 SH       D       7       2373813            0       763844
INTC.O                         COM  458140100         2094        15900 SH       D       9         15900            0            0
INTEL CORPORATION              COM  458140100        23708       179695 SH       S       7        179695            0            0
INTELECT COMMUNICATION COM     COM  458144102          191        33120 SH       D       6         33120            0            0
INTELECT COMMUNICATIONS INC    COM  458144102           16         2800 SH       D       7          2800            0            0
INTELEFILM CORP                COM  458147105            4         2900 SH       D       6          2900            0            0
INTELIDATA TECHNOLOGIES CORP C COM  45814T107         4400       275001 SH       D       6        275001            0            0
INTELIDATA TECHNOLOGIES CORP   COM  45814T107           49         3100 SH       D       7          3100            0            0
INTELLICORP INC                COM  458153103            4         1000 SH       D       7          1000            0            0
INTELLICALL INC COM            COM  45815C103            8         6200 SH       D       6          6200            0            0
INTELLIGENT MED IMAG COM       COM  45815T106            2         6000 SH       D       6          6000            0            0
INTELLIGENT MEDICAL IMAGING    COM  45815T106            0         1900 SH       D       7          1900            0            0
INTELLIGROUP COM               COM  45816A106         3316       111475 SH       D       6        111475            0            0
INTELLIGROUP INC               COM  45816A106           22          767 SH       D       7           767            0            0
INTEGRATED INFORMATION SYSTEMS COM  45817B103          323        14830 SH       D       6         14830            0            0
INTEGRATED INFORMATION SYS     COM  45817B103            3          170 SH       D       7           170            0            0
INTELLI-CHECK INC COM          COM  45817G102           17         1800 SH       D       6          1800            0            0
INTELLI-CHECK INC              COM  45817G102            3          400 SH       D       7           400            0            0
INTER PARFUMS, INC. COM        COM  458334109          652        52231 SH       D       6         52231            0            0
INTER PARFUMS INC              COM  458334109            4          378 SH       D       7           378            0            0
INTER TEL INC COM              COM  458372109        10683       390265 SH       D       6        390265            0            0
Inter Tel Inc.                 COM  458372109          103         3786 SH       D       7          3786            0            0
INTERACTIVE INTELLIGENCE INC C COM  45839M103         1634        38000 SH       D       6         38000            0            0
INTERACTIVE INTELLIGENCE INC   COM  45839M103           38          900 SH       D       7           900            0            0
INTERCHANGE FINL SVCS S B N CO COM  458447109         1273        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         1287        50000 SH       D       6         50000            0            0
INTERCEPT GROUP INC            COM  45845L107           15          600 SH       D       7           600            0            0
INTERCONTINENTAL LIFE CORP     COM  458593100          767        76795 SH       D       6         76795            0            0
INTERCONTINENTAL LIFE CORP     COM  458593100           12         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          492        96040 SH       D       6         96040            0            0
INTERDENT INC                  COM  45865R109            4          800 SH       D       7           800            0            0
INTERFACE INC                  COM  458665106         3604       848093 SH       D       6        848093            0            0
Interface Inc.                 COM  458665106           28         6627 SH       D       7          6627            0            0
INTERFACE SYS INC COM          COM  458667102           19          300 SH       D       6           300            0            0
INTERDIGITAL COMM COM          COM  45866A105        26222      1038501 SH       D       6       1038501            0            0
InterDigital Communications    COM  45866A105          199         7915 SH       D       7          7915            0            0
INTEREP NATIONAL RADIO SALES I COM  45866V109          955       142860 SH       D       6        142860            0            0
INTEREP NATL RADIO SALES       COM  45866V109            5          840 SH       D       7           840            0            0
INTERGRAPH CORP COM            COM  458683109         7963       897241 SH       D       6        866377            0        30864
INTERGRAPH CORP                COM  458683109           89        10066 SH       D       7         10066            0            0
INTERGROUP CORP                COM  458685104           30         1500 SH       D       6          1500            0            0
INTERIM SERVICES COM           COM  45868P100        24682      1329707 SH       D       6       1329707            0            0
Interim Services Inc.          COM  45868P100          199        10774 SH       D       7         10774            0            0
INTERIM SERVICES               COM  45868P100          685        39461 SH       D       9         39461            0            0
INTERIM SERVICES               CVB  45868PAA8          879      1103000 SH       D       9       1103000            0            0
INTERLEAF INC COM              COM  458729209         6532       138979 SH       D       6        138979            0            0
INTERLEAF INC                  COM  458729209           32          700 SH       D       7           700            0            0
INTERLEUKIN GENETICS INC COM   COM  458738101          205        20400 SH       D       6         20400            0            0
INTERLEUKIN GENETICS INC       COM  458738101            7          700 SH       D       7           700            0            0
INTERLIANT COM                 COM  458742103         6021       213154 SH       D       6        213154            0            0
INTERLIANT INC                 COM  458742103           70         2500 SH       D       7          2500            0            0
INTERLINK ELECTRS COM          COM  458751104          209         2200 SH       D       6          2200            0            0
INTERLINK ELECTRONICS INC      COM  458751104           85          900 SH       D       7           900            0            0
INTERLINQ SOFTWARE C COM       COM  458753100           40        10200 SH       D       6         10200            0            0
INTERLOTT TECHNOLOGIES COM     COM  458764107            3          644 SH       D       6           644            0            0
INTERLOTT TECHNOLOGIES INC     COM  458764107            2          400 SH       D       7           400            0            0
INTERMAGNETICS GENERAL CORP CO COM  458771102         5021       295383 SH       D       6        295383            0            0
INTERMAGNETICS GENERAL CORP    COM  458771102            9          555 SH       D       7           555            0            0
INTERMEDIA COMMUNICATIONS INC  COM  458801107        54880      1135943 SH       D       6       1100343            0        35600
INTERMEDIA COMMUNICATIONS, INC COM  458801107          420         8694 SH       D       7          8694            0            0
INTERMET CORP COM              COM  45881K104         6354       696394 SH       D       6        688994            0         7400
Intermet Corp.                 COM  45881K104           31         3476 SH       D       7          3476            0            0
INTERNAP NETWORK SERVICES COM  COM  45885A102        26163       568764 SH       D       6        534764            0        34000
INTERNAP NETWORK SERVICES      COM  45885A102          354         7700 SH       D       7          7700            0            0
INTERMINE PHARM COM            COM  45885B100          982        49300 SH       D       6         49300            0            0
INTERMUNE PHARMACEUTICALS      COM  45885B100           13          700 SH       D       7           700            0            0
INTERNATIONAL AIRCRAFT INVS CO COM  458860103           73        11500 SH       D       6         11500            0            0
INTL AIRCRAFT INVESTORS        COM  458860103            8         1400 SH       D       7          1400            0            0
INTERNATIONAL ALUMINUM CORP CO COM  458884103          549        35138 SH       D       6         35138            0            0
INTERNATIONAL ALUMINIUM CORP   COM  458884103            2          158 SH       D       7           158            0            0
INTERFERON SCIENCES INC COM    COM  458903408            8         3104 SH       D       6          3104            0            0
INTERNATIONAL BANCSHARES CORP  COM  459044103         6543       161573 SH       D       6        161573            0            0
International Bancshares Corp. COM  459044103           92         2284 SH       D       7          2284            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101        38980       273413 SH       D       1        253318        20095            0
INTERNATIONAL BUSINESS MACHINE COM  459200101         8998        46080 SH       D       2         46080            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101       574972      2944207 SH       D       3       2808607            0       135600
INTERNATIONAL BUSINESS MACHINE COM  459200101        13396        68600 SH       D       4         68600            0            0
INTL BUSINESS MACHINES CORP    COM  459200101        55677       471843 SH       D       5        471843            0            0
INTL BUSINESS MACHINES CORP CO COM  459200101      5482809     46464485 SH       D       6      42516038            0      3948447
INTERNATIONAL BUSINESS MACHS   COM  459200101       192432      1630787 SH       D       7       1258639            0       372148
IBM.N                          COM  459200101         2465        20390 SH       D       9         20390            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101        11441        96961 SH       S       7         96961            0            0
INTERNATIONAL FLAVORS & FRAGRA COM  459506101        10135       186655 SH       D       3        175755            0        10900
INTL FLAVORS & FRAGRANCES      COM  459506101          971        27701 SH       D       5         27701            0            0
INTL FLAVORS & FRAGRANCES INC  COM  459506101        94575      2697351 SH       D       6       2480208            0       217143
Int'l Flavors & Fragrance      COM  459506101         2739        78121 SH       D       7         67190            0        10931
INT'L FLAVORS & FRAGRANCES     COM  459506101          197         5636 SH       S       7          5636            0            0
INTERNATIONAL FIBERCOM COM     COM  45950T101         9956       419241 SH       D       6        419241            0            0
International FiberCom Inc.    COM  45950T101           59         2523 SH       D       7          2523            0            0
INTERNATIONAL HOME FOODS COM   COM  459655106         6694       418418 SH       D       6        418418            0            0
INTERNATIONAL HOME FOODS INC   COM  459655106          155         9724 SH       D       7          9724            0            0
INTERNATIONAL ISOTOP COM       COM  45972C102          418        66306 SH       D       6         66306            0            0
INTERNATIONAL ISOTOPES         COM  45972C102            2          392 SH       D       7           392            0            0
INTL LEISURE HOSTS             COM  459759106            0          300 SH       D       7           300            0            0
INTERNATIONAL MICROCOMPUTER    COM  459862306            3         3500 SH       D       6          3500            0            0
INT'L MICROCOMPUTER SOFTWARE   COM  459862306            0          453 SH       D       7           453            0            0
INTERNATIONAL GAME TECHNOLOGY  COM  459902102        32673      1506543 SH       D       6       1497146            0         9397
INTERNATIONAL GAME TECHNOLOGY  COM  459902102          507        23385 SH       D       7         14447            0         8938
INTERNATIONAL MULTIFOODS CORP  COM  460043102         6838       511322 SH       D       6        511322            0            0
INTERNATIONAL MULTIFOODS CORP  COM  460043102           39         2976 SH       D       7          2976            0            0
INTL PAPER CO                  COM  460146103          174         4365 SH       D       1             0         4365            0
INTERNATIONAL PAPER CO COM STO COM  460146103          407         6396 SH       D       2          6396            0            0
INTERNATIONAL PAPER CO COM STO COM  460146103        42592       667935 SH       D       3        638135            0        29800
INTERNATIONAL PAPER CO COM STO COM  460146103          950        14900 SH       D       4         14900            0            0
INTERNATIONAL PAPER CO         COM  460146103         4592       107423 SH       D       5        107423            0            0
INTERNATIONAL PAPER CO COM     COM  460146103       460949     10782443 SH       D       6       9929918            0       852525
International Paper Co.        COM  460146103        14173       331539 SH       D       7        288617            0        42922
IP.N                           COM  460146103          187         4500 SH       D       9          4500            0            0
INTERNATIONAL PAPER CO         COM  460146103          953        22302 SH       S       7         22302            0            0
INTERNATIONAL RECTIFIER CORP C COM  460254105        47621      1249081 SH       D       6       1249081            0            0
INTERNATIONAL RECTIFIER CORP   COM  460254105          450        11815 SH       D       7         11815            0            0
INTERNATIONAL SHIPHOLDING CORP COM  460321201          534        66866 SH       D       6         66866            0            0
INTL SHIPHOLDING CORP          COM  460321201            6          846 SH       D       7           846            0            0
INTERNATIONAL SPEEDWAY CORP CO COM  460335201        13413       298503 SH       D       6        298503            0            0
INTERNATIONAL SPEEDWAY CORP CL COM  460335201          391         8705 SH       D       7          2938            0         5767
INTL SPECIALTY PRODUCTS COM CO COM  460337108         3438       534136 SH       D       6        534136            0            0
INT'L SPECIALTY PRODUCTS INC   COM  460337108           37         5870 SH       D       7          5870            0            0
INTERNATIONAL SMART SOURCING   COM  46033G108            1          200 SH       D       7           200            0            0
INTL TOTAL SERVICES INC        COM  460499106            4         2500 SH       D       7          2500            0            0
INTERNEURON PHARMACEUTICALS IN COM  460573108         1315       438372 SH       D       6        438372            0            0
INTERNEURON PHARMACEUTICALS    COM  460573108            8         2730 SH       D       7          2730            0            0
INTERNET AMERICA INC COM       COM  46058Y109          694        82364 SH       D       6         82364            0            0
INTERNET AMERICA               COM  46058Y109            1          231 SH       D       7           231            0            0
INTERPHASE CORP COM            COM  460593106         1590        62678 SH       D       6         62678            0            0
INTERPHASE CORPORATION         COM  460593106            7          300 SH       D       7           300            0            0
INTERNET CAPITAL GROUP INC ORD COM  46059C106         1191         8000 SH       D       1          8000            0            0
INTERNET CAPITAL GROUP INC ORD COM  46059C106          640         4300 SH       D       2          4300            0            0
INTERNET CAPITAL GROUP INC ORD COM  46059C106        32590       218900 SH       D       3        211200            0         7700
INTERNET CAPITAL GROUP INC ORD COM  46059C106          714         4800 SH       D       4          4800            0            0
INTERNET CAP GROUP             COM  46059C106        84589       936634 SH       D       6        936634            0            0
INTERNET CAPITAL GROUP INC     COM  46059C106          730         8084 SH       D       7          8084            0            0
INTERNET COMM CORP COM         COM  46059F109          212         4500 SH       D       6          4500            0            0
INTERNET COMMERCE CORP- CL A   COM  46059F109           14          300 SH       D       7           300            0            0
INTERNET PICTURES CORP COM     COM  46059S101        11003       324239 SH       D       6        324239            0            0
INTERNET PICTURES CORP         COM  46059S101           38         1121 SH       D       7          1121            0            0
INTERPLAY ENTERTAINMENT CORP   COM  460615107           10         3000 SH       D       7          3000            0            0
INTERPOOL INC COM              COM  46062R108         1410       214925 SH       D       6        214925            0            0
Interpool Inc.                 COM  46062R108           18         2810 SH       D       7          2810            0            0
INTERPORE INTL COM             COM  46062W107         1159       138503 SH       D       6        138503            0            0
INTERPORE INTERNATIONAL        COM  46062W107            5          627 SH       D       7           627            0            0
INTERPUBLIC GROUP              COM  460690100            7          210 SH       D       1             0          210            0
INTERPUBLIC GROUP OF COMPANIES COM  460690100          327         4280 SH       D       2          4280            0            0
INTERPUBLIC GROUP OF COMPANIES COM  460690100        33638       439023 SH       D       3        413823            0        25200
INTERPUBLIC GROUP COS INC      COM  460690100         3460        73240 SH       D       5         73240            0            0
INTERPUBLIC GROUP COMPANIES IN COM  460690100       315909      6685923 SH       D       6       6137671            0       548252
Interpublic Group Co.          COM  460690100        11410       241483 SH       D       7        177270            0        64213
INTERPUBLIC GROUP INC          COM  460690100          713        15103 SH       S       7         15103            0            0
INTERSIL HOLDING CORP COM      COM  46069S109        10473       202635 SH       D       6        202635            0            0
INTERSIL HOLDING CORP          COM  46069S109          201         3893 SH       D       7          3893            0            0
INTERSPEED INC COM             COM  46070W107          844        39500 SH       D       6         39500            0            0
INTERSPEED INC.                COM  46070W107           14          700 SH       D       7           700            0            0
INTERSTATE BAKERIES COM        COM  46072H108        18199      1277134 SH       D       6       1185202            0        91932
INTERSTATE BAKERIES CORP       COM  46072H108          408        28691 SH       D       7         27991            0          700
INTERSTATE BAKERIES            COM  46072H108          233        15000 SH       D       9         15000            0            0
INTERSTATE HOTELS CORP COM     COM  46088R108           10         3512 SH       D       6          3512            0            0
INTERSTATE HOTELS CORP         COM  46088R108            2          855 SH       D       7           855            0            0
INTERWEST BANCORP COM          COM  460931108         3150       229132 SH       D       6        228432            0          700
Interwest Bancorp Inc.         COM  460931108           35         2580 SH       D       7          2580            0            0
INTRANET SOLUTIONS INC COM     COM  460939309         6317       137329 SH       D       6        137329            0            0
INTRANET SOLUTIONS INC         COM  460939309           47         1022 SH       D       7          1022            0            0
INTERNET COM CORP COM          COM  460967102         2830        67604 SH       D       6         63004            0         4600
INTERNET.COM CORP.             COM  460967102           58         1400 SH       D       7          1400            0            0
INTERSTATE NATIONAL DEALER S   COM  46102P104           12         2200 SH       D       6          2200            0            0
INTERSTATE NATL DEALER SVCS    COM  46102P104            1          200 SH       D       7           200            0            0
INTERTAN INC COM               COM  461120107         8882       645994 SH       D       6        625444            0        20550
InterTAN Inc.                  COM  461120107           58         4259 SH       D       7          4259            0            0
INTERTRUST TECH COM            COM  46113Q109        14006       329560 SH       D       6        329560            0            0
INTERRUST TECHNOLOGIES CORP    COM  46113Q109          199         4700 SH       D       7          4700            0            0
INTERVOICE INC COM             COM  461142101        22226       769753 SH       D       6        757153            0        12600
InterVoice-Brite Inc.          COM  461142101          158         5501 SH       D       7          5501            0            0
INTEST CORP COM                COM  461147100           56         2700 SH       D       6          2700            0            0
INTEST CORP                    COM  461147100            6          300 SH       D       7           300            0            0
INTEVAC INC COM                COM  461148108          384        83027 SH       D       6         83027            0            0
INTEVAC INC                    COM  461148108            2          642 SH       D       7           642            0            0
INTERWORLD CORP COM            COM  46114Q108         8270       146373 SH       D       6        134198            0        12175
INTERWORLD CORP                COM  46114Q108          101         1800 SH       D       7          1800            0            0
INTERVU INC- COM COM           COM  46114R106        20634       229273 SH       D       6        229273            0            0
Intervu Inc                    COM  46114R106          160         1778 SH       D       7          1778            0            0
INTERWOVEN INC COM             COM  46114T102        13953       127141 SH       D       6        127141            0            0
INTERWOVEN INC.                COM  46114T102          153         1400 SH       D       7          1400            0            0
INTIMATE BRANDS INC COM        COM  461156101        26112       636894 SH       D       6        636894            0            0
INTIMATE BRANDS, INC.          COM  461156101         1008        24596 SH       D       7         15575            0         9021
INTRABOTICS PHARMACEUTICALS CO COM  46116T100         1112        74167 SH       D       6         74167            0            0
INTRABIOTICS PHARMACEUTICALS   COM  46116T100           12          833 SH       D       7           833            0            0
INTRAWARE INC COM              COM  46118M103        14289       345883 SH       D       6        345883            0            0
Intraware Inc                  COM  46118M103          118         2868 SH       D       7          2868            0            0
INTRENET INC COM               COM  461190100            1          910 SH       D       6           910            0            0
INTRENET INC                   COM  461190100            1          606 SH       D       7           606            0            0
INTUIT COM                     COM  461202103       129592      2383303 SH       D       6       2379162            0         4141
INTUIT, INC.                   COM  461202103         2913        53584 SH       D       7         24699            0        28885
INVACARE CORP               CO COM  461203101        16425       598649 SH       D       6        598649            0            0
Invacare Corp.                 COM  461203101          132         4818 SH       D       7          4818            0            0
INVESTMENT TECHNOLOGY GROUP IN COM  46145F105        20085       569803 SH       D       6        569803            0            0
INVESTMENT TECHNOLOGY GROUP, I COM  46145F105          170         4851 SH       D       7          2254            0         2597
INVESTORS REAL ESTATE TR COM   COM  461730103         1461       184132 SH       D       6        184132            0            0
INVESTORS REAL ESTATE TRUST    COM  461730103            9         1142 SH       D       7          1142            0            0
INVESTORS TITLE CO COM         COM  461804106           25         1903 SH       D       6          1903            0            0
INVESTORS TITLE                COM  461804106            2          200 SH       D       7           200            0            0
INVISION TECHNOLOGIES COM      COM  461851107           37         5700 SH       D       6          5700            0            0
INVISION TECHNOLOGIES INC      COM  461851107            3          539 SH       D       7           539            0            0
INVIVO CORP COM                COM  461858102            0        27551 SH       D       6         27551            0            0
INVIVO CORP                    COM  461858102            2          246 SH       D       7           246            0            0
INVITROGEN CORP COM            COM  46185R100         6863       118205 SH       D       6        118205            0            0
Invitrogen Corp                COM  46185R100          111         1926 SH       D       7          1926            0            0
INVITROGEN CORP                COM  46185R100         2075        40000 SH       D       9         40000            0            0
INVESTORS FINL SVC CORP COM    COM  461915100        14620       248339 SH       D       6        248339            0            0
Investors Financial Svcs Corp. COM  461915100          130         2209 SH       D       7          2209            0            0
INVESTORS FINL SVC A CORP COM  COM  461915209            0         1709 SH       D       6          1709            0            0
IOMEGA CORP COM                COM  462030107        18649      4891643 SH       D       6       4891643            0            0
IOMEGA CORP                    COM  462030107          237        62168 SH       D       7         62168            0            0
ION NETWORKS INC COM           COM  46205P100         4936       146800 SH       D       6        146800            0            0
ION NETWORKS INC               COM  46205P100           26          800 SH       D       7           800            0            0
IONA TECHNOLOGIES ADR(1 ADR RE COM  46206P109         1340        11400 SH       D       3         11400            0            0
IONICS INC COM                 COM  462218108         7795       304947 SH       D       6        304947            0            0
Ionics Inc.                    COM  462218108           66         2612 SH       D       7          2612            0            0
IPALCO ENTERPRISES INC COM     COM  462613100        26551      1361598 SH       D       6       1353235            0         8363
IPALCO ENTERPRISES INC         COM  462613100          258        13235 SH       D       7          6288            0         6947
IPRINT.COM COM                 COM  462628108         1424        74017 SH       D       6         74017            0            0
IPRINT.COM INC                 COM  462628108           18          983 SH       D       7           983            0            0
IPSWICH BANCSHARES, INC. COM   COM  462633108           15         1595 SH       D       6          1595            0            0
IRIDEX CORP COM                COM  462684101           56         4808 SH       D       6          4808            0            0
IRIDEX CORP                    COM  462684101            5          500 SH       D       7           500            0            0
IRKUTSK ENERGO ADR#            ADR  462714106          603        79680 SH       D       3         79680            0            0
NEW IRON MOUNTAIN INC COM      COM  462846106        18778       551281 SH       D       6        551281            0            0
Iron MTN Inc                   COM  462846106          226         6635 SH       D       7          6635            0            0
IROQUOIS BANCORP INC COM       COM  463347104           47         1501 SH       D       6          1501            0            0
IROQUOIS BANCORP INC           COM  463347104            6          200 SH       D       7           200            0            0
IRVINE SENSORS CORP COM        COM  463664102           16         1600 SH       D       6          1600            0            0
IRWIN FINL CORP COM            COM  464119106         3284       218946 SH       D       6        218846            0          100
Irwin Financial Corp.          COM  464119106           30         2036 SH       D       7          2036            0            0
ISAACS (I C) & CO INC          COM  464192103           10         3800 SH       D       6          3800            0            0
ISCO INC COM                   COM  464268101            3          650 SH       D       6           650            0            0
ISIS PHARMACEUTICALS COM       COM  464330109         6248       444306 SH       D       6        444306            0            0
ISIS Pharmaceuticals Inc.      COM  464330109           68         4865 SH       D       7          4865            0            0
ISLE OF CAPN CASINO INC. COM   COM  464592104         2615       209255 SH       D       6        209255            0            0
ISLE OF CAPRIS CASINOS INC     COM  464592104           21         1700 SH       D       7          1700            0            0
ISOLYSER INC COM               COM  464888106         2290       446948 SH       D       6        446948            0            0
ISOLYSER CORP.                 COM  464888106           12         2500 SH       D       7          2500            0            0
ISOMET CORP COM                COM  464893106            7          900 SH       D       6           900            0            0
IT GROUP INC COM               COM  465266104         4974       657769 SH       D       6        651669            0         6100
IT GROUP INC                   COM  465266104           27         3623 SH       D       7          3623            0            0
ITEX CORP COM                  COM  465647204            2         3500 SH       D       6          3500            0            0
ITO YOKADO CO LTD              COM  465714301         3090        41626 SH       D       7         41626            0            0
ITRON INC COM                  COM  465741106         1292       186304 SH       D       6        186304            0            0
ITRON INC                      COM  465741106            3          542 SH       D       7           542            0            0
I2 TECNOLOGIES INC COM         COM  465754109       112801       923652 SH       D       6        881757            0        41895
I2 TECHNOLOGIES INC            COM  465754109         3157        25856 SH       D       7         11424            0        14432
I2 TECHNOLOGIES INC            CVB  465754AD1         3718      2000000 SH       D       1       2000000            0            0
ITURF INC COM                  COM  46575Q100          464        44744 SH       D       6         44744            0            0
Iturf Inc                      COM  46575Q100           17         1717 SH       D       7          1717            0            0
IVAX USD0.1                    COM  465823102          101         2500 SH       D       2          2500            0            0
IVAX USD0.1                    COM  465823102         8155       201599 SH       D       3        180599            0        21000
IVAX CORP COM                  COM  465823102        62882      2307604 SH       D       6       2284177            0        23427
IVAX CORPORATION               COM  465823102         1582        58067 SH       D       7         33611            0        24456
IVEX PACKAGING COM             COM  465855104         2521       333394 SH       D       6        333394            0            0
Ivex Packaging Corp.           COM  465855104           23         3103 SH       D       7          3103            0            0
IVILLAGE INC COM               COM  46588H105         4314       275283 SH       D       6        275283            0            0
IVILLAGE INC                   COM  46588H105           70         4494 SH       D       7          4494            0            0
IWERKS ENTERTAINMENT, INC. COM COM  465916203            4         2119 SH       D       6          2119            0            0
JDN REALTY CORP.               COM  465917102         8157       786252 SH       D       6        780602            0         5650
JDN Realty Corp.               COM  465917102           56         5450 SH       D       7          5450            0            0
JPM CO COM                     COM  465933109          161        19600 SH       D       6         19600            0            0
JPM COMPANY                    COM  465933109            2          360 SH       D       7           360            0            0
JTS CORP COM                   COM  465940104            1        56900 SH       D       6         56900            0            0
IXYS CORP COM                  COM  46600W106          268        19789 SH       D       6         19789            0            0
IXNET INC COM                  COM  46601C109         7474       162923 SH       D       6        162923            0            0
IXNET INC                      COM  46601C109          142         3100 SH       D       7          3100            0            0
J & J SNACK FOODS CORP COM     COM  466032109         4615       232225 SH       D       6        232225            0            0
J & J Snack Foods Corp         COM  466032109           22         1119 SH       D       7          1119            0            0
J ALEXANDER`S CORP COM         COM  466096104            3          971 SH       D       6           971            0            0
J. ALEXANDERS CORPORATION      COM  466096104           10         2700 SH       D       7          2700            0            0
JB OXFORD HLDGS INC COM        COM  466107109          932       135668 SH       D       6        135668            0            0
JB OXFORD HOLDINGS INC         COM  466107109            3          521 SH       D       7           521            0            0
JCC HOLDING CO                 COM  46611Q205            1         1000 SH       D       7          1000            0            0
JDS UNIPHASE CORP COM USD0.001 COM  46612J101          630         3400 SH       D       1          3400            0            0
JDS UNIPHASE CORP COM USD0.001 COM  46612J101         2298        12400 SH       D       2         12400            0            0
JDS UNIPHASE CORP COM USD0.001 COM  46612J101       155143       837141 SH       D       3        796541            0        40600
JDS UNIPHASE CORP COM USD0.001 COM  46612J101         4651        25100 SH       D       4         25100            0            0
JDS UNIPHASE CORP. COM         COM  46612J101       615246      5104385 SH       D       6       5078076            0        26309
JDS UNIPHASE CORP              COM  46612J101        19781       164074 SH       D       7         55626            0       108448
JDSU.O                         COM  46612J101          948         8100 SH       D       9          8100            0            0
JDA SOFTWARE GROUP INC COM     COM  46612K108         7464       510393 SH       D       6        510393            0            0
JDA Software Group Inc.        COM  46612K108           51         3494 SH       D       7          3494            0            0
J.JILL GROUP INC COM           COM  466189107          478       121626 SH       D       6        121626            0            0
J. JILL GROUP INC              COM  466189107            1          454 SH       D       7           454            0            0
JLG INDS INC COM               COM  466210101         8210       899828 SH       D       6        899828            0            0
JLG Industries Inc.            COM  466210101           64         7073 SH       D       7          7073            0            0
JMAR IND INC COM               COM  466212107            7          700 SH       D       6           700            0            0
JMAR TECHNOLOGIES INC          COM  466212107           14         1300 SH       D       7          1300            0            0
JLK DIRECT DISTRIBUT COM       COM  46621C105          342        37487 SH       D       6         37487            0            0
JLK Direct Distribution        COM  46621C105           14         1607 SH       D       7          1607            0            0
JLM INDUSTRIES, INC COM        COM  46621D103           25         4082 SH       D       6          4082            0            0
JLM INDUSTRIES INC             COM  46621D103            3          500 SH       D       7           500            0            0
JLM COUTURE INC COM            COM  46621E101            4         1863 SH       D       6          1863            0            0
JNI CORP COM                   COM  46622G105         1905        37461 SH       D       6         37461            0            0
JNI CORP                       COM  46622G105           55         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         6611       371175 SH       D       6        369275            0         1900
JP Realty Inc.                 COM  46624A106           42         2364 SH       D       7          2364            0            0
JPS INDUSTRIES INC COM         COM  46624E405            3         1023 SH       D       6          1023            0            0
JPS TEXTILE GROUP INC          COM  46624E405            7         2100 SH       D       7          2100            0            0
JABIL CIRCUIT COM              COM  466313103        33753       780436 SH       D       6        780436            0            0
JABIL CIRCUIT                  COM  466313103         1631        37722 SH       D       7         16242            0        21480
JACK IN THE BOX, INC COM       COM  466367109        22150      1039305 SH       D       6       1039305            0            0
Jack in the Box                COM  466367109          145         6822 SH       D       7          6822            0            0
JACKPOT ENTERPRISES INC COM    COM  466392107         1705       102594 SH       D       6        102594            0            0
JACKPOT ENTERPRISES INC        COM  466392107            6          385 SH       D       7           385            0            0
JACKSONVILLE BANCORP INC       COM  469248108           16         1200 SH       D       6          1200            0            0
JACKSONVILLE SVGS BK ILL COM   COM  469696108            4          491 SH       D       6           491            0            0
JACKSONVILLE SAVINGS BANK      COM  469696108            3          400 SH       D       7           400            0            0
JACLYN INC COM                 COM  469772107            3         1400 SH       D       6          1400            0            0
JACO ELECTRS INC COM           COM  469783104           29         2500 SH       D       6          2500            0            0
JACOBS ENGINEERING GROUP INC C COM  469814107        15763       488792 SH       D       6        488792            0            0
JACOBS ENGINEERING GROUP       COM  469814107          132         4095 SH       D       7          4095            0            0
JACOBSEN STORES INC COM        COM  469834105           25         5203 SH       D       6          5203            0            0
JACOBSON STORES                COM  469834105            0          200 SH       D       7           200            0            0
JACOR COMMUNICATIONS INC       CVB  469858AB0         3277      6000000 SH       D       1       6000000            0            0
JAKKS PAC INC COM              COM  47012E106         4417       204885 SH       D       6        204885            0            0
JAKKS Pacific Inc.             COM  47012E106           75         3505 SH       D       7          3505            0            0
JAMES RIVER BANKSHARES COM     COM  470345109           23         2180 SH       D       6          2180            0            0
JAMES RIVER BANKSHARES INC     COM  470345109            2          200 SH       D       7           200            0            0
JAMESON INNS INC COM           COM  470457102          860       131110 SH       D       6        131110            0            0
JAMESON INNS INC               COM  470457102            4          641 SH       D       7           641            0            0
JAN BELL MARKETING INC COM     COM  470760109          917       319285 SH       D       6        319285            0            0
JAN BELL MARKETING             COM  470760109            3         1344 SH       D       7          1344            0            0
JAPAN AIRLINE NEW ADR+         COM  471034306         1461       256894 SH       D       7        256894            0            0
JARDINE FLEMING INDIA FUND COM COM  471112102        15622      1141400 SH       D       6       1141400            0            0
JASON INC COM                  COM  471171108         1379       131366 SH       D       6        131366            0            0
JASON INC                      COM  471171108           18         1750 SH       D       7          1750            0            0
JEFFRIES GROUP INC COM         COM  472319102         9895       432601 SH       D       6        432601            0            0
Jefferies Group Inc.           COM  472319102           85         3732 SH       D       7          3732            0            0
JEFFERSON SVGS BANCO COM       COM  474900107         1011        90416 SH       D       6         90416            0            0
JEFFERSON SVGS BANCORP INC     COM  474900107           11         1071 SH       D       7          1071            0            0
JEFFERSON-PILOT CORP COM STOCK COM  475070108          190         1820 SH       D       2          1820            0            0
JEFFERSON-PILOT CORP COM STOCK COM  475070108        15107       144130 SH       D       3        144130            0            0
JEFFERSON PILOT CORP COM       COM  475070108       181199      2722247 SH       D       6       2506243            0       216004
Jefferson-Pilot Corp.          COM  475070108         6768       101679 SH       D       7         90801            0        10878
JEFFERSON PILOT CORP           COM  475070108          377         5665 SH       S       7          5665            0            0
JEFFERSON SMURFIT GRP-SP ADR   COM  47508W107          534        19800 SH       D       7         19800            0            0
JENNA LANE INC                 COM  476142104            1         2200 SH       D       6          2200            0            0
JERRYS FAMOUS DELI INC         COM  476523402            0          333 SH       D       6           333            0            0
JEWETT CAMERON TRADING LTD COM COM  47733C207            3          869 SH       D       6           869            0            0
JFAX.COM COM                   COM  477366108          861       172342 SH       D       6        172342            0            0
JFAX.COM INC                   COM  477366108            5         1000 SH       D       7          1000            0            0
JO-ANN STORES, INC. COM        COM  47758P109         1690       201844 SH       D       6        201844            0            0
Jo-Ann Stores Inc.             COM  47758P109           29         3496 SH       D       7          3496            0            0
JO-ANN STORES, INC. COM        COM  47758P208            0       104397 SH       D       6        104397            0            0
JOHN NUVEEN COM                COM  478035108         5108       133557 SH       D       6        133557            0            0
John Nuveen & Company, Inc.    COM  478035108           96         2521 SH       D       7          2521            0            0
SCHULLER CORP COM              COM  478129109         8826       802428 SH       D       6        743475            0        58953
JOHNS MANVILLE CORPORATION     COM  478129109          505        45996 SH       D       7         43306            0         2690
JOHNSON & JOHNSON COM STOCK US COM  478160104        20392       206700 SH       D       1        205100         1600            0
JOHNSON & JOHNSON COM STOCK US COM  478160104         5941        52910 SH       D       2         52910            0            0
JOHNSON & JOHNSON COM STOCK US COM  478160104       277770      2473655 SH       D       3       2372355            0       101300
JOHNSON & JOHNSON COM STOCK US COM  478160104         5131        45700 SH       D       4         45700            0            0
JOHNSON & JOHNSON              COM  478160104        25491       363850 SH       D       5        363850            0            0
JOHNSON & JOHNSON COM          COM  478160104      2707964     38650694 SH       D       6      35398532            0      3252162
JOHNSON + JOHNSON              COM  478160104       107076      1528295 SH       D       7       1231137            0       297158
JOHNSON & JOHNSON              COM  478160104         5244        74850 SH       S       7         74850            0            0
JOHNSON CONTROLS INC COM STOCK COM  478366107          171         2000 SH       D       2          2000            0            0
JOHNSON CONTROLS INC COM STOCK COM  478366107        13469       156830 SH       D       3        139230            0        17600
JOHNSON CONTROLS INC           COM  478366107         1213        22453 SH       D       5         22453            0            0
JOHNSON CONTROLS INC COM       COM  478366107       128296      2373123 SH       D       6       2175376            0       197747
Johnson Controls, Inc.         COM  478366107         4681        86594 SH       D       7         77757            0         8837
JOHNSON CONTROLS               COM  478366107          246         4557 SH       S       7          4557            0            0
JOHNSON OUTDOORS INC COM       COM  479167108          429        69347 SH       D       6         69347            0            0
JOHNSON OUTDORRS INC- CLA A    COM  479167108            1          300 SH       D       7           300            0            0
JOHNSTON INDS INC              COM  479368102           33        12278 SH       D       6         12278            0            0
JOHNSTON INDUSTRIES INC        COM  479368102            2          800 SH       D       7           800            0            0
JONES APPAREL USD0.01          COM  480074103          355         7700 SH       D       3          7700            0            0
JONES APPAREL GROUP INC        COM  480074103          981        30791 SH       D       5         30791            0            0
JONES APPAREL GROUP INC. COM   COM  480074103        47771      1498129 SH       D       6       1498129            0            0
JONES APPAREL GROUP INC        COM  480074103         1258        39484 SH       D       7         17063            0        22421
JONES LANG LASALLE INC COM     COM  48020Q107         5692       367290 SH       D       6        367290            0            0
Jones Lange Lasalle            COM  48020Q107           77         5013 SH       D       7          5013            0            0
JONES PHARMA, INC. COM         COM  480236108        34333      1130316 SH       D       6       1130316            0            0
Jones Pharmaceutical Inc.      COM  480236108          296         9758 SH       D       7          9758            0            0
JORE CORP COM                  COM  480815109          253        37500 SH       D       6         37500            0            0
JORE CORPORATION               COM  480815109            6         1000 SH       D       7          1000            0            0
JOS A BANK CLOTHIERS INC COM   COM  480838101           31         7849 SH       D       6          7849            0            0
JOS A BANK CLOTHIERS INC       COM  480838101            1          300 SH       D       7           300            0            0
JOSTENS INC                    COM  481088102          116         3000 SH       D       2          3000            0            0
JOSTENS INC                    COM  481088102         1196        30700 SH       D       3         30700            0            0
JOSTENS INC COM                COM  481088102        43369      1779278 SH       D       6       1643757            0       135521
JOSTENS INC                    COM  481088102          937        38476 SH       D       7         37992            0          484
JOSTENS INC.                   COM  481088102           45         1850 SH       S       7          1850            0            0
JOURNAL REGISTER CO COM        COM  481138105         4397       298138 SH       D       6        298138            0            0
Journal Register Co.           COM  481138105          134         9107 SH       D       7          9107            0            0
JUDGE GROUP COM                COM  481271104           55        20257 SH       D       6         20257            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         2809         6600 SH       D       1          6600            0            0
JUNIPER NETWORKS IN ORD USD 0. COM  48203R104         1489         3500 SH       D       2          3500            0            0
JUNIPER NETWORKS IN ORD USD 0. COM  48203R104        75084       176400 SH       D       3        171400            0         5000
JUNIPER NETWORKS IN ORD USD 0. COM  48203R104         2213         5200 SH       D       4          5200            0            0
JUNIPER NETWORKS COM           COM  48203R104       284914      1081012 SH       D       6       1056578            0        24434
JUNIPER NETWORKS               COM  48203R104         4348        16500 SH       D       7         16500            0            0
JUNO LTG INC COM               COM  482047206           75         7912 SH       D       6          7912            0            0
JUNO LIGHTING INC.             COM  482047206            0           48 SH       D       7            48            0            0
JUNO ONLINE COM                COM  482048105         7098       450727 SH       D       6        450727            0            0
Juno Online Services Inc.      COM  482048105           63         4012 SH       D       7          4012            0            0
JUPITER COMMUNICATIONS COM     COM  482050101         1000        43500 SH       D       6         43500            0            0
JUPITER COMMUNICATION          COM  482050101           20          900 SH       D       7           900            0            0
JUST FOR FEET COM              COM  48213P106           20       319229 SH       D       6        319229            0            0
JUST FOR FEET INC              COM  48213P106            0         1594 SH       D       7          1594            0            0
JUSTIN INDS INC COM            COM  482171105         7203       400206 SH       D       6        399806            0          400
Justin Industries Inc.         COM  482171105           53         2972 SH       D       7          2972            0            0
J W GENESIS FINL CORP COM      COM  482227105          983        63998 SH       D       6         63998            0            0
JWGENESIS FINANCIAL CORP       COM  482227105           17         1144 SH       D       7          1144            0            0
KBK CAPITAL CORP COM           COM  482412103           22         5600 SH       D       6          5600            0            0
KCS GROUP INC COM NEW          COM  482434206          142       103712 SH       D       6        103712            0            0
KFX INC COM                    COM  48245L107            8         2500 SH       D       6          2500            0            0
KLA TENCOR CORP COM STK US$0.0 COM  482480100          429         3400 SH       D       2          3400            0            0
KLA TENCOR CORP COM STK US$0.0 COM  482480100        33135       262270 SH       D       3        253870            0         8400
KLA TENCOR CORP COM STK US$0.0 COM  482480100          593         4700 SH       D       4          4700            0            0
KLA-TENCOR CORP                COM  482480100       369677      4387858 SH       D       6       4022676            0       365182
KLA-Tencor Corporation         COM  482480100        12536       148806 SH       D       7        115715            0        33091
KLA-TENCOR CORPORATION         COM  482480100          813         9661 SH       S       7          9661            0            0
KLLM TRANS SVCS INC COM        COM  482498102          166        24000 SH       D       6         24000            0            0
KLLM TRANSPORT SERVICES INC    COM  482498102            3          500 SH       D       7           500            0            0
KLM ROYAL DUTCH AIRLINES       COM  482516309          108         5179 SH       D       7          5179            0            0
KMG CHEMICALS INC COM          COM  482564101            4          639 SH       D       6           639            0            0
K MART CORP COM STOCK US$1     COM  482584109          122         7960 SH       D       2          7960            0            0
K MART CORP COM STOCK US$1     COM  482584109        10915       706802 SH       D       3        662502            0        44300
K MART CORP COM                COM  482584109       122282     12622686 SH       D       6      11577920            0      1044766
K MART CORP                    COM  482584109         4476       462138 SH       D       7        410859            0        51279
K MART CORP                    COM  482584109          255        26346 SH       S       7         26346            0            0
K SWISS INC COM CL A           COM  482686102         1299        87754 SH       D       6         87754            0            0
K-Swiss Inc.                   COM  482686102           17         1174 SH       D       7          1174            0            0
K TEL INTL INC COM             COM  482724200          611        86618 SH       D       6         86618            0            0
K-TEL INTL                     COM  482724200            2          372 SH       D       7           372            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         1154       145496 SH       D       6        145496            0            0
K2 INC                         COM  482732104           15         1911 SH       D       7          1911            0            0
KVH INDUSTRIES INC             COM  482738101           25         3400 SH       D       6          3400            0            0
K V PHARMACEUTICAL CO COM      COM  482740107         2369        80659 SH       D       6         80659            0            0
K V Pharmaceutical Co.         COM  482740107           39         1360 SH       D       7          1360            0            0
K V PHARMACEUTICAL CO COM      COM  482740206         3189       118671 SH       D       6        118671            0            0
KV PHARMACEUTICAL CO-A         COM  482740206           27         1028 SH       D       7          1028            0            0
KAISER ALUM CORP COM           COM  483007100         2459       546502 SH       D       6        546502            0            0
Kaiser Aluminum Corp.          COM  483007100           28         6408 SH       D       7          6408            0            0
KAISER GROUP INTL COM          COM  483060109            3        11400 SH       D       6         11400            0            0
KAISER VENTURES INC COM        COM  483100103         1866       132743 SH       D       6        132743            0            0
KAISER VENTURES INC            COM  483100103            6          478 SH       D       7           478            0            0
KAMAN CORP CL A COM            COM  483548103         5075       520591 SH       D       6        520591            0            0
Kaman Corp.                    COM  483548103           34         3491 SH       D       7          3491            0            0
KANA COMMUNICATIONS COM        COM  483600102        20716       304653 SH       D       6        292253            0        12400
KANA COMMUNICATIONS INC        COM  483600102          224         3300 SH       D       7          3300            0            0
KANEB SERVICES INC COM         COM  484170105         2344       426329 SH       D       6        426329            0            0
KANEB                          COM  484170105           12         2200 SH       D       7          2200            0            0
KANKAKEE BANCORP INC COM       COM  484243100            6          286 SH       D       6           286            0            0
KANKAKEE BANCORP INC.          COM  484243100            8          382 SH       D       7           382            0            0
KANSAS CITY LIFE INS CO COM    COM  484836101         3791       157167 SH       D       6        157167            0            0
Kansas City Life Ins. Co.      COM  484836101           33         1402 SH       D       7          1402            0            0
KANSAS CY POWER & LIGHT CO COM COM  485134100        27913       962538 SH       D       6        955984            0         6554
KANSAS CITY PWR & LT CO        COM  485134100          289         9979 SH       D       7          4406            0         5573
KANSAS CITY STHN. IND.         COM  485170104          195         1400 SH       D       2          1400            0            0
KANSAS CITY STHN. IND.         COM  485170104        20860       149122 SH       D       3        149122            0            0
KANSAS CY SOUTHERN IND INC COM COM  485170104       238371      2773775 SH       D       6       2542905            0       230870
Kaufman & Broad Home Corp      COM  485170104         8623       100341 SH       D       7         75028            0        25313
KANSAS CITY SOUTHERN INDUST    COM  485170104          512         5967 SH       S       7          5967            0            0
KASPER A S LTD COM             COM  485808109            2          791 SH       D       6           791            0            0
KASPER A.S.L. LIMITED          COM  485808109            1          600 SH       D       7           600            0            0
KATY INDUSTRIES INC COM        COM  486026107          936       101977 SH       D       6        101977            0            0
KATY INDS INC.                 COM  486026107            2          306 SH       D       7           306            0            0
KAUFMAN & BROAD HOME CORP COM  COM  486168107          476        13942 SH       D       3         13942            0            0
KAUFMAN & BROAD HOME CORP      COM  486168107        25537      1191262 SH       D       6       1100567            0        90695
Kaufman & Broad Home Corp      COM  486168107          746        34845 SH       D       7         34164            0          681
KAUFMAN AND BROAD HOME         COM  486168107           55         2584 SH       S       7          2584            0            0
KAYDON CORP COM                COM  486587108        19455       712321 SH       D       6        712321            0            0
KAYDON CORP                    COM  486587108          151         5559 SH       D       7          5559            0            0
KAYE GROUP INC COM             COM  486589104          599        91380 SH       D       6         91380            0            0
KAYE GROUP INC                 COM  486589104            9         1300 SH       D       7          1300            0            0
KEANE INC                      COM  486665102        22037       872780 SH       D       6        872780            0            0
KEANE INC                      COM  486665102          596        23607 SH       D       7         11497            0        12110
KEEBLER FOODS COM              COM  487256109        10305       359244 SH       D       6        359244            0            0
KEEBLER FOOD CO                COM  487256109          352        12288 SH       D       7          7883            0         4405
KEITHLEY INSTRS INC COM        COM  487584104         2590        54403 SH       D       6         54403            0            0
KELLOGG CO COM STOCK US$0.25   COM  487836108          236         5710 SH       D       2          5710            0            0
KELLOGG CO COM STOCK US$0.25   COM  487836108        25819       622915 SH       D       3        592315            0        30600
KELLOGG CO COM STOCK US$0.25   COM  487836108          961        23200 SH       D       4         23200            0            0
KELLOGG CO COM                 COM  487836108       243322      9495518 SH       D       6       8679567            0       815951
Kellogg Company                COM  487836108         7534       294038 SH       D       7        256461            0        37577
KELLOGG CO                     COM  487836108          559        21850 SH       S       7         21850            0            0
KELLSTROM INDS INC COM         COM  488035106         1000       174904 SH       D       6        174904            0            0
Kellstrom Industries Inc.      COM  488035106            9         1668 SH       D       7          1668            0            0
KELLWOOD CO COM                COM  488044108        11808       672367 SH       D       6        667267            0         5100
Kellwood Co.                   COM  488044108           78         4450 SH       D       7          4450            0            0
KELLY SERVICES INC       CLASS COM  488152208        17429       728107 SH       D       6        705407            0        22700
KELLY SERVICES                 COM  488152208          113         4762 SH       D       7          4762            0            0
KEMET CORP                     COM  488360108        33841       505100 SH       D       1        505100            0            0
KEMET CORP COM                 COM  488360108        72651      1148644 SH       D       6       1087644            0        61000
KEMET Corporation              COM  488360108          428         6773 SH       D       7          6773            0            0
KENAN TRANS CO                 COM  488539107          314        17188 SH       D       6         17188            0            0
KENAN TRANSPORT CO             COM  488539107            1          108 SH       D       7           108            0            0
KENDLE INTL INC- CO COM        COM  48880L107         1415       130131 SH       D       6        130131            0            0
KENDLE INTERNATIONAL INC.      COM  48880L107           13         1203 SH       D       7          1203            0            0
KENNAMETAL INC COM             COM  489170100        27672       920492 SH       D       6        912292            0         8200
KENNAMETAL INC                 COM  489170100          773        25719 SH       D       7         25719            0            0
KENNEDY-WILSON INC COM         COM  489399204          180        32366 SH       D       6         32366            0            0
KENNEDY-WILSON INC             COM  489399204            6         1098 SH       D       7          1098            0            0
KENSEY NASH CORP COM           COM  490057106          957        57822 SH       D       6         57822            0            0
KENSEY NASH CORP               COM  490057106            5          333 SH       D       7           333            0            0
KENT ELECTRS CORP COM          COM  490553104        14943       511988 SH       D       6        511988            0            0
Kent Electronics Corp.         COM  490553104          138         4743 SH       D       7          4743            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
KENTUCKY ELECTRIC COM          COM  49127B100           10         5354 SH       D       6          5354            0            0
KENTUCKY ELECTRIC STEEL INC    COM  49127B100            5         2800 SH       D       7          2800            0            0
KERAVISION INC COMMON STOCK    COM  492061106         1172       193418 SH       D       6        193418            0            0
KERAVISION INC                 COM  492061106           10         1670 SH       D       7          1670            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107          545         5800 SH       D       1          5800            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107          348         3700 SH       D       2          3700            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107        13929       148091 SH       D       3        148091            0            0
KERR-MC GEE CORP COM           COM  492386107       169127      2928607 SH       D       6       2651341            0       277266
KERR MCGEE CORP                COM  492386107         6838       118409 SH       D       7        109371            0         9038
KERR - MCGEE CORP              COM  492386107          292         5060 SH       S       7          5060            0            0
KEVCO INC COM                  COM  492716105            7         3903 SH       D       6          3903            0            0
KEVCO INC                      COM  492716105            0          306 SH       D       7           306            0            0
KEWAUNEE SCIENTIFIC EQUIP CORP COM  492854104            4          344 SH       D       6           344            0            0
KEY ENERGY GROUP COM           COM  492914106        19835      1706284 SH       D       6       1692384            0        13900
Key Energy Services Inc.       COM  492914106          159        13718 SH       D       7         13718            0            0
KEY PRODTN INC                 COM  493138101         3188       238366 SH       D       6        238366            0            0
KEY PRODUCTIONS COMPANY INC    COM  493138101            6          515 SH       D       7           515            0            0
KEY TECHNOLOGY COM             COM  493143101           60         6378 SH       D       6          6378            0            0
KEY TECHNOLOGY INC             COM  493143101            1          200 SH       D       7           200            0            0
KEY TRONIC CORP COM            COM  493144109           51        15765 SH       D       6         15765            0            0
KEY TRONIC CORP                COM  493144109            1          400 SH       D       7           400            0            0
KEYCORP COM STOCK US$1         COM  493267108          242         8100 SH       D       2          8100            0            0
KEYCORP COM STOCK US$1         COM  493267108        20959       701203 SH       D       3        657303            0        43900
KEYCORP                        COM  493267108         2214       116565 SH       D       5        116565            0            0
KEY CORP                       COM  493267108       237967     12524587 SH       D       6      11240001            0      1284586
KeyCorp                        COM  493267108         7888       415167 SH       D       7        368733            0        46434
KEY CORP (NEW)                 COM  493267108          458        24119 SH       S       7         24119            0            0
KEYNOTE SYSTEMS COM            COM  493308100        14256       139425 SH       D       6        114925            0        24500
KEYNOTE SYSTEMS INC            COM  493308100          163         1600 SH       D       7          1600            0            0
KEYSPAN ENERGY CORPORATION     COM  49337W100          144         3405 SH       D       2          3405            0            0
KEYSPAN ENERGY CORPORATION     COM  49337W100         6746       158937 SH       D       3        154185            0         4752
KEYSPAN CORP COM               COM  49337W100        66145      2394415 SH       D       6       2379479            0        14936
KEYSPAN CORPORATION            COM  49337W100         1870        67711 SH       D       7         55693            0        12018
KEYSTONE AUTOMOTIVE COM        COM  49338N109         1449       246707 SH       D       6        246707            0            0
Keystone Automotive Inds. Inc. COM  49338N109           18         3101 SH       D       7          3101            0            0
KEYSTONE CONS INDS INC COM     COM  493422109           33         7228 SH       D       6          7228            0            0
KEYSTONE CONS INDS INC         COM  493422109            2          500 SH       D       7           500            0            0
KEYSTONE FINL INC        COM   COM  493482103        12990       706962 SH       D       6        701840            0         5122
KEYSTONE FINANCIAL INC         COM  493482103          233        12724 SH       D       7          8320            0         4404
KEYSTONE PROPERTY TRUST COM    COM  493596100          797        60750 SH       D       6         60750            0            0
KEYSTONE PROPERTY TRUST        COM  493596100            6          471 SH       D       7           471            0            0
KIMBALL INTERNATIONAL INC CLAS COM  494274103         6154       559528 SH       D       6        559528            0            0
Kimball Intl. Inc. Class B     COM  494274103           60         5507 SH       D       7          5507            0            0
KILROY REALTY CORP COM         COM  49427F108        13930       661412 SH       D       6        657102            0         4310
Kilroy Realty Corp.            COM  49427F108           94         4504 SH       D       7          4504            0            0
KIMBERLY-CLARK                 COM  494368103         7485       132200 SH       D       1        132200            0            0
KIMBERLY-CLARK CORP COM STOCK  COM  494368103          794         8760 SH       D       2          8760            0            0
KIMBERLY-CLARK CORP COM STOCK  COM  494368103        82044       904868 SH       D       3        859508            0        45360
KIMBERLY-CLARK CORP COM STOCK  COM  494368103         2664        29392 SH       D       4         29392            0            0
KIMBERLY-CLARK CORP            COM  494368103         8020       143216 SH       D       5        143216            0            0
KIMBERLY CLARK CORP COM        COM  494368103       769548     13741934 SH       D       6      12616009            0      1125925
Kimberly-Clark Corp.           COM  494368103        25845       461533 SH       D       7        367884            0        93649
KIMBERLY-CLARK CP              COM  494368103        12903       222000 SH       D       9        222000            0            0
KIMBERLY-CLARK CORPORATION     COM  494368103         1656        29588 SH       S       7         29588            0            0
KIMBERLY CLARK MEXICO ADR-REPR ADR  494386204          351        12790 SH       D       3         12790            0            0
KIMBERLY CLARK DE MEXICO S A C COM  494386204           44         2594 SH       D       6          2594            0            0
KIMCO COM                      COM  49446R109        26417       704456 SH       D       6        696601            0         7855
KIMCO REALTY CORP              COM  49446R109          460        12267 SH       D       7          8034            0         4233
KIMCO CL. D DEPOSITORY SHS. CO COM  49446R877          265        11288 SH       D       6         11288            0            0
KIMMINS CORP COM               COM  49446V100            2         5533 SH       D       6          5533            0            0
KIN ARK CORP COM               COM  494474109           20        14678 SH       D       6         14678            0            0
KINDER MORGAN INC COM          COM  49455P101        39580      1147253 SH       D       6       1136370            0        10883
KINDER MORGAN INC.,            COM  49455P101          538        15602 SH       D       7          6469            0         9133
KING PHARMACEUTICALS INC COM   COM  495582108        31382       996263 SH       D       6        913563            0        82700
King Pharmaceuticals Inc       COM  495582108          175         5571 SH       D       7          5571            0            0
KINGROSS GOLD CORP COM         COM  496902107          328       210179 SH       D       6        210179            0            0
KINNARD INVTS INC COM          COM  497059105           10         1258 SH       D       6          1258            0            0
KINNARD INVESTMENTS INC        COM  497059105            9         1200 SH       D       7          1200            0            0
KIRBY CORP                     COM  497266106        10621       537804 SH       D       6        537804            0            0
Kirby Corp.                    COM  497266106          103         5242 SH       D       7          5242            0            0
KIRIN BREWERY                  COM  497350207         4967        40467 SH       D       7         40467            0            0
KIRLIN HLDG CORP COM           COM  497629105           42         7112 SH       D       6          7112            0            0
KIRLIN HOLDING CORP            COM  497629105           24         4000 SH       D       7          4000            0            0
KIT MFG CO COM                 COM  498017102            3          500 SH       D       6           500            0            0
KITTY HAWK INC COM             COM  498326107          809       170401 SH       D       6        170401            0            0
KITY HAWK INC                  COM  498326107            3          824 SH       D       7           824            0            0
KLAMATH FIRST BANCOR COM       COM  49842P103         1298       123701 SH       D       6        123701            0            0
KLAMATH FIRST BACORP INC       COM  49842P103            3          365 SH       D       7           365            0            0
KMART FINANCING                CVP  498778208        29455       687000 SH       D       1        687000            0            0
KNAPE & VOGT MANUFACTURING CO  COM  498782101          158        10080 SH       D       6         10080            0            0
KNAPE & VOGT MFG CO            COM  498782101            3          213 SH       D       7           213            0            0
KNICKERBOCKER L L INC COM      COM  498859305            2         8600 SH       D       6          8600            0            0
KNIGHT-RIDDER INC COM STOCK US COM  499040103         8512       108559 SH       D       3        108559            0            0
KNIGHT RIDDER NEWSPAPERS INC C COM  499040103       104996      2061279 SH       D       6       1890100            0       171179
Knight Ridder Inc.             COM  499040103         3114        61151 SH       D       7         52470            0         8681
KNIGHT RIDDER                  COM  499040103          230         4533 SH       S       7          4533            0            0
KNIGHT TRANSN INC COM          COM  499064103         2255       128884 SH       D       6        128884            0            0
Knight Transportation Inc.     COM  499064103           23         1353 SH       D       7          1353            0            0
KNIGHT/TRIMARK COM             COM  499068104        58098      1139195 SH       D       6       1130599            0         8596
KNIGHT/TRIMARK GROUP INC       COM  499068104         1194        23418 SH       D       7          8390            0        15028
KNOT INC COM                   COM  499184109          181        25000 SH       D       6         25000            0            0
KOALA CORP COM                 COM  499866101          603        45336 SH       D       6         45336            0            0
KOALA CORP                     COM  499866101            6          454 SH       D       7           454            0            0
KOGER EQUITY INC               COM  500228101        11495       666434 SH       D       6        662434            0         4000
Koger Equity Inc.              COM  500228101           74         4341 SH       D       7          4341            0            0
KOHLS CORPORATION COM STOCK US COM  500255104          365         2300 SH       D       2          2300            0            0
KOHLS CORPORATION COM STOCK US COM  500255104        36137       227678 SH       D       3        227678            0            0
KOHLS CORP COM                 COM  500255104       388109      3786433 SH       D       6       3468071            0       318362
Kohl's Corporation             COM  500255104        14051       137087 SH       D       7        103176            0        33911
KOHLS CORPORATION              COM  500255104          898         8770 SH       S       7          8770            0            0
KOLLMORGEN CORP COM            COM  500440102         1811       131747 SH       D       6        131747            0            0
KOLLMORGEN                     COM  500440102            5          373 SH       D       7           373            0            0
KOMAG INC COM                  COM  500453105         6617      1742765 SH       D       6       1742765            0            0
KOMAG INC                      COM  500453105           46        12229 SH       D       7         12229            0            0
KONINKLIJKE AHOLD NV-SP ADR    COM  500467303         2138        80716 SH       D       7         80716            0            0
KONINKLIJKE PHILIPS ELEC. NV   COM  500472204         2417        14109 SH       D       7         14109            0            0
KONOVER PROPERTY TRUST COM     COM  50047R100         2444       439413 SH       D       6        436513            0         2900
Konover Property Trust Inc     COM  50047R100           28         5040 SH       D       7          5040            0            0
KOPIN CORP COM                 COM  500600101        32490       472585 SH       D       6        472585            0            0
Kopin Corp.                    COM  500600101          354         5156 SH       D       7          5156            0            0
KOREA ELECTRIC POWER COM       COM  500631106         1325        83800 SH       D       6         83800            0            0
KOREA FUND                     COM  500634100          592        40000 SH       D       9         40000            0            0
KOREA TELECOM - SP ADR         ADR  50063P103        13767       198529 SH       D       3        198529            0            0
KORN FERRY INTL COM            COM  500643200        17091       574496 SH       D       6        574496            0            0
Korn Ferry International       COM  500643200          138         4669 SH       D       7          4669            0            0
KOS PHARMACEUTICALS COM        COM  500648100         2047       143662 SH       D       6        143662            0            0
KOS PHARMACEUTICALS            COM  500648100           26         1853 SH       D       7          1853            0            0
KOSS CORP COM                  COM  500692108            6          500 SH       D       6           500            0            0
KOSS CORP                      COM  500692108            5          400 SH       D       7           400            0            0
KRANZCO RITY TRUST COM         COM  50076E103         1020       119131 SH       D       6        119131            0            0
KRANZCO REALTY TRUST           COM  50076E103            5          688 SH       D       7           688            0            0
KREISLER MANUFACTURING CORP    COM  500773106           10         2500 SH       D       7          2500            0            0
KROGER CO COM US$1             COM  501044101         1039        37400 SH       D       1         37400            0            0
KROGER CO COM US$1             COM  501044101          480        17300 SH       D       2         17300            0            0
KROGER CO COM US$1             COM  501044101        35795      1287668 SH       D       3       1244868            0        42800
KROGER CO COM US$1             COM  501044101          600        21600 SH       D       4         21600            0            0
KROGER CO                      COM  501044101         3822       217655 SH       D       5        217655            0            0
KROGER CO COM                  COM  501044101       376474     21436264 SH       D       6      19693292            0      1742972
KROGER CO                      COM  501044101        13043       742695 SH       D       7        553050            0       189645
KROGER CO                      COM  501044101          788        44884 SH       S       7         44884            0            0
KROLL O`GARA COMPANY COM       COM  501050108         2760       252380 SH       D       6        252380            0            0
Kroll O'Gara Company           COM  501050108           31         2849 SH       D       7          2849            0            0
KRONOS INC. COM                COM  501052104        16472       556034 SH       D       6        540034            0        16000
Kronos Inc.                    COM  501052104           55         1877 SH       D       7          1877            0            0
KUBOTA LTD NEW ADR             COM  501173207         2669        38408 SH       D       7         38408            0            0
KULICKE & SOFFA IND INC COM    COM  501242101        30461       475492 SH       D       6        475492            0            0
Kulicke & Soffa Inds. Inc.     COM  501242101          286         4476 SH       D       7          4476            0            0
KULICKE & SOFFA INDUSTRIES INC CVB  501242AC5        32880     21265000 SH       D       1      21265000            0            0
KUSHNER - LOCKE CO COM         COM  501337406          527       134083 SH       D       6        134083            0            0
KUSHNER LOCKE CO               COM  501337406            8         2189 SH       D       7          2189            0            0
KYOCERA CORP                   COM  501556203         3456        20824 SH       D       7         20824            0            0
LAN CHILE SA - ADR ADR         COM  501723100          162        18000 SH       D       6         18000            0            0
LCA VISION INC (NEW) COM       COM  501803209         2578       506251 SH       D       6        506251            0            0
LCA-Vision Inc                 COM  501803209           46         9049 SH       D       7          9049            0            0
LCC INTERNATIONAL IN COM       COM  501810105         3076        77628 SH       D       6         77628            0            0
LCC INTERNATIONAL INC-CL A     COM  501810105           63         1600 SH       D       7          1600            0            0
LJL BIOSYSTEMS INC COM         COM  501873103           12          700 SH       D       6           700            0            0
LJL BIOSYSTEMS INC             COM  501873103           16          900 SH       D       7           900            0            0
LG&E ENERGY CORP COM           COM  501917108        46811      2046410 SH       D       6       2032708            0        13702
LG&E ENERGY CORP               COM  501917108          476        20835 SH       D       7          9172            0        11663
LTV CORPORATION COM            COM  501921100         7215      2025520 SH       D       6       2025520            0            0
LTV CORP                       COM  501921100           80        22539 SH       D       7         22539            0            0
LSB FINL CORP COM              COM  501925101           23         2061 SH       D       6          2061            0            0
LHS GROUP INC COM              COM  501938104        14825       329462 SH       D       6        329462            0            0
LHS GROUP INC.                 COM  501938104          430         9565 SH       D       7          4434            0         5131
LNR PROPERTY CORP COM          COM  501940100        12105       635045 SH       D       6        635045            0            0
LNR Property Corp.             COM  501940100           78         4093 SH       D       7          4093            0            0
LINC CAP INC- COM COM          COM  501942106           10         3400 SH       D       6          3400            0            0
LINC CAPITAL INC               COM  501942106            2          900 SH       D       7           900            0            0
LMI AEROSPACE INC              COM  502079106            0          176 SH       D       7           176            0            0
LSB BANCSHARES INC N C         COM  502158108         1638       117030 SH       D       6        117030            0            0
LSB BANCSHARES INC             COM  502158108            4          321 SH       D       7           321            0            0
LSB INDS INC COM               COM  502160104           11        14122 SH       D       6         14122            0            0
LSI LOGIC CORP COM STOCK US$0. COM  502161102          437         4200 SH       D       2          4200            0            0
LSI LOGIC CORP COM STOCK US$0. COM  502161102        46135       443094 SH       D       3        415694            0        27400
LSI LOGIC CORP COM STOCK US$0. COM  502161102          832         8000 SH       D       4          8000            0            0
L S I LOGIC INC COM            COM  502161102       546188      7520664 SH       D       6       6882578            0       638086
LSI LOGIC CORP                 COM  502161102        18905       260313 SH       D       7        210370            0        49943
LSI LOGIC CORP COMMON          COM  502161102          141         2000 SH       D       9          2000            0            0
LSI LOGIC                      COM  502161102         1158        15950 SH       S       7         15950            0            0
LSI LOGIC CORP                 CVB  502161AD4       119613     28000000 SH       D       1      28000000            0            0
L S I LIGTHING SYS INC COM     COM  50216C108         2966       152605 SH       D       6        152605            0            0
LSI Industries Inc.            COM  50216C108           37         1908 SH       D       7          1908            0            0
LTC PPTYS COM                  COM  502175102         3372       627507 SH       D       6        622107            0         5400
LTC Properties Inc.            COM  502175102           23         4396 SH       D       7          4396            0            0
LTC HEALTHCARE, INC. COM       COM  50217R104            7         7493 SH       D       6          7493            0            0
L T X CORP COM                 COM  502392103        32225       713153 SH       D       6        713153            0            0
LTX Corp.                      COM  502392103          309         6850 SH       D       7          6850            0            0
L-3 COMMUNICATIONS COM         COM  502424104        23558       453050 SH       D       6        453050            0            0
L-3 COMMUNICATIONS CORP        COM  502424104          494         9504 SH       D       7          2424            0         7080
LOUIS VUITTON MOET HENNESSEY   COM  502441207         2444        28764 SH       D       7         28764            0            0
LXR BIOTECHNOLOGY INC COM      COM  502468101            0         1500 SH       D       6          1500            0            0
LA BARGE INC                   COM  502470107           29        12564 SH       D       6         12564            0            0
LA JOLLA PHARMACEUTICAL CO COM COM  503459109           73        11173 SH       D       6         11173            0            0
LA JOLLA PHARMACEUTICAL CO     COM  503459109            5          898 SH       D       7           898            0            0
LA-Z-BOY INC COM               COM  505336107        24420      1588346 SH       D       6       1510346            0        78000
La-Z-Boy Inc.                  COM  505336107          146         9528 SH       D       7          9528            0            0
LABOR READY INC COM            COM  505401208         6943       703121 SH       D       6        703121            0            0
Labor Ready Inc.               COM  505401208           59         6055 SH       D       7          6055            0            0
LABORATORIO CHILE -SPON ADR RE ADR  50540H104         2793        76595 SH       D       3         76595            0            0
LABORATORIO CHILE, S.A. COM    COM  50540H104         1574        69209 SH       D       6         69209            0            0
LABONE COM                     COM  50540L105          669       101099 SH       D       6        101099            0            0
LABONE INC                     COM  50540L105            8         1258 SH       D       7          1258            0            0
LABORATORY CORP OF AMERICA HLD COM  50540R102         8121      1883218 SH       D       6       1883218            0            0
LABORATORY CORP AMER HOLDINGS  COM  50540R102           78        18250 SH       D       7         18250            0            0
LABRANCHE & CO. INC COM        COM  505447102         5927       469510 SH       D       6        469510            0            0
LABRANCHE AND CO               COM  505447102           32         2600 SH       D       7          2600            0            0
LABTEC INC                     COM  505450205            5          700 SH       D       6           700            0            0
LACLEDE GAS CO COM             COM  505588103         8037       401860 SH       D       6        401860            0            0
Laclede Gas Co.                COM  505588103           61         3089 SH       D       7          3089            0            0
LACLEDE STEEL CO COM           COM  505606103            0          400 SH       D       6           400            0            0
LACROSSE FOOTWEAR INC COM      COM  505688101            3          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          744       119171 SH       D       6        119171            0            0
LADISH COMPANY INC             COM  505754200            3          512 SH       D       7           512            0            0
LAFARGE COM $US1               COM  505862102          761        20500 SH       D       1         20500            0            0
LAFARGE COM $US1               COM  505862102          118         3200 SH       D       2          3200            0            0
LAFARGE COM $US1               COM  505862102          401        10800 SH       D       3         10800            0            0
LAFARGE CORP                 C COM  505862102        31575      1329480 SH       D       6       1249970            0        79510
LAFARGE CORP                   COM  505862102         1193        50238 SH       D       7         47234            0         3004
LAIDLAW INC COM                COM  50730K503            0       535471 SH       D       6        535471            0            0
LAIDLAW INC CLASS B            COM  50730K503           17        12059 SH       D       7         12059            0            0
LAKELAND FINL CORP COM         COM  511656100          628        47435 SH       D       6         47435            0            0
LAKELAND FINANCIAL CORP        COM  511656100            4          313 SH       D       7           313            0            0
LAKELAND INDS INC COM          COM  511795106            0         4600 SH       D       6          4600            0            0
LAKELAND INDUSTRIES INC        COM  511795106            0          200 SH       D       7           200            0            0
LAKES GAMING INC COM           COM  51206P109         1259       158663 SH       D       6        158663            0            0
LAKES GAMING INC               COM  51206P109            6          842 SH       D       7           842            0            0
LAM RESEARCH CORP              COM  512807108        94524      2097622 SH       D       6       2088522            0         9100
LAM RESEARCH CORP              COM  512807108         1290        28645 SH       D       7         28645            0            0
LAMAR ADVERTISING CO COM       COM  512815101        18373       403805 SH       D       6        403474            0          331
LAMAR ADVERTISING CO           COM  512815101          713        15679 SH       D       7          4676            0        11003
LAMAR CAPITAL CORP COM         COM  51282P106           10         1200 SH       D       6          1200            0            0
LAMAR CAPITAL CORP             COM  51282P106            3          400 SH       D       7           400            0            0
LAMSON & SESSIONS CO COM       COM  513696104         1316       177041 SH       D       6        177041            0            0
LAMSON & SESSIONS CO           COM  513696104            5          801 SH       D       7           801            0            0
LANCASTER COLONY CORP COM      COM  513847103        18862       617177 SH       D       6        613461            0         3716
LANCASTER COLONY CORP          COM  513847103          380        12474 SH       D       7          9428            0         3046
LANCE INC COM                  COM  514606102         6142       578163 SH       D       6        578163            0            0
LANCE INC                      COM  514606102           57         5371 SH       D       7          5371            0            0
LANCER CORP TEX COM            COM  514614106          424        99999 SH       D       6         99999            0            0
LANCER CORP- TEXAS             COM  514614106            1          336 SH       D       7           336            0            0
LANDCORP.INC COM               COM  514756105           26         2480 SH       D       6          2480            0            0
LANDAIR CORPORATION COM        COM  514757103           20         4762 SH       D       6          4762            0            0
LANDAIR CORPORATION            COM  514757103            4         1000 SH       D       7          1000            0            0
LANDEC CORP COM                COM  514766104          986       146184 SH       D       6        146184            0            0
Landec Corp                    COM  514766104            3          573 SH       D       7           573            0            0
LANDAUER INC COM               COM  51476K103         3065       167969 SH       D       6        167969            0            0
Landauer Inc.                  COM  51476K103           29         1611 SH       D       7          1611            0            0
LANDMARK BANCSHARES INC COM    COM  514928100           47         2500 SH       D       6          2500            0            0
LANDAMERICA FINANCIAL GROUP, I COM  514936103         5159       266273 SH       D       6        266273            0            0
LandAmerica Financial Group    COM  514936103           49         2536 SH       D       7          2536            0            0
LANDMARK SYS CORP COM          COM  51506S100          564       112898 SH       D       6        112898            0            0
LANDMARK SYSTEMS CORP          COM  51506S100            2          430 SH       D       7           430            0            0
LANDS END                      COM  515086106         1376        14900 SH       D       1         14900            0            0
LANDS END                      COM  515086106          397         4300 SH       D       2          4300            0            0
LANDS END                      COM  515086106         1570        17000 SH       D       3         17000            0            0
LANDS END INC COM              COM  515086106        73675      1197974 SH       D       6       1096774            0       101200
LANDS END INC                  COM  515086106         3391        55140 SH       D       7         55140            0            0
LANDRYS SEAFOOD REST COM       COM  51508L103         2617       410658 SH       D       6        410658            0            0
Landry's Seafood Restaurants   COM  51508L103           42         6679 SH       D       7          6679            0            0
LANDSTAR SYS INC COM           COM  515098101        19433       354941 SH       D       6        347441            0         7500
Landstar Systems Inc.          COM  515098101           83         1523 SH       D       7          1523            0            0
LANIER WORLD COM               COM  51589L105         2448      1187008 SH       D       6       1178637            0         8371
LANIER WORLDWIDE INC           COM  51589L105           26        12652 SH       D       7          9002            0         3650
LANTE CORP COM                 COM  516540101         2461        81029 SH       D       6         81029            0            0
LANTE CORP                     COM  516540101           64         2134 SH       D       7          2134            0            0
LANVISION SYS INC COM          COM  516555109           10         5300 SH       D       6          5300            0            0
LANVISION SYSTEMS INC          COM  516555109            1          800 SH       D       7           800            0            0
LARSCOM INC COM                COM  51729Y108           57         8809 SH       D       6          8809            0            0
LARSCOM INC - CL A             COM  51729Y108           12         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         2094       319185 SH       D       6        319185            0            0
Lasersight Inc                 COM  517924106           33         5051 SH       D       7          5051            0            0
LASALLE HOTEL PPTYS COM        COM  517942108         4526       362097 SH       D       6        354097            0         8000
Lasalle Hotel Properties       COM  517942108           27         2183 SH       D       7          2183            0            0
LASER MTG MGMT INC COM         COM  51806D100          774       196710 SH       D       6        196210            0          500
LASER MORTGAGE MGMT INC        COM  51806D100            4         1181 SH       D       7          1181            0            0
LASER VISION CTRS INC COM      COM  51807H100         2860       412395 SH       D       6        412395            0            0
Laser Vision Centers Inc       COM  51807H100           26         3806 SH       D       7          3806            0            0
LASERSCOPE COM                 COM  518081104           21        10700 SH       D       6         10700            0            0
LASON INC                      COM  51808R107            3          507 SH       D       1             0          507            0
LASON INC COM                  COM  51808R107         2166       328639 SH       D       6        328639            0            0
Lason Holdings Inc.            COM  51808R107           18         2742 SH       D       7          2742            0            0
LATITUDE COMMUNICATIONS INC CO COM  518292107         2956       112625 SH       D       6        112625            0            0
Latitude Communications Inc.   COM  518292107           32         1229 SH       D       7          1229            0            0
LATTICE SEMICONDUCTOR CORP COM COM  518415104        63228       934124 SH       D       6        934124            0            0
LATTICE SEMICONDUCTOR          COM  518415104          986        14578 SH       D       7         14578            0            0
ESTEE LAUDER 'A'               CLA  518439104          185         2300 SH       D       2          2300            0            0
ESTEE LAUDER 'A'               CLA  518439104        11510       142970 SH       D       3        142970            0            0
ESTEE LAUDER CL A COM          COM  518439104        48888       976557 SH       D       6        976557            0            0
ESTEE LAUDER COMPANIES - CL A  COM  518439104         1503        30040 SH       D       7         11256            0        18784
LAUNCH MEDIA INC COM           COM  518567102         2195       140496 SH       D       6        140496            0            0
Launch Media Inc.              COM  518567102           29         1894 SH       D       7          1894            0            0
LAWSON PRODUCTS INC COM        COM  520776105         4228       177575 SH       D       6        177575            0            0
LAWSON PRODS INC               COM  520776105           33         1405 SH       D       7          1405            0            0
LAYNE CHRISTENSEN COMPANY COM  COM  521050104          575       124369 SH       D       6        124369            0            0
LAYNE CHRISTIAN CO.            COM  521050104            2          520 SH       D       7           520            0            0
LAZARE KAPLAN INTL INC COM     COM  521078105            0        55885 SH       D       6         55885            0            0
LAZARE KAPLAN INTERNATIONAL    COM  521078105            2          379 SH       D       7           379            0            0
LEADING EDGE PACKAGING INC     COM  521708107            0         1600 SH       D       6          1600            0            0
LEAP WIRELESS INTERNATIONAL IN COM  521863100        36817       373069 SH       D       6        373069            0            0
LEAP WIRELESS INTERNATIONAL IN COM  521863100          535         5427 SH       D       7          5427            0            0
THE LEAPNET INC COM            COM  521864108          259        43200 SH       D       6         43200            0            0
LEAPNET INC                    COM  521864108            3          600 SH       D       7           600            0            0
LEAR CORPORATION COM           COM  521865105        30385      1080391 SH       D       6       1073350            0         7041
LEAR CORPORATION               COM  521865105          600        21342 SH       D       7         15360            0         5982
LEARN2.COM INC COM             COM  522002104         2805       680041 SH       D       6        680041            0            0
Learn2.com Inc.                COM  522002104           35         8678 SH       D       7          8678            0            0
LEARNING TREE INTL INC COM     COM  522015106        17642       496970 SH       D       6        478970            0        18000
Learning Tree International    COM  522015106           87         2474 SH       D       7          2474            0            0
LEASING SOLUTIONS COM          COM  522113109            0         5216 SH       D       6          5216            0            0
LEASING SOLUTIONS INC          COM  522113109            0         1600 SH       D       7          1600            0            0
LECHTERS INC COM               COM  523238103           22        13700 SH       D       6         13700            0            0
LECROY CORP COM                COM  52324W109         1242        78882 SH       D       6         78882            0            0
LECROY CORP                    COM  52324W109            4          279 SH       D       7           279            0            0
LECTEC CORP COM                COM  523251106           10         2600 SH       D       6          2600            0            0
LEE ENTERPRISES INC COM        COM  523768109        20081       768671 SH       D       6        768671            0            0
LEE ENTERPRISES,INC            COM  523768109          229         8784 SH       D       7          8784            0            0
LEEDS FEDERAL BANKSHARES INC   COM  524226107            2          232 SH       D       7           232            0            0
LEGATO SYS INC COM             COM  524651106        48884      1095451 SH       D       6       1095451            0            0
LEGATO SYSTEMS INC             COM  524651106         1134        25414 SH       D       7          9248            0        16166
LEGGETT & PLATT INC COM STOCK  COM  524660107          129         4100 SH       D       2          4100            0            0
LEGGETT & PLATT INC COM STOCK  COM  524660107         8737       275760 SH       D       3        275760            0            0
LEGGETT & PLATT INC COM        COM  524660107       105598      4911569 SH       D       6       4508283            0       403286
Leggett & Platt                COM  524660107         3638       169246 SH       D       7        148872            0        20374
LEGGETT & PLATT INC            COM  524660107          227        10591 SH       S       7         10591            0            0
LEGG MASON WOOD WALKER INC COM COM  524901105        44590      1031003 SH       D       6       1024964            0         6039
LEGG MASON INCORPORATED        COM  524901105          611        14140 SH       D       7          9039            0         5101
LEHMAN BROTHERS HOLDINGS INC C COM  524908100        19684       188700 SH       D       1        188700            0            0
LEHMAN BROTHERS HOLDINGS INC C COM  524908100         1028         6450 SH       D       2          6450            0            0
LEHMAN BROTHERS HOLDINGS INC C COM  524908100        31168       195510 SH       D       3        183990            0        11520
LEHAMN BROS HLDGS - WI COM     COM  524908100       354646      3656145 SH       D       6       3352943            0       303202
LEHMAN BROTHERS HLDGS INC      COM  524908100        10424       107466 SH       D       7         95068            0        12398
LEHMAN BROTHERS HOLDING INC    COM  524908100          626         6461 SH       S       7          6461            0            0
LEISURE TIME CASINOS & RESORTS COM  52541P101           42        11700 SH       D       6         11700            0            0
LENDING TREE COM               COM  52602Q105          880        65234 SH       D       6         65234            0            0
LENDINGTREE INC                COM  52602Q105            4          366 SH       D       7           366            0            0
LENNAR CORP COM                COM  526057104        26235      1209696 SH       D       6       1208896            0          800
Lennar Corp.                   COM  526057104          177         8184 SH       D       7          8184            0            0
LENNAR CORP                    COM  526057104          107         5200 SH       D       9          5200            0            0
LENNAR 0%CB18                  CVB  526057AA2         1670      4000000 SH       D       9       4000000            0            0
LENNOX INTL INC COM            COM  526107107         4211       481317 SH       D       6        481317            0            0
LENNOX INTERNATIONAL INC       COM  526107107           30         3521 SH       D       7          3521            0            0
LESCO INC OHIO COM             COM  526872106         1810       107663 SH       D       6        107663            0            0
LESCO INC                      COM  526872106            5          309 SH       D       7           309            0            0
LESLIE FAY INC NEW COM         COM  527016109           67        11783 SH       D       6         11783            0            0
LESLIE FAY COMPANY INC         COM  527016109            0           45 SH       D       7            45            0            0
LETS TALK CELLULAR COM         COM  527260103           18        10300 SH       D       6         10300            0            0
LET'S TALK CELLULAR & WIRELESS COM  527260103            4         2500 SH       D       7          2500            0            0
LEUCADIA NATIONAL CORP COM STO COM  527288104         2243        62372 SH       D       3         62372            0            0
LEUCADIA NATIONAL CORP COM     COM  527288104        15357       646645 SH       D       6        646645            0            0
LEUCADIA NATIONAL CORP         COM  527288104          303        12784 SH       D       7         12784            0            0
LEVEL 8 SYSTEMS INC COMMON STO COM  52729M102         2128        45524 SH       D       6         45524            0            0
LEVEL 8 SYSTEMS INC            COM  52729M102           27          597 SH       D       7           597            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100         2523        15500 SH       D       1         15500            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100         1416         8700 SH       D       2          8700            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100        67859       416808 SH       D       3        398708            0        18100
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100         1839        11300 SH       D       4         11300            0            0
LEVEL 3 COMMUNICATION COM      COM  52729N100       376048      3556011 SH       D       6       3493511            0        62500
LEVEL 3 COMMUNICATIONS INC     COM  52729N100        11828       111868 SH       D       7         54341            0        57527
LEVEL 3 COMMUNICATIONS INC     COM  52729N100            4         4200 SH       D       9          4200            0            0
LEVEL 3 COMMS                  CVB  52729NAG5        59368     35000000 SH       D       1      35000000            0            0
LEVEL 3 COMM 6% CB 15/09/0     CVB  52729NAGS        15035      8800000 SH       D       9       8800000            0            0
LEVEL 3 COMMS 6% CB 2010       CVB  52729NAS9         1015      1000000 SH       D       9       1000000            0            0
LEXINGTON GLOBAL ASSET MNGRS.  COM  528932106           28         3180 SH       D       6          3180            0            0
LEXINGTON B & L FINL CORP COM  COM  529017105           13         1099 SH       D       6          1099            0            0
LEXINGTON B&L FINANCIAL CORP   COM  529017105            4          400 SH       D       7           400            0            0
LEXINGTON CORPORATE PROPERTIES COM  529043101         4002       388149 SH       D       6        385249            0         2900
Lexington Corporate Properties COM  529043101           29         2858 SH       D       7          2858            0            0
LEXMARK INTERNATIONAL COM STK  COM  529771107          295         1800 SH       D       2          1800            0            0
LEXMARK INTERNATIONAL COM STK  COM  529771107        28983       176830 SH       D       3        176830            0            0
LEXMARK GRP CL A COM           COM  529771107       334971      3167578 SH       D       6       2910328            0       257250
LEXMARK INTL GROUP INC         COM  529771107        12017       113645 SH       D       7         84401            0        29244
LEXMARK INTL GROUP INC         COM  529771107          728         6885 SH       S       7          6885            0            0
LIBBEY INC COM                 COM  529898108         8407       307123 SH       D       6        301723            0         5400
Libbey Inc.                    COM  529898108           70         2566 SH       D       7          2566            0            0
LIBERATE TECHNOLOGIES COM      COM  530129105        32223       513527 SH       D       6        493327            0        20200
LIBERATE TECHNOLOGIES          COM  530129105          313         5000 SH       D       7          5000            0            0
LIBERTE INVS INC DEL COM       COM  530154103          271        78872 SH       D       6         78872            0            0
LIBERTE INVESTORS INC          COM  530154103            4         1206 SH       D       7          1206            0            0
LIBERTY CORP SOUTH CAROLINA CO COM  530370105        12906       344175 SH       D       6        344175            0            0
Liberty Corp.                  COM  530370105          108         2895 SH       D       7          2895            0            0
LIBERTY DIGITAL INC CLASS A CO COM  530436104         8135       211301 SH       D       6        211301            0            0
LIBERTY DIGITAL INC. CLASS A   COM  530436104          431        11215 SH       D       7          1400            0         9815
LIBERTY FINANCIAL COM          COM  530512102         5236       264312 SH       D       6        264312            0            0
Liberty Finl Cos Inc           COM  530512102           82         4140 SH       D       7          4140            0            0
LIBERTY HOMES INC CLASS A COM  COM  530582204            5          704 SH       D       6           704            0            0
LIBERTY HOMES INC CL A         COM  530582204            1          200 SH       D       7           200            0            0
AT&T LIBERTY MEDIA             CVB  530715AF8        27542     17915000 SH       D       1      17915000            0            0
LIBERTY PPTY TR COM            COM  531172104        24596      1027524 SH       D       6       1010399            0        17125
LIBERTY PROPERTY TRUST         COM  531172104          573        23957 SH       D       7         17925            0         6032
LIFE FINL CORP COM             COM  53184P101           12         4100 SH       D       6          4100            0            0
LIFSCHULTZ INDUSTRIES INC      COM  531925204            4          500 SH       D       6           500            0            0
LIFETIME HOAN CORP COM         COM  531926103          640        87654 SH       D       6         87654            0            0
LIFETIME HOAN CORP             COM  531926103            3          464 SH       D       7           464            0            0
LIFECELL COM                   COM  531927101          909       132358 SH       D       6        132358            0            0
LIFECELL CORPORATION           COM  531927101            4          600 SH       D       7           600            0            0
LIFE MED SCIENCE COM           COM  53215M101            2         4000 SH       D       6          4000            0            0
LIFECORE BIOMEDICAL INC        COM  532187101         1309       141605 SH       D       6        141605            0            0
LIFECORE BIOMEDICAL INC        COM  532187101           12         1356 SH       D       7          1356            0            0
LIFELINE SYSMS INC COM         COM  532192101          492        53957 SH       D       6         53957            0            0
LIFELINE SYSTEMS INC           COM  532192101            1          214 SH       D       7           214            0            0
LIFEMARK INC COM               COM  53219F102           14         3530 SH       D       6          3530            0            0
LIFEMARK CORP                  COM  53219F102            1          300 SH       D       7           300            0            0
UNKNOWN COM                    COM  53219H108         6448        95000 SH       D       6         95000            0            0
LIFEMINDERS.COM INC            COM  53219H108           81         1200 SH       D       7          1200            0            0
LIFEPOINT HOSPITALS INC COM    COM  53219L109        10198       613502 SH       D       6        613502            0            0
LIFEPOINT HOSPITAL INC         COM  53219L109          118         7150 SH       D       7          7150            0            0
LIGAND PHARMACEUTICALS COM     COM  53220K207        12987       731680 SH       D       6        731680            0            0
Ligand Pharmaceuticals Inc.    COM  53220K207          112         6334 SH       D       7          6334            0            0
LIGHTBRIDGE INC COM            COM  532226107        12198       521861 SH       D       6        521861            0            0
LIGHTBRIDGE INC                COM  532226107           16          690 SH       D       7           690            0            0
LIGHTPATH TECHNOLOGIES INC COM COM  532257102          356         7900 SH       D       6          7900            0            0
LIGHTPATH TECHNOLOGIES INC-A   COM  532257102           22          500 SH       D       7           500            0            0
LIGHTSPAN PARTNERSHIP INC COM  COM  532262102         3983       224435 SH       D       6        224435            0            0
LIGHTSPAN PARTNERSHIP INC      COM  532262102           34         1960 SH       D       7          1960            0            0
LILLIAN VERNON CORP COM        COM  532430105          553        58259 SH       D       6         58259            0            0
LILLIAN VERNON COPORATION      COM  532430105           11         1236 SH       D       7          1236            0            0
LILLY (ELI) & CO COM NPV       COM  532457108        12542       159095 SH       D       1         51600       107495            0
LILLY (ELI) & CO COM NPV       COM  532457108         2619        26940 SH       D       2         26940            0            0
LILLY (ELI) & CO COM NPV       COM  532457108       179722      1848119 SH       D       3       1763619            0        84500
LILLY (ELI) & CO COM NPV       COM  532457108         3899        40100 SH       D       4         40100            0            0
LILLY (ELI) & CO               COM  532457108        17995       285649 SH       D       5        285649            0            0
LILLY ELI & CO COM             COM  532457108      1695507     26912811 SH       D       6      24587729            0      2325082
Eli Lilly & Co.                COM  532457108        56963       904187 SH       D       7        692676            0       211511
LLY.N                          COM  532457108          270         4430 SH       D       9          4430            0            0
ELI LILLY & COMPANY            COM  532457108         3696        58672 SH       S       7         58672            0            0
LILLY INDL COATING INC CLASS A COM  532491107         5656       457071 SH       D       6        457071            0            0
Lilly Industries Inc.          COM  532491107           42         3468 SH       D       7          3468            0            0
LIMITED INC COM STOCK US$0.50  COM  532716107          217         3300 SH       D       2          3300            0            0
LIMITED INC COM STOCK US$0.50  COM  532716107        22898       347690 SH       D       3        319136            0        28554
LIMITED INC COM STOCK US$0.50  COM  532716107          987        15001 SH       D       4         15001            0            0
LIMITED INC                    COM  532716107         2386        56648 SH       D       5         56648            0            0
LIMITED INC COM                COM  532716107       229075      5437985 SH       D       6       5002032            0       435953
Limited Inc                    COM  532716107         7468       177290 SH       D       7        158483            0        18807
THE LIMITED INC                COM  532716107          488        11586 SH       S       7         11586            0            0
LINCARE HOLDINGS COM           COM  532791100        23658       833781 SH       D       6        831642            0         2139
LINCARE HOLDINGS INCORPORATED  COM  532791100          349        12323 SH       D       7          6359            0         5964
LINCOLN BANCORP IND COM        COM  532879103            0        45800 SH       D       6         45800            0            0
LINCOLN ELECTRIC HOLDINGS, INC COM  533900106        11614       480196 SH       D       6        480196            0            0
Lincoln Electric Holdings      COM  533900106          197         8175 SH       D       7          8175            0            0
LINCOLN NATIONAL CORP COM STOC COM  534187109          167         3000 SH       D       2          3000            0            0
LINCOLN NATIONAL CORP COM STOC COM  534187109        17241       309004 SH       D       3        289804            0        19200
LINCOLN NATIONAL CORP COM STOC COM  534187109          703        12600 SH       D       4         12600            0            0
LINCOLN NATIONAL CORP          COM  534187109         1742        52024 SH       D       5         52024            0            0
LINCOLN NATIONAL CORP IND COM  COM  534187109       181513      5418314 SH       D       6       4876461            0       541853
Lincoln National Corp          COM  534187109         5828       173986 SH       D       7        153686            0        20300
LINCOLN NATIONAL CORP          COM  534187109          354        10576 SH       S       7         10576            0            0
LINDBERG CORP COM              COM  535171102          294        48139 SH       D       6         48139            0            0
LINDBERG CORP                  COM  535171102            1          262 SH       D       7           262            0            0
LINDSAY MFG CO COM             COM  535555106         3444       201115 SH       D       6        201115            0            0
Lindsay Manufacturing Co.      COM  535555106           36         2141 SH       D       7          2141            0            0
LINEAR TECHNOLOGY COM STOCK NP COM  535678106          523         5800 SH       D       2          5800            0            0
LINEAR TECHNOLOGY COM STOCK NP COM  535678106        33748       373854 SH       D       3        340254            0        33600
LINEAR TECHNOLOGY CORP COM     COM  535678106       164211      2985658 SH       D       6       2985658            0            0
LINEAR TECHNOLOGY CORP COM     COM  535678106         6629       120536 SH       D       7         55014            0        65522
LINENS N THINGS INC COM        COM  535679104        15520       453150 SH       D       6        453150            0            0
LINENS 'N THINGS INC           COM  535679104          400        11694 SH       D       7          3142            0         8552
LIONBRIDGE TECHNOLOGIES INC CO COM  536252109          423        27800 SH       D       6         27800            0            0
LIONBRIDGE TECH                COM  536252109            9          600 SH       D       7           600            0            0
LIPOSOME INC COM               COM  536310105        14995       858393 SH       D       6        831493            0        26900
Liposome Co. Inc.              COM  536310105          104         5989 SH       D       7          5989            0            0
LIQUI BOX CORP COM             COM  536314107         2461        51676 SH       D       6         51676            0            0
Liqui Box Corp.                COM  536314107           23          493 SH       D       7           493            0            0
LIQUID AUDIO COM               COM  53631T102         1454       109743 SH       D       6        109743            0            0
LIQUID AUDIO, INC              COM  53631T102           13         1000 SH       D       7          1000            0            0
LITHIA MTRS INC COM            COM  536797103         1528       100245 SH       D       6        100245            0            0
Lithia Motors Inc.             COM  536797103           18         1185 SH       D       7          1185            0            0
LITRONIC INC COM               COM  537004103            6          300 SH       D       6           300            0            0
LITRONIC INC                   COM  537004103            6          300 SH       D       7           300            0            0
LITTLEFUSE COM                 COM  537008104        14307       389972 SH       D       6        389972            0            0
Littelfuse Inc.                COM  537008104          123         3379 SH       D       7          3379            0            0
LITTLE SWITZ INC. COM          COM  537528101            7         6900 SH       D       6          6900            0            0
LITTLEFIELD ADAMS & CO COM     COM  537581100            2         7161 SH       D       6          7161            0            0
LITTON INDUSTRIES INC COM STOC COM  538021106         3395        52430 SH       D       3         52430            0            0
LITTON INDUSTRIES INC COM      COM  538021106        30370       687313 SH       D       6        679999            0         7314
LITTON INDS                    COM  538021106          907        20547 SH       D       7         17630            0         2917
LIZ CLAIBORNE COM STOCK US$1   COM  539320101           43          600 SH       D       2           600            0            0
LIZ CLAIBORNE COM STOCK US$1   COM  539320101         6857        94546 SH       D       3         94546            0            0
LIZ CLAIBORNE INC              COM  539320101          726        15853 SH       D       5         15853            0            0
LIZ CLAIBORNE INC COM          COM  539320101        85016      1855746 SH       D       6       1676672            0       179074
Liz Claiborne, Inc.            COM  539320101         2969        64808 SH       D       7         58743            0         6065
LIZ CLAIBORNE                  COM  539320101          145         3178 SH       S       7          3178            0            0
L90 INC COM                    COM  539441105         1423        74900 SH       D       6         74900            0            0
L90 INC                        COM  539441105           19         1000 SH       D       7          1000            0            0
LO JACK CORP COM               COM  539451104         1760       227124 SH       D       6        227124            0            0
LO-JACK CORPORATION            COM  539451104            5          668 SH       D       7           668            0            0
LOCAL FINL CORP COM            COM  539553107         2608       304687 SH       D       6        301087            0         3600
Local Financial Corp.          COM  539553107           18         2182 SH       D       7          2182            0            0
LOCKHEED MARTIN CORP           COM  539830109          185         5580 SH       D       2          5580            0            0
LOCKHEED MARTIN CORP           COM  539830109        20003       601074 SH       D       3        571410            0        29664
LOCKHEED MARTIN CORP COM       COM  539830109       199941      9783079 SH       D       6       8969752            0       813327
Lockheed Martin Corp           COM  539830109         5943       290816 SH       D       7        254573            0        36243
LOCHEED MARTIN CORPORATION     COM  539830109         1970        97000 SH       D       9         97000            0            0
LOCKHEED MARTIN CORPORATION    COM  539830109          435        21332 SH       S       7         21332            0            0
LODGENET ENTMT COM             COM  540211109         5603       279320 SH       D       6        279320            0            0
LODGENET ENTERTAINMENT CORP.   COM  540211109           18          900 SH       D       7           900            0            0
LODGIAN, INC COM               COM  54021P106         1466       391097 SH       D       6        391097            0            0
Lodgian Inc.                   COM  54021P106           23         6283 SH       D       7          6283            0            0
LOEHMANNS INC NEW COM          COM  540417102            3        23600 SH       D       6         23600            0            0
LOEWS CINEPLEX ENTMT COM       COM  540423100          872       249185 SH       D       6        249185            0            0
Loews Cineplex Entertainment   COM  540423100           13         3890 SH       D       7          3890            0            0
LOEWS CORP COM STOCK US$1      COM  540424108         1257        16100 SH       D       1         16100            0            0
LOEWS CORP COM STOCK US$1      COM  540424108          551         7060 SH       D       2          7060            0            0
LOEWS CORP COM STOCK US$1      COM  540424108        13669       174986 SH       D       3        174986            0            0
LOEWS CORP COM STOCK US$1      COM  540424108          570         7300 SH       D       4          7300            0            0
LOEWS CORP COM                 COM  540424108       145264      2905284 SH       D       6       2660945            0       244339
Loews Corporation              COM  540424108         4587        91754 SH       D       7         83671            0         8083
LOEWS CORP                     COM  540424108          287         5751 SH       S       7          5751            0            0
LOEWS CORP                     CVB  540424AL2         6156      7000000 SH       D       9       7000000            0            0
LOG ON AMER INC COM            COM  540473105          618        54945 SH       D       6         54945            0            0
LOG ON AMERICA INC             COM  540473105            6          600 SH       D       7           600            0            0
LOGANSPORT FINL CORP COM       COM  541209102            0           42 SH       D       6            42            0            0
LOGANSPORT FINANCIAL CORP      COM  541209102            3          400 SH       D       7           400            0            0
LOGIC DEVICES INC COM          COM  541402103           76        11000 SH       D       6         11000            0            0
LOGIC DEVICES INC              COM  541402103            4          600 SH       D       7           600            0            0
LOGILITY INC- COM COM          COM  54140Y103          616        45041 SH       D       6         45041            0            0
LOGILITY, INC.                 COM  54140Y103           20         1502 SH       D       7          1502            0            0
LOISLAW COM INC COM            COM  541431102         1348        70300 SH       D       6         70300            0            0
LOISLAW.COM                    COM  541431102           23         1200 SH       D       7          1200            0            0
LONE STAR STEAKHOUSE & SALOON  COM  542307103           44         2700 SH       D       2          2700            0            0
LONE STAR STEAKHOUSE & SALOON  COM  542307103           39         2400 SH       D       3          2400            0            0
LONE STAR STEAKHOUSE COM       COM  542307103         9028       886258 SH       D       6        871458            0        14800
LONE STAR STEAKHOUSE & SALOON  COM  542307103           74         7341 SH       D       7          7341            0            0
LONE STAR TECHNOLOGIES INC COM COM  542312103        30183       647367 SH       D       6        599467            0        47900
Lone Star Technologies Inc.    COM  542312103          202         4335 SH       D       7          4335            0            0
LONG ISLAND FINANCIAL CORP     COM  542669106            8          800 SH       D       6           800            0            0
LONGS DRUG STORES INC (MD) COM COM  543162101          390        11400 SH       D       3         11400            0            0
LONGS DRUG STORES CORP COM     COM  543162101        22379       983726 SH       D       6        902946            0        80780
Longs Drug Stores, Inc.        COM  543162101          621        27303 SH       D       7         23972            0         3331
LONGS DRUGSTORES CORP          COM  543162101           48         2148 SH       S       7          2148            0            0
LONGVIEW FIBRE CO (WASHINGTON) COM  543213102        24197      1640490 SH       D       6       1638290            0         2200
LONGVIEW FIBRE CO              COM  543213102          289        19630 SH       D       7         19630            0            0
LOOKSMART LTD COM              COM  543442107         9806       222866 SH       D       6        213213            0         9653
LOOKSMART LTD                  COM  543442107          220         5000 SH       D       7          5000            0            0
LORONIX INFORMATION COM        COM  544183106            0         8000 SH       D       6          8000            0            0
LORONIX INFORMATION SYSTEMS    COM  544183106           10          300 SH       D       7           300            0            0
LOUDOYO TECH COM               COM  545754103          512        14688 SH       D       6         14688            0            0
LOUDEYE TECH                   COM  545754103           10          312 SH       D       7           312            0            0
LOUIS DREYFUS NAT GAS CORP COM COM  546011107        24100       708824 SH       D       6        706724            0         2100
Louis Dreyfus Natural Gas      COM  546011107          190         5605 SH       D       7          5605            0            0
LOUSIANA-PACIFIC CORP COM STOC COM  546347105          251        12000 SH       D       1         12000            0            0
LOUSIANA-PACIFIC CORP COM STOC COM  546347105           94         4500 SH       D       2          4500            0            0
LOUSIANA-PACIFIC CORP COM STOC COM  546347105         3468       165761 SH       D       3        165761            0            0
LOUISIANA-PACIFIC CORP         COM  546347105          392        28301 SH       D       5         28301            0            0
LOUISIANA PACIFIC CORP COM     COM  546347105        44905      3236454 SH       D       6       2836937            0       399517
Louisiana-Pacific Corp.        COM  546347105         1825       131560 SH       D       7        120556            0        11004
LOUISIANA PACIFIC CORP         COM  546347105           79         5760 SH       S       7          5760            0            0
LOWE'S COS INC COM STOCK US$0. COM  548661107         1978        21400 SH       D       1         21400            0            0
LOWE'S COS INC COM STOCK US$0. COM  548661107          937        10140 SH       D       2         10140            0            0
LOWE'S COS INC COM STOCK US$0. COM  548661107        52915       572290 SH       D       3        538690            0        33600
LOWE'S COS INC COM STOCK US$0. COM  548661107         1303        14100 SH       D       4         14100            0            0
LOWES COMPANIES INC COM        COM  548661107       569694      9759226 SH       D       6       8991076            0       768150
LOWES COS INC                  COM  548661107        20315       348021 SH       D       7        269135            0        78886
LOWES CO'S, INC.               COM  548661107         1201        20590 SH       S       7         20590            0            0
LOWRANCE ELECTRONICS INC       COM  548900109            8         1700 SH       D       7          1700            0            0
LUBRIZOL CORP COM STOCK NPV    COM  549271104         1141        24800 SH       D       1         24800            0            0
LUBRIZOL CORP COM STOCK NPV    COM  549271104          271         5900 SH       D       2          5900            0            0
LUBRIZOL CORP COM STOCK NPV    COM  549271104         4474        97208 SH       D       3         97208            0            0
LUBRIZOL CORP COM              COM  549271104        67559      2344808 SH       D       6       2135195            0       209613
LUBRIZOL CORP                  COM  549271104         1810        62834 SH       D       7         57935            0         4899
LUBYS CAFETERIAS INC COM       COM  549282101         5231       554304 SH       D       6        549494            0         4810
LUBY'S INC.                    COM  549282101           45         4857 SH       D       7          4857            0            0
LUCENT TECHNOLOGIES            COM  549463107        42633       658620 SH       D       1        478300       180320            0
LUCENT TECHNOLOGIES            COM  549463107         6467        66442 SH       D       2         66442            0            0
LUCENT TECHNOLOGIES            COM  549463107       486947      5002244 SH       D       3       4781131            0       221113
LUCENT TECHNOLOGIES            COM  549463107        12047       123762 SH       D       4        123762            0            0
LUCENT TECHNOLOGIES INC        COM  549463107        49965       822482 SH       D       5        822482            0            0
LUCENT TECHNOLOGIES COM        COM  549463107      4834024     79572423 SH       D       6      72907055            0      6665368
LUCENT TECHNOLOGIES INC        COM  549463107       171023      2815195 SH       D       7       2086706            0       728489
LU.N                           COM  549463107         1075        17400 SH       D       9         17400            0            0
LUCENT TECHNOLOGIES            COM  549463107        10414       171424 SH       S       7        171424            0            0
LUCOR INC COM                  COM  549596104            3         1198 SH       D       6          1198            0            0
LUFKIN INDS INC COM            COM  549764108         1087        75021 SH       D       6         75021            0            0
LUFKIN INDUSTRIES INC          COM  549764108            3          241 SH       D       7           241            0            0
LUMINANT WORLDWIDE COM         COM  550260103         2654       159671 SH       D       6        159671            0            0
LUMINANT WORLDWIDE CORP        COM  550260103           21         1300 SH       D       7          1300            0            0
LUMISYS INC COM                COM  550274104           21         6300 SH       D       6          6300            0            0
LUMISYS INC                    COM  550274104            1          300 SH       D       7           300            0            0
LUMINEX CORP COM               COM  55027E102           93         4335 SH       D       6          4335            0            0
LUMINEX CORP                   COM  55027E102           12          540 SH       D       7           540            0            0
LUNAR CORP COM                 COM  550362107          948        79001 SH       D       6         79001            0            0
LUNAR CORP                     COM  550362107            4          384 SH       D       7           384            0            0
LUND ENTERPRISES INC COM       COM  550368104           17         3681 SH       D       6          3681            0            0
LUND ENTERPRISES INC           COM  550368104            0          200 SH       D       7           200            0            0
LYCOS INC COM                  COM  550818108        67031       954188 SH       D       6        935988            0        18200
LYCOS INC                      COM  550818108         2168        30868 SH       D       7         13942            0        16926
LYDALL INC COM                 COM  550819106         2454       280566 SH       D       6        280566            0            0
Lydall Inc.                    COM  550819106           19         2254 SH       D       7          2254            0            0
LYNCH CORP COM                 COM  551137102          495        17070 SH       D       6         17070            0            0
LYNCH CORP                     COM  551137102            1           52 SH       D       7            52            0            0
LYNCH INTERACTIVE CORP COM     COM  551146103         2349        18070 SH       D       6         18070            0            0
LYNCH INTERACTIVE CORP         COM  551146103           19          152 SH       D       7           152            0            0
LYNX THERAPEUTICS INC (NEW) CO COM  551812308         3527       118558 SH       D       6        118558            0            0
LYNX THERAPEUTICS INC          COM  551812308           18          610 SH       D       7           610            0            0
WILLIAM LYONS HOMES COM        COM  552074106           90        10800 SH       D       6         10800            0            0
WILLIAM LYONS HOMES            COM  552074106            5          700 SH       D       7           700            0            0
LYONDELL CHEMICAL CO.          COM  552078107        28214      1912826 SH       D       6       1901305            0        11521
LYONDELL CHEMICAL COMPANY      COM  552078107          334        22705 SH       D       7         12918            0         9787
M&F WORLDWIDE CORP COM         COM  552541104         1383       316316 SH       D       6        316316            0            0
M & F WORLDWIDE CORP           COM  552541104            6         1561 SH       D       7          1561            0            0
MACC PRIVATE EQUITIES INC COM  COM  552617102           11         1105 SH       D       6          1105            0            0
MACC PRIVATE EQUITIES INC      COM  552617102            6          624 SH       D       7           624            0            0
M & T BANK CORP COM            COM  55261F104        46135       103327 SH       D       6         97417            0         5910
M & T BANK CORPORATION         COM  55261F104          655         1469 SH       D       7           781            0          688
MAF BANCORP INC COM            COM  55261R108         9205       568649 SH       D       6        558249            0        10400
MAF Bancorp Inc.               COM  55261R108           64         3975 SH       D       7          3975            0            0
MAI SYS CORP COM               COM  552620205            5         6300 SH       D       6          6300            0            0
MAI SYSTEMS CORP.              COM  552620205            0          500 SH       D       7           500            0            0
MBIA INC COM STOCK US$1        COM  55262C100          154         1900 SH       D       2          1900            0            0
MBIA INC COM STOCK US$1        COM  55262C100        11756       144246 SH       D       3        144246            0            0
MBIA INC COM STOCK US$1        COM  55262C100          652         8000 SH       D       4          8000            0            0
MBIA INC                       COM  55262C100         1354        26022 SH       D       5         26022            0            0
MBIA INC COM                   COM  55262C100       134789      2589001 SH       D       6       2381112            0       207889
MBIA Inc.                      COM  55262C100         3885        74624 SH       D       7         64307            0        10317
MBIA INC.                      COM  55262C100          275         5300 SH       S       7          5300            0            0
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100          450        11173 SH       D       2         11173            0            0
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100        49282      1221280 SH       D       3       1173693            0        47587
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100         1723        42700 SH       D       4         42700            0            0
MBNA CORP                      COM  55262L100         5334       209181 SH       D       5        209181            0            0
MBNA CORP COM                  COM  55262L100       493037     19334817 SH       D       6      17711151            0      1623666
MBNA Corporation               COM  55262L100        17367       681071 SH       D       7        520227            0       160844
MBNA CORP                      COM  55262L100         1100        43173 SH       S       7         43173            0            0
MBL INTL FINANCE(BERMUDA)TRUST CVB  55262XAA2       163528    137419000 SH       D       1     137419000            0            0
AVONDALE FINANCIAL CORP COM    COM  55263D107          601        60517 SH       D       6         60517            0            0
M D C HOLDINGS INC DEL      CO COM  552676108        11838       660000 SH       D       6        660000            0            0
MDC Holdings Inc.              COM  552676108           76         4240 SH       D       7          4240            0            0
MCN ENERGY GROUP               COM  55267J100        13720       560000 SH       D       1        560000            0            0
MCN CORP COM                   COM  55267J100        32376      1295056 SH       D       6       1285994            0         9062
MCN ENERGY GROUP INC           COM  55267J100          503        20120 SH       D       7         12459            0         7661
MCI WORLDCOM INC USD0.01       COM  55268B106        14122       311393 SH       D       1         58650       252743            0
MCI WORLDCOM INC USD0.01       COM  55268B106         3516        51831 SH       D       2         51831            0            0
MCI WORLDCOM INC USD0.01       COM  55268B106       300693      4431534 SH       D       3       4239762            0       191772
MCI WORLDCOM INC USD0.01       COM  55268B106         7405       109142 SH       D       4        109142            0            0
MCI WORLDCOM INC               COM  55268B106        33552       740518 SH       D       5        740518            0            0
MCI WORLDCOM INC COM           COM  55268B106      3298250     72788968 SH       D       6      66665779            0      6123189
MCI WORLDCOM INC               COM  55268B106       115998      2559729 SH       D       7       2004598            0       555131
WCOM.O                         COM  55268B106         3491        79924 SH       D       9         79924            0            0
MCI WORLDCOM, INC.             COM  55268B106         6918       152683 SH       S       7        152683            0            0
MDU RES GROUP INC COM          COM  552690109        17717       853869 SH       D       6        853869            0            0
MDU Resources Group Inc.       COM  552690109          202         9777 SH       D       7          9777            0            0
MC INFORMATICS                 COM  55269G104            1          900 SH       D       7           900            0            0
MEMC ELECTR MATLS IN COM       COM  552715104         9830       488459 SH       D       6        488459            0            0
MEMC ELECTRONIC MATERIALS      COM  552715104          197         9808 SH       D       7          9808            0            0
MFRI INC COM                   COM  552721102           42        10185 SH       D       6         10185            0            0
MFRI INC                       COM  552721102            1          300 SH       D       7           300            0            0
MFB CORP COM                   COM  55272D106            5          324 SH       D       6           324            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
MFS FINANCIAL INC COM          COM  55273L107            0         8500 SH       D       6          8500            0            0
MGC COMMUNICATIONS COM         COM  552763302        25232       352908 SH       D       6        352908            0            0
MGC Communications Inc.        COM  552763302          250         3504 SH       D       7          3504            0            0
MGIC INVESTMENT                COM  552848103          148         2100 SH       D       2          2100            0            0
MGIC INVESTMENT                COM  552848103        10753       152014 SH       D       3        143014            0         9000
MGIC INVT CORP WIS COM         COM  552848103       124715      2858804 SH       D       6       2627534            0       231270
MGIC Investment Corp.          COM  552848103         4349        99711 SH       D       7         88739            0        10972
MGIC INVESTMENT CORP.          COM  552848103          249         5718 SH       S       7          5718            0            0
MGI PHARMA INC COM             COM  552880106         7049       174878 SH       D       6        174878            0            0
MGI PHARMA INC                 COM  552880106           33          833 SH       D       7           833            0            0
MGI PPTYS COM                  COM  552885105         1444       278423 SH       D       6        276623            0         1800
MGI Properties                 COM  552885105           11         2246 SH       D       7          2246            0            0
MGM GRAND INC COM              COM  552953101        21857       910745 SH       D       6        906387            0         4358
MGM GRAND, INC                 COM  552953101          705        29382 SH       D       7         25360            0         4022
MEYERSON & CO                  COM  55301Q102            1          300 SH       D       7           300            0            0
MIM CORP COM                   COM  553044108           37         8809 SH       D       6          8809            0            0
M/I SCHOTTENSTEIN HOMES INC CO COM  55305B101         1376        87047 SH       D       6         87047            0            0
M/I SCHOTTENSTEIN HOMES INC    COM  55305B101            5          325 SH       D       7           325            0            0
MK GOLD CO COM                 COM  55305P100            4         4900 SH       D       6          4900            0            0
MKS INSTRUMENT INC COM         COM  55306N104         7150       141592 SH       D       6        141592            0            0
MKS Instruments Inc.           COM  55306N104           99         1980 SH       D       7          1980            0            0
MMI COS INC COM                COM  553087107         3007       304603 SH       D       6        304603            0            0
MMI Companies Inc.             COM  553087107           26         2696 SH       D       7          2696            0            0
MMC NETWORKS INC - C COM       COM  55308N102        13947       422640 SH       D       6        422640            0            0
MMC Networks Inc.              COM  55308N102          172         5230 SH       D       7          5230            0            0
MNB BANCSHARES INC COM         COM  553103102            3          489 SH       D       6           489            0            0
MNB BANCSHARES INC             COM  553103102            3          420 SH       D       7           420            0            0
MPM TECHNOLOGIES               COM  553358201            1          300 SH       D       7           300            0            0
MPW INDS SVC GROUP COM         COM  553444100          379        69052 SH       D       6         69052            0            0
MPW INDUSTRIAL SERVICES GROUP  COM  553444100            6         1095 SH       D       7          1095            0            0
MEV COMMUNICATION COM          COM  553477100        50585       552088 SH       D       6        538088            0        14000
MRV Communications Inc.        COM  553477100          386         4214 SH       D       7          4214            0            0
MSB FINL INC COM               COM  553519109            2          335 SH       D       6           335            0            0
MSC INDL DIRECT INC COM        COM  553530106        11696       649783 SH       D       6        649783            0            0
MSC Indl Direct Inc            COM  553530106           95         5285 SH       D       7          5285            0            0
MSC SOFTWARE CORPORATION COM   COM  553531104         4840       409771 SH       D       6        409771            0            0
MSC SOFTWARE CORP              COM  553531104            7          613 SH       D       7           613            0            0
M S CARRIERS INC COM           COM  553533100         8476       360701 SH       D       6        352901            0         7800
MS Carriers Inc.               COM  553533100           36         1535 SH       D       7          1535            0            0
MTR GAMING GROUP INC COM       COM  553769100          600       192105 SH       D       6        192105            0            0
M T S SYSMS CORP COM           COM  553777103         3829       502179 SH       D       6        500179            0         2000
MTS Systems Corp.              COM  553777103           38         4990 SH       D       7          4990            0            0
MTI TECHNOLOGY CORP COM        COM  553903105         9517       360853 SH       D       6        360853            0            0
MTI Technology Corp.           COM  553903105          131         4991 SH       D       7          4991            0            0
M-WAVE INC. COM                COM  554034108           18         2300 SH       D       6          2300            0            0
MYR GROUP INC COM              COM  554053108         1751        59359 SH       D       6         59359            0            0
MAC-GRAY CORP- COM COM         COM  554153106          417       131003 SH       D       6        131003            0            0
MAC-GRAY CORPORATION           COM  554153106            4         1295 SH       D       7          1295            0            0
MACDERMID INC COM              COM  554273102         9907       373879 SH       D       6        373879            0            0
Macdermid Inc.                 COM  554273102           94         3577 SH       D       7          3577            0            0
MACE SEC INTL INC COM          COM  554335109          436        87225 SH       D       6         87225            0            0
MACE SECURITY INTL INC         COM  554335109           28         5600 SH       D       7          5600            0            0
MACERICH COM                   COM  554382101        16128       781972 SH       D       6        776972            0         5000
Macerich Co.                   COM  554382101          103         5030 SH       D       7          5030            0            0
MACK CALI REALTY CORP COM      COM  554489104        22257       872858 SH       D       6        866569            0         6289
MACK-CALI REALTY CORP          COM  554489104          380        14914 SH       D       7          9696            0         5218
MACKENZIE FINL CORP COM        COM  554531103            0        74400 SH       D       6         74400            0            0
MACKIE DESIGNS INC COM         COM  554541102           11         1811 SH       D       6          1811            0            0
MACKIE DESIGNS INC             COM  554541102            3          561 SH       D       7           561            0            0
MACROCHEM COM                  COM  555903103         2021       288848 SH       D       6        288848            0            0
Macrochem Corp.                COM  555903103           15         2158 SH       D       7          2158            0            0
MACROVISION CORP COM           COM  555904101        39281       456100 SH       D       6        456100            0            0
Macrovision Corp               COM  555904101          474         5508 SH       D       7          5508            0            0
MACROMEDIA INC COM             COM  556100105        66192       732926 SH       D       6        732926            0            0
MACROMEDIA INC.                COM  556100105         1340        14846 SH       D       7          5696            0         9150
MADDEN STEVEN LTD COM          COM  556269108         1927       101472 SH       D       6        101472            0            0
STEVEN MADDEN LTD              COM  556269108            9          501 SH       D       7           501            0            0
MADECO SA ADR (REPR 10 ORD NPV ADR  556304103         3245       180939 SH       D       3        180939            0            0
MADECO S.A. COM                COM  556304103         1506       136976 SH       D       6        136976            0            0
MADE2MANAGE SYSTEMS INC        COM  556466100           17         2000 SH       D       6          2000            0            0
MADE2MANAGE SYSTEMS INC        COM  556466100            1          200 SH       D       7           200            0            0
MADISON BANCSHARES GROUP LTD C COM  556596104            7         1345 SH       D       6          1345            0            0
MADISON GAS & ELEC CO COM      COM  557497104         5388       301475 SH       D       6        298325            0         3150
Madison Gas & Electric Co.     COM  557497104           46         2611 SH       D       7          2611            0            0
MAGAININ PHARMACEUTICALS COM   COM  559036108           70        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         2625       545471 SH       D       6        545471            0            0
Magellan Health Services Inc.  COM  559079108           24         5092 SH       D       7          5092            0            0
MAGIC SOFTWARE COM             COM  559166103          186         9800 SH       D       6          9800            0            0
MAGNA INTL INC CL A S V N ORD  COM  559222401            0       126100 SH       D       6        126100            0            0
MAGNETEK INC COM               COM  559424106         5556       608974 SH       D       6        608974            0            0
MAGNETEK INC                   COM  559424106          158        17382 SH       D       7         17382            0            0
MAGNUSON COMPUTER SYSTEMS      COM  559726104            0         3500 SH       D       3          3500            0            0
MAGNUM HUNTER RESOURCES INC    WT   55972F120            2         3467 SH       D       6          3467            0            0
MAGNUM HUNTER RESOURCES INC.   COM  55972F120            0          266 SH       D       7           266            0            0
MAGNUM HUNTER RES INC COM      COM  55972F203          819       211385 SH       D       6        211385            0            0
MAGNUM HUNTER RESOURCES INC    COM  55972F203            3          800 SH       D       7           800            0            0
MATAV RT-SPONSORED ADR         COM  559776109          131         1900 SH       D       2          1900            0            0
MATAV RT ADR                   COM  559776109          629        14100 SH       D       6         14100            0            0
MAHASKA INVESTMENT COM         COM  559809108            5          591 SH       D       6           591            0            0
MAHASKA INVESTMENT CO          COM  559809108            9         1062 SH       D       7          1062            0            0
MAIN STREET BANCORP INC COM    COM  559906102         1290       117999 SH       D       6        117999            0            0
MAIN STREET BANK INC           COM  559906102            4          383 SH       D       7           383            0            0
MAIL COM INC COM               COM  560311102         6287       364490 SH       D       6        364490            0            0
MAIL.COM, INC                  COM  560311102           42         2463 SH       D       7          2463            0            0
MAIL-WELL INC COM              COM  560321200         8520       980778 SH       D       6        980778            0            0
MAIL-WELL INC                  COM  560321200           70         8148 SH       D       7          8148            0            0
MAIN ST & MAIN INC COM         COM  560345308            4         1362 SH       D       6          1362            0            0
MAKITA CORPORATION             COM  560877300          325        36192 SH       D       7         36192            0            0
MALAN RLTY INVS INC COM        COM  561063108          604        50094 SH       D       6         50094            0            0
MALAN REALTY INVESTORS INC.    COM  561063108            3          331 SH       D       7           331            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109         3244        77900 SH       D       1         77900            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109          524        12600 SH       D       2         12600            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109         7472       179417 SH       D       3        167617            0        11800
MALLINCKRODT, INC. COMMON STOC COM  561232109       114736      3990843 SH       D       6       3589111            0       401732
MALLINCKRODT INC NEW           COM  561232109         6841       237949 SH       D       7        230713            0         7236
MALLINCKRODT INC.              COM  561232109          107         3739 SH       S       7          3739            0            0
MALLON RESOURCES CORP NEW      COM  561240201          446        74423 SH       D       6         74423            0            0
MALLON RESOURCES CORP.         COM  561240201           34         5700 SH       D       7          5700            0            0
MANAGEMENT NETWORK GROUP INC C COM  561693102         1663        61751 SH       D       6         61751            0            0
MANAGEMENT NETWORK GROUP, INC. COM  561693102           37         1400 SH       D       7          1400            0            0
MANATRON INC COM               COM  562048108            9          999 SH       D       6           999            0            0
MANCHESTER EQUIPMENT INC. COM  COM  562154104            8         1704 SH       D       6          1704            0            0
MANDALAY RESORT GROUP US$0.025 COM  562567107         2713       107208 SH       D       3         96108            0        11100
MANDALAY RESORT GROUP COM      COM  562567107        22646      1342018 SH       D       6       1334551            0         7467
MANDALAY RESORT GROUP          COM  562567107          382        22668 SH       D       7         16276            0         6392
MANHATTAN ASSOCS INC COM       COM  562750109         3352        97890 SH       D       6         97890            0            0
Manhattan Associates Inc.      COM  562750109           54         1585 SH       D       7          1585            0            0
MANITOWOC INC COM              COM  563571108        32382      1196576 SH       D       6       1151366            0        45210
Manitowoc Inc.                 COM  563571108          113         4202 SH       D       7          4202            0            0
MANNATECH INC COM              COM  563771104          485       129396 SH       D       6        129396            0            0
Mannatech Inc                  COM  563771104            5         1538 SH       D       7          1538            0            0
MANNING GREG AUCTIONS INC COM  COM  563823103          402        19900 SH       D       6         19900            0            0
MANNING (GREG) AUCTIONS INC.   COM  563823103            8          400 SH       D       7           400            0            0
MANOR CARE INC NEW COM         COM  564055101           54         2600 SH       D       2          2600            0            0
MANOR CARE INC NEW COM         COM  564055101         3211       152745 SH       D       3        152745            0            0
MANOR CARE INC COM             COM  564055101        35698      2644368 SH       D       6       2434627            0       209741
Manor Care Inc                 COM  564055101         1070        79303 SH       D       7         69816            0         9487
MANOR CARE INC                 COM  564055101           75         5610 SH       S       7          5610            0            0
MANPOWER                       COM  56418H100          277         5400 SH       D       3          5400            0            0
MANPOWER INC                   COM  56418H100          694        19572 SH       D       5         19572            0            0
MANPOWER INC. COM              COM  56418H100        46296      1304135 SH       D       6       1252822            0        51313
MANPOWER,INC.                  COM  56418H100          780        21990 SH       D       7         14441            0         7549
MANSUR INDS INC COM            COM  564491108           15         2524 SH       D       6          2524            0            0
MANSUR INDUSTRIES INC.         COM  564491108            7         1200 SH       D       7          1200            0            0
MANTEX S.A.C.A SPONS ADR       COM  564601201           33         3520 SH       D       3          3520            0            0
MANUFACTURED HOMES COM         COM  564682102        10630       459688 SH       D       6        459688            0            0
Manufactured Home Cmntys. Inc. COM  564682102           80         3492 SH       D       7          3492            0            0
MAPICS, INC COM                COM  564910107        11564       725600 SH       D       6        709494            0        16106
MAPICS Inc.                    COM  564910107           41         2574 SH       D       7          2574            0            0
MANUGISTICS GROUP COM          COM  565011103        32373       644248 SH       D       6        617848            0        26400
Manugistics Group Inc.         COM  565011103          200         3991 SH       D       7          3991            0            0
MAP INFO COM                   COM  565105103         3642        93407 SH       D       6         93407            0            0
MAPINFO CORP                   COM  565105103           12          315 SH       D       7           315            0            0
MAPQUEST.COM COM               COM  565644101         2867       138216 SH       D       6        138216            0            0
MapQuest.com Inc.              COM  565644101           50         2447 SH       D       7          2447            0            0
MARATHON FINL CORP COM         COM  56580P104            2          400 SH       D       6           400            0            0
MARATHON FINANCIAL CORP.       COM  56580P104            2          400 SH       D       7           400            0            0
MARCHFIRST INC COM             COM  566244109        44688      1252221 SH       D       6       1252221            0            0
MARCHFIRST INC (MRCH)          COM  566244109         1188        33297 SH       D       7          9432            0        23865
MARCUS CORP COM                COM  566330106         4318       333781 SH       D       6        333781            0            0
Marcus Corp.                   COM  566330106           65         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        10662       241652 SH       D       6        241483            0          169
MARIMBA, INC.                  COM  56781Q109          180         4081 SH       D       7          1300            0         2781
MARINEMAX INC COM              COM  567908108          515        53908 SH       D       6         53908            0            0
MARINEMAX INC                  COM  567908108            6          653 SH       D       7           653            0            0
MARINE TRANSPORT CORP COM      COM  567912100           40        16066 SH       D       6         16066            0            0
MARINE TRANSPORT CORP          COM  567912100            0          300 SH       D       7           300            0            0
MARINE DRILLING CO. INC. MARIN COM  568240204        31280      1140072 SH       D       6       1140072            0            0
Marine Drilling Companies Inc. COM  568240204          253         9242 SH       D       7          9242            0            0
MARINER POST-ACUTE NETWORK, IN COM  568459101           29       199796 SH       D       6        199796            0            0
MARINER POST-ACUTE NETWORK     COM  568459101            0         1858 SH       D       7          1858            0            0
MARION CAP HLDGS INC COM       COM  568635106           51         2800 SH       D       6          2800            0            0
MARISA CHRISTINA INC COM       COM  570268102            8         4800 SH       D       6          4800            0            0
MARITRANS INC COM              COM  570363101          894       147617 SH       D       6        147617            0            0
MARITRANS INC.                 COM  570363101            3          540 SH       D       7           540            0            0
MARK IV INDUSTRIES INC COM     COM  570387100        21568       977611 SH       D       6        977611            0            0
MARK IV INDUSTRIES             COM  570387100          231        10487 SH       D       7         10487            0            0
MARK SOLUTIONS COM             COM  570418202            7         2400 SH       D       6          2400            0            0
MARKEL CORP COM                COM  570535104        10418        71602 SH       D       6         71602            0            0
Markel Corp.                   COM  570535104          119          819 SH       D       7           819            0            0
MARKER INTL COM                COM  570538108            1         5600 SH       D       6          5600            0            0
MARKET FINL CORP COM           COM  57056A100            3          461 SH       D       6           461            0            0
MARKETING SPECIALISTS CORP COM COM  57060R107           10         3800 SH       D       6          3800            0            0
MARKETING SPECIALISTS CORP.    COM  57060R107            0          266 SH       D       7           266            0            0
MARKET WATCH.COM COM           COM  570619106         4401       127577 SH       D       6        127577            0            0
MarketWatch.com Inc.           COM  570619106           42         1226 SH       D       7          1226            0            0
MARKWEST HYDROCARBON COM       COM  570762104           34         4806 SH       D       6          4806            0            0
MARKWEST HYDROCARBON           COM  570762104            2          379 SH       D       7           379            0            0
MARKETING SVCS GROUP COM       COM  570907105         5839       328977 SH       D       6        328977            0            0
Marketing Services Group Inc   COM  570907105           76         4283 SH       D       7          4283            0            0
MARLTON TECHNOLOGIES INC COM   COM  571263102           27        11061 SH       D       6         11061            0            0
MARLTO TECHNOLOGIES            COM  571263102            1          400 SH       D       7           400            0            0
MERRILL STABLE VALUE           COM  571662ML6       235274     19765962 SH       D       6      19765962            0            0
MARSH & MCLENNAN COS INC COM S COM  571748102         4262        39949 SH       D       1          8100        31849            0
MARSH & MCLENNAN COS INC COM S COM  571748102          579         3510 SH       D       2          3510            0            0
MARSH & MCLENNAN COS INC COM S COM  571748102        72502       438880 SH       D       3        415480            0        23400
MARSH & MCLENNAN COS INC COM S COM  571748102         2511        15200 SH       D       4         15200            0            0
MARSH & MCLENNAN COS           COM  571748102         7628        69159 SH       D       5         69159            0            0
MARSH & MCLENNAN CO INC COM    COM  571748102       848579      7692501 SH       D       6       7006163            0       686338
Marsh & McLennan Cos. Inc      COM  571748102        25322       229555 SH       D       7        201901            0        27654
MARSH & MCLENNAN COS INC       COM  571748102         1585        14370 SH       S       7         14370            0            0
MARSH SUPERMARKETS INC CL B    COM  571783208          453        50417 SH       D       6         50417            0            0
MARSH SUPERMARKETS INC - CL B  COM  571783208            8          911 SH       D       7           911            0            0
MARSH SUPERMARKETS INC CL A    COM  571783307            0        41649 SH       D       6         41649            0            0
MARSHALL & IISLY USD1          COM  571834100          160         1900 SH       D       2          1900            0            0
MARSHALL & IISLY USD1          COM  571834100         9825       116289 SH       D       3        106589            0         9700
MARSHALL & ILSLEY CORP COM     COM  571834100        94413      1634874 SH       D       6       1624833            0        10041
MARSHALL AND ILSLEY CORP       COM  571834100         3097        53628 SH       D       7         45155            0         8473
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202          205         4140 SH       D       2          4140            0            0
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202        19817       400197 SH       D       3        369197            0        31000
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202          722        14600 SH       D       4         14600            0            0
MARRIOTT INTERNATIONAL-CL A    COM  571903202         2029        64430 SH       D       5         64430            0            0
MARRIOTT INTERNATIONAL, INC CL COM  571903202       191425      6077004 SH       D       6       5578692            0       498312
Marriott International         COM  571903202         6013       190894 SH       D       7        159755            0        31139
MARRIOTT INTERNATIONAL CLASS A COM  571903202          423        13439 SH       S       7         13439            0            0
MARTEK BIOSCIENCES CORP COM    COM  572901106         1983       151159 SH       D       6        151159            0            0
MARTEK BIOSCIENCES             COM  572901106           12          948 SH       D       7           948            0            0
MARTEN TRANS LTD COM           COM  573075108           75         5336 SH       D       6          5336            0            0
MARTEN TRANSPORT LTD           COM  573075108            4          300 SH       D       7           300            0            0
MARTHA STEWART LIVING COM      COM  573083102         3465       128353 SH       D       6        128353            0            0
MARTHA STEWART LIVING          COM  573083102           18          700 SH       D       7           700            0            0
MARTIN MARIETTA COM            COM  573284106        33898       713660 SH       D       6        708747            0         4913
MARTIN MARIETTA MATERIALS      COM  573284106          395         8336 SH       D       7          4125            0         4211
MARVEL ENTERPRISES INC. COM    COM  57383M108         1411       237706 SH       D       6        237706            0            0
Marvel Enterprises Inc.        COM  57383M108           24         4135 SH       D       7          4135            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  57383M140            0          777 SH       D       6           777            0            0
MARVEL ENTERPRISES-WTS         COM  57383M140            0          112 SH       D       7           112            0            0
MARVEL ENTMT GROUP I COM       COM  573913100            0           80 SH       D       6            80            0            0
MARVEL ENTERTAINMENT GROUP     COM  573913100            0         2400 SH       D       7          2400            0            0
MASCO CORP CO STOCK US$1       COM  574599106          255         7360 SH       D       2          7360            0            0
MASCO CORP CO STOCK US$1       COM  574599106        21114       608943 SH       D       3        570543            0        38400
MASCO CORP CO STOCK US$1       COM  574599106          950        27400 SH       D       4         27400            0            0
MASCO CORP                     COM  574599106         2375       115880 SH       D       5        115880            0            0
MASCO CORP COM                 COM  574599106       236609     11541939 SH       D       6      10625695            0       916244
Masco Corporation              COM  574599106         7740       377588 SH       D       7        331612            0        45976
MASCO CORP                     COM  574599106          494        24146 SH       S       7         24146            0            0
MASCOTECH INC COM              COM  574670105         8811       749923 SH       D       6        743423            0         6500
MASCOTECH INDUSTRIES           COM  574670105           81         6949 SH       D       7          6949            0            0
MADERAS Y SINTETICOS SOCIEDAD  ADR  574799102         3133       136740 SH       D       3        136740            0            0
MASISA SA ADR                  COM  574799102         1821       126729 SH       D       6        126729            0            0
MASSBANK CORP READING MASS COM COM  576152102         1302        47428 SH       D       6         47428            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        37980       426748 SH       D       6        426748            0            0
MasTec Inc.                    COM  576323109          338         3807 SH       D       7          3807            0            0
MATEC CORP MD COM              COM  576668107            8         1259 SH       D       6          1259            0            0
MATERIAL SCIENCES CORP COM     COM  576674105         6821       505310 SH       D       6        505310            0            0
MATERIAL SCIENCES CORP         COM  576674105            9          677 SH       D       7           677            0            0
MATHSOFT COM                   COM  576798102          108        21500 SH       D       6         21500            0            0
MATHSOFT INC                   COM  576798102            3          600 SH       D       7           600            0            0
MATRIA HEALTHCARE INC COM      COM  576817100         2680       504592 SH       D       6        504592            0            0
Matria Healthcare Inc          COM  576817100           37         7146 SH       D       7          7146            0            0
MATRITECH INC COM              COM  576818108          154        15280 SH       D       6         15280            0            0
MATREX CAP CORP COM            COM  576819106          334        41773 SH       D       6         41773            0            0
MATRIX BANCORP INC             COM  576819106            1          247 SH       D       7           247            0            0
MATRIC PHAR COM                COM  576844104         2703       265366 SH       D       6        265366            0            0
MATRIX PHARMACEUTICALS INC     COM  576844104            9          900 SH       D       7           900            0            0
MATRIX SVC CO COM              COM  576853105           67        12356 SH       D       6         12356            0            0
MATRIX ONE INC COM             COM  57685P304         1441        36100 SH       D       6         36100            0            0
MATRIX ONE INC                 COM  57685P304           11          280 SH       D       7           280            0            0
MATSUSHITA ELEC IND LTD        COM  576879209         2220         7328 SH       D       7          7328            0            0
MATLACK SYSTEMS INC COM        COM  576901102           17         6853 SH       D       6          6853            0            0
MATLACK SYSTEMS INC            COM  576901102            0          394 SH       D       7           394            0            0
MATTEL INC                     COM  577081102          123        11000 SH       D       1             0        11000            0
MATTEL INC COM STOCK US$1      COM  577081102          103         6270 SH       D       2          6270            0            0
MATTEL INC COM STOCK US$1      COM  577081102        11184       680305 SH       D       3        658305            0        22000
MATTEL INC COM STOCK US$1      COM  577081102          313        19050 SH       D       4         19050            0            0
MATTEL INC                     COM  577081102         1046       100201 SH       D       5        100201            0            0
MATTEL INC COM                 COM  577081102       109509     10491909 SH       D       6       9641120            0       850789
Mattel, Inc.                   COM  577081102         3485       333924 SH       D       7        270112            0        63812
MATTEL                         COM  577081102          236        22655 SH       S       7         22655            0            0
MATTHEWS INTL CORP COM         COM  577128101         6394       282635 SH       D       6        282635            0            0
Matthews International Corp.   COM  577128101           81         3604 SH       D       7          3604            0            0
MATTHEWS STUDIO EQUIP GROUP CO COM  577140106            1         1396 SH       D       6          1396            0            0
MATTHEWS STUDIO EQUIP GROUP    COM  577140106            0          500 SH       D       7           500            0            0
MATTSON TECHNOLOGY INC COM     COM  577223100         6656       156166 SH       D       6        156166            0            0
MATTSON TECHNOLOGY INC         COM  577223100           36          853 SH       D       7           853            0            0
MAUI LAND & PINEAPPLE CO INC C COM  577345101          603        41647 SH       D       6         41647            0            0
MAUI LAND & PINEAPPLE CO.      COM  577345101            4          321 SH       D       7           321            0            0
MAVESA SA -ADR REP 20 SHS      ADR  577717101         1010       220370 SH       D       3        220370            0            0
MAVESA SA MVS SP ADR           COM  577717101          701       267123 SH       D       6        267123            0            0
MAX INTERNET COMMUNICATIONS IN COM  57771Q109          625        55000 SH       D       6         55000            0            0
MAXCO INC COM                  COM  577723109           47         5655 SH       D       6          5655            0            0
MAXTOR CORP COM                COM  577729205        11698       904234 SH       D       6        904234            0            0
Maxtor Corp                    COM  577729205          180        13940 SH       D       7         13940            0            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101         2898        29560 SH       D       1         29400          160            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101         1277        13000 SH       D       2         13000            0            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101        32492       330736 SH       D       3        327136            0         3600
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101          579         5900 SH       D       4          5900            0            0
MAXIM INTEGRATED PRODS INC COM COM  57772K101       358405      5043522 SH       D       6       4984469            0        59053
MAXIM INTEGRATED PRODS INC     COM  57772K101        13691       192668 SH       D       7        133948            0        58720
MAXIM PHARMACEUTICAL COM       COM  57772M107         9864       210162 SH       D       6        210162            0            0
MAXIM PHARMACEUTICALS          COM  57772M107           54         1165 SH       D       7          1165            0            0
MAXWELL SHDE INC COM           COM  577766108          692        82053 SH       D       6         82053            0            0
MAXWELL SHOE CO INC-A          COM  577766108           10         1224 SH       D       7          1224            0            0
MAXWELL TECHNOLOGIES INC. MAXW COM  577767106         1986       144465 SH       D       6        144465            0            0
Maxwell Technologies Inc.      COM  577767106           28         2041 SH       D       7          2041            0            0
MAXYGEN COM                    COM  577776107         5668        86951 SH       D       6         86951            0            0
MAXYGEN INC                    COM  577776107           82         1262 SH       D       7          1262            0            0
MAY DEPARTMENT STORES CO COM S COM  577778103          302         6500 SH       D       1          6500            0            0
MAY DEPARTMENT STORES CO COM S COM  577778103          294         6320 SH       D       2          6320            0            0
MAY DEPARTMENT STORES CO COM S COM  577778103        25698       552293 SH       D       3        516893            0        35400
MAY DEPARTMENT STORES CO COM S COM  577778103          758        16300 SH       D       4         16300            0            0
MAY DEPARTMENT STORES CO       COM  577778103         2467        86595 SH       D       5         86595            0            0
MAY DEPT STORES CO COM         COM  577778103       261495      9175291 SH       D       6       8460868            0       714423
May Department Stores          COM  577778103         9063       318014 SH       D       7        283676            0        34338
MAY DEPT STORES                COM  577778103          510        17926 SH       S       7         17926            0            0
MAX & ERMAS RESTAURANTS INC CO COM  577903107           34         4168 SH       D       6          4168            0            0
MAXICARE HEALTH PLANS INC COM  COM  577904204          373       199401 SH       D       6        199401            0            0
MAXICARE HEALTH PLANS INC      COM  577904204            1          661 SH       D       7           661            0            0
MAXXAM INC COM                 COM  577913106         2313        81166 SH       D       6         81166            0            0
MAXXAM                         COM  577913106           29         1049 SH       D       7          1049            0            0
MAVERICK TUBE CORP COM         COM  577914104         8257       254567 SH       D       6        254567            0            0
Maverick Tube Corp.            COM  577914104           82         2557 SH       D       7          2557            0            0
MAXIMUS INC COM                COM  577933104         6453       211578 SH       D       6        211578            0            0
Maximus Inc.                   COM  577933104           76         2519 SH       D       7          2519            0            0
MAYFLOWER CO-OP BANK MA        COM  578330102            6          600 SH       D       6           600            0            0
MAYNARD OIL COMPANY            COM  578444101            9          627 SH       D       6           627            0            0
MAYS J W INC                   COM  578473100            4          903 SH       D       6           903            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         6856       124218 SH       D       3        124218            0            0
MAYTAG CORP                    COM  578592107          756        22824 SH       D       5         22824            0            0
MAYTAG CORP COM                COM  578592107        69149      2087545 SH       D       6       1911623            0       175922
Maytag Corporation             COM  578592107         2396        72354 SH       D       7         54091            0        18263
MAYTAG CORP                    COM  578592107          149         4514 SH       S       7          4514            0            0
MAZEL STORES INC. COMMON STOCK COM  578792103          449        47276 SH       D       6         47276            0            0
MAZEL STORES INC               COM  578792103            3          408 SH       D       7           408            0            0
MCAFEE.COM COM                 COM  579062100         3558        68837 SH       D       6         68837            0            0
MCAFEE.COM CORP                COM  579062100          108         2100 SH       D       7          2100            0            0
MCCLAIN INDS INC               COM  579487109            6         1317 SH       D       6          1317            0            0
MCCLAIN INDUSTIES INC.         COM  579487109            2          400 SH       D       7           400            0            0
MCCLATCHY COMPANY CL A         COM  579489105        13272       405255 SH       D       6        403241            0         2014
MCCLATCHY COMPANY CLASS A      COM  579489105          151         4617 SH       D       7          2899            0         1718
MC CORMICK & CO INC NV COM     COM  579780206        43979      1363712 SH       D       6       1257393            0       106319
McCORMICK & CO.,INC.           COM  579780206         1143        35465 SH       D       7         29279            0         6186
MCDERMOTT INTERNATIONAL INC CO COM  580037109         1333        88648 SH       D       3         88648            0            0
MCDERMOTT INTL INC COM         COM  580037109        11919      1297394 SH       D       6       1180472            0       116922
McDermott Int'l, Inc.          COM  580037109          366        39887 SH       D       7         39062            0          825
MCDERMOTT INTERNATIONAL INC    COM  580037109           30         3279 SH       S       7          3279            0            0
MCDONALD'S CORP                COM  580135101          930        27634 SH       D       1             0        27634            0
MCDONALD'S CORP COM STOCK NPV  COM  580135101         1338        22320 SH       D       2         22320            0            0
MCDONALD'S CORP COM STOCK NPV  COM  580135101       127844      2131384 SH       D       3       2024184            0       107200
MCDONALD'S CORP COM STOCK NPV  COM  580135101         3802        63400 SH       D       4         63400            0            0
MCDONALD'S CORPORATION         COM  580135101        13298       354072 SH       D       5        354072            0            0
MC DONALDS CORP COM            COM  580135101      1274275     33924151 SH       D       6      31159524            0      2764627
McDonald's Corporation         COM  580135101        42691      1136556 SH       D       7        914373            0       222183
MCDONALD'S CORPORATION         COM  580135101         2736        72855 SH       S       7         72855            0            0
MCGLEN INTERNET GROUP INC COM  COM  580578102           36        10900 SH       D       6         10900            0            0
MCGLEN INTERNET GROUP INC      COM  580578102            3         1000 SH       D       7          1000            0            0
MCGRATH RENTCORP COM           COM  580589109         3994       251602 SH       D       6        251602            0            0
McGrath Rentcorp               COM  580589109           35         2229 SH       D       7          2229            0            0
MCGRAW HILL INC COM STOCK US$1 COM  580645109          222         3000 SH       D       2          3000            0            0
MCGRAW HILL INC COM STOCK US$1 COM  580645109        22419       301621 SH       D       3        277021            0        24600
MCGRAW-HILL COMPANIES INC      COM  580645109         2327        51154 SH       D       5         51154            0            0
MCGRAW HILL COMPANIES INC.     COM  580645109       227112      4991494 SH       D       6       4589572            0       401922
McGraw-Hill Companies          COM  580645109         6767       148733 SH       D       7        125951            0        22782
MCGRAW-HILL COMPANIES INC      COM  580645109          480        10550 SH       S       7         10550            0            0
MCK COMMUNICATIONS COM         COM  581243102         2992        62500 SH       D       6         62500            0            0
MCK COMMUNICATIONS, INC.       COM  581243102           62         1300 SH       D       7          1300            0            0
MCKESSON CORP                  CVP  58155P501         3583       105800 SH       D       1        105800            0            0
MCKESSON HBOC INC              COM  58155Q103          134         4105 SH       D       2          4105            0            0
MCKESSON HBOC INC              COM  58155Q103        14379       438670 SH       D       3        432470            0         6200
MCKESSON HBOC INC              COM  58155Q103          138         4218 SH       D       4          4218            0            0
MCKESSON HBOC INC              COM  58155Q103         1474        70193 SH       D       5         70193            0            0
MCKESSON HBOC INC COM          COM  58155Q103       146486      6975534 SH       D       6       6408854            0       566680
McKesson HBOC Inc              COM  58155Q103         4746       226003 SH       D       7        181073            0        44930
MCKESSON HBOC INC              COM  58155Q103          319        15194 SH       S       7         15194            0            0
MCLAREN AUTOMOTIVE GROUP INC C COM  581759107            1          567 SH       D       6           567            0            0
MCLAREN AUTOMOTIVE GROUP INC   COM  581759107            1          593 SH       D       7           593            0            0
MCLEOD INC COM                 COM  582266102        92616      1092010 SH       D       6       1092010            0            0
MCLEODUSA INC.                 COM  582266102         3497        41238 SH       D       7         17834            0        23404
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         3569       188486 SH       D       6        188486            0            0
MCMORAN EXPLORATION CO         COM  582411104           47         2482 SH       D       7          2482            0            0
MCNAUGHTON APPAREL GROUP COM   COM  582524104          584        70852 SH       D       6         70852            0            0
MCNAUGHTON APPAREL GROUP INC.  COM  582524104            2          300 SH       D       7           300            0            0
MCRAE INDS INC CL A            COM  582757209            3          586 SH       D       6           586            0            0
MCWHORTER TECHNOLOGIES INC COM COM  582803102         1420       118382 SH       D       6        118382            0            0
MCWHORTER TECHNOLOGIES INC.    COM  582803102            4          381 SH       D       7           381            0            0
MEAD CORP COM STOCK NPV        COM  582834107         8917       170806 SH       D       3        150806            0        20000
MEAD CORP                      COM  582834107          944        27044 SH       D       5         27044            0            0
MEAD CORPORATION COM           COM  582834107        93446      2674689 SH       D       6       2462738            0       211951
Mead Corporation               COM  582834107         2820        80743 SH       D       7         70080            0        10663
MEAD CORP                      COM  582834107          192         5509 SH       S       7          5509            0            0
MEADE INSTRUMENTS COM          COM  583062104         3311        47996 SH       D       6         47996            0            0
MEADE INSTRUMENTS CORP         COM  583062104           20          290 SH       D       7           290            0            0
MEADOW VY CORP COM             COM  583185103           28         7423 SH       D       6          7423            0            0
MEADOW VALLEY CORP.            COM  583185103            1          400 SH       D       7           400            0            0
MEADOWBROOK INS GRP COM        COM  58319P108          220        44125 SH       D       6         44125            0            0
MEADOWBROOK INSURANCE GROUP    COM  58319P108            1          390 SH       D       7           390            0            0
MEASUREMENT SPECIALITIES INC C COM  583421102          852        33667 SH       D       6         33667            0            0
MEASUREMENTS SPECIALTIES INC.  COM  583421102            7          300 SH       D       7           300            0            0
MECHANICS SAVINGS BANK CO COM  COM  583492103         1849        55214 SH       D       6         55214            0            0
MECH FINANCIAL INC             COM  583492103            6          192 SH       D       7           192            0            0
MECHANICAL DYNAMICS COM        COM  583521109           29         5100 SH       D       6          5100            0            0
MECHANICAL DYNAMICS INC        COM  583521109           10         1800 SH       D       7          1800            0            0
MECHANICAL TECHNOLOGY INC COM  COM  583538103        15496       218267 SH       D       6        194567            0        23700
Mechanical Technology Inc.     COM  583538103          110         1563 SH       D       7          1563            0            0
MEDAREX INC. COM               COM  583916101        17852       355271 SH       D       6        333271            0        22000
MEDAREX INC                    COM  583916101           93         1864 SH       D       7          1864            0            0
MED/WASTE INC COM              COM  583921101            2         3117 SH       D       6          3117            0            0
MED-DESIGN COM                 COM  583926100           63         3900 SH       D       6          3900            0            0
MED DESIGN CORP.               COM  583926100            9          600 SH       D       7           600            0            0
MEDALLION FINL CORP COM        COM  583928106         3768       224164 SH       D       6        224164            0            0
Medallion Financial Corp.      COM  583928106           54         3214 SH       D       7          3214            0            0
MEDALLIANCE INC ESCROW COM     COM  584022990            0       144988 SH       D       6        144988            0            0
MEDCARE TECHNOLOGIES COM       COM  58404T106            0          551 SH       D       6           551            0            0
MEDCARE TECHNOLOGIES INC.      COM  58404T106            0          400 SH       D       7           400            0            0
MEDFORD BANCORP COM            COM  584131106         1854       130151 SH       D       6        130151            0            0
MEDFORD BANCORP INC            COM  584131106            4          321 SH       D       7           321            0            0
MEDIA ARTS GROUP COM           COM  58439C102          631        88627 SH       D       6         88627            0            0
MEDIA ARTS GROUP INC           COM  58439C102           16         2281 SH       D       7          2281            0            0
MEDIA GENERAL INC CL A COM     COM  584404107        25156       480315 SH       D       6        478315            0         2000
MEDIA GENERAL INC CLASS A      COM  584404107          312         5961 SH       D       7          3492            0         2469
MEDIAONE GROUP INC             COM  58440J104        46603       536200 SH       D       1        536200            0            0
MEDIAONE GROUP INC             COM  58440J104         2719        21160 SH       D       2         21160            0            0
MEDIAONE GROUP INC             COM  58440J104       125552       976820 SH       D       3        923820            0        53000
MEDIAONE GROUP INC             COM  58440J104         2622        20400 SH       D       4         20400            0            0
MEDIAONE GROUP, INC COM        COM  58440J104      1360644     16798086 SH       D       6      15262625            0      1535461
MEDIAONE GROUP INC             COM  58440J104        47042       580776 SH       D       7        501400            0        79376
MEDIAONE GROUP INC             COM  58440J104         2667        32927 SH       S       7         32927            0            0
MEDIAONE GROUP                 CVP  58440J401       199726     13699800 SH       D       1      13699800            0            0
MEDIA 100 INC COM              COM  58440W105          205         5900 SH       D       6          5900            0            0
MEDIA 100 INC                  COM  58440W105           13          400 SH       D       7           400            0            0
MEDIA METRIX COM               COM  58440X103         6636       158021 SH       D       6        158021            0            0
Media Metrix Inc.              COM  58440X103           64         1533 SH       D       7          1533            0            0
MEDIALINK WORLDWIDE INC COM    COM  58445P105          332        51206 SH       D       6         51206            0            0
MEDIALINK WORLDWIDE INC        COM  58445P105            1          237 SH       D       7           237            0            0
MEDIAPLEX INC COM              COM  58446B105         4591        88307 SH       D       6         88307            0            0
MEIAPLEX INC                   COM  58446B105           88         1700 SH       D       7          1700            0            0
MEDIA BAY, INC COM             COM  58446J108          559        74659 SH       D       6         74659            0            0
MEDIABAY INC                   COM  58446J108            2          375 SH       D       7           375            0            0
MEDIACOM COMMUNICATIONS COM    COM  58446K105         2921       209615 SH       D       6        209615            0            0
MEDIACOM COMMUNICATIONS CORP   COM  58446K105           59         4250 SH       D       7          4250            0            0
MEDICAL ACTION INDS INC COM    COM  58449L100           50        11800 SH       D       6         11800            0            0
MEDICAL ADVISORY SYS INC COM   COM  58449P101          290        20050 SH       D       6         20050            0            0
MEDICAL INFORMATION SYSTEMS    COM  58449P101            4          300 SH       D       7           300            0            0
MEDICAL ASSURANCE INC COM      COM  58449U100         9792       513701 SH       D       6        510935            0         2766
Medical Assurance Inc.         COM  58449U100           73         3843 SH       D       7          3843            0            0
MEDICAL RES INC. (NEW) COM     COM  58461Q409            1         3980 SH       D       6          3980            0            0
MEDICAL MANAGED CORP COM       COM  58461U103         9022       257317 SH       D       6        257317            0            0
MEDICAL MANAGER CORP.          COM  58461U103          331         9465 SH       D       7          2050            0         7415
MEDICALCONTROL INC COM         COM  584636104            8         1188 SH       D       6          1188            0            0
MEDICALOGIC COM                COM  584642102         1514        87194 SH       D       6         87194            0            0
MEDICALOGIC INC                COM  584642102           26         1548 SH       D       7          1548            0            0
MEDICIS PHARMACEUTICAL CORP CO COM  584690309        24275       606897 SH       D       6        606897            0            0
Medicis Pharmaceutical Corp.   COM  584690309          204         5107 SH       D       7          5107            0            0
MEDIMMUM INC. COM              COM  584699102       137814       791470 SH       D       6        784767            0         6703
MEDIMMUNE INC                  COM  584699102         3135        18007 SH       D       7          5967            0        12040
MEDICONSULT COM INC COM        COM  58469J100          497       173173 SH       D       6        173173            0            0
Mediconsult.com Inc.           COM  58469J100            3         1142 SH       D       7          1142            0            0
MEDIQ INC SER A. 13% CUM PRFD. PFD  584906408            0            1 SH       D       6             1            0            0
MEDIWARE INFORMATION SYS INC C COM  584946107           25         3771 SH       D       6          3771            0            0
MEDIWARE INFORMATION SYSTEMS   COM  584946107            1          200 SH       D       7           200            0            0
MEDQUIST COM                   COM  584949101        26144       961639 SH       D       6        934639            0        27000
Medquist Inc.                  COM  584949101          154         5677 SH       D       7          5677            0            0
MEDTOX SCIENTIFIC INC          COM  584977201            1          200 SH       D       7           200            0            0
MEDITRUST ACQUISITION PAIRED C COM  58501T306          621       168553 SH       D       3        168553            0            0
MEDITRUST (PAIR CERTIFICATE -  COM  58501T306         2943      1623749 SH       D       6       1623749            0            0
MEDITRUST CORPORATION          COM  58501T306           83        46327 SH       D       7         19087            0        27240
MEDPARTNERS NEW                COM  58503X107         1543       238379 SH       D       3        238379            0            0
MEDSCAPE INC COM               COM  585046105         1086       203327 SH       D       6        203327            0            0
MEDSCAPE INC                   COM  585046105           11         2200 SH       D       7          2200            0            0
MEDPLUS INC OHIO COM           COM  58504P103           46         8800 SH       D       6          8800            0            0
MEDTRONIC INC                  COM  585055106         1112        23055 SH       D       1             0        23055            0
MEDTRONIC INC COM STOCK US$0.1 COM  585055106         1570        19320 SH       D       2         19320            0            0
MEDTRONIC INC COM STOCK US$0.1 COM  585055106       157404      1935994 SH       D       3       1845594            0        90400
MEDTRONIC INC COM STOCK US$0.1 COM  585055106         4569        56200 SH       D       4         56200            0            0
MEDTRONIC INC                  COM  585055106        16080       312607 SH       D       5        312607            0            0
MEDTRONIC INC COM              COM  585055106      1476030     28760066 SH       D       6      26399114            0      2360952
Medtronic, Inc.                COM  585055106        52984      1030185 SH       D       7        761623            0       268562
MEDTRONICS, INC                COM  585055106         3305        64264 SH       S       7         64264            0            0
MEDSTONE INTERNATIONAL COM     COM  58505C101           46         7400 SH       D       6          7400            0            0
MEDSTONE INTERNATIONAL INC     COM  58505C101            1          300 SH       D       7           300            0            0
MEDWAVE INC COM                COM  585081102            2          364 SH       D       6           364            0            0
MEDWAVE INC                    COM  585081102            2          341 SH       D       7           341            0            0
MEGABANK FINANCIAL CORP COM    COM  58515J104            0        29200 SH       D       6         29200            0            0
MEGO FINANCIAL CORP COM        COM  585162308           38        10506 SH       D       6         10506            0            0
MELLON FINL CORP               COM  58551A108        12266       416700 SH       D       1        416700            0            0
MELLON FINANCIAL CORP ORD USD0 COM  58551A108          341         7280 SH       D       2          7280            0            0
MELLON FINANCIAL CORP ORD USD0 COM  58551A108        35427       754904 SH       D       3        702104            0        52800
MELLON FINANCIAL CORP ORD USD0 COM  58551A108         1360        29000 SH       D       4         29000            0            0
MELLON FINANCIAL COM           COM  58551A108       384284     13026582 SH       D       6      11972304            0      1054278
Mellon Financial Corp          COM  58551A108        12814       434375 SH       D       7        381586            0        52789
MELLON FINANCIAL CORP          COM  58551A108          808        27395 SH       S       7         27395            0            0
MEMBERWORKS INC COM            COM  586002107        19636       489381 SH       D       6        447081            0        42300
Memberworks Inc.               COM  586002107           89         2219 SH       D       7          2219            0            0
MENS WEARHOUSE COM             COM  587118100        16290       549901 SH       D       6        549901            0            0
Men's Wearhouse Inc.           COM  587118100          173         5849 SH       D       7          5849            0            0
MENTOR CORP MINN             C COM  587188103        12846       475783 SH       D       6        475783            0            0
Mentor Corp.                   COM  587188103          106         3929 SH       D       7          3929            0            0
MENTOR GRAPHICS CORP COM       COM  587200106        22458      1484890 SH       D       6       1484890            0            0
MENTOR GRAPHICS CORPORATION    COM  587200106          208        13805 SH       D       7         13805            0            0
MERCANTILE BANKSHARES CORP COM COM  587405101        35450      1159938 SH       D       6       1107112            0        52826
MERCANTILE BANKSHARES          COM  587405101          593        19435 SH       D       7         13232            0         6203
MERCHANTS BANCSHARES COM       COM  588448100          794        44451 SH       D       6         44451            0            0
MERCHANTS BANCSHARES INC       COM  588448100            8          462 SH       D       7           462            0            0
MERCHANTS GROUP INC COM        COM  588539106          668        44968 SH       D       6         44968            0            0
MERCHANTS GROUP INC            COM  588539106            7          472 SH       D       7           472            0            0
MERCHANTS NEW YORK BANCORP COM COM  589167105         3758       228632 SH       D       6        228632            0            0
Merchants New York Bancorp     COM  589167105           46         2826 SH       D       7          2826            0            0
MERCK & CO COM STOCK NPV       COM  589331107        14352       162470 SH       D       1        103300        59170            0
MERCK & CO COM STOCK NPV       COM  589331107         6176        60540 SH       D       2         60540            0            0
MERCK & CO COM STOCK NPV       COM  589331107       397979      3900656 SH       D       3       3726656            0       174000
MERCK & CO COM STOCK NPV       COM  589331107         8162        80000 SH       D       4         80000            0            0
MERCK & CO., INC.              COM  589331107        38020       611944 SH       D       5        611944            0            0
MERCK & CO INC COM             COM  589331107      3796665     61113327 SH       D       6      55884150            0      5229177
MERCK + CO INC                 COM  589331107       140758      2265733 SH       D       7       1751574            0       514159
MRK.N                          COM  589331107       147987      2346680 SH       D       9       2346680            0            0
MERCK & CO., INC               COM  589331107         7811       125735 SH       S       7        125735            0            0
MERCURY AIR GROUP INC COM      COM  589354109           36         4981 SH       D       6          4981            0            0
MERCURY AIR GROUP INC          COM  589354109            2          294 SH       D       7           294            0            0
MERCURY COMPUTER SYS COM       COM  589378108        21576       441471 SH       D       6        432982            0         8489
Mercury Computer Systems       COM  589378108          192         3938 SH       D       7          3938            0            0
MERCURY GEN CORP NEW           COM  589400100        13491       457328 SH       D       6        454509            0         2819
MERCURY GENERAL CORP           COM  589400100          265         9003 SH       D       7          6541            0         2462
MERCURY INTRACTIVE CORP COM    COM  589405109       114085      1439568 SH       D       6       1439568            0            0
MERCURY INTERACTIVE CORP       COM  589405109         1118        14110 SH       D       7         14110            0            0
MERCURY INTERACTIVE 0.002 COM  COM  589405109         3735        45000 SH       D       9         45000            0            0
MEREDITH CORP                  COM  589433101          636        14914 SH       D       3         14914            0            0
MEREDITH CORP COM              COM  589433101        34260      1237392 SH       D       6       1133796            0       103596
Meredith Corporation           COM  589433101         1100        39737 SH       D       7         33786            0         5951
MEREDITH CORP                  COM  589433101           75         2723 SH       S       7          2723            0            0
MERIDIAN DIAGNOSTICS INC       COM  589602101         1163       134942 SH       D       6        134942            0            0
MERIDIAN DIAGNOSTICS INC       COM  589602101           13         1530 SH       D       7          1530            0            0
MERIDIAN INS GROUP INC COM     COM  589644103          568        44562 SH       D       6         44562            0            0
MERIDIAN INS GROUP             COM  589644103           10          821 SH       D       7           821            0            0
MERIDIAN MEDICAL TECH INC      COM  589658103            1          200 SH       D       7           200            0            0
MERIDIAN RES C COM             COM  58977Q109         2056       530675 SH       D       6        530675            0            0
Meridian Resource Corp.        COM  58977Q109           17         4572 SH       D       7          4572            0            0
MERISEL INC COM                COM  589849108         1147       680241 SH       D       6        680241            0            0
Merisel Inc.                   COM  589849108           25        14815 SH       D       7         14815            0            0
MERISTAR HOSPITALITY CORP COM  COM  58984Y103        23939      1372870 SH       D       6       1326770            0        46100
Meristar Hospitality           COM  58984Y103          134         7699 SH       D       7          7699            0            0
MERIT MED SYS INC COM          COM  589889104          238        24190 SH       D       6         24190            0            0
MERIT MEDICAL SYSTEMS INC      COM  589889104            3          400 SH       D       7           400            0            0
 MERIDIAN GOLD INC COM         COM  589975101          220        37872 SH       D       6         37872            0            0
MERIDIAN GOLD                  COM  589975101           26         4594 SH       D       7          4594            0            0
MERGE TECHNOLOGIES INC         COM  589981109           10         2600 SH       D       6          2600            0            0
MERGE TECHNOLOGIES INC         COM  589981109            2          700 SH       D       7           700            0            0
MERISTAR HOTELS AND RESORTS CO COM  589988104          754       256714 SH       D       6        256714            0            0
MERISTAR HOTELS & RESORTS      COM  589988104           11         3900 SH       D       7          3900            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100          265        10600 SH       D       1         10600            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100           32         1300 SH       D       2          1300            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100          192         7700 SH       D       3          7700            0            0
MERITOR AUTOMOTIVE COM         COM  59000G100        47179      2983664 SH       D       6       2813556            0       170108
MERITOR AUTOMOTIVE INC         COM  59000G100         2339       147978 SH       D       7        140564            0         7414
MERITAGE CORP COM              COM  59001A102          248        24895 SH       D       6         24895            0            0
MERITAGE CORPORATION           COM  59001A102            3          338 SH       D       7           338            0            0
MERIX CORP COM                 COM  590049102         2373       102076 SH       D       6        102076            0            0
MERIX CORP                     COM  590049102           11          500 SH       D       7           500            0            0
MERRILL LYNCH & CO             COM  590188108        13531       130575 SH       D       1        130000          575            0
MERRILL LYNCH & CO INC COM STO COM  590188108          839         5080 SH       D       2          5080            0            0
MERRILL LYNCH & CO INC COM STO COM  590188108        94680       572782 SH       D       3        549582            0        23200
MERRILL LYNCH & CO INC COM STO COM  590188108         2297        13900 SH       D       4         13900            0            0
MERRILL LYNCH & CO             COM  590188108         9099        86666 SH       D       5         86666            0            0
MERRILL LYNCH & CO INC COM     COM  590188108      1011773      9635939 SH       D       6       8861712            0       774227
Merrill Lynch & Co., Inc.      COM  590188108        33446       318541 SH       D       7        280546            0        37995
MER.N                          COM  590188108           62          600 SH       D       9           600            0            0
MERRILL LYNCH & COMPANY        COM  590188108         2094        19950 SH       S       7         19950            0            0
MERRILL MERCHANTS BANC COM     COM  59021H103            2          309 SH       D       6           309            0            0
MERRILL MERCHANTS BANCSHARES   COM  59021H103            2          309 SH       D       7           309            0            0
MERRIMAC INDS INC COM          COM  590262101           11         1990 SH       D       6          1990            0            0
MERRY GO ROUND ENTERPRISES COM COM  590436101            0         3700 SH       D       6          3700            0            0
MERRYLAND PROPERTIES INC COM   COM  590441101           26         4701 SH       D       6          4701            0            0
MERRY LAND PROPERTIES INC      COM  590441101            3          600 SH       D       7           600            0            0
MESA AIRLINES COMMON STOCK     COM  590479101         2998       479740 SH       D       6        479740            0            0
Mesa Air Group Inc.            COM  590479101           30         4839 SH       D       7          4839            0            0
MESA LABORITORIES INC COM      COM  59064R109           14         3336 SH       D       6          3336            0            0
MESA LABORATORIES INC          COM  59064R109           10         2400 SH       D       7          2400            0            0
MESA RTY TR COM                COM  590660106           72         1716 SH       D       6          1716            0            0
MESABA HOLDINGS INC COM        COM  59066B102         4705       411367 SH       D       6        411367            0            0
Mesaba Holdings Inc.           COM  59066B102           24         2105 SH       D       7          2105            0            0
MESSAGEMEDIA INC. COM          COM  590787107         7812       615793 SH       D       6        615793            0            0
MessageMedia Inc.              COM  590787107           68         5409 SH       D       7          5409            0            0
MESTEK INC COM                 COM  590829107         1444        85584 SH       D       6         85584            0            0
Mestek Inc.                    COM  590829107           11          671 SH       D       7           671            0            0
MET COIL SYSMS CORP COM        COM  590850103            5          882 SH       D       6           882            0            0
MET-COIL SYSTEMS CORP          COM  590850103            1          300 SH       D       7           300            0            0
MET PRO CORP COM               COM  590876306          791        86706 SH       D       6         86706            0            0
MET-PRO CORP                   COM  590876306            2          306 SH       D       7           306            0            0
META GROUP INC COM             COM  591002100         2812       107918 SH       D       6        107918            0            0
META GROUP INC                 COM  591002100           21          827 SH       D       7           827            0            0
METACREATIONS COM              COM  591016100         5918       278513 SH       D       6        278513            0            0
METACREATIONS CORPORATION      COM  591016100           27         1281 SH       D       7          1281            0            0
METAL MANAGEMENT INC COM       COM  591097100         1093       492688 SH       D       6        492688            0            0
METAL MANAGEMENT INC           COM  591097100            8         3900 SH       D       7          3900            0            0
METALS USA INC COM             COM  591324108         4178       630779 SH       D       6        619579            0        11200
Metals USA Inc.                COM  591324108           48         7337 SH       D       7          7337            0            0
METAMOR WORLDWIDE              COM  59133P100         8483       307100 SH       D       1        307100            0            0
METAMOR WORLDWIDE INC COM      COM  59133P100        19289       681322 SH       D       6        681322            0            0
Metamor Worldwide Inc.         COM  59133P100          153         5414 SH       D       7          5414            0            0
METASOLVE COM                  COM  591393103         4304        72885 SH       D       6         72885            0            0
METASOLV SOFTWARE INC          COM  591393103          109         1860 SH       D       7          1860            0            0
METATEC INTERNATIONAL INC      COM  591398102           16         5600 SH       D       6          5600            0            0
METEOR INDUSTRIES INC          COM  591475108            5         1900 SH       D       6          1900            0            0
METHANEX CORP COM              COM  59151K108            0       363400 SH       D       6        363400            0            0
METHODE ELECTRS INC CL A       COM  591520200        32716       647847 SH       D       6        647847            0            0
Methode Electronics Inc.       COM  591520200          315         6251 SH       D       7          6251            0            0
METRICOM COM                   COM  591596101        18162       391637 SH       D       6        301401            0        90236
Metricom Inc.                  COM  591596101          163         3525 SH       D       7          3525            0            0
METRIS COMPANIES COM           COM  591598107        58945      1510563 SH       D       6       1421049            0        89514
METRIS COMPANIES INC           COM  591598107          305         7856 SH       D       7          7856            0            0
METRIKA SYSTEMS COM            COM  59159M106           37         4198 SH       D       6          4198            0            0
METRIKA SYSTEMS CORPORATION    COM  59159M106            3          361 SH       D       7           361            0            0
METRO-GOLDWYN-MAYER INC USD0.0 COM  591610100          274         7000 SH       D       1          7000            0            0
METRO-GOLDWYN-MAYER INC USD0.0 COM  591610100           58         1500 SH       D       2          1500            0            0
METRO-GOLDWYN-MAYER INC USD0.0 COM  591610100          651        16600 SH       D       3         16600            0            0
METRO GOLDWYN COM              COM  591610100        21567       847856 SH       D       6        711531            0       136325
METRO-GOLDWYN-MAYER INC        COM  591610100          428        16828 SH       D       7         15476            0         1352
METRO INFORMATION SVCX INC. CO COM  59162P104         1931       134367 SH       D       6        134367            0            0
Metro Information Services Inc COM  59162P104           18         1302 SH       D       7          1302            0            0
METRO 1 TELECOM COM            COM  59163F105         2210       165255 SH       D       6        165255            0            0
METRO ONE TELLECOMMUNICATIONS  COM  59163F105           16         1210 SH       D       7          1210            0            0
METROCALL INC COM              COM  591647102         3964       396414 SH       D       6        396414            0            0
METROCALL INC                  COM  591647102           31         3110 SH       D       7          3110            0            0
METROCORP BANCSHARES INC COM   COM  591650106          245        35980 SH       D       6         35980            0            0
METROCORP BANCSHARES INC       COM  591650106            3          513 SH       D       7           513            0            0
METROLOGIC INSTRS INC COM      COM  591676101          437        26544 SH       D       6         26544            0            0
METROLOGIC INSTRUMENTS INC.    COM  591676101            3          241 SH       D       7           241            0            0
METORMEDIA FIBER NET COM       COM  591689104       132571      1371139 SH       D       6       1371139            0            0
METROMEDIA FIBER NETWORK       COM  591689104         3773        39009 SH       D       7         15811            0        23198
METROMEDIA INTL GROUP INC COM  COM  591695101         6277      1116087 SH       D       6       1116087            0            0
Metromedia Intl Group Inc.     COM  591695101           60        10762 SH       D       7         10762            0            0
METROPOLITAN FINL CORP COM     COM  59189N108            2          571 SH       D       6           571            0            0
METROPOLITAN FINANCIAL         COM  59189N108            4         1200 SH       D       7          1200            0            0
METROBANCORP COM               COM  591913108            3          607 SH       D       6           607            0            0
METROWEST BANK COM             COM  592668107          787       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        27276       666297 SH       D       6        666297            0            0
Mettler Toledo Intl. Inc.      COM  592688105          174         4274 SH       D       7          4274            0            0
MEXICO FUND                    COM  592835102         1262        45900 SH       D       2         45900            0            0
MEXICAN RESTAURANTS INC COM    COM  59283R104           38        12115 SH       D       6         12115            0            0
MEXICAN RESTAURANTS            COM  59283R104           10         3200 SH       D       7          3200            0            0
MIAMI COMPUTER SUPPLY CORP COM COM  593261100         3726       118758 SH       D       6        118758            0            0
Miami Computer Supply Corp.    COM  593261100           48         1543 SH       D       7          1543            0            0
MICHAEL ANTHONY JEWELERS INC   COM  594060105            4         1615 SH       D       6          1615            0            0
MICHAEL ANTHONY JEWELLERS INC  COM  594060105            3         1200 SH       D       7          1200            0            0
MICHAEL FOODS INC COM          COM  594079105         8072       384423 SH       D       6        384423            0            0
MICHAEL FOODS INC              COM  594079105           64         3055 SH       D       7          3055            0            0
MICHAELS STORES INC          C COM  594087108        24592       603489 SH       D       6        603489            0            0
MICHAELS STORES                COM  594087108          213         5227 SH       D       7          5227            0            0
MICHIGAN FINL CORP COM         COM  594480105            0        57532 SH       D       6         57532            0            0
MICREL INC COM                 COM  594793101        50838       529563 SH       D       6        529563            0            0
Micrel Inc.                    COM  594793101          526         5486 SH       D       7          5486            0            0
MICRO COMPONENT TECH COM       COM  59479Q100           20         2272 SH       D       6          2272            0            0
MICRO LINEAR CORP COM          COM  594850109         1095       128902 SH       D       6        128902            0            0
MICRO LINEAR CORP              COM  594850109            6          810 SH       D       7           810            0            0
MICROS SYS INC COM             COM  594901100        22511       357679 SH       D       6        357679            0            0
Micros Systems Inc.            COM  594901100          177         2813 SH       D       7          2813            0            0
MICROSOFT CORP COM STOCK US$0. COM  594918104       153469      1405265 SH       D       1       1275900       129365            0
MICROSOFT CORP COM STOCK US$0. COM  594918104        21239       128880 SH       D       2        128880            0            0
MICROSOFT CORP COM STOCK US$0. COM  594918104      1388338      8424361 SH       D       3       8062361            0       362000
MICROSOFT CORP COM STOCK US$0. COM  594918104        30685       186200 SH       D       4        186200            0            0
MICROSOFT CORP                 COM  594918104       143464      1350253 SH       D       5       1350253            0            0
MICROSOFT CORP COM             COM  594918104     13732743    129249348 SH       D       6     118055544            0     11193804
MICROSOFT CORP                 COM  594918104       463637      4363077 SH       D       7       3473019            0       890058
MSFT.O                         COM  594918104       206499      1962970 SH       D       9       1962970            0            0
MICROSOFT CORPORATION          COM  594918104        29723       279754 SH       S       7        279754            0            0
MICROAGE INC COM               COM  594928103          542       231674 SH       D       6        231674            0            0
MICROAGE INC                   COM  594928103            2         1143 SH       D       7          1143            0            0
MICROTESK COM                  COM  594941106           76         5200 SH       D       6          5200            0            0
MICROS-TO-MAINFRAMES INC       COM  594944100            2          200 SH       D       7           200            0            0
MICROVISION INC WASH COM       COM  594960106         3881        69774 SH       D       6         69774            0            0
MICROVISION INC                COM  594960106           31          572 SH       D       7           572            0            0
MICROSTRATEGY INC COM          COM  594972101        80783       927884 SH       D       6        918884            0         9000
MicroStrategy Inc.             COM  594972101          992        11404 SH       D       7         11404            0            0
MICRO THERAPEUTICS INC COM     COM  59500W100          329        48772 SH       D       6         48772            0            0
MICRO THERAPEUTICS INC         COM  59500W100            2          300 SH       D       7           300            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104         1874        20100 SH       D       1         20100            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104          573         6150 SH       D       2          6150            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104         2051        22000 SH       D       3         22000            0            0
MICROCHIP TECHNOLOGY INC COM   COM  595017104       139198      2117094 SH       D       6       2052037            0        65057
MICROCHIP TECHNOLOGY INC       COM  595017104         6628       100886 SH       D       7         84422            0        16464
MICROCIDE PHARMACEUTICALS IN C COM  595018102           87         6733 SH       D       6          6733            0            0
MICROCIDE PHARMACEUTICALS, INC COM  595018102           37         2892 SH       D       7          2892            0            0
MICRO WAREHOUSE COM            COM  59501B105           34         1800 SH       D       6          1800            0            0
MICROCELL TELECOMM COM         COM  59501T304            0        11800 SH       D       6         11800            0            0
MICROFIELD GRAPHICS INC        COM  59506W104            0         1500 SH       D       6          1500            0            0
MICROFINANCIAL INC COM         COM  595072109         1089       105006 SH       D       6        105006            0            0
MICROFINANCIAL INC             COM  595072109            7          700 SH       D       7           700            0            0
MICROGRAFX INC COM             COM  595077108           54         7786 SH       D       6          7786            0            0
MICROGRAFX INC                 COM  595077108            2          405 SH       D       7           405            0            0
MICROLOG CORP COM              COM  595079104            4         2000 SH       D       6          2000            0            0
MICROMUSE INC -COM COM         COM  595094103        96753       697007 SH       D       6        667607            0        29400
Micromuse Inc.                 COM  595094103          588         4238 SH       D       7          4238            0            0
MICRON ELECTRONICS, INC. COM   COM  595100108         9334       666740 SH       D       6        666740            0            0
MICRON ELECTRONICS INC         COM  595100108          142        10202 SH       D       7         10202            0            0
MICRON TECHNOLOGY INC COM STOC COM  595112103          665         3450 SH       D       2          3450            0            0
MICRON TECHNOLOGY INC COM STOC COM  595112103        76579       397202 SH       D       3        376802            0        20400
MICRON TECHNOLOGY INC COM STOC COM  595112103         2082        10800 SH       D       4         10800            0            0
MICRON TECHNOLOGY INC          COM  595112103         8299        65873 SH       D       5         65873            0            0
MICRON TECHNOLOGY INC COM      COM  595112103       845568      6710861 SH       D       6       6151422            0       559439
Micron Technology, Inc.        COM  595112103        27181       215724 SH       D       7        188400            0        27324
Micron Technology, Inc.        COM  595112103         1831        14535 SH       S       7         14535            0            0
MICROSEMI CORP COM             COM  595137100         5399       157659 SH       D       6        157659            0            0
MICROSEMI CORP.                COM  595137100           21          617 SH       D       7           617            0            0
MICROTOUCH SYS COM             COM  595145103         1642       128221 SH       D       6        128221            0            0
MICROTOUCH SYSTEMS INC         COM  595145103            4          374 SH       D       7           374            0            0
MICROWAVE SYS CORP COM         COM  595150103          222        20735 SH       D       6         20735            0            0
MICROWAVE PWR DEVICE COM       COM  59517M103          569        64218 SH       D       6         64218            0            0
MICROWAVE POWER DEVICES INC    COM  59517M103            4          482 SH       D       7           482            0            0
MID-AMERICAN APT. COM          COM  59522J103         9929       441309 SH       D       6        438109            0         3200
Mid Amer Apartment Cmntys Inc. COM  59522J103           66         2950 SH       D       7          2950            0            0
MID-ATLANTIC RLTY TR COM       COM  595232109         1727       186728 SH       D       6        186728            0            0
MID ATLANTIC REALTY TRUST      COM  595232109            7          820 SH       D       7           820            0            0
MID ATLANTIC MED SVCS INC COM  COM  59523C107        11126      1202851 SH       D       6       1202851            0            0
MID ATLANTIC MEDICAL SVCS      COM  59523C107           87         9481 SH       D       7          9481            0            0
MID-COAST BANCORP INC COM      COM  595262106           12          811 SH       D       6           811            0            0
MID COAST BANCORP              COM  595262106            9          630 SH       D       7           630            0            0
MID PENN BANCORP INC COM       COM  59540G107          186        13779 SH       D       6         13779            0            0
MID PENN BANCOROP INC          COM  59540G107            3          229 SH       D       7           229            0            0
MID STATE BANCSHARES COM       COM  595440108         2779       111168 SH       D       6        111168            0            0
Mid-State Bancshares           COM  595440108           45         1802 SH       D       7          1802            0            0
MIDAS INC                      COM  595626102         8383       349314 SH       D       6        349314            0            0
MIDAS INC                      COM  595626102           76         3187 SH       D       7          3187            0            0
MIDCOAST ENERGY RES INC COM    COM  59563W104         3029       178879 SH       D       6        178879            0            0
MIDCOAST ENERGY RESOURCES      COM  59563W104           14          862 SH       D       7           862            0            0
MID AMER BANCORP               COM  595915109         3275       125975 SH       D       6        125975            0            0
Mid-America Bancorp            COM  595915109           33         1305 SH       D       7          1305            0            0
MIDDLEBY CORP                  COM  596278101          532        93549 SH       D       6         93549            0            0
MIDDLEBY CORP                  COM  596278101            1          200 SH       D       7           200            0            0
MIDDLESEX WATER CO COM         COM  596680108         1544        53271 SH       D       6         53271            0            0
MIDDLESEX WATER CO             COM  596680108           13          461 SH       D       7           461            0            0
MIDLAND CO COM                 COM  597486109         1656        70483 SH       D       6         70483            0            0
Midland Co.                    COM  597486109           29         1269 SH       D       7          1269            0            0
MIDWEST EXPRESS COM            COM  597911106         6524       254628 SH       D       6        254628            0            0
Midwest Express Hldgs. Inc.    COM  597911106           57         2261 SH       D       7          2261            0            0
MIDSOUTH BANCORP INC COM       COM  598039105           14         1642 SH       D       6          1642            0            0
MIDWAY AIRLS CORP COM          COM  598126100          346        69249 SH       D       6         69249            0            0
MIDWAY AIRLINES CORP           COM  598126100            2          517 SH       D       7           517            0            0
MIDWAY GAMES INC COM           COM  598148104         9384       708244 SH       D       6        708244            0            0
Midway Games Inc.              COM  598148104           66         5003 SH       D       7          5003            0            0
MIDWEST BAC HOLDINGS INC COM   COM  598251106         1134        84002 SH       D       6         84002            0            0
Midwest Banc Holdings Inc.     COM  598251106           16         1242 SH       D       7          1242            0            0
MIDWEST GRAIN PRODS INC COM    COM  59832G104          429        67306 SH       D       6         67306            0            0
MIDWEST GRAIN PRODUCTS, INC.   COM  59832G104            6         1057 SH       D       7          1057            0            0
NIKOHN GAMING CORP COM         COM  59862K108           76        10528 SH       D       6         10528            0            0
MIKOHN GAMING CORP             COM  59862K108            3          500 SH       D       7           500            0            0
MIKASA INC COM                 COM  59862T109          862       116006 SH       D       6        116006            0            0
Mikasa Inc.                    COM  59862T109           11         1491 SH       D       7          1491            0            0
MIIX GROUP INC COM             COM  59862V104          411        29500 SH       D       6         29500            0            0
MIIX GROUP INC                 COM  59862V104           15         1100 SH       D       7          1100            0            0
MILACRON INC                   COM  598709103         1213        52725 SH       D       3         52725            0            0
MILACRON, INC. COM             COM  598709103        12774       884839 SH       D       6        818044            0        66795
Milacron Inc                   COM  598709103          397        27513 SH       D       7         26973            0          540
MILACRON INC                   COM  598709103           28         1981 SH       S       7          1981            0            0
MILESTONE SCIENTIFIC INC       COM  59935P100           28        14400 SH       D       6         14400            0            0
MILLENNIUM PHARMACEUTICALS I C COM  599902103        90110       693825 SH       D       6        677992            0        15833
MILLENNIUM PHARMACEUTICALS     COM  599902103          970         7473 SH       D       7          7473            0            0
MILLENNIUM CHEMICL             COM  599903101            5          286 SH       D       1             0          286            0
MILLENIUM CHEMICALS INC COMMON COM  599903101        18536       926824 SH       D       6        919156            0         7668
MILLENIUM CHEMICALS INC        COM  599903101          388        19428 SH       D       7         13265            0         6163
MILLENIUM CHEMICALS COM STK US COM  599903101           38         1900 SH       D       9          1900            0            0
MILLER BLDG SYS INC. COM       COM  600404107            4          785 SH       D       6           785            0            0
MILLER BUILDING SYSTEMS INC    COM  600404107            3          600 SH       D       7           600            0            0
MILLER EXPL CO- COM COM        COM  600533103            9         7000 SH       D       6          7000            0            0
MILLER EXPLORATION CO          COM  600533103            3         3000 SH       D       7          3000            0            0
MILLER HERMAN INC COM          COM  600544100        53066      1895226 SH       D       6       1832626            0        62600
MILLER HERMAN INC              COM  600544100         1160        41482 SH       D       7         24463            0        17019
MILLER INDS INC TENN COM       COM  600551105         2640       692713 SH       D       6        692713            0            0
Miller Industries Inc.         COM  600551105           21         5582 SH       D       7          5582            0            0
MILLICOM INC COM               COM  600813794            0       143216 SH       D       6        143216            0            0
MILLICOM INC COM               COM  600813794            0         3086 SH       D       7          3086            0            0
AMERICAN SATELLITE NETWORK INC WT   600813976            0        51824 SH       D       6         51824            0            0
AMERICAN SATELLITE NETWORK INC WT   600813976            0          771 SH       D       7           771            0            0
MILLIPORE CORP COM STOCK US$1  COM  601073109         5852        66600 SH       D       3         66600            0            0
MILLIPORE CORP COM             COM  601073109        61388      1087729 SH       D       6        981695            0       106034
Millipore Corp.                COM  601073109         2201        39005 SH       D       7         28627            0        10378
MILLIPORE CORP                 COM  601073109          137         2436 SH       S       7          2436            0            0
MILLS CORP COM                 COM  601148109         8503       472426 SH       D       6        472426            0            0
Mills Corp.                    COM  601148109           52         2900 SH       D       7          2900            0            0
MILTON FED FINL CORP COM       COM  601795107           60         3800 SH       D       6          3800            0            0
MINE SAFETY APPLIANCES CO COM  COM  602720104         5273        76158 SH       D       6         76158            0            0
Mine Safety Appliances Company COM  602720104           59          858 SH       D       7           858            0            0
MINERALS TECHOLOGIE COM        COM  603158106        19421       435820 SH       D       6        435820            0            0
Minerals Technologies Inc.     COM  603158106          143         3216 SH       D       7          3216            0            0
MINIMED INC. COM               COM  60365K108        34603       267209 SH       D       6        267209            0            0
MINIMED INC.                   COM  60365K108          813         6283 SH       D       7          1806            0         4477
MINING SVCS INTL CORP COM NEW  COM  603665209           12         5294 SH       D       6          5294            0            0
MINING SERVICES INTL CORP      COM  603665209            0          200 SH       D       7           200            0            0
MINNESOTA MINING & MANUFACTURI COM  604059105        10360        72880 SH       D       1         72700          180            0
MINNESOTA MINING & MANUFACTURI COM  604059105         3182        22370 SH       D       2         22370            0            0
MINNESOTA MINING & MANUFACTURI COM  604059105       109355       768581 SH       D       3        735281            0        33300
MINNESOTA MINING & MANUFACTURI COM  604059105         2290        16100 SH       D       4         16100            0            0
MINNESOTA MINING & MFG CO      COM  604059105         9280       104798 SH       D       5        104798            0            0
MINNESOTA MINING & MFG CO COM  COM  604059105      1168209     13190787 SH       D       6      11987454            0      1203333
MINNESOTA MNG + MFG CO         COM  604059105        46699       527306 SH       D       7        485562            0        41744
MINNESOTA MINING & MFG         COM  604059105         1902        21477 SH       S       7         21477            0            0
MINNESOTA POWER, INC.          COM  604110106        16774      1008985 SH       D       6       1001282            0         7703
MINNESOTA POWER INC            COM  604110106          224        13488 SH       D       7          6866            0         6622
MINNTECH CORP COM              COM  604258103          638        85134 SH       D       6         85134            0            0
MINNTECH CORP                  COM  604258103            2          301 SH       D       7           301            0            0
MINUTEMAN INTL COM             COM  604540104           17         2200 SH       D       6          2200            0            0
MIPS TECHNOLOGIES INC COM      COM  604567107         8264       148572 SH       D       6        148572            0            0
MIPS Technologies Inc.         COM  604567107          128         2317 SH       D       7          2317            0            0
MIRAGE RESORTS COM STOCK US$0. COM  60462E104          140         4590 SH       D       2          4590            0            0
MIRAGE RESORTS COM STOCK US$0. COM  60462E104         8915       290508 SH       D       3        270708            0        19800
MIRAGE RESORTS INC             COM  60462E104          996        51439 SH       D       5         51439            0            0
MIRAGE RESORTS INC. COM        COM  60462E104       102138      5271644 SH       D       6       4858248            0       413396
MIRAGE RESORTS INC             COM  60462E104         3333       172028 SH       D       7        150518            0        21510
MIRAGE RESORTS INC             COM  60462E104          201        10396 SH       S       7         10396            0            0
MIRAVANT MEDICAL TECHNOLOGIES  COM  604690107         2333       149929 SH       D       6        149929            0            0
MIRAVANT MEDICAL TECHNOLOG     COM  604690107           18         1191 SH       D       7          1191            0            0
MISONIX INC                    COM  604871103           23         2700 SH       D       6          2700            0            0
MISONIX INC                    COM  604871103            3          400 SH       D       7           400            0            0
MISSION CRITICAL SOFTWARE INC  COM  605047109         3431        56133 SH       D       6         56133            0            0
MISSION CRITICAL SOFTWARE      COM  605047109           55          900 SH       D       7           900            0            0
MISSION WEST PPTYS INC COM     COM  605203108          797        93099 SH       D       6         93099            0            0
MISSION WEST PROPERTIES        COM  605203108           11         1300 SH       D       7          1300            0            0
MISSISSIPPI CHEM CORP COM      COM  605288208         3193       468712 SH       D       6        468712            0            0
MISSISSIPPI CHEMICAL           COM  605288208           28         4221 SH       D       7          4221            0            0
MISSISSIPPI VY BANCS COM       COM  605720101         2737       114670 SH       D       6        114670            0            0
Mississippi Valley Bancshares  COM  605720101           26         1101 SH       D       7          1101            0            0
MITCHAM INDUSTRIES INC         COM  606501104           24         4500 SH       D       6          4500            0            0
MITCHAM INDUSTRIES INC         COM  606501104           11         2200 SH       D       7          2200            0            0
MITCHELL ENERGY & DEV CORP CL  COM  606592202         7687       351418 SH       D       6        347318            0         4100
Mitchell Energy & Dev. Corp.   COM  606592202          109         4989 SH       D       7          4989            0            0
MITCHELL ENERGY & DEV CORP CL  COM  606592301         7699       349992 SH       D       6        349992            0            0
MITEK SYS INC COM NEW          COM  606710200          246        22000 SH       D       6         22000            0            0
MITEK SYSTEMS INC              COM  606710200            5          500 SH       D       7           500            0            0
MITSUBISHI CORP-SPONS ADR      COM  606769305         2147       118287 SH       D       7        118287            0            0
MITSUI & CO LTD                COM  606827202         2667        16216 SH       D       7         16216            0            0
MTY-LITE INC COM               COM  606850105          136         8260 SH       D       6          8260            0            0
MITY LITE INC                  COM  606850105            3          219 SH       D       7           219            0            0
MOBIUS MGMT SYSTEMS COM        COM  606925105         1292       106613 SH       D       6        106613            0            0
MOBIUS MANAGEMENT SOLUTIONS    COM  606925105           11          956 SH       D       7           956            0            0
MOBILE AMER CORP FLA COM       COM  607235504            8         5344 SH       D       6          5344            0            0
MOBILE AMERICA CORP            COM  607235504            0          500 SH       D       7           500            0            0
MOBILE MINI INC COM            COM  60740F105         1601        82131 SH       D       6         82131            0            0
MOBILE MINI INC                COM  60740F105            9          491 SH       D       7           491            0            0
MOBILE MEDIA                   COM  607415106            0         1200 SH       D       7          1200            0            0
MODEM MEDIA POPPE TYSON INC CO COM  607533106         1452        44854 SH       D       6         44854            0            0
Modem Media Poppe Tyson Inc.   COM  607533106           50         1556 SH       D       7          1556            0            0
MODINE MFG CO COM              COM  607828100        12740       507085 SH       D       6        507085            0            0
MODINE MFG CO                  COM  607828100          136         5436 SH       D       7          5436            0            0
MODIS PROFESSIONAL SERVICES CO COM  607830106        19417      1569077 SH       D       6       1563673            0         5404
MODIS PROFESSIONAL SERVICES    COM  607830106          379        30701 SH       D       7         17422            0        13279
MODTECH INC                    COM  60783C100          802       100312 SH       D       6        100312            0            0
MODTECH HOLDINGS INC           COM  60783C100            4          500 SH       D       7           500            0            0
MOHAWK INDS INC. COM           COM  608190104        14398       643493 SH       D       6        639022            0         4471
MOHAWK INDUSTRIES INC          COM  608190104          210         9422 SH       D       7          5453            0         3969
MOLECULAR BIOSYSTEMS INC COM   COM  608513107           14        11229 SH       D       6         11229            0            0
MOLECULAR DEVICES CO COM       COM  60851C107        10182       132674 SH       D       6        132674            0            0
Molecular Devices Corp.        COM  60851C107          127         1662 SH       D       7          1662            0            0
MOLEX INC COM STOCK US$0.05    COM  608554101          115         1400 SH       D       2          1400            0            0
MOLEX INC COM STOCK US$0.05    COM  608554101        16165       195948 SH       D       3        171057            0        24891
MOLEX INC COM STOCK US$0.05    COM  608554101          895        10850 SH       D       4         10850            0            0
MOLEX INC COM                  COM  608554101       268212      4565324 SH       D       6       4169245            0       396079
Molex Inc.                     COM  608554101         8620       146724 SH       D       7        130346            0        16378
MOLEX INC                      COM  608554101          620        10570 SH       S       7         10570            0            0
MOLEX 'A' USD0.05              CLA  608554200           81         1400 SH       D       2          1400            0            0
MOLEX 'A' USD0.05              CLA  608554200         6527       112184 SH       D       3        112184            0            0
MOLEX INC CL A                 COM  608554200        28555       643500 SH       D       6        643500            0            0
MOLEX INC CLASS A              COM  608554200          469        10579 SH       D       7         10579            0            0
MOMENTUM BUSINESS AP COM       COM  60877P108           19         2511 SH       D       6          2511            0            0
MOMENTUM BUSINESS APPLICATIONS COM  60877P108            1          156 SH       D       7           156            0            0
MANACO COACH CORP COM          COM  60886R103         7280       383198 SH       D       6        382698            0          500
Monaco Coach Corp.             COM  60886R103           66         3523 SH       D       7          3523            0            0
MONARCH CASINO & RES COM       COM  609027107          195        55800 SH       D       6         55800            0            0
MONARCH CASINO & RESORT INC    COM  609027107            1          300 SH       D       7           300            0            0
MONARCH DENTAL COM             COM  609044102           17         6000 SH       D       6          6000            0            0
MONARCH SERVICES INC COM       COM  609176102            3         1085 SH       D       6          1085            0            0
MONDAVI ROBERT CORP COM        COM  609200100         5051       144836 SH       D       6        144836            0            0
Robert Mondavi Corp.           COM  609200100           44         1287 SH       D       7          1287            0            0
MONMOUTH CAP CORP COM          COM  609524103            3         1504 SH       D       6          1504            0            0
MONMOUTH REAL ESTATE INVT CORP COM  609720107           13         2700 SH       D       6          2700            0            0
MONMOUTH REIT CLASS A          COM  609720107            2          500 SH       D       7           500            0            0
MONRO MUFFLER COM              COM  610236101          688        82861 SH       D       6         82861            0            0
MONRO MUFFLER INC              COM  610236101            9         1100 SH       D       7          1100            0            0
MONSANTO CO COM STOCK US$2     COM  611662107          883        11150 SH       D       2         11150            0            0
MONSANTO CO COM STOCK US$2     COM  611662107        82949      1047182 SH       D       3        999082            0        48100
MONSANTO CO COM STOCK US$2     COM  611662107         2059        26000 SH       D       4         26000            0            0
MONSANTO CO                    COM  611662107         8539       165814 SH       D       5        165814            0            0
MONSANTO COMPANY COM           COM  611662107            0     15536968 SH       D       6      14298499            0      1238469
Monsanto Company               COM  611662107        27210       552646 SH       D       7        407691            0       144955
MONSANTO CO                    COM  611662107         1759        34170 SH       S       7         34170            0            0
MONTANA POWER CO COM           COM  612085100       110514      1726787 SH       D       6       1715057            0        11730
MONTANA POWER CO               COM  612085100         1140        17827 SH       D       7          7968            0         9859
MONTEDISON SPA ADR             COM  612376707         1033        59941 SH       D       7         59941            0            0
MONTEREY BAY BANCORP COM       COM  61239H107            2          325 SH       D       6           325            0            0
MONTEREY BAY BANCORP INC       COM  61239H107            1          167 SH       D       7           167            0            0
MONTGOMERY FINL COM            COM  613826106            5          689 SH       D       6           689            0            0
MONTGOMERY FINANCIAL CORP      COM  613826106            1          200 SH       D       7           200            0            0
MONY GROUP INC COM             COM  615337102        21145       654399 SH       D       6        634599            0        19800
MONY GROUP INC.                COM  615337102          282         8749 SH       D       7          8749            0            0
MOOG INC CL A COM              COM  615394202         2648       144144 SH       D       6        144144            0            0
Moog Inc.                      COM  615394202           14          782 SH       D       7           782            0            0
MOORE CORP LTD COM NPV         COM  615785102          135        36100 SH       D       6         36100            0            0
MOORE CORP LTD                 COM  615785102           21         5856 SH       D       7          5856            0            0
MOORE MED CORP COM             COM  615799103          101         8785 SH       D       6          8785            0            0
MOORE MED CORP                 COM  615799103            9          800 SH       D       7           800            0            0
MOORE PRODUCTS CO COM          COM  615836103           16          312 SH       D       6           312            0            0
SEMTECH 4.5% CB 2007 144A      CVB  616850AB7         3700      4000000 SH       D       9       4000000            0            0
MORGAN (J P) & CO INC COM STOC COM  616880100          504         2400 SH       D       2          2400            0            0
MORGAN (J P) & CO INC COM STOC COM  616880100        55695       264922 SH       D       3        250622            0        14300
MORGAN (J P) & CO INC COM STOC COM  616880100         1808         8600 SH       D       4          8600            0            0
J.P. MORGAN & COMPANY          COM  616880100         5991        45479 SH       D       5         45479            0            0
MORGAN J P & CO INC COM        COM  616880100       642660      4877882 SH       D       6       4501239            0       376643
MORGAN J P + CO INC            COM  616880100        21331       161911 SH       D       7        143764            0        18147
J P MORGAN & CO INC            COM  616880100         1225         9301 SH       S       7          9301            0            0
MORGAN'S FOODS INC             COM  616900205            7         2500 SH       D       7          2500            0            0
MORGAN GROUP INC COM           COM  617358106            4          533 SH       D       6           533            0            0
MORGAN GROUP INC CLASS A       COM  617358106            1          200 SH       D       7           200            0            0
MORGAN KEEGAN INC COM          COM  617410105        12312       703561 SH       D       6        703561            0            0
Morgan Keegan Inc.             COM  617410105           82         4696 SH       D       7          4696            0            0
MORGAN STANLEY DEAN WITTER COM COM  617446448        15010       115160 SH       D       1        112100         3060            0
MORGAN STANLEY DEAN WITTER COM COM  617446448         5219        39532 SH       D       2         39532            0            0
MORGAN STANLEY DEAN WITTER COM COM  617446448       232067      1757822 SH       D       3       1671362            0        86460
MORGAN STANLEY DEAN WITTER COM COM  617446448         7115        53900 SH       D       4         53900            0            0
MORGAN STANLEY, DEAN WITTER &  COM  617446448      2692864     33015968 SH       D       6      30201328            0      2814640
MORGAN STANLEY DEAN WITTER+CO  COM  617446448       101237      1241222 SH       D       7       1125433            0       115789
MORGAN STANLEY DEAN WITTER     COM  617446448         4993        61222 SH       S       7         61222            0            0
MORGAN STANLEY DEAN WITTER IND COM  61745C105         5136       239770 SH       D       3        239770            0            0
MORGAN STANLEY INDIA FUND COM  COM  61745C105        15629      1185200 SH       D       6       1185200            0            0
MORRISON KNUDSEN CORP NEW MORR COM  61844A109         4459       604695 SH       D       6        604695            0            0
Morrison Knudsen Corp.         COM  61844A109           50         6906 SH       D       7          6906            0            0
MORRISON KNUDSEN CORP NEW WTS  RT   61844A117            1          574 SH       D       6           574            0            0
MORRISON KNUDSEN CORP - WTS    COM  61844A117            0          115 SH       D       7           115            0            0
MORRISON MGMT SPECIALISTS INC  COM  618459101         5175       186512 SH       D       6        186512            0            0
MORRISON MANAGEMENT SPECIALIST COM  618459101           70         2543 SH       D       7          2543            0            0
MORTGAGE.COM COM               COM  61910V102          531       212672 SH       D       6        212672            0            0
MORTGAGE.COM INC               COM  61910V102            4         1800 SH       D       7          1800            0            0
MORTON INDUSTRIAL GROUP COM    COM  619328107            1          313 SH       D       6           313            0            0
MORTON INDUSTRIAL GROUP INC    COM  619328107            0          200 SH       D       7           200            0            0
MORTONS RESTAURANT GROUP INC C COM  619429103         1589        83367 SH       D       6         83367            0            0
MORTON'S RESTAURANT GROUP INC  COM  619429103            4          241 SH       D       7           241            0            0
MOSSIMO INC COM                COM  619696107          181        63032 SH       D       6         63032            0            0
MOSSIMO INC                    COM  619696107            1          671 SH       D       7           671            0            0
MOTHERNATURE.COM COM           COM  61978K105          250        79368 SH       D       6         79368            0            0
MOTHERNATURE.COM               COM  61978K105            1          632 SH       D       7           632            0            0
MOTOR CLUB AMER COM            COM  619823107            4          589 SH       D       6           589            0            0
MOTOR CLUB OF AMERICA          COM  619823107            3          400 SH       D       7           400            0            0
MOTHERS WK INC COM             COM  619903107           36         3021 SH       D       6          3021            0            0
MOTHERS WORK INC               COM  619903107            1          100 SH       D       7           100            0            0
MOTOR CARGO INDS COM           COM  619907108           24         5300 SH       D       6          5300            0            0
MOTOR CARGO INDUSTRIES INC     COM  619907108            1          400 SH       D       7           400            0            0
MOTORCAR PARTS & ACCESSORIES C COM  620071100            8         4568 SH       D       6          4568            0            0
MOTORCAR PARTS & ACCESSORIES   COM  620071100            0          487 SH       D       7           487            0            0
MOTOROLA INC COM STOCK US$3    COM  620076109          815         3827 SH       D       1          3277          550            0
MOTOROLA INC COM STOCK US$3    COM  620076109         2836        12372 SH       D       2         12372            0            0
MOTOROLA INC COM STOCK US$3    COM  620076109       258150      1125989 SH       D       3       1068349            0        57640
MOTOROLA INC COM STOCK US$3    COM  620076109         6923        30200 SH       D       4         30200            0            0
MOTOROLA INC                   COM  620076109        26395       185389 SH       D       5        185389            0            0
MOTOROLA INC COM               COM  620076109      2601844     18274586 SH       D       6      16809301            0      1465285
Motorola, Inc.                 COM  620076109        87477       614419 SH       D       7        507856            0       106563
MOTOROLA, INC                  COM  620076109         5430        38144 SH       S       7         38144            0            0
MOT.N                          COM  620079109          565         3900 SH       D       9          3900            0            0
MOVADO GROUP INC COM           COM  624580106         1417       140886 SH       D       6        140886            0            0
Movado Group Inc.              COM  624580106           15         1518 SH       D       7          1518            0            0
MOVIE GALLERY COM              COM  624581104          406        97897 SH       D       6         97897            0            0
MOVIE GALLERY INC              COM  624581104            2          600 SH       D       7           600            0            0
MOYCO TECHNOLOGIES INC         COM  624720207            7         2420 SH       D       6          2420            0            0
MP3.COM COM                    COM  62473M109         3591       171009 SH       D       6        171009            0            0
MP3.COM                        COM  62473M109           77         3700 SH       D       7          3700            0            0
MUELLER PAUL CO COM            COM  624752101           16          600 SH       D       6           600            0            0
MUELLER INDS INC COM           COM  624756102        26607       875954 SH       D       6        864754            0        11200
Mueller Industries Inc.        COM  624756102          203         6696 SH       D       7          6696            0            0
MULTIPLE ZONE INC COMMON STOCK COM  624906103          446        57641 SH       D       6         57641            0            0
MULTIPLE ZONES INT'L INC       COM  624906103            5          682 SH       D       7           682            0            0
MULTEX SYS INC COM             COM  625367107         5976       160992 SH       D       6        160992            0            0
Multex.com Inc.                COM  625367107          127         3421 SH       D       7          3421            0            0
MULTI-COLOR CORP COM           COM  625383104           37         5231 SH       D       6          5231            0            0
MULTIMEDIA GAMES INC           COM  625453105           53        15300 SH       D       6         15300            0            0
MULTIMEDIA GAMES INC           COM  625453105            0          200 SH       D       7           200            0            0
MURPHY OIL CORP COM            COM  626717102        39117       678836 SH       D       6        672594            0         6242
MURPHY OIL CORPORATION         COM  626717102         1037        18013 SH       D       7         14018            0         3995
MUSE TECHNOLOGIES INC COM      COM  627487101           18         3700 SH       D       6          3700            0            0
MUSE TECHNOLOGIES INC          COM  627487101            2          453 SH       D       7           453            0            0
MUSICMAKER COM INC COM         COM  62757C108          588       134500 SH       D       6        134500            0            0
MUSICMAKER.COM INC             COM  62757C108           12         2800 SH       D       7          2800            0            0
MUSICLAND STORES CORP COM      COM  62758B109        13358      2095445 SH       D       6       1863645            0       231800
Musicland Stores Corp.         COM  62758B109           30         4766 SH       D       7          4766            0            0
MUSTANG.COM INC COM            COM  628188104           99         4500 SH       D       6          4500            0            0
MUSTANG.COM INC                COM  628188104           28         1300 SH       D       7          1300            0            0
MYERS INDS INC COM             COM  628464109         5064       422080 SH       D       6        422080            0            0
Myers Industries Inc.          COM  628464109           30         2554 SH       D       7          2554            0            0
MYLAN LABS COMMON STOCK US $0. COM  628530107          116         2800 SH       D       2          2800            0            0
MYLAN LABS COMMON STOCK US $0. COM  628530107         5979       143924 SH       D       3        143924            0            0
MYLAN LABS INC COM             COM  628530107        56394      2050725 SH       D       6       2048599            0         2126
MYLAN LABS INC                 COM  628530107         1240        45112 SH       D       7         20072            0        25040
MYRIAD GENETICS INC COM        COM  62855J104         6886       114296 SH       D       6        108812            0         5484
MYRIAD GENETICS INC            COM  62855J104           63         1046 SH       D       7          1046            0            0
MYPOINTS.COM COM               COM  62855T102         3871       144377 SH       D       6        128726            0        15651
MYPOINTS.COM                   COM  62855T102           37         1400 SH       D       7          1400            0            0
MY TURN.COM COM                COM  628690109          288        12200 SH       D       6         12200            0            0
MYTURN.COM INC                 COM  628690109           35         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         2653       393081 SH       D       6        393081            0            0
NABI INC.                      COM  628716102           22         3300 SH       D       7          3300            0            0
NBC INTERNET INC. CL-A+ COM    COM  62873D105         8489       197153 SH       D       6        197153            0            0
NBCI Internet Inc.             COM  62873D105           58         1352 SH       D       7          1352            0            0
NBT BANCORP INC COM            COM  628778102         4282       295328 SH       D       6        292295            0         3033
NBT Bancorp Inc.               COM  628778102           42         2956 SH       D       7          2956            0            0
NBTY INC. COM                  COM  628782104        31741      2319014 SH       D       6       2037114            0       281900
NBTY Inc.                      COM  628782104          135         9885 SH       D       7          9885            0            0
NCH CORP COM                   COM  628850109         3811        84113 SH       D       6         83313            0          800
NCH CORP                       COM  628850109           33          741 SH       D       7           741            0            0
NCI BUILDING COM               COM  628852105         6675       354832 SH       D       6        354832            0            0
NCI Building Systems Inc.      COM  628852105           52         2812 SH       D       7          2812            0            0
NCO GROUP INC COM              COM  628858102         9879       309345 SH       D       6        309345            0            0
NCO Group Inc.                 COM  628858102           96         3019 SH       D       7          3019            0            0
NCR.                           COM  62886E108          124         1944 SH       D       2          1944            0            0
NCR.                           COM  62886E108         9094       141513 SH       D       3        132507            0         9006
NCR CORP COM                   COM  62886E108        95958      2391478 SH       D       6       2187424            0       204054
NCR Corp                       COM  62886E108         3322        82792 SH       D       7         69698            0        13094
NCR CORP                       COM  62886E108          208         5191 SH       S       7          5191            0            0
NCS HEALTHCARE INC COM         COM  628874109          206       113912 SH       D       6        113912            0            0
NCS Healthcare Inc.            COM  628874109            4         2443 SH       D       7          2443            0            0
N.S. GROUP INC COM             COM  628916108         3535       216725 SH       D       6        216725            0            0
NS GROUP INC.                  COM  628916108           31         1934 SH       D       7          1934            0            0
NEC ADR+                       COM  629050204         4568        30779 SH       D       7         30779            0            0
NFO WORLDWIDE COM              COM  62910N108         7715       350708 SH       D       6        350708            0            0
NFO Worldwide Inc.             COM  62910N108           60         2755 SH       D       7          2755            0            0
NL INDS INC NEW                COM  629156407         9116       701263 SH       D       6        701263            0            0
NL Industries Inc.             COM  629156407           65         5061 SH       D       7          5061            0            0
NMT MEDICAL INC COM            COM  629294109           23         5619 SH       D       6          5619            0            0
NMT MEDICAL INC                COM  629294109            1          475 SH       D       7           475            0            0
NN BALL & ROLLER COM           COM  629305103         1349       124118 SH       D       6        124118            0            0
NN BALL & ROLLER INC           COM  629305103            7          662 SH       D       7           662            0            0
NPC INTERNATIONAL INC COM      COM  629360306         2454       321941 SH       D       6        321941            0            0
NPC INTERNATIONAL INC          COM  629360306           37         4903 SH       D       7          4903            0            0
NPS PHARMACEUTICALS INC COM    COM  62936P103         1937       128634 SH       D       6        128634            0            0
NPS PHARMACEUTICALS INC        COM  62936P103            8          551 SH       D       7           551            0            0
NS & L BANCORP INC COM         COM  62937R108            5          565 SH       D       6           565            0            0
NS & L BANCORP                 COM  62937R108            4          480 SH       D       7           480            0            0
NSD BANCORP COM                COM  62938D108            0         7797 SH       D       6          7797            0            0
NSD BANCORP INC                COM  62938D108            7          528 SH       D       7           528            0            0
NTL INC COM                    COM  629407107       148645      1601563 SH       D       6       1601563            0            0
NTL INC.                       COM  629407107         4002        43124 SH       D       7         14804            0        28320
NTL INC ORD                    COM  629407107        16432       172970 SH       D       9        172970            0            0
NTL INC                        CVB  629407AK3        11716      4750000 SH       D       1       4750000            0            0
NTL INC                        CVB  629407AL1        23017      9409300 SH       D       1       9409300            0            0
NTL INC                        CVB  629407AN7        41200     40000000 SH       D       1      40000000            0            0
NTL INC 5.75% CB 2009 144A     CVB  629407AN7         8307      8000000 SH       D       9       8000000            0            0
NTN COMMUNICATIONS INC, WARRAN WT   629410143           48        13825 SH       D       6         13825            0            0
NTN COMMUNICATIONS INC COM     COM  629410309          177        44362 SH       D       6         44362            0            0
NUCO2 INC COM                  COM  629428103           70         5308 SH       D       6          5308            0            0
NUCO2 INC                      COM  629428103            4          322 SH       D       7           322            0            0
NUI CORP COM                   COM  629430109         7583       293086 SH       D       6        292386            0          700
NUI Corp.                      COM  629430109           52         2039 SH       D       7          2039            0            0
NVR INC COM                    COM  62944T105        33886       627534 SH       D       6        593934            0        33600
NVR Inc.                       COM  62944T105           86         1602 SH       D       7          1602            0            0
NYMAGIC INC COM                COM  629484106          913        66716 SH       D       6         66716            0            0
NYMAGIC INC                    COM  629484106            5          433 SH       D       7           433            0            0
NABISCO HOLDING CORP 'A'       CLA  629526104         2980        59701 SH       D       3         59701            0            0
NABISCO HOLDINGS COM           COM  629526104        20773       645386 SH       D       6        640021            0         5365
NABISCO HOLDINGS CORP-CL A     COM  629526104          281         8744 SH       D       7          4136            0         4608
NABISCO GROUP HOLDINGS         COM  62952P102          111         5930 SH       D       2          5930            0            0
NABISCO GROUP HOLDINGS         COM  62952P102         9005       480757 SH       D       3        480757            0            0
NABISCO GROUP HOLDINGS COM     COM  62952P102        95677      7973126 SH       D       6       7567424            0       405702
Nabisco Group Holdings         COM  62952P102         3436       286369 SH       D       7        252496            0        33873
NABISCO GROUP HOLDINGS         COM  62952P102          210        17582 SH       S       7         17582            0            0
NABORS INDUSTRIES INC          COM  629568106          273         4500 SH       D       1          4500            0            0
NABORS INDUSTRIES INC          COM  629568106           48          800 SH       D       2           800            0            0
NABORS INDUSTRIES INC          COM  629568106          594         9800 SH       D       3          9800            0            0
NABORS INDS INC COM            COM  629568106        79742      2054148 SH       D       6       2029890            0        24258
NABORS INDUSTRIES INC          COM  629568106         1427        36778 SH       D       7         21332            0        15446
NACCO INDUSTRIES               COM  629579103          180         2299 SH       D       3          2299            0            0
NACCO INDS INC CL A            COM  629579103        20257       422575 SH       D       6        388884            0        33691
NACCO INDS INC                 COM  629579103          506        10570 SH       D       7         10456            0          114
NACCO INDS INC CLASS A         COM  629579103           19          415 SH       S       7           415            0            0
NAKORNTHAI STRIP MILL          WAR  629844119           18      2532370 SH       D       9       2532370            0            0
NANOGEN INC COM                COM  630075109         7290       214437 SH       D       6        175414            0        39023
NANOGEN INC                    COM  630075109           34         1000 SH       D       7          1000            0            0
NANOMETRICS INC COM            COM  630077105         3060        62772 SH       D       6         62772            0            0
NANOMETRICS INC                COM  630077105           18          388 SH       D       7           388            0            0
NANOPHASE TECH CORP COM        COM  630079101          115         6900 SH       D       6          6900            0            0
NANOPHASE TECHNOLOGIES CORP    COM  630079101           15          900 SH       D       7           900            0            0
NAPCO SEC SYS INC              COM  630402105            3         1111 SH       D       6          1111            0            0
NAPRO BIOTHERAPUTIC COM        COM  630795102           59         7100 SH       D       6          7100            0            0
NARA BANK NATIONAL             COM  630801108           40         4660 SH       D       6          4660            0            0
NARA BANK NATIONAL ASSOC       COM  630801108            2          300 SH       D       7           300            0            0
QQQ.A                          COM  631100104         5693        53400 SH       D       9         53400            0            0
NASH FINCH CO COM              COM  631158102         2244       276284 SH       D       6        276284            0            0
NASH FINCH CO                  COM  631158102            3          418 SH       D       7           418            0            0
NASHUA CORP COM                COM  631226107          636        76037 SH       D       6         76037            0            0
NASHUA CORP                    COM  631226107            2          283 SH       D       7           283            0            0
NASTECH PHARMACEUTICAL INC COM COM  631728409           15         3564 SH       D       6          3564            0            0
NASTECH PHARMACEUTICAL         COM  631728409           13         3000 SH       D       7          3000            0            0
NATCO GROUP INC COM            COM  63227W203         1486       141610 SH       D       6        141610            0            0
NATCO GROUP                    COM  63227W203           11         1090 SH       D       7          1090            0            0
NATL AUSTRALIA BANK            CVB  632525309        21273       888700 SH       D       1        888700            0            0
NATIONAL AUSTRALIA BANK LTD    COM  632525408         1984        30678 SH       D       7         30678            0            0
NATIONAL AUTO FINANCE CO INC   COM  632528105            0         3400 SH       D       6          3400            0            0
NATL BANKCORP ALASKA  COM      COM  632587101        12513       331346 SH       D       6        331346            0            0
National Bancorp Alaska        COM  632587101          155         4118 SH       D       7          4118            0            0
NATIONAL BANCSHARES CORP TEX C COM  632593505          220        16096 SH       D       6         16096            0            0
NATL BANCSHARES CRP OF TEXAS   COM  632593505            2          188 SH       D       7           188            0            0
NATIONAL AUTO CREDIT INC. COM  COM  632900106           24        23589 SH       D       6         23589            0            0
NATIONAL BEVERAGE CORP COM     COM  635017106          985       123142 SH       D       6        123142            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 BANCSHARES INC C COM  635313109         5243       275957 SH       D       6        275257            0          700
National City Bancshares Inc.  COM  635313109           53         2835 SH       D       7          2835            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103         1413        43640 SH       D       1         43640            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103          555        17140 SH       D       2         17140            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103        32876      1015274 SH       D       3        928514            0        86760
NATIONAL CITY CORP COM STOCK U COM  635405103          226         7000 SH       D       4          7000            0            0
NATIONAL CITY CORP             COM  635405103         3315       160698 SH       D       5        160698            0            0
NATIONAL CITY CORP COM         COM  635405103       358101     17362476 SH       D       6      15766654            0      1595822
NATIONAL CITY CORP             COM  635405103        12103       586856 SH       D       7        522971            0        63885
NATIONAL CITY CORP             COM  635405103          685        33226 SH       S       7         33226            0            0
NATIONAL COMMERCE BANCORPORATI COM  635449101        23524      1271607 SH       D       6       1266404            0         5203
NATIONAL COMMERCE BANCORP      COM  635449101          650        35145 SH       D       7         17568            0        17577
NATIONAL COMPUTER SYSTEMS INC  COM  635519101        33576       661607 SH       D       6        661607            0            0
National Computer Systems Inc. COM  635519101          270         5338 SH       D       7          5338            0            0
NATIONAL DATA CORP             COM  635621105        12058       475200 SH       D       1        475200            0            0
NATIONAL DATA CORP             COM  635621105        10571       406606 SH       D       6        406144            0          462
NATIONAL DATA CORP             COM  635621105          318        12246 SH       D       7          5492            0         6754
NATIONAL DENTEX COM            COM  63563H109          190        12900 SH       D       6         12900            0            0
NATIONAL DENTEX CORP           COM  63563H109            9          656 SH       D       7           656            0            0
NATIONAL DISCOUNT BROKERS GROU COM  635646102         9856       199624 SH       D       6        199624            0            0
National Discount Brokers Grp. COM  635646102          115         2342 SH       D       7          2342            0            0
NATIONAL ENERGY GROUP INC COM  COM  635812100            2        11330 SH       D       6         11330            0            0
NATIONAL EQUIP SVCS INC COM    COM  635847106         1000       160027 SH       D       6        160027            0            0
National Equipment Service Inc COM  635847106           23         3684 SH       D       7          3684            0            0
NATIONAL HEALTH REALTY INC COM COM  635905102          426        52550 SH       D       6         52550            0            0
NATIONAL HEALTH REALTY INC     COM  635905102            4          548 SH       D       7           548            0            0
NATIONAL HEALTHCARE COM        COM  635906100          324        61876 SH       D       6         61876            0            0
NATIONAL FUEL GAS CO COM       COM  636180101        32825       736610 SH       D       6        695809            0        40801
NATIONAL FUEL GAS CO.          COM  636180101          271         6097 SH       D       7          2630            0         3467
NATIONAL GOLF PPTYS COM        COM  63623G109         5549       263478 SH       D       6        262778            0          700
National Golf Properties Inc.  COM  63623G109           42         2032 SH       D       7          2032            0            0
NATIONAL HEALTH COM            COM  63633D104         7918       663360 SH       D       6        634560            0        28800
National Health Investors Inc. COM  63633D104           47         4018 SH       D       7          4018            0            0
NATIONAL HOME HEALTH CARE CORP COM  636380107           53        11255 SH       D       6         11255            0            0
NATIONAL INFO CONSORTIUM COM   COM  636491102         3351        96436 SH       D       6         96436            0            0
NATIONAL INFO CONSORTIUM INC   COM  636491102          104         3000 SH       D       7          3000            0            0
NATIONAL INSTRS CORP COM       COM  636518102        21893       466447 SH       D       6        466447            0            0
National Instruments Corp.     COM  636518102          269         5747 SH       D       7          5747            0            0
NATIONAL OILWELL INC COM       COM  637071101        20815       674198 SH       D       6        674198            0            0
National Oilwell Inc.          COM  637071101          286         9278 SH       D       7          9278            0            0
NATIONAL PENN BANCSHARES INC C COM  637138108         5326       263055 SH       D       6        263055            0            0
National Penn Bancshares Inc.  COM  637138108           58         2874 SH       D       7          2874            0            0
NATIONAL POWER                 COM  637194408          497        23905 SH       D       7         23905            0            0
NATIONAL PRESTO INDUSTRIES INC COM  637215104         3229        98996 SH       D       6         98996            0            0
NATIONAL PRESTO INDUS.         COM  637215104           48         1495 SH       D       7          1495            0            0
NATIONAL PROCESSING COM        COM  637229105         1617       170211 SH       D       6        170211            0            0
National Processing Inc.       COM  637229105           28         3026 SH       D       7          3026            0            0
NATIONAL R V HLDGS COM         COM  637277104         2338       147879 SH       D       6        147879            0            0
National RV Holdings Inc.      COM  637277104           25         1607 SH       D       7          1607            0            0
NATIONAL RECORD MART INC       COM  637355108            1          400 SH       D       7           400            0            0
NATIONAL RESEARCH COM          COM  637372103           19         3500 SH       D       6          3500            0            0
NATIONAL RESEARCH CORP         COM  637372103           13         2500 SH       D       7          2500            0            0
NATIONAL SEC GROUP INC COM     COM  637546102           45         4111 SH       D       6          4111            0            0
NATIONAL SECURITY GROUP INC    COM  637546102            4          400 SH       D       7           400            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103         4579        49800 SH       D       1         49800            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103         1039        11300 SH       D       2         11300            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103        28017       304648 SH       D       3        290748            0        13900
NATIONAL SEMICONDUCTOR CORP CO COM  637640103       352945      5821780 SH       D       6       5290275            0       531505
NATIONAL SEMICONDUCTOR CORP    COM  637640103        18079       298211 SH       D       7        280475            0        17736
NATIONAL SEMICONDUCTOR CORP    COM  637640103          559         9221 SH       S       7          9221            0            0
NATIONAL SERVICE INDUSTRIES IN COM  637657107         2025        60144 SH       D       3         60144            0            0
NATIONAL SERVICE INDS INC COM  COM  637657107        22008      1044914 SH       D       6        963066            0        81848
National Service Indust.       COM  637657107          616        29281 SH       D       7         25079            0         4202
NATIONAL SERVICE INDUSTRIES    COM  637657107           46         2222 SH       S       7          2222            0            0
NATIONAL STANDARD CO COM       COM  637742107            7         3841 SH       D       6          3841            0            0
NATIONAL-STANDARD CO           COM  637742107            6         3000 SH       D       7          3000            0            0
NATIONAL STL CORP COM          COM  637844309         6659       903050 SH       D       6        903050            0            0
National Steel Corp.           COM  637844309           30         4070 SH       D       7          4070            0            0
NATIONAL TECHNICAL SYSM COM    COM  638104109           15         4371 SH       D       6          4371            0            0
NATIONAL TECHNICAL SYS INC     COM  638104109            1          300 SH       D       7           300            0            0
NATIONAL TECHTEAM INC COM      COM  638108100          944       169744 SH       D       6        169744            0            0
NATIONAL TECHTEAM INC          COM  638108100            2          503 SH       D       7           503            0            0
NATIONAL WESTERN LIFE INS CO C COM  638522102         4096        50580 SH       D       6         50580            0            0
National Western Life Ins. Co. COM  638522102           48          596 SH       D       7           596            0            0
NATIONAL WIRELESS HLDGS INC CO COM  638560102          198         7100 SH       D       6          7100            0            0
NATIONAL WIRELESS HOLDINGS     COM  638560102            4          146 SH       D       7           146            0            0
NATIONSRENT INC COM            COM  638588103         1999       380830 SH       D       6        380830            0            0
NationsRent Inc.               COM  638588103           45         8663 SH       D       7          8663            0            0
NATIONWIDE FINANCIAL COM       COM  638612101        17143       586104 SH       D       6        583602            0         2502
NATIONWIDE FINANCIAL SVCS INC. COM  638612101          318        10891 SH       D       7          8764            0         2127
NATIONWIDE HEALTH PPTYS INC CO COM  638620104        11977      1147572 SH       D       6       1140572            0         7000
Nationwide Health Properties   COM  638620104           77         7426 SH       D       7          7426            0            0
NATROL INC COM                 COM  638789107          461        90127 SH       D       6         90127            0            0
NATROL INC                     COM  638789107            3          590 SH       D       7           590            0            0
NATURAL ALTERNATIVES INTL INC  COM  638842302          100        50869 SH       D       6         50869            0            0
NATURAL MICROSYSTEMS COM       COM  638882100        20080       234178 SH       D       6        234178            0            0
NATURAL MICROSYSTEMS CORP      COM  638882100           50          590 SH       D       7           590            0            0
NAVIGATORS GROUP INC COM       COM  638904102          612        60103 SH       D       6         60103            0            0
NAVIGATORS GROUP INC           COM  638904102            3          377 SH       D       7           377            0            0
NATURAL WONDERS COM            COM  639014109            1          832 SH       D       6           832            0            0
NATURAL WONDERS INC            COM  639014109            0          300 SH       D       7           300            0            0
NATURES SUNSHINE PRODS INC COM COM  639027101         2482       310306 SH       D       6        310306            0            0
Natures Sunshine Products Inc. COM  639027101           18         2251 SH       D       7          2251            0            0
NAUTICA ENTERPRISES INC COM    COM  639089101         7750       659586 SH       D       6        659586            0            0
Nautica Enterprises Inc.       COM  639089101           71         6057 SH       D       7          6057            0            0
NAVARRE CORP COM               COM  639208107         1844       468405 SH       D       6        468405            0            0
Navarre Corp.                  COM  639208107           10         2621 SH       D       7          2621            0            0
NAVISTAR INTERNATIONAL CORP    COM  63934E108        40005      1001700 SH       D       1       1001700            0            0
NAVISTAR INTERNATIONAL CORP CO COM  63934E108         5908        92794 SH       D       3         92794            0            0
NAVISTAR INTERNATIONAL         COM  63934E108          640        15957 SH       D       5         15957            0            0
NAVISTAR INTERNATIONAL CORP NE COM  63934E108        65869      1641600 SH       D       6       1510675            0       130925
Navistar Int'l Corp.           COM  63934E108         2064        51459 SH       D       7         44745            0         6714
NAVISTAR INTERNATIONAL         COM  63934E108          136         3401 SH       S       7          3401            0            0
NAVIDEC INC COM                COM  63934Q101         1015        65500 SH       D       6         65500            0            0
NAVIDEC INC                    COM  63934Q101           10          700 SH       D       7           700            0            0
NAVISITE COM                   COM  63935M109        12242       100556 SH       D       6        100556            0            0
NAVISITE INC.                  COM  63935M109          206         1700 SH       D       7          1700            0            0
NAVIGANT CONSULTING INC COM    COM  63935N107         5700       518237 SH       D       6        518237            0            0
NAVIGANT CONSULTING INC.       COM  63935N107           87         7930 SH       D       7          7930            0            0
NAVIGANT INTL INC COM          COM  63935R108         1308       137738 SH       D       6        137738            0            0
NAVIGANT INTERNATIONAL INC     COM  63935R108            9          972 SH       D       7           972            0            0
NEFF CORP COM                  COM  640094108         1268       178060 SH       D       6        178060            0            0
NEFF Corp.                     COM  640094108           12         1792 SH       D       7          1792            0            0
NEIMAN-MARCUS GROUP INC COM    COM  640204202        22285       801289 SH       D       6        787789            0        13500
NEIMAN MARCUS GROUP INC        COM  640204202          403        14518 SH       D       7         10118            0         4400
NEIMAN-MARCUS GROUP INC COM    COM  640204301            0            4 SH       D       6             4            0            0
NEIMAN MARCUS GROUP            COM  640204301           35         1275 SH       D       7          1275            0            0
NELSON THOMAS INC COM          COM  640376109         1394       175744 SH       D       6        175744            0            0
NELSON (THOMAS) INC            COM  640376109            4          544 SH       D       7           544            0            0
NEMATRON CORP COM              COM  640441101            6         2500 SH       D       6          2500            0            0
NEMATRON CORPORATION           COM  640441101            1          400 SH       D       7           400            0            0
NEOFORMA.COM INC COM           COM  640475109         4047       247154 SH       D       6        247154            0            0
NEOFORMA.COM INC               COM  640475109           53         3238 SH       D       7          3238            0            0
NEOGEN CORP COM                COM  640491106          104        13700 SH       D       6         13700            0            0
NEOGEN CORP                    COM  640491106            9         1300 SH       D       7          1300            0            0
NEOMAGIC COM                   COM  640497103         3696       743999 SH       D       6        743999            0            0
Neomagic Corp.                 COM  640497103           26         5265 SH       D       7          5265            0            0
NEOMEDIA TECHNOLOGIES INC COM  COM  640505103          660        77725 SH       D       6         77725            0            0
NEOMEDIA TECHNOLOGIES INC      COM  640505103            4          500 SH       D       7           500            0            0
NEON SYS INC COM               COM  640509105         2414        73175 SH       D       6         73175            0            0
NEON Systems Inc.              COM  640509105           31          966 SH       D       7           966            0            0
NEOPROBE CORP COM              COM  640518106           19        14608 SH       D       6         14608            0            0
NEORX CORP COM                 COM  640520300          225        11808 SH       D       6         11808            0            0
NEOSE TECHNOLOGIES I COM       COM  640522108         3646       113283 SH       D       6        113283            0            0
NEOSE TECHNOLOGIES INC         COM  640522108           37         1153 SH       D       7          1153            0            0
NEOTHERAPEUTICS INC COM        COM  640656104         1459        86500 SH       D       6         86500            0            0
NEOTHERAPEUTICS INC            COM  640656104            3          200 SH       D       7           200            0            0
NETWORK SIX INC                COM  640901203            1          400 SH       D       7           400            0            0
NEOPHARM INC COM               COM  640919106         2187        87493 SH       D       6         87493            0            0
NEOPHARM INC                   COM  640919106            9          364 SH       D       7           364            0            0
NETBANK INC - COM COM          COM  640933107         5535       425807 SH       D       6        425807            0            0
NetBanc Inc.                   COM  640933107           49         3791 SH       D       7          3791            0            0
NETWORK ASSOCIATES COM         COM  640938106        65065      2017527 SH       D       6       2000368            0        17159
NETWORKS ASSOCIATES INC.       COM  640938106         1403        43520 SH       D       7         21394            0        22126
NETWORK ASSOCIATES INC         CVB  640938AB2        20526     55855000 SH       D       1      55855000            0            0
NET PERCEPTIONS COM            COM  64107U101         8505       230264 SH       D       6        220687            0         9577
Net Perceptions Inc.           COM  64107U101           85         2327 SH       D       7          2327            0            0
NET2PHONE COM                  COM  64108N106          935        15830 SH       D       6         15830            0            0
NET2PHONE INC                  COM  64108N106           47          800 SH       D       7           800            0            0
NETCENTIVES COM                COM  64108P101         6935       231178 SH       D       6        231178            0            0
NETCENTIVES INC                COM  64108P101           54         1800 SH       D       7          1800            0            0
NETCREATIONS INC COM           COM  64110N102         1884        44347 SH       D       6         44347            0            0
INETCREATIONS INC              COM  64110N102           34          800 SH       D       7           800            0            0
NETEGRITY INC COM              COM  64110P107         4035        58914 SH       D       6         58914            0            0
NETEGRITY INC                  COM  64110P107           63          920 SH       D       7           920            0            0
NET GATEWAY INC COM            COM  641111109           25         2800 SH       D       6          2800            0            0
NETGATEWAY INC                 COM  641111109            8          900 SH       D       7           900            0            0
NETGURU INC COM                COM  64111K107         1464        48800 SH       D       6         48800            0            0
NETGURU INC                    COM  64111K107           48         1600 SH       D       7          1600            0            0
NETLOJIX COMMUNICATIONS, INC.  COM  641143102          114        19354 SH       D       6         19354            0            0
NETLOJIX COMMUNICATIONS INC    COM  641143102            4          826 SH       D       7           826            0            0
NETMANAGE INC COM              COM  641144100         3661       647336 SH       D       6        647336            0            0
NETMANAGE INC                  COM  641144100           14         2545 SH       D       7          2545            0            0
THE NETPLEX GROUP INC COM      COM  641147103          238        19700 SH       D       6         19700            0            0
NETPLEX GROUP INC              COM  641147103            4          400 SH       D       7           400            0            0
NETRIX CORP COM                COM  641148101          345        17100 SH       D       6         17100            0            0
NETRIX CORP                    COM  641148101           52         2600 SH       D       7          2600            0            0
NETRADIO CORP COM              COM  64114E108          155        35470 SH       D       6         35470            0            0
NETOPIA INC COM                COM  64114K104        16094       223735 SH       D       6        218446            0         5289
Netopia Inc.                   COM  64114K104          134         1867 SH       D       7          1867            0            0
NETOBJECTS COM                 COM  64114L102         3906       171719 SH       D       6        160494            0        11225
NetObjects Inc.                COM  64114L102           45         1999 SH       D       7          1999            0            0
NETRO CORP COM                 COM  64114R109        18913       290909 SH       D       6        286157            0         4752
NETRO CORP                     COM  64114R109          162         2500 SH       D       7          2500            0            0
NETSMART TECHNOLOGIES INC COM  COM  64114W306           97         8900 SH       D       6          8900            0            0
NETSMART TECHNOLOGIES          COM  64114W306           14         1300 SH       D       7          1300            0            0
NETSPEAK CORP COM              COM  64115D109         1799        83941 SH       D       6         83941            0            0
NETSPEAK CORP                  COM  64115D109           14          663 SH       D       7           663            0            0
NETSOLVE COM                   COM  64115J106         2017        62550 SH       D       6         62550            0            0
NETSOLVE INC                   COM  64115J106           22          700 SH       D       7           700            0            0
NETPLIANCE INC COM             COM  64115K103          511        35293 SH       D       6         35293            0            0
NETPLIANCE INC.                COM  64115K103            3          227 SH       D       7           227            0            0
NETIQ CORPORATION COM          COM  64115P102         6635        99313 SH       D       6         99313            0            0
NETIQ CORP                     COM  64115P102           66         1000 SH       D       7          1000            0            0
NETIVATION COM INC COM         COM  64115R108            1          300 SH       D       6           300            0            0
NETIVATION.COM INC             COM  64115R108            1          300 SH       D       7           300            0            0
NETSCOUT SYS INC COM           COM  64115T104         1363        81375 SH       D       6         81375            0            0
NETSCOUT SYSTEMS INC           COM  64115T104           23         1400 SH       D       7          1400            0            0
NETSILICON INC COM             COM  64115X105         1189        55000 SH       D       6         55000            0            0
NETSILICON INC                 COM  64115X105           21         1000 SH       D       7          1000            0            0
NETOPTIX CORP COM              COM  64116F103        14151        82396 SH       D       6         82396            0            0
NETOPTIX CORPORATION           COM  64116F103          103          600 SH       D       7           600            0            0
NETRATINGS INC COM             COM  64116M108         3066       122957 SH       D       6        122957            0            0
NETRATINGS INC                 COM  64116M108           35         1428 SH       D       7          1428            0            0
NETWORK EQUIP TECHNOLOGIES COM COM  641208103         3872       387265 SH       D       6        387265            0            0
Network Equipment Technologies COM  641208103           33         3310 SH       D       7          3310            0            0
NETWORK APPLIANCE              COM  64120L104            6          120 SH       D       1             0          120            0
NETWORK APPLIANCE INC NPV      COM  64120L104        11466        90900 SH       D       3         90900            0            0
NETWORK APPLIANCE INC COM      COM  64120L104       608996      7359478 SH       D       6       6726126            0       633352
NETWORK APPLIANCE INC          COM  64120L104        22531       272294 SH       D       7        211478            0        60816
NETWORK APPLIANCE INC          COM  64120L104         1340        16198 SH       S       7         16198            0            0
NETWORK COMPUTING DEVICES COM  COM  64120N100         1048       199623 SH       D       6        199623            0            0
NETWORK COMPUTING DEVICES      COM  64120N100            3          587 SH       D       7           587            0            0
NETWORK CONNECTION INC COM     COM  64120Q103          362        36000 SH       D       6         36000            0            0
NETWORK CONNECTIONS INC        COM  64120Q103           17         1700 SH       D       7          1700            0            0
NETWORK ACCESS SOLUTIONS CO CO COM  64120S109         4300       195482 SH       D       6        185582            0         9900
NETWORK ACCESS SOLUTIONS CORP  COM  64120S109           50         2300 SH       D       7          2300            0            0
NETWORK SYS INTL INC COM       COM  64121L103            6         2444 SH       D       6          2444            0            0
NETWORK SYSTEMS INTERNATIONAL  COM  64121L103            0          200 SH       D       7           200            0            0
NETWORK-1 SECURITY SOLUTIONS   COM  64121N109          229        18700 SH       D       6         18700            0            0
NETWORK SOLUTIONS INC COM      COM  64121Q102        82321       535586 SH       D       6        515386            0        20200
NETWORK SOLUTIONS INC DEL      COM  64121Q102         2612        16998 SH       D       7         11344            0         5654
NETWORK PERIPHERALS INC COM    COM  64121R100         7518       211791 SH       D       6        211791            0            0
Network Peripherals Inc.       COM  64121R100           83         2353 SH       D       7          2353            0            0
NETWORK PLUS CORP COM          COM  64122D506         4650       114838 SH       D       6        107338            0         7500
NETWORK PLUS CORPORATION       COM  64122D506          133         3300 SH       D       7          3300            0            0
NET 2000 COMMUNICATIONS COM    COM  64122G103         2756       116057 SH       D       6        116057            0            0
NET2000 COMMUNICATIONS INC     COM  64122G103           19          803 SH       D       7           803            0            0
NET ZERO COM                   COM  64122R109         4013       263164 SH       D       6        263164            0            0
NETZERO INC                    COM  64122R109           89         5900 SH       D       7          5900            0            0
NETZEE INC COM                 COM  64122W108          888        59700 SH       D       6         59700            0            0
NETZEE                         COM  64122W108           14         1000 SH       D       7          1000            0            0
NEUBERGER BERMAN COM           COM  641234109         2535        89952 SH       D       6         89952            0            0
NEUBERGER BERMAN INC           COM  641234109           81         2900 SH       D       7          2900            0            0
NEUROGEN CORP COM              COM  64124E106         6171       199888 SH       D       6        199888            0            0
Neurogen Corp.                 COM  64124E106           61         2000 SH       D       7          2000            0            0
NEUROMEDICAL SYS INC COM       COM  64124H109            1        15100 SH       D       6         15100            0            0
NEUROCRINE BIOSCIENCES INC COM COM  64125C109         5240       225417 SH       D       6        225417            0            0
NEUROCRINE BIOSCIENCES, INC.   COM  64125C109           22          971 SH       D       7           971            0            0
NEW BRUNSWICK SCIENTIFIC CO CO COM  642876106           83        11976 SH       D       6         11976            0            0
NEW CENTURY FINANCIAL COM      COM  64352D101         1007       101367 SH       D       6        101367            0            0
New Century Financial Corp.    COM  64352D101           24         2460 SH       D       7          2460            0            0
NEW CENTURY                    COM  64352U103       147500      5000000 SH       D       1       5000000            0            0
NEW CENTURY ENERGIES INC       COM  64352U103         1574        33400 SH       D       3         33400            0            0
NEW CENTURY ENERGIES INC. COM  COM  64352U103        85316      2837979 SH       D       6       2599414            0       238565
New Century Energies Inc       COM  64352U103         2862        95234 SH       D       7         83222            0        12012
NEW CENTURY ENERGIES INC       COM  64352U103          186         6191 SH       S       7          6191            0            0
NEW ENGLAND BUSINESS SVC INC C COM  643872104         5525       320300 SH       D       6        320300            0            0
New England Business Service   COM  643872104           38         2209 SH       D       7          2209            0            0
NEW ERA NETWORKS COM           COM  644312100        18176       463107 SH       D       6        463107            0            0
NEW ERA OF NETWORKS            COM  644312100          291         7430 SH       D       7          2188            0         5242
NEW FRONTIER MEDIA INC COM     COM  644398109         1155        99400 SH       D       6         99400            0            0
NEW FRONTIER MEDIA INC         COM  644398109           17         1500 SH       D       7          1500            0            0
NEW HORIZON WORLDWIDE COM      COM  645526104         1509        85035 SH       D       6         85035            0            0
NEW HORIZONS WORLDWIDE INC     COM  645526104            5          308 SH       D       7           308            0            0
NEW JERSEY RESOURCES CORP COM  COM  646025106        20251       473730 SH       D       6        471130            0         2600
New Jersey Resources Corp.     COM  646025106          125         2935 SH       D       7          2935            0            0
NEW MEXICO & ARIZONA LAND      COM  647072107            1          309 SH       D       7           309            0            0
NEW PLAN EXCEL REALTY TRUST, I COM  648053106        16372      1190748 SH       D       6       1181335            0         9413
NEW PLAN EXCEL REALTY TRUST    COM  648053106          264        19240 SH       D       7         11273            0         7967
NEW WORLD POWER CORP (COMPR 1  COM  649290301           30        46000 SH       D       1         46000            0            0
NEW YORK TIMES CO COM CLASS 'A CLA  650111107          207         3060 SH       D       2          3060            0            0
NEW YORK TIMES CO COM CLASS 'A CLA  650111107        16552       243594 SH       D       3        243594            0            0
NEW YORK TIMES CO -CL A        COM  650111107         1936        45092 SH       D       5         45092            0            0
NEW YORK TIMES CO CL A COM     COM  650111107       191415      4457992 SH       D       6       4104807            0       353185
New York Times Company         COM  650111107         6279       146237 SH       D       7        128596            0        17641
NEW YORK TIMES CO              COM  650111107          396         9245 SH       S       7          9245            0            0
NEWBRIDGE NETWORKS CORP COM    COM  650901101            0       294900 SH       D       6        294900            0            0
NEWCOM INC                     COM  651093106            0         4800 SH       D       6          4800            0            0
NEWCOR INC                     COM  651186108            5         2500 SH       D       7          2500            0            0
NEWELL RUBBERMAID INC COM STOC COM  651229106          161         4257 SH       D       2          4257            0            0
NEWELL RUBBERMAID INC COM STOC COM  651229106        17091       450236 SH       D       3        422851            0        27385
NEWELL RUBBERMAID INC COM STOC COM  651229106          481        12692 SH       D       4         12692            0            0
NEWELL RUBBERMAID INC.         COM  651229106         1839        74148 SH       D       5         74148            0            0
NEWELL RUBBERMAID INC COM      COM  651229106       177986      7173279 SH       D       6       6595715            0       577564
Newell Rubbermaid Inc          COM  651229106         5323       214551 SH       D       7        180603            0        33948
NEWELL RUBBERMAID INC          COM  651229106          377        15222 SH       S       7         15222            0            0
NEWFIELD EXPL CO COM           COM  651290108        24611       698193 SH       D       6        698193            0            0
Newfield Exploration Co.       COM  651290108          239         6808 SH       D       7          6808            0            0
NEWFIELD FINANCIAL             CVP  651291205         8920       165000 SH       D       1        165000            0            0
NEWGEN RESULTS CORP COM        COM  651359101          871        57170 SH       D       6         57170            0            0
NEWGEN RESULTS CORP            COM  651359101           12          800 SH       D       7           800            0            0
NEWMARK HOMES CORP COM         COM  651578106            0        25500 SH       D       6         25500            0            0
NEWMARK HOMES CORP             COM  651578106           11         1914 SH       D       7          1914            0            0
NEWMIL BANCORP INC COM         COM  651633109           14         1400 SH       D       6          1400            0            0
NEWMONT MINING CORP COM STOCK  COM  651639106          170         4780 SH       D       2          4780            0            0
NEWMONT MINING CORP COM STOCK  COM  651639106         9363       262502 SH       D       3        248359            0        14143
NEWMONT MINING CORP            COM  651639106          975        43450 SH       D       5         43450            0            0
NEWMONT MINING CORP COM        COM  651639106       102578      4571753 SH       D       6       4179597            0       392156
Newmont Mining Corp.           COM  651639106         3652       162803 SH       D       7        145375            0        17428
NEWMONT MINING                 COM  651639106          203         9052 SH       S       7          9052            0            0
NEWPARK RES INC COM            COM  651718504        10492      1311583 SH       D       6       1311583            0            0
Newpark Resources Inc.         COM  651718504           81        10163 SH       D       7         10163            0            0
NEWPORT CORP COM               COM  651824104        14481       107274 SH       D       6        107274            0            0
NEWPORT CORP                   COM  651824104           72          535 SH       D       7           535            0            0
NEWPORT NEWS SHIP BUILDING COM COM  652228107        23919       790733 SH       D       6        790733            0            0
NEWPORT NEWS SHIPBUILDING      COM  652228107          248         8212 SH       D       7          8212            0            0
NEWS CORP LTD ADR              COM  652487703            0       198100 SH       D       6        198100            0            0
News Corporation Ltd.          COM  652487703         1347        23958 SH       D       7         23958            0            0
NEWSEDGE CORP COM              COM  65249Q106          706       168669 SH       D       6        168669            0            0
NEWSEDGE CORPORATION           COM  65249Q106            6         1632 SH       D       7          1632            0            0
NIAGARA BANCORP COM            COM  652914102         3282       336651 SH       D       6        336651            0            0
Niagra Bancorp Inc.            COM  652914102           25         2607 SH       D       7          2607            0            0
NEXTERA ENTERPRISES INC COM    COM  65332E101         1394       175710 SH       D       6        175710            0            0
Nextera Enterprises Inc.       COM  65332E101           16         2068 SH       D       7          2068            0            0
NEXELL THERAPEUTICS INC COM    COM  65332H104         2507       652289 SH       D       6        652289            0            0
NEXELL THERAPEUTICS INC        COM  65332H104           21         5700 SH       D       7          5700            0            0
NEXTCARD INC COM               COM  65332K107         1751       114496 SH       D       6        114496            0            0
Nextcard Inc.                  COM  65332K107           50         3271 SH       D       7          3271            0            0
NEXAR TECHNOLOGIES COM         COM  65332P106            0         3000 SH       D       6          3000            0            0
NEXTEL COMMUNICATIONS COM STK  COM  65332V103         4105        17400 SH       D       1         17400            0            0
NEXTEL COMMUNICATIONS COM STK  COM  65332V103         1981         8400 SH       D       2          8400            0            0
NEXTEL COMMUNICATIONS COM STK  COM  65332V103       113413       480686 SH       D       3        461686            0        19000
NEXTEL COMMUNICATIONS COM STK  COM  65332V103         1958         8300 SH       D       4          8300            0            0
NEXTEL COMMUNICATIONS COM      COM  65332V103      1325687      8942242 SH       D       6       8128610            0       813632
NEXTEL COMMUNICATIONS INC      COM  65332V103        42415       286112 SH       D       7        246325            0        39787
NEXTEL COMMUNICATIONS INC      COM  65332V103         1199         8000 SH       D       9          8000            0            0
NEXTEL COMMUNICATIONS INC-A    COM  65332V103         2898        19554 SH       S       7         19554            0            0
NEXTEL COMMUNICATIONS          CVB  65332VAR4        12906      4000000 SH       D       1       4000000            0            0
NEXTEL COMM 5.25% CB 2010      CVB  65332VAW3        38393     32000000 SH       D       1      32000000            0            0
NEXSTAR PHARMACEUTICALS        CVB  65333BAC0         9002      6600000 SH       D       1       6600000            0            0
NEXTEL PARTNERS COM            COM  65333F107        14560       502070 SH       D       6        502070            0            0
NEXTEL PARTNERS INC-CL A       COM  65333F107          332        11454 SH       D       7         11454            0            0
NEXTLINK COMMUNICATIONS COM    COM  65333H707       149674      1210099 SH       D       6       1203577            0         6522
NEXTLINK COMMUNICATIONS-CLA    COM  65333H707         3603        29136 SH       D       7          8300            0        20836
NEXT LEVEL COM                 COM  65333U104         2533        23300 SH       D       6         23300            0            0
NEXT LEVEL COMMUNICATION INC   COM  65333U104          489         4500 SH       D       7          4500            0            0
NIAGARA CORP COM               COM  653349100           12         2701 SH       D       6          2701            0            0
NIAGARA CORP (DEL)             COM  653349100            2          600 SH       D       7           600            0            0
NIAGARA MOHAWK                 COM  653520106         8873       654300 SH       D       1        654300            0            0
NIAGRA MOHAWK HOLDINGS INC USD COM  653520106         5922       273903 SH       D       3        260103            0        13800
NIAGRA MOHAWK HOLDINGS INC COM COM  653520106        67264      4982544 SH       D       6       4595489            0       387055
Niagara Mohawk Holdings        COM  653520106         1902       140962 SH       D       7        121542            0        19420
NIAGRA MOHAWK HOLDINGS INC     COM  653520106          137        10164 SH       S       7         10164            0            0
NICE SYSTEMS ADR               COM  653656108          163         2300 SH       D       6          2300            0            0
NICOR INC COM STOCK US$5       COM  654086107         3793        72379 SH       D       3         72379            0            0
NICOR INC COM                  COM  654086107        39627      1203112 SH       D       6       1105668            0        97444
Nicor Inc                      COM  654086107         1176        35733 SH       D       7         30806            0         4927
NICOR INC                      COM  654086107           83         2542 SH       S       7          2542            0            0
NIKE INC COM STOCK CLASS 'B' N CLA  654106103          160         2610 SH       D       2          2610            0            0
NIKE INC COM STOCK CLASS 'B' N CLA  654106103        20590       333859 SH       D       3        309659            0        24200
NIKE INC COM STOCK CLASS 'B' N CLA  654106103          425         6900 SH       D       4          6900            0            0
NIKE INC -CL B                 COM  654106103         2941        74227 SH       D       5         74227            0            0
NIKE INC CL B COM              COM  654106103       254516      6423117 SH       D       6       5881810            0       541307
Nike, Inc. - CL B              COM  654106103         7842       197923 SH       D       7        177969            0        19954
NIKE, INC                      COM  654106103          589        14885 SH       S       7         14885            0            0
NIKU CORP COM                  COM  654113109        11945       252490 SH       D       6        252490            0            0
NIKU CORPORATION               COM  654113109           14          317 SH       D       7           317            0            0
99 CENTS ONLY STORES COM       COM  65440K106        12186       310495 SH       D       6        310495            0            0
99 Cents Only Stores           COM  65440K106          129         3296 SH       D       7          3296            0            0
NIPPON TELEGRAPH & TELE SP     COM  654624105         3648        46295 SH       D       7         46295            0            0
NISOURCE INC COM               COM  65473P105        32454      1923245 SH       D       6       1909970            0        13275
NISOURCE INC                   COM  65473P105          359        21313 SH       D       7         10137            0        11176
NISSAN MOTOR CO LTD-SPON       COM  654744408          775        95451 SH       D       7         95451            0            0
NITCHES INC COM                COM  65476M109            1          332 SH       D       6           332            0            0
NOBEL LEARNING CMNTYS INC COM  COM  654889104           27         3872 SH       D       6          3872            0            0
NOBILITY HOMES INC. COM        COM  654892108           30         5801 SH       D       6          5801            0            0
NOBILITY HOMES INC             COM  654892108            1          219 SH       D       7           219            0            0
NOBLE AFFILIATES INC COM       COM  654894104        37604      1146052 SH       D       6       1122731            0        23321
NOBLE AFFILIATES               COM  654894104          538        16418 SH       D       7         10011            0         6407
NOKIA CORP COM                 COM  654902204            0        12000 SH       D       6         12000            0            0
NOKIA CORP                     COM  654902204         7005        32244 SH       D       7         32244            0            0
NOK.N                          ADR  654902204         1791         8400 SH       D       9          8400            0            0
NOBLE DRILLING CORP USD0.1     COM  655042109          269         4300 SH       D       1          4300            0            0
NOBLE DRILLING CORP USD0.1     COM  655042109           43          700 SH       D       2           700            0            0
NOBLE DRILLING CORP USD0.1     COM  655042109          219         3500 SH       D       3          3500            0            0
NOBLE DRILLING CORP COM        COM  655042109       127540      3077893 SH       D       6       2974894            0       102999
NOBLE DRILLING CORP            COM  655042109         5466       131924 SH       D       7        113253            0        18671
NOBLE INTL INC- COM COM        COM  655053106          599        38064 SH       D       6         38064            0            0
NOBLE INTERNATIONAL LTD        COM  655053106            4          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          674        46091 SH       D       6         46091            0            0
NOLAND CO                      COM  655286102            1          136 SH       D       7           136            0            0
NOODLE KIDOODLE                COM  655370104            1          339 SH       D       7           339            0            0
NOONEY RLTY TR INC COM         COM  655379105            1          300 SH       D       6           300            0            0
NOONEY REALTY TRUST INC        COM  655379105            2          400 SH       D       7           400            0            0
NORD RESOURCES CORP COM        COM  655555100            2        12600 SH       D       6         12600            0            0
NORDSON CORP COM               COM  655663102        14056       305166 SH       D       6        305166            0            0
NORDSON CORP                   COM  655663102          168         3650 SH       D       7          3650            0            0
NORDSTROM INC COM STOCK NPV    COM  655664100          102         2280 SH       D       2          2280            0            0
NORDSTROM INC COM STOCK NPV    COM  655664100         9132       203229 SH       D       3        184029            0        19200
NORDSTROM INC COM              COM  655664100        97609      3308808 SH       D       6       3035519            0       273289
Nordstrom, Inc.                COM  655664100         3007       101964 SH       D       7         88227            0        13737
NORDSTROM INC                  COM  655664100          215         7294 SH       S       7          7294            0            0
NORFOLK SOUTHERN CORP COM STOC COM  655844108          193         8590 SH       D       2          8590            0            0
NORFOLK SOUTHERN CORP COM STOC COM  655844108        13600       603980 SH       D       3        564680            0        39300
NORFOLK SOUTHERN CORP COM STOC COM  655844108          454        20200 SH       D       4         20200            0            0
NORFOLK SOUTHERN CORP          COM  655844108         1437        99987 SH       D       5         99987            0            0
NORFOLK SOUTHERN CORP COM      COM  655844108       142765      9931514 SH       D       6       9145375            0       786139
Norfolk Southern Corp.         COM  655844108         4127       287121 SH       D       7        247680            0        39441
NORFOLK SOUTHERN CORP          COM  655844108          294        20486 SH       S       7         20486            0            0
NORLAND MED SYS INC COM        COM  656031101            1         3200 SH       D       6          3200            0            0
NORSTAN INC COM                COM  656535101          865       133196 SH       D       6        133196            0            0
NORSTAN INC                    COM  656535101            3          492 SH       D       7           492            0            0
NORTECH SYS INC COM            COM  656553104            7         1977 SH       D       6          1977            0            0
NORTEK INC COM                 COM  656559101         4567       206421 SH       D       6        206421            0            0
Nortek Inc.                    COM  656559101           33         1524 SH       D       7          1524            0            0
NORTEL NETWORKS CORP           COM  656569100         8599        43900 SH       D       1         43900            0            0
NORTEL NETWORKS CORP           COM  656569100         1802         9200 SH       D       2          9200            0            0
NORTEL NETWORKS CORP           COM  656569100       102076       521096 SH       D       3        496436            0        24660
NORTEL NETWORKS CORP COM       COM  656569100      4289435     34043139 SH       D       6      31044314            0      2998825
NORTEL NETWORKS CORP           COM  656569100       131708      1045302 SH       D       7       1025094            0        20208
NT.N                           COM  656569100          994         7900 SH       D       9          7900            0            0
NORTEL NETWORKS CORP           COM  656569100         9782        77641 SH       S       7         77641            0            0
NORTH AMERN SCIENTIFIC INC COM COM  65715D100          199         9300 SH       D       6          9300            0            0
NORTH AMERICAN SCIENTIFIC      COM  65715D100            6          298 SH       D       7           298            0            0
NORTH AMERN VACCINE INC COM    COM  657201109          514       191492 SH       D       6        191492            0            0
NORTH AMERICAN VACCINE INC     COM  657201109            3         1187 SH       D       7          1187            0            0
NORTH BANCSHARES INC COM       COM  657467106            4          458 SH       D       6           458            0            0
NORTH CENTRAL BANCSHARES COM   COM  658418108           97         7352 SH       D       6          7352            0            0
NORTH CENTRAL BANCSHARES INC.  COM  658418108            1          138 SH       D       7           138            0            0
NORTH EUROPEAN OIL ROYALTY TRU COM  659310106          159        12008 SH       D       6         12008            0            0
NORTH FACE INC COM             COM  659317101          538       143602 SH       D       6        143602            0            0
NORTH FACE INC                 COM  659317101            2          560 SH       D       7           560            0            0
NORTH FORK BANCORP USD2.5      COM  659424105        17557      1037700 SH       D       1       1037700            0            0
NORTH FORK BANCORPORATION INC  COM  659424105        79587      4452455 SH       D       6       4073087            0       379368
NORTH FORK BANCORPORATION INC  COM  659424105         1829       102370 SH       D       7         89223            0        13147
NORTH PITTSBURGH SYS INC COM   COM  661562108         2807       213902 SH       D       6        213902            0            0
North Pittsburgh Systems Inc.  COM  661562108           26         2039 SH       D       7          2039            0            0
NORTHEAST BANCORP COM          COM  663904100            4          534 SH       D       6           534            0            0
NORTHEAST BANCORP              COM  663904100            6          716 SH       D       7           716            0            0
NORTHEAST PA FINL CORP COM     COM  663905107            0        23798 SH       D       6         23798            0            0
NORTHEAST BANCORP RIGHTS COM   COM  664058989            0       108943 SH       D       6        108943            0            0
NORTHEAST DIGITAL NETWORKS     COM  664148103            1        17900 SH       D       7         17900            0            0
NORTHEAST IND BANCORP COM      COM  664196102            4          459 SH       D       6           459            0            0
NORTHEAST INDIANA BANCORP      COM  664196102            4          440 SH       D       7           440            0            0
NORTHEAST OPTIC NETWORK INC CO COM  664334109        17396       205729 SH       D       6        197977            0         7752
NorthEast Optic Network Inc.   COM  664334109          133         1574 SH       D       7          1574            0            0
NORTHEAST UTILITIES COM STOCK  COM  664397106         4992       148678 SH       D       3        148678            0            0
NORTHEAST UTILITIES CO COM     COM  664397106        44747      2081259 SH       D       6       2066804            0        14455
NORTHEAST UTILS                COM  664397106          732        34052 SH       D       7         22281            0        11771
NORTHERN BK COMM ORE COM       COM  66476P100            1          774 SH       D       6           774            0            0
NORTHERN BANK OF COMMERCE      COM  66476P100            0          300 SH       D       7           300            0            0
NORTHERN STS FINL CO COM       COM  665751103          531        27235 SH       D       6         27235            0            0
NORTHERN STATES FINANCIAL CORP COM  665751103            9          464 SH       D       7           464            0            0
NORTHERN STATES POWER CO (MINN COM  665772109         8386       264690 SH       D       3        242890            0        21800
NORTHERN STATES POWER CO MINN  COM  665772109        75729      3810305 SH       D       6       3490611            0       319694
Northern States Power Co.      COM  665772109         2272       114363 SH       D       7         98238            0        16125
NORTHERN STATES PWR CO MINN    COM  665772109          165         8335 SH       S       7          8335            0            0
NORTHERN TECHNOLOGIES INTL     COM  665809109            0          100 SH       D       7           100            0            0
NORTHERN TRUST CORP COM STOCK  COM  665859104          386         3760 SH       D       2          3760            0            0
NORTHERN TRUST CORP COM STOCK  COM  665859104        31044       301912 SH       D       3        301912            0            0
NORTHERN TRUST CORP COM        COM  665859104       370653      5486076 SH       D       6       5035218            0       450858
Northern Trust Corp            COM  665859104        12313       182249 SH       D       7        153461            0        28788
NORTHERN TRUST                 COM  665859104          809        11980 SH       S       7         11980            0            0
NORTHFIELD LABS INC COM        COM  666135108         2922       146133 SH       D       6        146133            0            0
NORTHFIELD LABORATORIES INC    COM  666135108           16          820 SH       D       7           820            0            0
NORTHLAND CRANBERRIES INC CL A COM  666499108         1322       243269 SH       D       6        243269            0            0
NORTHLAND CRANBERRIES -CL A    COM  666499108           11         2127 SH       D       7          2127            0            0
NORTHPOINT COM COM             COM  666610100         6477       280879 SH       D       6        280700            0          179
NORTHPOINT COMMUNICATIONS      COM  666610100          242        10529 SH       D       7          7500            0         3029
NORTHRIM BK ALASKA COM         COM  666764105           33         4060 SH       D       6          4060            0            0
NORTHROP GRUMMAN CORP COM STOC COM  666807102         2899        34400 SH       D       1         34400            0            0
NORTHROP GRUMMAN CORP COM STOC COM  666807102          823         9770 SH       D       2          9770            0            0
NORTHROP GRUMMAN CORP COM STOC COM  666807102        12568       149102 SH       D       3        142202            0         6900
NORTHROP CORP COM              COM  666807102       166049      3136713 SH       D       6       2793688            0       343025
NORTHROP GRUMMAN CORP          COM  666807102         7153       135122 SH       D       7        127937            0         7185
NORTHROP GRUMMAN CORP.         COM  666807102          196         3709 SH       S       7          3709            0            0
NORTHSTAR COMPUTER FORMS INC C COM  667031108            7          528 SH       D       6           528            0            0
NORTHWAY FINL INC COM          COM  667270102           24         1189 SH       D       6          1189            0            0
NORTHWAY FINANCIAL INC         COM  667270102            6          309 SH       D       7           309            0            0
NORTHWEST AIRLINES 'A' USD0.01 CLA  667280101         3486        99703 SH       D       3         92903            0         6800
NORTHWEST AIRLINES C COM       COM  667280101        21536       951902 SH       D       6        949255            0         2647
NORTHWEST AIRLINES CORP CL A   COM  667280101          321        14188 SH       D       7         11899            0         2289
NORTHWEST BANCORP INC COM      COM  667328108         1460       218391 SH       D       6        218391            0            0
Northwest Bancorp Inc.         COM  667328108           23         3484 SH       D       7          3484            0            0
NORTHWEST NATURAL GAS CO COM   COM  667655104        16183       829922 SH       D       6        804122            0        25800
Northwest Natural Gas Co.      COM  667655104           79         4052 SH       D       7          4052            0            0
NORTHWEST PIPE CO COM          COM  667746101         1018        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        17314       839489 SH       D       6        803689            0        35800
NorthWestern Corp.             COM  668074107           87         4260 SH       D       7          4260            0            0
NORTHWESTERN STL & WIRE CO COM COM  668367204            7        19800 SH       D       6         19800            0            0
NORWOOD FINL CORP COM          COM  669549107            5          302 SH       D       6           302            0            0
NORWOOD FINANCIAL CORP         COM  669549107            3          200 SH       D       7           200            0            0
NOVA CORP GA COM               COM  669784100        28440       976492 SH       D       6        975131            0         1361
NOVA CORP/GEORGIA              COM  669784100          469        16115 SH       D       7          5623            0        10492
NOVAMED EYECARE INC COM        COM  66986W108         2235       172754 SH       D       6        172754            0            0
NOVAMED EYECARE                COM  66986W108           11          900 SH       D       7           900            0            0
NOVAMETRIX MEDICAL SYSTEMS     COM  669870107            2          400 SH       D       7           400            0            0
NU HORIZONS ELECTRS CORP COM   COM  669908105         2421       109459 SH       D       6        109459            0            0
HORIZONS ELECTRONICS INC       COM  669908105           15          710 SH       D       7           710            0            0
NOVACARE INC COM               COM  669930109          102       514377 SH       D       6        514377            0            0
NOVACARE, INC.                 COM  669930109            0         2988 SH       D       7          2988            0            0
NOVADIGM INC COM               COM  669937104          170        10467 SH       D       6         10467            0            0
NOVADIGM INC                   COM  669937104           18         1145 SH       D       7          1145            0            0
NOVASTAR FINL INC COM          COM  669947400            5         1700 SH       D       6          1700            0            0
NOVASTAR FINANCIAL INC         COM  669947400            2          663 SH       D       7           663            0            0
NOTIFY CORP                    COM  669956104            1          200 SH       D       7           200            0            0
NOVAVAX INC COM                COM  670002104         1076       134569 SH       D       6        134569            0            0
NOVAVAX INC                    COM  670002104           22         2800 SH       D       7          2800            0            0
NOVELL INC COM STOCK US$0.10   COM  670006105          248         5760 SH       D       2          5760            0            0
NOVELL INC COM STOCK US$0.10   COM  670006105        22397       519155 SH       D       3        481655            0        37500
NOVELL INC COM STOCK US$0.10   COM  670006105          744        17254 SH       D       4         17254            0            0
NOVELL INC                     COM  670006105         2472        86344 SH       D       5         86344            0            0
NOVELL INC COM                 COM  670006105       225639      7882620 SH       D       6       7237500            0       645120
Novell Inc.                    COM  670006105         8220       287187 SH       D       7        211298            0        75889
NOVELL INC.                    COM  670006105          504        17611 SH       S       7         17611            0            0
NOVELLUS SYS INC               COM  670008101        90791      1617659 SH       D       6       1616879            0          780
NOVELLUS SYSTEM INC            COM  670008101         2318        41306 SH       D       7         17181            0        24125
NOVEN PHARMACEUTICALS INC COM  COM  670009109         2251       205877 SH       D       6        205877            0            0
NOVEN PHARMACEUTICALS INC      COM  670009109            8          788 SH       D       7           788            0            0
NOVO NORDISK A/S               COM  670100205         4797        69910 SH       D       7         69910            0            0
NOVOSTE CORP COM               COM  67010C100         7532       188310 SH       D       6        188310            0            0
Novoste Corp.                  COM  67010C100          109         2746 SH       D       7          2746            0            0
NSTOR TECHNOLOGIES COM         COM  67018N108           49         9978 SH       D       6          9978            0            0
NSTOR TECHNOLOGIES INC         COM  67018N108           14         2853 SH       D       7          2853            0            0
NU SKIN ENTERPRISES, INC       COM  67018T105         2723       343136 SH       D       6        343136            0            0
NU SKIN ENTERPRISES, INC.      COM  67018T105           93        11760 SH       D       7          1809            0         9951
NUCENTRIX BROADBAND NETWORKS C COM  670198100         2077        70407 SH       D       6         70407            0            0
NUCENTRIX BROADBAND NETWORKS   COM  670198100           20          700 SH       D       7           700            0            0
NSTAR COM                      COM  67019E107        44948      1069224 SH       D       6       1062027            0         7197
NSTAR                          COM  67019E107          410         9763 SH       D       7          3722            0         6041
N2H2 INC COM                   COM  67019F104         1491       105600 SH       D       6        105600            0            0
N2H2 INC                       COM  67019F104           12          900 SH       D       7           900            0            0
NUCOR CORP COM STOCK US$0.40   COM  670346105         4154        53800 SH       D       1         53800            0            0
NUCOR CORP COM STOCK US$0.40   COM  670346105         1085        14060 SH       D       2         14060            0            0
NUCOR CORP COM STOCK US$0.40   COM  670346105        17467       226201 SH       D       3        212501            0        13700
NUCOR CORP                     COM  670346105         1144        22897 SH       D       5         22897            0            0
NUCOR CORP COM                 COM  670346105       203586      4071725 SH       D       6       3727010            0       344715
NUCOR CORP                     COM  670346105         8762       175240 SH       D       7        166181            0         9059
NUCOR CORP                     COM  670346105          232         4645 SH       S       7          4645            0            0
NUEVO ENERGY CO COM            COM  670509108         7366       342623 SH       D       6        342623            0            0
Nuevo Energy Co.               COM  670509108           65         3059 SH       D       7          3059            0            0
NUMBER NINE VISUAL TECHNOLOGY  COM  67052W105            0          600 SH       D       7           600            0            0
NUMEREX CORP PA COM            COM  67053A102           76         6205 SH       D       6          6205            0            0
NUMEREX CORP - CLASS A         COM  67053A102           35         2900 SH       D       7          2900            0            0
NUTMEG FED SVGS & LN ASSN DANB COM  670608108            9         1359 SH       D       6          1359            0            0
NUTMEG FEDL SVGS & LOAN ASSO   COM  670608108            1          210 SH       D       7           210            0            0
NUTRACEUTICAL INT`L CORP COM   COM  67060Y101           62        16834 SH       D       6         16834            0            0
NUTRACEUTICAL INTL CORP        COM  67060Y101            2          722 SH       D       7           722            0            0
NUTRAMAX PRODS INC COM         COM  67061A300            5         6900 SH       D       6          6900            0            0
NUWAVE TECHNOLOGIES INC        COM  67065M102           23         5700 SH       D       6          5700            0            0
NUWAVE TECHNOLOGIES INC        COM  67065M102            2          600 SH       D       7           600            0            0
NVIDIA CORP COM                COM  67066G104        29387       347841 SH       D       6        342174            0         5667
NVIDIA Corp.                   COM  67066G104          318         3775 SH       D       7          3775            0            0
NYER MED GROUP COM             COM  670711100           10         1760 SH       D       6          1760            0            0
NYER MEDICAL GROUP INC         COM  670711100            1          220 SH       D       7           220            0            0
NYFIX, INC CLA COM             COM  670712108         6848       135942 SH       D       6        135942            0            0
NYFIX INC                      COM  670712108           39          789 SH       D       7           789            0            0
O CHARLEYS INC COM             COM  670823103         3006       231290 SH       D       6        231290            0            0
O'Charley's Inc.               COM  670823103           35         2734 SH       D       7          2734            0            0
OEA INC COM                    COM  670826106         3031       315000 SH       D       6        310100            0         4900
OEA, INC.                      COM  670826106           34         3570 SH       D       7          3570            0            0
OAO TECHNOLOGY SOLUTIONS COM   COM  67082B105           97        12724 SH       D       6         12724            0            0
OAO TECHNOLOGY SOLUTIONS INC.  COM  67082B105            5          736 SH       D       7           736            0            0
ODS NETWORK INC COM            COM  67082N109         3135       130661 SH       D       6        130661            0            0
ODS NETWORKS INC               COM  67082N109           27         1128 SH       D       7          1128            0            0
OGE ENERGY CORP COM            COM  670837103        39772      2072823 SH       D       6       1804192            0       268631
OGE ENERGY CORP                COM  670837103          969        50546 SH       D       7         43586            0         6960
O I CORP COM                   COM  670841105           10         2790 SH       D       6          2790            0            0
O.I. CORPORATION               COM  670841105            0          200 SH       D       7           200            0            0
OIS OPTICAL IMAGING SYS INC CO COM  670852102            2        48500 SH       D       6         48500            0            0
0MA PRODUCT CORP COM           COM  670872100        19784       434820 SH       D       6        434820            0            0
OM Group Inc.                  COM  670872100          178         3934 SH       D       7          3934            0            0
ONIX SYS INC COM               COM  67088G108          448        50236 SH       D       6         50236            0            0
ONIX SYSTEMS INC               COM  67088G108            4          529 SH       D       7           529            0            0
OSI PHARMACEUTICALS, INC. COM  COM  671040103         4438       227613 SH       D       6        227613            0            0
OSI PHARMACEITICALS INC        COM  671040103           19          998 SH       D       7           998            0            0
OSI SYSTEMS INC-CO COM         COM  671044105          103         7033 SH       D       6          7033            0            0
OSI SYSTEMS INC                COM  671044105            6          434 SH       D       7           434            0            0
O`SULLIVAN INDUSTRIES HOLDINGS COM  67104Q205           99       177791 SH       D       6        177791            0            0
ORG SOFTWARE COM               COM  671059103         1527        37898 SH       D       6         37898            0            0
OTG SOFTWARE INC               COM  671059103           12          322 SH       D       7           322            0            0
OTR EXPRESS INC                COM  671062107            0          400 SH       D       7           400            0            0
OYO GEOSPACE CORP COM          COM  671074102          684        42153 SH       D       6         42153            0            0
OYO GEOSPACE CORP              COM  671074102           17         1100 SH       D       7          1100            0            0
OAK HILL FINL INC COM          COM  671337103          213        16773 SH       D       6         16773            0            0
OAK HILL FINANCIAL INC.        COM  671337103            2          196 SH       D       7           196            0            0
OAK TECHNOLOGY COM             COM  671802106        10995       571206 SH       D       6        571206            0            0
OAK TECHNOLOGY INC             COM  671802106           40         2100 SH       D       7          2100            0            0
OAKLEY INC. COM                COM  673662102        11200      1054150 SH       D       6       1054150            0            0
OAKLEY INC                     COM  673662102          118        11114 SH       D       7         11114            0            0
OAKWOOD HOMES CORP COM         COM  674098108         3209       841938 SH       D       6        841938            0            0
OAKWOOD HOMES CORP             COM  674098108           39        10282 SH       D       7         10282            0            0
OBIE MEDIA CORP COM            COM  674391107            3          432 SH       D       6           432            0            0
OBIE MEDIA CORPORATION         COM  674391107            1          220 SH       D       7           220            0            0
OBJECTIVE SYSTEM INTEGRATED CO COM  674424106         8111       534075 SH       D       6        534075            0            0
OBJECTIVE SYSTEMS INTEGRATOR   COM  674424106           28         1872 SH       D       7          1872            0            0
OBJECTSHARE INC COM            COM  674426101            4         7600 SH       D       6          7600            0            0
OBJECTSHARE INC                COM  674426101            0         1100 SH       D       7          1100            0            0
OBJECTSOFT CORPORATION         COM  674427406            1          233 SH       D       7           233            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105          198         6160 SH       D       2          6160            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105        19310       598180 SH       D       3        562180            0        36000
OCCIDENTAL PETROLEUM CORP COM  COM  674599105         1065        33000 SH       D       4         33000            0            0
OCCIDENTAL PETROLEUM CORP      COM  674599105         1962        94569 SH       D       5         94569            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105       196310      9460758 SH       D       6       8707761            0       752997
Occidental Petroleum Corp      COM  674599105         6679       321916 SH       D       7        283895            0        38021
OCCIDENTAL PETROLEUM CORP      COM  674599105         3434       166000 SH       D       9        166000            0            0
OCCIDENTAL PETROLEUM CORP.     COM  674599105          412        19873 SH       S       7         19873            0            0
OCEAN ENERGY INC COM OCEAN ENE COM  67481E106        35792      2489920 SH       D       6       2471561            0        18359
OCEAN ENERGY INC               COM  67481E106          775        53968 SH       D       7         38978            0        14990
OCEANEERING INTL INC COM       COM  675232102         9125       486716 SH       D       6        486716            0            0
Oceaneering International Inc. COM  675232102           70         3751 SH       D       7          3751            0            0
OCEANFIRST FIN`L CORP COM      COM  675234108         4507       287334 SH       D       6        284634            0         2700
Oceanfirst Financial Corp.     COM  675234108           29         1904 SH       D       7          1904            0            0
OCTEL CORP. COM                COM  675727101         2614       268153 SH       D       6        268153            0            0
OCTEL CORP                     COM  675727101           27         2846 SH       D       7          2846            0            0
OCULAR SCIENCE COM             COM  675744106         4043       256974 SH       D       6        256974            0            0
Ocular Sciences Inc.           COM  675744106           43         2764 SH       D       7          2764            0            0
OCWEN FINL CORP COM            COM  675746101         5674       732237 SH       D       6        732237            0            0
OCWEN FINANCIAL CORP           COM  675746101           69         8967 SH       D       7          8967            0            0
ODETICS INC CL A COM           COM  676065204         1144        83240 SH       D       6         83240            0            0
ODETICS INC -CL A              COM  676065204           11          835 SH       D       7           835            0            0
ODWALLA INC COM                COM  676111107           16         2400 SH       D       6          2400            0            0
ODWALLA INC                    COM  676111107            0          100 SH       D       7           100            0            0
OFFICE DEPOT                   COM  676220106         1083        58800 SH       D       1         58800            0            0
OFFICE DEPOT                   COM  676220106          451        24500 SH       D       2         24500            0            0
OFFICE DEPOT                   COM  676220106        10397       564072 SH       D       3        535872            0        28200
OFFICE DEPOT INC COM           COM  676220106       128950     11152494 SH       D       6      10303011            0       849483
OFFICE DEPOT INC               COM  676220106         5104       441480 SH       D       7        376095            0        65385
OFFICE DEPOT                   COM  676220106          205        17811 SH       S       7         17811            0            0
OFFICE MAX COM                 COM  67622M108        16572      2549634 SH       D       6       2549634            0            0
OFFICEMAX INC                  COM  67622M108          190        29348 SH       D       7         29348            0            0
OPTICAL PAYMENTS COM           COM  676235104         2653        63189 SH       D       6         63189            0            0
OFFICIAL PAYMENTS CORPORATION  COM  676235104           46         1100 SH       D       7          1100            0            0
OFFSHORE LOGISTICS INC COM     COM  676255102         6470       466359 SH       D       6        466359            0            0
Offshore Logistics Inc.        COM  676255102           43         3114 SH       D       7          3114            0            0
OGDEN CORP COM                 COM  676346109        12509      1047917 SH       D       6       1047917            0            0
OGDEN CORP.                    COM  676346109          134        11236 SH       D       7         11236            0            0
OGLEBAY NORTON CO COM          COM  677007106          844        39030 SH       D       6         39030            0            0
OGLEBAY NORTON CO              COM  677007106           10          475 SH       D       7           475            0            0
OHIO CASUALTY CORP COM         COM  677240103        21220      1187136 SH       D       6       1187136            0            0
OHIO CASUALTY CORP             COM  677240103          270        15132 SH       D       7         15132            0            0
OHIO VY BANC CORP COM          COM  677719106          794        26947 SH       D       6         26947            0            0
OHIO VALLEY BANC CORP          COM  677719106            9          326 SH       D       7           326            0            0
LUKOIL ADR                     ADR  677862104        11103       115120 SH       D       3        115120            0            0
LUKOIL HLDGS ADR               COM  677862104        17748       277292 SH       D       6        277292            0            0
OIL DRI CORP AMER COM          COM  677864100          371        49118 SH       D       6         49118            0            0
OIL DRI AMER                   COM  677864100            2          266 SH       D       7           266            0            0
OILGEAR CO COM                 COM  678042102           32         3772 SH       D       6          3772            0            0
OLD DOMINION COM               COM  679580100          798        66896 SH       D       6         66896            0            0
OLD DOMINION FREIGHT LINE      COM  679580100            6          506 SH       D       7           506            0            0
OLD GUARD GROUP INC COM        COM  679783100          518        54232 SH       D       6         54232            0            0
OLD GUARD GROUP INC            COM  679783100            2          300 SH       D       7           300            0            0
OLD KENT FINANCIAL CORP USD1   COM  679833103         8097       163847 SH       D       3        163847            0            0
OLD KENT FINANCIAL CORP COM    COM  679833103       100532      3111257 SH       D       6       2845258            0       265999
Old Kent Financial Corp        COM  679833103         3134        97021 SH       D       7         85554            0        11467
OLD KENT FINANCIAL CORP        COM  679833103          205         6354 SH       S       7          6354            0            0
OLD NATL BANCORP IND COM       COM  680033107        23103       698742 SH       D       6        693589            0         5153
OLD NATIONAL BANCORP           COM  680033107          362        10978 SH       D       7          6653            0         4325
OLD REPUBLIC INT.              COM  680223104         3395       155608 SH       D       3        138208            0        17400
OLD REPUBLIC INTL CORP COM     COM  680223104        26199      1905409 SH       D       6       1891585            0        13824
OLD REPUBLIC INTL CORP         COM  680223104          451        32812 SH       D       7         21517            0        11295
OLD SECOND BANCORP INC ILL COM COM  680277100         1347        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        20402      1149450 SH       D       6       1135150            0        14300
OLIN CORP                      COM  680665205          342        19272 SH       D       7         19272            0            0
OLYMPIC CASCADE FINANCIAL CO   COM  68158N106            7          700 SH       D       6           700            0            0
OLYMPIC STEEL COM              COM  68162K106          471       117828 SH       D       6        117828            0            0
OLYMPIC STEEL INC              COM  68162K106            1          394 SH       D       7           394            0            0
OMNICARE INC COM               COM  681904108        22937      1901537 SH       D       6       1896278            0         5259
OMNICARE INC                   COM  681904108          291        24203 SH       D       7         10757            0        13446
OMNICARE INC                   COM  681904108          455        37600 SH       D       9         37600            0            0
OMNICARE                       CVB  681904ADO         2970      4015000 SH       D       9       4015000            0            0
OMNICOM GROUP INC              COM  681919106           11          140 SH       D       1             0          140            0
OMNICOM GROUP INC COM STOCK US COM  681919106          473         3140 SH       D       2          3140            0            0
OMNICOM GROUP INC COM STOCK US COM  681919106        38581       255758 SH       D       3        255758            0            0
OMNICOM GROUP                  COM  681919106         4336        46410 SH       D       5         46410            0            0
OMNICOM GROUP                  COM  681919106       398889      4269047 SH       D       6       3922556            0       346491
Omnicom Group Inc              COM  681919106        14275       152780 SH       D       7        112175            0        40605
OMNICOM GROUP                  COM  681919106           25          269 SH       D       9           269            0            0
OMNICOM GROUP                  COM  681919106          892         9554 SH       S       7          9554            0            0
OMNICOM GROUP                  CVB  681919AE6        24649      8220000 SH       D       1       8220000            0            0
OMNICOM GROUP                  CVB  681919AG1         2243      1152000 SH       D       1       1152000            0            0
OMEGA HEALTHCARE COM           COM  681936100         2797       443146 SH       D       6        432746            0        10400
Omega Healthcare Investors Inc COM  681936100           20         3217 SH       D       7          3217            0            0
OMTOOL LTD COM                 COM  681974101           33         8013 SH       D       6          8013            0            0
OMTOOL LTD.                    COM  681974101            4          960 SH       D       7           960            0            0
1-800 CONTACTS INC COM         COM  681977104         1216        35124 SH       D       6         35124            0            0
1-800 CONTACTS, INC            COM  681977104           13          387 SH       D       7           387            0            0
OMEGA FINL CORP COM            COM  682092101         3873       150066 SH       D       6        150066            0            0
Omega Financial Corp.          COM  682092101           37         1471 SH       D       7          1471            0            0
OMEGA WORLDWIDE COM 4/23/98 CO COM  68210B108           32         7451 SH       D       6          7451            0            0
OMEGA WORLDWIDES INC           COM  68210B108            2          548 SH       D       7           548            0            0
OMEGA PROTEIN CORP COM         COM  68210P107          287       112018 SH       D       6        112018            0            0
OMEGA PROTEIN CORP             COM  68210P107            6         2495 SH       D       7          2495            0            0
OMNI ENERGY SVCS COM           COM  68210T109           18         9092 SH       D       6          9092            0            0
OMNI ENERGY SERVICES CORP      COM  68210T109            1          713 SH       D       7           713            0            0
OMEGA RESEARCH COM             COM  68211E101         1150       248740 SH       D       6        248740            0            0
Omega Research Inc.            COM  68211E101            7         1729 SH       D       7          1729            0            0
OMNOVA SOLUTIONS INC COM       COM  682129101         3109       552884 SH       D       6        552884            0            0
OMNOVA SOLUTIONS INC           COM  682129101           34         6078 SH       D       7          6078            0            0
OMNI NUTRACEUTICALS COM        COM  68212M102         1571       224511 SH       D       6        224511            0            0
OMNI NUTRACEUTICALS INC.       COM  68212M102            7         1023 SH       D       7          1023            0            0
ON ASSIGNMENT INC COM          COM  682159108         9415       209237 SH       D       6        209237            0            0
On Assignment Inc.             COM  682159108           90         2012 SH       D       7          2012            0            0
ON COMMAND CORP COM            COM  682160106         3519       234632 SH       D       6        234032            0          600
On Command Corp.               COM  682160106           43         2906 SH       D       7          2906            0            0
ON POINT TECHNOLOGY SYSTEMS    COM  682184106            0          400 SH       D       7           400            0            0
ON-SITE SOURCING INC           COM  682195102            8         2300 SH       D       6          2300            0            0
ON TECHNOLOGY CORP COM         COM  68219P108           80         7700 SH       D       6          7700            0            0
ON TECHNOLOGY CORP             COM  68219P108            5          500 SH       D       7           500            0            0
ONCOR INC COM                  COM  682311105            0        14787 SH       D       6         14787            0            0
ONDISPLAYINC COM               COM  68232L100         4275        51743 SH       D       6         51743            0            0
ONDISPLAY INC                  COM  68232L100           82         1000 SH       D       7          1000            0            0
ONE LIBERTY PROPERTIES INC     COM  682406103            2          200 SH       D       6           200            0            0
ONE LIBERTY PROPERTIES INC     COM  682406103            2          200 SH       D       7           200            0            0
ONE PRICE CLOTHING STORES INC  COM  682411103            2          784 SH       D       6           784            0            0
ONE PRICE CLOTHING STORES      COM  682411103            2          667 SH       D       7           667            0            0
ONE VY BANCORP WEST VA INC COM COM  682419106        23586       681200 SH       D       6        681200            0            0
One Valley Bancorp Inc.        COM  682419106          216         6250 SH       D       7          6250            0            0
1 800 FLOWERS COM              COM  68243Q106            6          900 SH       D       6           900            0            0
1-800-FLOWERS.COM              COM  68243Q106            7         1000 SH       D       7          1000            0            0
ONEIDA LTD COM                 COM  682505102         5369       277159 SH       D       6        277159            0            0
Oneida Ltd.                    COM  682505102           42         2185 SH       D       7          2185            0            0
ONEMAIN.COM COM                COM  68267P109         3264       288593 SH       D       6        288593            0            0
OneMain.com Inc.               COM  68267P109           32         2915 SH       D       7          2915            0            0
ONEOK INC                      COM  682680103          361         9175 SH       D       3          9175            0            0
ONEOK INC (NEW) COM            COM  682680103        35460      1418436 SH       D       6       1297559            0       120877
Oneok, Inc.                    COM  682680103          731        29251 SH       D       7         28811            0          440
ONEOK INC                      COM  682680103           42         1695 SH       S       7          1695            0            0
ONESOURCE INFORMATION SVC COM  COM  68272J106          352        42670 SH       D       6         42670            0            0
ONESOURCE INFORMATION SERVICES COM  68272J106            8         1000 SH       D       7          1000            0            0
ONHEALTH NETWORK CO COM        COM  68272W107         1054       251918 SH       D       6        251918            0            0
On Health Network Co.          COM  68272W107           18         4381 SH       D       7          4381            0            0
ONLINE TRADING INC COM INC COM COM  68273D108          138        21800 SH       D       6         21800            0            0
ONLINETRADING                  COM  68273D108            5          900 SH       D       7           900            0            0
ONLINE RES & COMMUNICATIONS CO COM  68273G101         1560        90785 SH       D       6         90785            0            0
ONLINE RESOURCES & COMM CORP   COM  68273G101           12          700 SH       D       7           700            0            0
ONYX ACCEP CORP COM            COM  682914106           19         3500 SH       D       6          3500            0            0
ONTRACK DATA INTL IN COM       COM  683372106          152        14788 SH       D       6         14788            0            0
ONTRACK DATA INTENATIONAL      COM  683372106           18         1800 SH       D       7          1800            0            0
ON2 COM INC COM                COM  68338A107         9442       659711 SH       D       6        659711            0            0
ON2.COM INC                    COM  68338A107           17         1200 SH       D       7          1200            0            0
ONVIA COM INC COM              COM  68338T106         3523       166813 SH       D       6        166813            0            0
ONVIA.COM                      COM  68338T106            7          359 SH       D       7           359            0            0
ONYX PHARMACEUTICALS COM       COM  683399109         1355        97231 SH       D       6         97231            0            0
ONYX PHARMACEUTICALS, INC      COM  683399109            7          510 SH       D       7           510            0            0
ONYX SOFTWARE CORP COM         COM  683402101         7169       224924 SH       D       6        224924            0            0
ONYX Software Corp.            COM  683402101          108         3408 SH       D       7          3408            0            0
OPEN MKT INC COM               COM  68370M100        17610       683890 SH       D       6        669190            0        14700
Open Market Inc.               COM  68370M100          157         6126 SH       D       7          6126            0            0
OPINION RESH CORP COM          COM  683755102            6          820 SH       D       6           820            0            0
OPINION RESEARCH CORP          COM  683755102            1          200 SH       D       7           200            0            0
OPTA FOOD COM                  COM  68381N105           17         6940 SH       D       6          6940            0            0
OPTICAL CABLE CORP COM         COM  683827109         2142        69671 SH       D       6         69671            0            0
Optical Cable Corp.            COM  683827109           74         2416 SH       D       7          2416            0            0
OPTICAL SENSORS INC COM        COM  68384P107           18         8700 SH       D       6          8700            0            0
OPTIC SOFTWARE INC COM         COM  68389J106          575        45600 SH       D       6         45600            0            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105        22793       186899 SH       D       1        175400        11499            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105        10594        84724 SH       D       2         84724            0            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105       593687      4747790 SH       D       3       4533016            0       214774
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105        13573       108550 SH       D       4        108550            0            0
ORACLE CORPORATION             COM  68389X105        58169       745193 SH       D       5        745193            0            0
ORACLE CORP COM                COM  68389X105      5656939     72466805 SH       D       6      66511653            0      5955152
ORACLE CORP                    COM  68389X105       205997      2639143 SH       D       7       2131653            0       507490
ORCL.O                         COM  68389X105         4723        58500 SH       D       9         58500            0            0
ORACLE CORP.                   COM  68389X105        11847       151766 SH       S       7        151766            0            0
OPTION CARE COM                COM  683948103          106        17400 SH       D       6         17400            0            0
OPTI INC COM                   COM  683960108          554       105615 SH       D       6        105615            0            0
OPTI INC                       COM  683960108            3          683 SH       D       7           683            0            0
OPTIKA INC COM                 COM  683973101           86         3100 SH       D       6          3100            0            0
OPTIKA IMAGING SYSTEMS         COM  683973101           14          500 SH       D       7           500            0            0
ORALABS HOLDING CORP COM       COM  684029101            1         1242 SH       D       6          1242            0            0
ORAPHAZMA INC COM              COM  68554E106          402        21738 SH       D       6         21738            0            0
ORAPHARMA INC                  COM  68554E106            2          162 SH       D       7           162            0            0
ORBITAL SCIENCES CORP COM      COM  685564106        10442       696181 SH       D       6        696181            0            0
Orbital Sciences Corp.         COM  685564106           89         5994 SH       D       7          5994            0            0
ORGANOGENESIS INC COM          COM  685906109         6914       573219 SH       D       6        573219            0            0
Organogenesis Inc.             COM  685906109           66         5495 SH       D       7          5495            0            0
ORBIT/FR INC                   COM  685929101            4          900 SH       D       7           900            0            0
OREGON TRAIL FINL CO COM       COM  685932105           20         2347 SH       D       6          2347            0            0
OREGON TRAIL FINANCIAL CORP    COM  685932105            1          200 SH       D       7           200            0            0
OREGON STL MLS INC        COM  COM  686079104         3316       855944 SH       D       6        840144            0        15800
OREGON STEEL MILLS , INC.      COM  686079104           25         6519 SH       D       7          6519            0            0
O REILLY AUTOMOTIVE COM        COM  686091109         9419       663924 SH       D       6        663924            0            0
O'Reilly Automotive Inc.       COM  686091109          101         7188 SH       D       7          7188            0            0
ORGANIC INC COM                COM  68617E101          643        29764 SH       D       6         29764            0            0
ORGANIC INC                    COM  68617E101           91         4236 SH       D       7          4236            0            0
ORIENTAL FINL GROUP COM        COM  68618W100         1112        58528 SH       D       6         58528            0            0
Oriental Financial Group Inc.  COM  68618W100           33         1742 SH       D       7          1742            0            0
ORIX CORP                      CVB  686330AA9      1188394    834000000 SH       D       1     834000000            0            0
ORLEANS HOMEBUILDERS INC COM   COM  686588104           19         9000 SH       D       6          9000            0            0
OROAMERICA INC                 COM  687027102            1          284 SH       D       7           284            0            0
ORPHAN MEDICAL INC COM         COM  687303107           37         3411 SH       D       6          3411            0            0
ORPHAN MEDICAL INC             COM  687303107            3          284 SH       D       7           284            0            0
ORTEC INTL INC COM             COM  68749B108          406        41420 SH       D       6         41420            0            0
ORTEC INERNATIONAL INC         COM  68749B108            2          263 SH       D       7           263            0            0
ORTEL CORP                     COM  68749W102        10629        55800 SH       D       1         55800            0            0
ORTEL CORP COM                 COM  68749W102        19701       104969 SH       D       6        104969            0            0
ORTEL CORP.                    COM  68749W102          138          738 SH       D       7           738            0            0
ORTHO TRONICS DEV LTD COM      COM  68750J107         1881       307174 SH       D       6        307174            0            0
ORTHOLOGIC CORP                COM  68750J107           13         2133 SH       D       7          2133            0            0
ORTHODONTIC CTRS AME COM       COM  68750P103        14626       780096 SH       D       6        780096            0            0
Orthodontic Centers America    COM  68750P103          154         8260 SH       D       7          8260            0            0
OSAGE SYSTEMS GROUP COM        COM  687735100           44         6200 SH       D       6          6200            0            0
OSAGE SYSTEMS GROUP INC        COM  687735100            3          423 SH       D       7           423            0            0
ORTHALLIANCE INC - COM COM     COM  687913103          883       126176 SH       D       6        126176            0            0
ORTHALLIANCE INC               COM  687913103           11         1581 SH       D       7          1581            0            0
OSHKOSH B GOSH INC CL A COM    COM  688222207         7334       407452 SH       D       6        407452            0            0
OSH KOSH B GOSH                COM  688222207           54         3020 SH       D       7          3020            0            0
OSHKOSH TRUCK CORP CL B COM    COM  688239201         5843       188107 SH       D       6        188107            0            0
Oshkosh Truck Corp.            COM  688239201           67         2159 SH       D       7          2159            0            0
OSHMANS SPORTING GOOD INC      COM  688260108           12         5133 SH       D       6          5133            0            0
OSICOM TECHNOLOGIES INC COM    COM  688271501        11599       103333 SH       D       6         99861            0         3472
OSICOM TECHNOLOGIES INC        COM  688271501           80          721 SH       D       7           721            0            0
OSMONICS INC COM               COM  688350107         1095       136932 SH       D       6        136932            0            0
OSMONICS INC                   COM  688350107            4          516 SH       D       7           516            0            0
OSTEOTECH INC COM              COM  688582105         2639       197377 SH       D       6        197377            0            0
Osteotech Inc                  COM  688582105           38         2849 SH       D       7          2849            0            0
OSTEX INTL INC. COM            COM  68859Q101           93        26800 SH       D       6         26800            0            0
OTTAWA FINL COM                COM  689389104         1331        75536 SH       D       6         75536            0            0
OTTAWA FINANCIAL CORP          COM  689389104           10          623 SH       D       7           623            0            0
OTTER TAIL POWER CO COM        COM  689648103         9785       490824 SH       D       6        470424            0        20400
Otter Tail Power Co.           COM  689648103           75         3796 SH       D       7          3796            0            0
OUTBACK STEAKHOUSE INC         COM  689899102        18967       620600 SH       D       1        620600            0            0
OUTBACK STEAKHOUSE INC COM     COM  689899102        29670       925408 SH       D       6        924557            0          851
OUTBACK STEAKHOUSE INC         COM  689899102          777        24263 SH       D       7         10622            0        13641
OUTLOOK GRAPHICS CORP COM      COM  690113105           27         5497 SH       D       6          5497            0            0
OUTSOURCE INTL INC COM         COM  690131107            7         4782 SH       D       6          4782            0            0
OUTSOURCE INTERNATIONAL INC    COM  690131107            4         2500 SH       D       7          2500            0            0
OVERLAND DATA INC COM          COM  690213103         1305        92863 SH       D       6         92863            0            0
OVERLAND DATA INC              COM  690213103            6          451 SH       D       7           451            0            0
OVERSEAS SHIPHOLDING GROUP INC COM  690368105        14558       634719 SH       D       6        634719            0            0
OVERSEAS SHIPHOLDING GROUP     COM  690368105          140         6111 SH       D       7          6111            0            0
OWENS & MINOR INC COM          COM  690732102        10585       996289 SH       D       6        996289            0            0
Owens & Minor Inc.             COM  690732102           55         5199 SH       D       7          5199            0            0
OWENS-CORNING FIBERGLASS CORP  COM  69073F103         2612        85963 SH       D       3         85963            0            0
OWENS CORNING                  COM  69073F103          268        13840 SH       D       5         13840            0            0
OWENS CORNING COM              COM  69073F103        26842      1385435 SH       D       6       1272018            0       113417
Owens-Corning Corporation      COM  69073F103          773        39942 SH       D       7         34654            0         5288
OWENS CORNING                  COM  69073F103           57         2965 SH       S       7          2965            0            0
OWENS ILLINOIS                 COM  690768403          167         6100 SH       D       2          6100            0            0
OWENS ILLINOIS                 COM  690768403         6442       234262 SH       D       3        234262            0            0
OWENS-ILLINOIS INC             COM  690768403          636        37695 SH       D       5         37695            0            0
OWENS ILL INC COM              COM  690768403        68382      4052298 SH       D       6       3741416            0       310882
Owens-Illinois Inc             COM  690768403         1920       113781 SH       D       7         98236            0        15545
OWENS ILLINOIS                 COM  690768403          137         8152 SH       S       7          8152            0            0
OWOSSO CORP COM                COM  691217103           30         9200 SH       D       6          9200            0            0
OXFORD HEALTH PLANS INC COM ST COM  691471106         1987        88250 SH       D       3         88250            0            0
OXFORD HEALTH COM              COM  691471106        16715      1096099 SH       D       6       1096099            0            0
OXFORD HEALTH PLANS, INC       COM  691471106          460        30211 SH       D       7         12905            0        17306
OXFORD INDUSTRIES INC COM      COM  691497309         2401       132514 SH       D       6        132114            0          400
Oxford Industries Inc.         COM  691497309           29         1619 SH       D       7          1619            0            0
OXIGENE INC COM                COM  691828107         2560       121222 SH       D       6        121222            0            0
OXIGENE INC                    COM  691828107            7          376 SH       D       7           376            0            0
P & F INDS INC CL A NEW        COM  692830508           41         4734 SH       D       6          4734            0            0
P&F INDUSTRIES -CL A           COM  692830508            1          200 SH       D       7           200            0            0
PAB BANKSHARES INC COM         COM  69313P101          522        58006 SH       D       6         58006            0            0
PAB BANKSHARES INC             COM  69313P101            4          471 SH       D       7           471            0            0
P A M TRANSN SVCS INC COM      COM  693149106          503        49749 SH       D       6         49749            0            0
P.A.M. TRANSPORTATION SVCS     COM  693149106            6          673 SH       D       7           673            0            0
PBOC HLDGS INC - COM COM       COM  69316G108         1356       150701 SH       D       6        150701            0            0
PBOC HOLDINGS INC              COM  69316G108            7          806 SH       D       7           806            0            0
PCC GROUP INC COM              COM  693183105            4         1300 SH       D       6          1300            0            0
PC CONNECTION COM              COM  69318J100         5828       206305 SH       D       6        206305            0            0
PC Connection Inc.             COM  69318J100           32         1141 SH       D       7          1141            0            0
PCD INC COM                    COM  69318P106          359        68458 SH       D       6         68458            0            0
PCD INC                        COM  69318P106            1          310 SH       D       7           310            0            0
PC HOLDINGS SA - ADR           ADR  693200107         1343        48142 SH       D       3         48142            0            0
PC SERVICE SOURCE INC COM      COM  693258105            5         2700 SH       D       6          2700            0            0
PC SERVICE SOURCE INC.         COM  693258105            1          600 SH       D       7           600            0            0
PC-TEL INC COM                 COM  69325Q105           45          600 SH       D       6           600            0            0
PC-TEL INC                     COM  69325Q105           67          900 SH       D       7           900            0            0
P-COM INC COM                  COM  693262107        30414      1644017 SH       D       6       1607173            0        36844
P-COM Inc.                     COM  693262107          205        11085 SH       D       7         11085            0            0
PDK LABS INC COM               COM  693293508           35         9063 SH       D       6          9063            0            0
PDS FINANCIAL COM              COM  69329T105            2         1600 SH       D       6          1600            0            0
PDS FINANCIAL CORP             COM  69329T105            0          300 SH       D       7           300            0            0
PECO ENERGY CO COM STOCK NPV   COM  693304107          212         3590 SH       D       2          3590            0            0
PECO ENERGY CO COM STOCK NPV   COM  693304107        17924       302858 SH       D       3        281358            0        21500
PECO ENERGY CO COM STOCK NPV   COM  693304107          686        11600 SH       D       4         11600            0            0
PECO ENERGY CO                 COM  693304107         1776        48179 SH       D       5         48179            0            0
PECO ENERGY COM                COM  693304107       178981      4853724 SH       D       6       4470719            0       383005
PECO Energy Company            COM  693304107         6152       166856 SH       D       7        147623            0        19233
PECO ENERGY COMPANY            COM  693304107          369        10029 SH       S       7         10029            0            0
PG & E COM STOCK US$0.01       COM  69331C108         2533        74800 SH       D       1         74800            0            0
PG & E COM STOCK US$0.01       COM  69331C108          800        23620 SH       D       2         23620            0            0
PG & E COM STOCK US$0.01       COM  69331C108        26389       778980 SH       D       3        743480            0        35500
P G & E CORPORATION            COM  69331C108         2130       101431 SH       D       5        101431            0            0
PACIFIC GAS & ELEC COM         COM  69331C108       300201     14295296 SH       D       6      12963976            0      1331320
PG+E CORP                      COM  69331C108        11900       566675 SH       D       7        526828            0        39847
P G & E CORPORATION            COM  69331C108          435        20746 SH       S       7         20746            0            0
PFF BANCORP INC COM            COM  69331W104         3258       210248 SH       D       6        210248            0            0
PFF Bancorp Inc.               COM  69331W104           47         3054 SH       D       7          3054            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102        17053       205800 SH       D       1        205800            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102          636         4900 SH       D       2          4900            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102        41554       319826 SH       D       3        319826            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102          623         4800 SH       D       4          4800            0            0
PE CORP-PE BIOSYSTEMS GROUP    COM  69332S102         5149        53366 SH       D       5         53366            0            0
PE CORPORATION COM             COM  69332S102       491003      5088115 SH       D       6       4654770            0       433345
PE CORP                        COM  69332S102        17612       182518 SH       D       7        135046            0        47472
PE CORP-PE BIOSYSTEMS GROUP    COM  69332S102         1068        11070 SH       S       7         11070            0            0
PE CORP - CELERA GENOMICS GROU COM  69332S201          301         2100 SH       D       1          2100            0            0
PE CORP - CELERA GENOMICS GROU COM  69332S201          186         1300 SH       D       2          1300            0            0
PE CORP - CELERA GENOMICS GROU COM  69332S201         9142        63724 SH       D       3         63724            0            0
PE CORP-CELERA GENOMICS GRP    COM  69332S201         1241        13562 SH       D       5         13562            0            0
PE CORPORATION COM             COM  69332S201       122085      1333361 SH       D       6       1308061            0        25300
PE CORP-CELERA GENOMICS GRP    COM  69332S201         1002        10948 SH       D       7         10948            0            0
PF CHANGS CHINA BISTRO INC COM COM  69333Y108         3218        97149 SH       D       6         97149            0            0
P.F. Chang's China Bistro Inc. COM  69333Y108           46         1410 SH       D       7          1410            0            0
PHP HEALTHCARE CORP COM        COM  693344103            0         6867 SH       D       6          6867            0            0
PHS BANCORP COM                COM  693347106            9         1234 SH       D       6          1234            0            0
PHS BANCORP INC                COM  693347106            3          400 SH       D       7           400            0            0
PICO HOLDINGS INC. COM         COM  693366205         1979       177910 SH       D       6        177910            0            0
PICO Holdings Inc.             COM  693366205           24         2222 SH       D       7          2222            0            0
RTS PICO HLDG 3/27/00 COM      COM  693366999            0        86656 SH       D       6         86656            0            0
PLX TECHNOLOGY INC COM         COM  693417107         9461       254118 SH       D       6        254118            0            0
PLX Technology Inc             COM  693417107           96         2598 SH       D       7          2598            0            0
PMA CAPITAL CORP COM           COM  693419202         2841       162359 SH       D       6        162359            0            0
PMA Capital Corp.              COM  693419202           47         2737 SH       D       7          2737            0            0
PLC SYSTEMS COM                COM  69341D104           93        38300 SH       D       6         38300            0            0
PLC SYSTEMS INC                COM  69341D104            2          882 SH       D       7           882            0            0
PLM INTL INC (NEW) COM         COM  69341L205            8         1230 SH       D       6          1230            0            0
PLM INTERNATIONAL INC          COM  69341L205           12         1800 SH       D       7          1800            0            0
PMC CAPITAL COM                COM  693430100         1048       131042 SH       D       6        131042            0            0
PMC CAPITAL INC                COM  693430100            4          500 SH       D       7           500            0            0
PMC COML TR - SH BEN COM       COM  693434102          653        64926 SH       D       6         64926            0            0
PMC COMMERCIAL TRUST-SBI       COM  693434102            4          440 SH       D       7           440            0            0
PMC - SIERRA INC USD0.001      COM  69344F106         2540         9200 SH       D       1          9200            0            0
PMC - SIERRA INC USD0.001      COM  69344F106          607         2200 SH       D       2          2200            0            0
PMC - SIERRA INC USD0.001      COM  69344F106         3811        13800 SH       D       3         13800            0            0
PMC-SIERRA INC COM             COM  69344F106       392291      1925948 SH       D       6       1883348            0        42600
PMC SIERRA INC                 COM  69344F106        14230        69878 SH       D       7         40600            0        29278
PMI GROUP INC                  COM  69344M101         1271        17200 SH       D       1         17200            0            0
PMI GROUP INC                  COM  69344M101          251         3400 SH       D       2          3400            0            0
PMI GROUP INC                  COM  69344M101         5172        69970 SH       D       3         59320            0        10650
PMI GROUP COM                  COM  69344M101        98675      2080118 SH       D       6       1892036            0       188082
PMI GROUP INC                  COM  69344M101         4109        86628 SH       D       7         83910            0         2718
PMR CORP COM                   COM  693451106           90        18271 SH       D       6         18271            0            0
PMR CORPORATION                COM  693451106            1          312 SH       D       7           312            0            0
PNC BANK CORP COM US$5         COM  693475105         3939        56000 SH       D       1         56000            0            0
PNC BANK CORP COM US$5         COM  693475105          941        13380 SH       D       2         13380            0            0
PNC BANK CORP COM US$5         COM  693475105        37884       538556 SH       D       3        511156            0        27400
PNC BANK CORP COM US$5         COM  693475105         1041        14800 SH       D       4         14800            0            0
PNC FINANCIAL SERVICES GROUP   COM  693475105         3478        77202 SH       D       5         77202            0            0
PNC BANK CORP                  COM  693475105       445323      9882354 SH       D       6       8868368            0      1013986
PNC FINL SVCS GROUP INC        COM  693475105        18196       403816 SH       D       7        373272            0        30544
PNC FINANCIAL SERVICES GROUP   COM  693475105          712        15814 SH       S       7         15814            0            0
PNV.NET INC. COM               COM  69348A103            0        75400 SH       D       6         75400            0            0
PPG INDUSTRIES INC COM STOCK U COM  693506107          243         2870 SH       D       2          2870            0            0
PPG INDUSTRIES INC COM STOCK U COM  693506107        24904       294061 SH       D       3        273361            0        20700
PPG INDUSTRIES INC COM STOCK U COM  693506107         1490        17600 SH       D       4         17600            0            0
PPG INDUSTRIES INC             COM  693506107         2385        45608 SH       D       5         45608            0            0
PPG IND INC COM                COM  693506107       237547      4540930 SH       D       6       4177573            0       363357
PPG Industries Inc.            COM  693506107         7940       151782 SH       D       7        133745            0        18037
PPG INDUSTRIES, INC.           COM  693506107          488         9333 SH       S       7          9333            0            0
PPT VISION INC. COM            COM  693519100           22         3608 SH       D       6          3608            0            0
PPT VISION INC                 COM  693519100            1          200 SH       D       7           200            0            0
PPL CORPORATION ORDINARY USD 0 COM  69351T106          165         5000 SH       D       2          5000            0            0
PPL CORPORATION ORDINARY USD 0 COM  69351T106         8497       256123 SH       D       3        235623            0        20500
PPL CORPORATION                COM  69351T106          868        41484 SH       D       5         41484            0            0
PPL CORP COM                   COM  69351T106        89950      4296128 SH       D       6       3805924            0       490204
PPL CORP                       COM  69351T106         3637       173736 SH       D       7        158782            0        14954
PPL CORPORATION                COM  69351T106          162         7763 SH       S       7          7763            0            0
PRT GROOUP INC- COM COM        COM  693579104           19        10825 SH       D       6         10825            0            0
PRT GROUP INC                  COM  693579104            1          816 SH       D       7           816            0            0
PRI AUTOMATION INC COM         COM  69357H106        34510       564583 SH       D       6        557983            0         6600
PRI Automation Inc.            COM  69357H106          237         3892 SH       D       7          3892            0            0
PUBLIC STORAGE PPTYS COM       COM  69360J107         9400       461388 SH       D       6        457388            0         4000
PS Business Pks. Inc.          COM  69360J107           77         3816 SH       D       7          3816            0            0
PSC INC. COM                   COM  69361E107          928       166939 SH       D       6        166939            0            0
PSC INC. ELECTRONICS           COM  69361E107            2          437 SH       D       7           437            0            0
PSW TECHNOLOGIES INC COM       COM  69364J103          437        11000 SH       D       6         11000            0            0
PSW TECHNOLOGIES INC           COM  69364J103           23          600 SH       D       7           600            0            0
PTI HOLDINGS INC               COM  69364P109            3         2300 SH       D       6          2300            0            0
PVC CONTAINER CORP COM         COM  693651101            2          666 SH       D       6           666            0            0
PVC CONTAINER CORP             COM  693651101            1          313 SH       D       7           313            0            0
PVF CAPITAL CORP COM           COM  693654105          164        18736 SH       D       6         18736            0            0
PVF CAPITAL CORP               COM  693654105            1          220 SH       D       7           220            0            0
PSS WORLD MEDICAL INC COM      COM  69366A100        12044      1776159 SH       D       6       1776159            0            0
PSS World Medical Inc.         COM  69366A100           75        11129 SH       D       7         11129            0            0
PTEK HOLDINGS COM              COM  69366M104        10404      1570529 SH       D       6       1544429            0        26100
Ptek Holdings Inc.             COM  69366M104           48         7396 SH       D       7          7396            0            0
PACCAR INC COM STOCK US$12     COM  693718108          122         1600 SH       D       2          1600            0            0
PACCAR INC COM STOCK US$12     COM  693718108         8620       112797 SH       D       3        112797            0            0
PACCAR INC COM                 COM  693718108        97073      1941466 SH       D       6       1770191            0       171275
Paccar, Inc.                   COM  693718108         3038        60782 SH       D       7         53289            0         7493
PACCAR INC                     COM  693718108          209         4196 SH       S       7          4196            0            0
PAC WEST TELCOMM NOV 99 TELECO COM  69371Y101         5706       182611 SH       D       6        182611            0            0
PAC-WEST TELECOMM              COM  69371Y101           59         1900 SH       D       7          1900            0            0
PACIFIC AEROSPACE AND ELECTR   COM  693758104           14         5900 SH       D       6          5900            0            0
PAC AEROSPACE & ELECTRONICS    COM  693758104            1          600 SH       D       7           600            0            0
PACIFIC CAPITAL BANCORP COM    COM  69404P101         7672       316395 SH       D       6        316395            0            0
Pacific Capital Bancorp        COM  69404P101           99         4119 SH       D       7          4119            0            0
PACIFIC CENTURY FINANCIAL CORP COM  694058108          119         3900 SH       D       2          3900            0            0
PACIFIC CENTURY FINANCIAL CORP COM  694058108         2720        88644 SH       D       3         88644            0            0
PACIFIC CENTURY FINANCIAL COM  COM  694058108        29011      1428275 SH       D       6       1387838            0        40437
PACIFIC CENTURY FINANCIAL CORP COM  694058108          420        20726 SH       D       7         13548            0         7178
PACIFIC CHEMICAL INC           COM  69406F101            0         1100 SH       D       6          1100            0            0
PACIFIC CREST CAPITAL INC COM  COM  694166109           13         1100 SH       D       6          1100            0            0
PACIFIC GATEWAY EXCHANGE COMMO COM  694327107         4045       275468 SH       D       6        275468            0            0
Pacific Gateway Exchange Inc.  COM  694327107           40         2762 SH       D       7          2762            0            0
PACIFIC GATEWAY PROPERTIES COM COM  694330101            6          613 SH       D       6           613            0            0
PACIFIC GULF COM               COM  694396102         9407       479369 SH       D       6        476269            0         3100
Pacific Gulf Properties Inc.   COM  694396102           58         2995 SH       D       7          2995            0            0
PAC SUNWEAR CA COM             COM  694873100        19664       510759 SH       D       6        510759            0            0
Pacific Sunwear CA Inc.        COM  694873100          193         5030 SH       D       7          5030            0            0
PACIFICAMERICA MONEY CENTER    COM  694935107            0         1700 SH       D       6          1700            0            0
PACIFICARE HEALTH SYSTEMS USD0 COM  695112102          406         5200 SH       D       1          5200            0            0
PACIFICARE HEALTH SYSTEMS USD0 COM  695112102          101         1300 SH       D       2          1300            0            0
PACIFICARE HEALTH SYSTEMS USD0 COM  695112102         5147        65897 SH       D       3         65897            0            0
PACIFICARE HEALTH SYSTEMS      COM  695112102          579        11613 SH       D       5         11613            0            0
PACIFICARE HEALTH SYSTEMS CL A COM  695112102        69573      1394963 SH       D       6       1344026            0        50937
PACIFICARE HEALTH SYSTEMS      COM  695112102         4262        85473 SH       D       7         81531            0         3942
PACKAGED ICE INC COM           COM  695148106          937       208371 SH       D       6        208371            0            0
PACKAGED ICE INC               COM  695148106            3          700 SH       D       7           700            0            0
PACKAGING CORP AMER COM        COM  695156109         4683       446020 SH       D       6        446020            0            0
PACKAGING CORP OF AMERICA      COM  695156109           56         5350 SH       D       7          5350            0            0
PACKETEER INC COM              COM  695210104         4173       119257 SH       D       6        111951            0         7306
PACKETEER INC                  COM  695210104           49         1400 SH       D       7          1400            0            0
PACTIV CORP                    COM  695257105        12716      1485000 SH       D       1       1485000            0            0
PACTIV COPORATION ORD USD 0.01 COM  695257105          677        49600 SH       D       3         49600            0            0
PACTV COM                      COM  695257105        37874      4328459 SH       D       6       3974218            0       354241
Pactiv Corp                    COM  695257105         1104       126250 SH       D       7        111609            0        14641
PACTIV CORPORATION             COM  695257105           81         9362 SH       S       7          9362            0            0
PAGING NETWORK INC. COM        COM  695542100         4139      1595918 SH       D       6       1595918            0            0
PAGING NETWORK INC             COM  695542100           48        18589 SH       D       7         18589            0            0
PAINE WEBBER GROUP INC COM STO COM  695629105          188         2700 SH       D       2          2700            0            0
PAINE WEBBER GROUP INC COM STO COM  695629105        14267       204567 SH       D       3        204567            0            0
PAINE WEBBER GROUP INC         COM  695629105         1656        37650 SH       D       5         37650            0            0
PAINE WEBBER GROUP INC COM     COM  695629105       162499      3693171 SH       D       6       3398621            0       294550
Paine Webber Group Inc.        COM  695629105         5473       124401 SH       D       7        109610            0        14791
PAINE WEBBER GROUP, INC.       COM  695629105          339         7710 SH       S       7          7710            0            0
PAIRGAIN TECHNOLOGIE COM       COM  695934109        29078      1556035 SH       D       6       1556035            0            0
PAIRGAIN TECHNOLOGIES INC      COM  695934109          274        14697 SH       D       7         14697            0            0
MEDICAL IMAGING SYSTEMS        COM  696077304            9         1800 SH       D       7          1800            0            0
PALL CORP COM STOCK US$0.10    COM  696429307         7476       206717 SH       D       3        175817            0        30900
PALL CORP COM                  COM  696429307        70762      3153762 SH       D       6       2897482            0       256280
Pall Corp.                     COM  696429307         2313       103108 SH       D       7         90245            0        12863
PALL CORP                      COM  696429307          151         6745 SH       S       7          6745            0            0
PALM HARBOR HOMES COM          COM  696639103         4792       311703 SH       D       6        311703            0            0
Palm Harbor Homes Inc.         COM  696639103           48         3122 SH       D       7          3122            0            0
PALM INC COM                   COM  696642107         9459       210795 SH       D       6        210795            0            0
PALM INC.                      COM  696642107          267         5955 SH       D       7          5955            0            0
PALOMAR MED COM                COM  697529303            7         2342 SH       D       6          2342            0            0
PALOMAR MEDICAL TECHNOLOGIES   COM  697529303            1          500 SH       D       7           500            0            0
PAMRAPO BANCORP INC COM        COM  697738102          522        26187 SH       D       6         26187            0            0
PAMRAPO BANCORP INC            COM  697738102            2          127 SH       D       7           127            0            0
PANAMSAT CORP. COM             COM  697933109        10942       223032 SH       D       6        220645            0         2387
PANASMAT CORP.                 COM  697933109          673        13740 SH       D       7          7379            0         6361
PAN PACIFIC RETAIL PPTYS COM   COM  69806L104         5179       280904 SH       D       6        279904            0         1000
Pan Pacific Retail Properties  COM  69806L104           37         2008 SH       D       7          2008            0            0
PANACO INC COM                 COM  698106101           18        26500 SH       D       6         26500            0            0
PANAVISION, INC. NEW COM       COM  69830E209           10         1151 SH       D       6          1151            0            0
PANAVISION INC                 COM  69830E209            3          360 SH       D       7           360            0            0
PANDA PROJECT INC (THE) COM    COM  69833F104            2         6900 SH       D       6          6900            0            0
PANDA PROJECT INC              COM  69833F104            2         8100 SH       D       7          8100            0            0
PANERA BREAD CO COM            COM  69840W108          929       123977 SH       D       6        123977            0            0
PANERA BREAD COMPANY           COM  69840W108            4          538 SH       D       7           538            0            0
PANJA INC COM                  COM  698493103         1305        56745 SH       D       6         56745            0            0
PANJA INC                      COM  698493103            8          371 SH       D       7           371            0            0
PANTRY INC COM                 COM  698657103          590        68500 SH       D       6         68500            0            0
PANTRY INC                     COM  698657103           12         1400 SH       D       7          1400            0            0
PAPA JOHNS INTL INC COM        COM  698813102        16697       505970 SH       D       6        505970            0            0
Papa Johns International Inc.  COM  698813102          141         4286 SH       D       7          4286            0            0
PAR TECHNOLOGY CORP COM        COM  698884103          305        70925 SH       D       6         70925            0            0
PAR TECHNOLOGY CORP/DEL        COM  698884103            1          391 SH       D       7           391            0            0
PARACELSUS HEALTHCARE CORP COM COM  698891108           29       117315 SH       D       6        117315            0            0
PAPER WAREHOUSE INC            COM  698941101            2         2200 SH       D       6          2200            0            0
PARADIGM MEDICAL INDUSTRIES    COM  69900Q108           18         1800 SH       D       6          1800            0            0
PARADISE FRUIT INC             COM  699058103            4          293 SH       D       6           293            0            0
PARADISE HOLDINGS INC          COM  699062105            0         1300 SH       D       6          1300            0            0
PARADYNE NETWORK COM           COM  69911G107         3462       111694 SH       D       6        111694            0            0
PARADYNE NETWORKS              COM  69911G107           52         1700 SH       D       7          1700            0            0
PARAGON TRADE BRANDS COM       COM  69912K107            5        10776 SH       D       6         10776            0            0
PARAGON TRADE BRANDS           COM  69912K115            0           27 SH       D       7            27            0            0
PARAGON TRADE BRANDS (NEW)     COM  69912K206            0            7 SH       D       7             7            0            0
PARALLEL PETE CORP DEL COM     COM  699157103           20         9571 SH       D       6          9571            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100          203         5760 SH       D       2          5760            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100        15063       427065 SH       D       3        402665            0        24400
PARAMETRIC TECHNOLOGY CORP     COM  699173100         1501        71276 SH       D       5         71276            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100       136548      6483035 SH       D       6       5949945            0       533090
Parametric Technology Co       COM  699173100         4966       235786 SH       D       7        173346            0        62440
PARAMETRIC TECHNOLOGY CORP     COM  699173100          305        14528 SH       S       7         14528            0            0
PARAVANT INC                   COM  699376109            2          900 SH       D       7           900            0            0
PAREXEL INTL CP COM            COM  699462107         5003       530193 SH       D       6        530193            0            0
Parexel International Corp.    COM  699462107           35         3751 SH       D       7          3751            0            0
PARK BANCORP INC               COM  700164106           15         1200 SH       D       6          1200            0            0
PARK ELECTROCHEMICAL CORP COM  COM  700416209         4577       186855 SH       D       6        186855            0            0
Park Electrochemical Corp.     COM  700416209           38         1566 SH       D       7          1566            0            0
PARK NATL CORP COM             COM  700658107        12203       138677 SH       D       6        138677            0            0
Park National Corp.            COM  700658107          130         1478 SH       D       7          1478            0            0
PARK-OHIO HOLDINGS CORP. COM   COM  700666100         1259       118582 SH       D       6        118582            0            0
PARK - OHIO HOLDINGS CORP      COM  700666100            4          411 SH       D       7           411            0            0
PARK PLACE ENTERTAINMENT CORP  COM  700690100          329        20140 SH       D       3         20140            0            0
PARK PLACE ENTERTAINMENT       COM  700690100          933        80740 SH       D       5         80740            0            0
PARK PLACE ENTERTAINMENT COM   COM  700690100        52911      4576134 SH       D       6       4545042            0        31092
PARK PLACE ENTERTAINMENT       COM  700690100         1381       119500 SH       D       7         95937            0        23563
PARKER DRILLING CO COM         COM  701081101         6750      1350141 SH       D       6       1350141            0            0
PARKER DRILLING                COM  701081101           75        15144 SH       D       7         15144            0            0
PARKER-HANNIFIN CORP COM STOCK COM  701094104          128         1945 SH       D       2          1945            0            0
PARKER-HANNIFIN CORP COM STOCK COM  701094104        11064       166995 SH       D       3        166995            0            0
PARKER HANNIFIN CORP           COM  701094104         1215        29428 SH       D       5         29428            0            0
PARKER HANNIFIN CORP COM       COM  701094104       121598      2943382 SH       D       6       2714613            0       228769
Parker Hannifin                COM  701094104         4411       106772 SH       D       7         95175            0        11597
PARKER-HANNIFIN CORP           COM  701094104          248         6027 SH       S       7          6027            0            0
PARKERVISION INC COM           COM  701354102         2958       100305 SH       D       6        100305            0            0
Parkervision Inc.              COM  701354102           36         1234 SH       D       7          1234            0            0
PARKVALE FINL CORP COM         COM  701492100         1077        68444 SH       D       6         68444            0            0
PARKVALE FINANCIAL CORP        COM  701492100            9          633 SH       D       7           633            0            0
PARKWAY PROPERTIES INC COM     COM  70159Q104         6627       225139 SH       D       6        223739            0         1400
Parkway Properties Inc.        COM  70159Q104           50         1707 SH       D       7          1707            0            0
PARLEX CORP                    COM  701630105         1470        48225 SH       D       6         48225            0            0
PARLEX CORP                    COM  701630105           18          600 SH       D       7           600            0            0
PARLUX FRAGRANCES INC COM      COM  701645103           25         6100 SH       D       6          6100            0            0
PARTY CITY CORP COM            COM  702145103           33        15696 SH       D       6         15696            0            0
PARTY CITY CORP                COM  702145103            0          459 SH       D       7           459            0            0
PATHFINDER BANKCORP INC COM    COM  70320A103            4          525 SH       D       6           525            0            0
PATHFINDER BANCORP INC         COM  70320A103            2          400 SH       D       7           400            0            0
PATHWAYS GROUP INC COM         COM  70321D106            1          448 SH       D       6           448            0            0
PATHWAYS GROUP INC             COM  70321D106            5         2400 SH       D       7          2400            0            0
PATHOGENESIS CORP COM          COM  70321E104         6333       278384 SH       D       6        278384            0            0
Pathogenesis Corp.             COM  70321E104           58         2573 SH       D       7          2573            0            0
PATINA OIL & GAS CORP COM      COM  703224105         1406       103684 SH       D       6        103684            0            0
PATINA OIL & GAS CORP          COM  703224105           40         3000 SH       D       7          3000            0            0
PATINA OIL & GAS CORP WTS 0502 COM  703224113            7         2460 SH       D       6          2460            0            0
PATRICK INDS INC COM           COM  703343103          483        62836 SH       D       6         62836            0            0
PATRICK INDUSTRIES INC         COM  703343103            1          216 SH       D       7           216            0            0
PATRIOT BANK CORP PA COM       COM  70335P103          666        53325 SH       D       6         53325            0            0
PATRIOT BANK CORP              COM  70335P103            2          228 SH       D       7           228            0            0
PATRIOT NATIONAL BANCORP INC C COM  70336F104           18         1745 SH       D       6          1745            0            0
PATRIOT TRANSPORTATION HOLDING COM  70337B102           32         1531 SH       D       6          1531            0            0
PATRIOT TRANSPORTATION H       COM  70337B102            3          149 SH       D       7           149            0            0
PATTERSON DENTAL CO COM        COM  703412106        20265       529805 SH       D       6        529805            0            0
Patterson Dental Co.           COM  703412106          179         4695 SH       D       7          4695            0            0
PATTERSON DRILLING INC COM     COM  703414102        37845      1191993 SH       D       6       1152793            0        39200
Patterson Energy Inc.          COM  703414102          202         6386 SH       D       7          6386            0            0
PAUL HARRIS STORES INC COM     COM  703555201           16         5400 SH       D       6          5400            0            0
PAUL HARRIS STORES             COM  703555201            2          682 SH       D       7           682            0            0
PAUL-SON GAMING CORP COM       COM  703578104            1          563 SH       D       6           563            0            0
PAUL-SON GAMING CORP           COM  703578104            4         1300 SH       D       7          1300            0            0
PAULA FINL DEL COM             COM  703588103           13         4020 SH       D       6          4020            0            0
PAULSON CAP CORP COM           COM  703797100           30         3479 SH       D       6          3479            0            0
PAULSON CAPITAL CORP           COM  703797100            4          500 SH       D       7           500            0            0
PAXAR CORP COM                 COM  704227107         7586       788226 SH       D       6        788226            0            0
Paxar Corp.                    COM  704227107           65         6814 SH       D       7          6814            0            0
PAXSON COMMUNICATION COM       COM  704231109         3546       457673 SH       D       6        457673            0            0
Paxson Communications Corp.    COM  704231109           54         7050 SH       D       7          7050            0            0
PAYCHEX INC USD0.01            COM  704326107          314         3737 SH       D       2          3737            0            0
PAYCHEX INC USD0.01            COM  704326107        29961       355859 SH       D       3        355859            0            0
PAYCHEX INC                    COM  704326107         3409        65091 SH       D       5         65091            0            0
PAYCHEX INC COM                COM  704326107       306779      5857371 SH       D       6       5374962            0       482409
Paychex, Inc.                  COM  704326107        10857       207305 SH       D       7        156830            0        50475
PAYCHEX, INC                   COM  704326107          694        13253 SH       S       7         13253            0            0
PAYLESS CASHWAYS INC COM       COM  704378405            0          237 SH       D       6           237            0            0
PAYLESS SHOESOURCE USD0.01     COM  704379106         1668        20600 SH       D       1         20600            0            0
PAYLESS SHOESOURCE USD0.01     COM  704379106          348         4300 SH       D       2          4300            0            0
PAYLESS SHOESOURCE USD0.01     COM  704379106         2567        31700 SH       D       3         31700            0            0
PAYLESS SHOE SOURCE COM        COM  704379106        70295      1353462 SH       D       6       1265722            0        87740
PAYLESS SHOESOURCE INC         COM  704379106         2010        38701 SH       D       7         35816            0         2885
PCORDER COM INC COM            COM  70453H107          529        23536 SH       D       6         23536            0            0
PcOrder.com Inc.               COM  70453H107           15          677 SH       D       7           677            0            0
PEAPOD INC - COM COM           COM  704718105          425       158145 SH       D       6        158145            0            0
PEAPOD INC                     COM  704718105            2          831 SH       D       7           831            0            0
PEDIATRIC SVCS OF AMERICA COM  COM  705323103            6         3722 SH       D       6          3722            0            0
PEDIATRIX MED GROUP Z          COM  705324101         3276       451885 SH       D       6        451885            0            0
Pediatrix Medical Group Inc.   COM  705324101           26         3638 SH       D       7          3638            0            0
PEEKSKILL FINL CORP COM        COM  705385102           40         1919 SH       D       6          1919            0            0
PEEKSKILL FINANCIAL CORP       COM  705385102            8          400 SH       D       7           400            0            0
PEERLESS MFG CO COM            COM  705514107            8          600 SH       D       6           600            0            0
PEERLESS SYS CORP COM          COM  705536100          755       154918 SH       D       6        154918            0            0
PEERLESS SYSTEMS CORP          COM  705536100            4          907 SH       D       7           907            0            0
PEGASYSTEMS INC                COM  705573103           26         3200 SH       D       1             0         3200            0
PEGASYSTEMS INC COMMON STOCK   COM  705573103         3283       273618 SH       D       6        273618            0            0
Pegasystems Inc.               COM  705573103           55         4624 SH       D       7          4624            0            0
PELICAN FINANCIAL COM          COM  705808103            0          100 SH       D       6           100            0            0
PELICAN FINANCIAL INC          COM  705808103            1          400 SH       D       7           400            0            0
PEGASUS COMMUNICATIONS CORP    COM  705904100        28187       200000 SH       D       1        200000            0            0
PEGASUS COMMUNICATION COM      COM  705904100        30604       217439 SH       D       6        217439            0            0
Pegasus Communication Corp.    COM  705904100          284         2023 SH       D       7          2023            0            0
PEGASUS SYSTEMS INC COM        COM  705906105         6198       391979 SH       D       6        391979            0            0
Pegasus Systems Inc.           COM  705906105           47         3009 SH       D       7          3009            0            0
PEN INTERCONNECT INC           COM  706583101            0         2000 SH       D       6          2000            0            0
PENFORD CO COM                 COM  707051108         1445        79754 SH       D       6         79754            0            0
PENFORD CORP                   COM  707051108           13          771 SH       D       7           771            0            0
PENN-AMER GROUP INC COM        COM  707247102          556        78142 SH       D       6         78142            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         2424        98971 SH       D       6         98971            0            0
PENN ENGINEERING & MFG CORP    COM  707389300           10          417 SH       D       7           417            0            0
PENN NATL GAMING INC COM       COM  707569109         1266       114046 SH       D       6        114046            0            0
PENN NATIONAL GAMING INC       COM  707569109           19         1743 SH       D       7          1743            0            0
PENN OCTANE CORP COM           COM  707573101          185        19700 SH       D       6         19700            0            0
PENN TRAFFIC CO NEW COM        COM  707832200            5          760 SH       D       6           760            0            0
PENN TREATY AMERN CORP         COM  707874103         1764       105765 SH       D       6        105765            0            0
Penn Treaty American Corp.     COM  707874103           18         1120 SH       D       7          1120            0            0
PENN VIRGINIA CORP COM         COM  707882106         1699        99261 SH       D       6         99261            0            0
PENN VIRGINIA CORP             COM  707882106            5          330 SH       D       7           330            0            0
PENNACO ENERGY INC COM         COM  708046107         1979       144622 SH       D       6        144622            0            0
PENNACO ENERGY INC             COM  708046107           19         1400 SH       D       7          1400            0            0
PENNCORP FINL GROUP COM        COM  708094107            3        75434 SH       D       6         75434            0            0
PENNEY (J C) CO INC COM STOCK  COM  708160106          122         5170 SH       D       2          5170            0            0
PENNEY (J C) CO INC COM STOCK  COM  708160106         8997       379405 SH       D       3        358605            0        20800
PENNEY (J C) CO INC COM STOCK  COM  708160106          291        12300 SH       D       4         12300            0            0
PENNEY J C CO INC COM          COM  708160106        95569      6424832 SH       D       6       5890833            0       533999
Penney, J.C. Company, Inc      COM  708160106         2830       190282 SH       D       7        165908            0        24374
J.C. PENNEY COMPANY, INC.      COM  708160106          209        14083 SH       S       7         14083            0            0
PENNFED FINANCIAL COM          COM  708167101         1642       116291 SH       D       6        116291            0            0
PENNFED FINANCIAL SVCS INC     COM  708167101            4          339 SH       D       7           339            0            0
PENNSYLVANIA COMMERCE BANCORP  COM  708677109           25         1025 SH       D       6          1025            0            0
PENNSYLVANIA COMMERCE BANCORP  COM  708677109            6          267 SH       D       7           267            0            0
PENNWOOD BANCORP INC           COM  708904107            5          400 SH       D       6           400            0            0
PENNSYLVANIA REAL ESTATE INVT  COM  709102107         4828       297138 SH       D       6        295838            0         1300
Pennsylvania Real Estate       COM  709102107           31         1958 SH       D       7          1958            0            0
PENNZOIL - QUAKER STATE CO     COM  709323109         1664       103111 SH       D       3         95311            0         7800
PENNZOIL-QUAKER STATE CO. COM  COM  709323109        17076      1636103 SH       D       6       1636103            0            0
PENNZOIL-QUAKER STATE CO       COM  709323109          184        17684 SH       D       7         17684            0            0
PANTACON INC COM               COM  709620108          268       104798 SH       D       6        104798            0            0
PENTACON INC                   COM  709620108            1          745 SH       D       7           745            0            0
PENTAIR INDUSTRIES INC COM     COM  709631105        24381       657842 SH       D       6        653327            0         4515
PENTAIR INC                    COM  709631105          408        11033 SH       D       7          7189            0         3844
PENTASTAR COMMUNICATIONS INC C COM  709632103         2498       124923 SH       D       6        124923            0            0
PENTECH INTL INC COM           COM  709635106           12         9600 SH       D       6          9600            0            0
PENTEGRA DENTAL GROUP INC      COM  709637102            0          400 SH       D       7           400            0            0
PENTON MEDIA INC. COM          COM  709668107        13708       527238 SH       D       6        527238            0            0
Penton Media Inc.              COM  709668107          102         3956 SH       D       7          3956            0            0
PENWEST PHARMACEUTICAL COM     COM  709754105         1671       135717 SH       D       6        135717            0            0
PENWEST PHARMACEUTICALS CO     COM  709754105            5          407 SH       D       7           407            0            0
PEOPLES BANCORP AUBURN IND COM COM  709788103          562        40537 SH       D       6         40537            0            0
PEOPLES BANCORP/AUBURN IN      COM  709788103            2          145 SH       D       7           145            0            0
PEOPLES BANCORP INC COM        COM  709789101         1461        87897 SH       D       6         87897            0            0
PEOPLES BANCORP INC            COM  709789101            4          255 SH       D       7           255            0            0
PEOPLES BANCSHARES INC. COM    COM  709795108          653        35091 SH       D       6         35091            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            8          689 SH       D       7           689            0            0
PEOPLES BK BRIDGEPORT CONN     COM  710198102         7318       349540 SH       D       6        346845            0         2695
PEOPLES BANK BRIDGEPORT        COM  710198102          198         9460 SH       D       7          7094            0         2366
PEOPLE`S BANCORP OF NORTH      COM  710577107            5          432 SH       D       6           432            0            0
PEOPLES BANK/ CATAWBA NC       COM  710577107            6          465 SH       D       7           465            0            0
PEOPLES ENERGY CORP COM STOCK  COM  711030106         2309        53170 SH       D       3         53170            0            0
PEOPLES ENERGY CORP COM        COM  711030106        24981       910472 SH       D       6        827748            0        82724
People's Energy Corp           COM  711030106          730        26622 SH       D       7         22973            0         3649
PEOPLES ENERGY CORP            COM  711030106           51         1887 SH       S       7          1887            0            0
PEOPLES FINL CORP OHIO COM     COM  71103A104            8         1434 SH       D       6          1434            0            0
PEOPLES FINANCIAL CORP/ OHIO   COM  71103A104            1          200 SH       D       7           200            0            0
PEOPLES HERITAGE SVGS BK PORTL COM  711147108        24696      1646446 SH       D       6       1635331            0        11115
PEOPLES HERITAGE FIN GROUP INC COM  711147108          262        17490 SH       D       7          8295            0         9195
PEOPLES KLDG CO COM            COM  711148106         1861        75972 SH       D       6         75972            0            0
Peoples Holdings Co.           COM  711148106           22          936 SH       D       7           936            0            0
ROCHE HLDG INC                 CVB  71196AC63         1148      2000000 SH       D       9       2000000            0            0
PEOPLES-SIDNEY FINL CORP COM   COM  712308105            3          356 SH       D       6           356            0            0
PEOPLESOFT INC COM STOCK US$0. COM  712713106          164         5420 SH       D       2          5420            0            0
PEOPLESOFT INC COM STOCK US$0. COM  712713106        11518       380271 SH       D       3        380271            0            0
PEOPLESOFT INC                 COM  712713106         1314        65723 SH       D       5         65723            0            0
PEOPLESOFT INC COM             COM  712713106       127051      6352557 SH       D       6       5811414            0       541143
PeopleSoft Inc                 COM  712713106         4252       212629 SH       D       7        168313            0        44316
PEOPLESOFT                     COM  712713106          289        14494 SH       S       7         14494            0            0
PEP BOYS-MANNY, MOE & JACK COM COM  713278109          143        15511 SH       D       3         15511            0            0
PEP BOYS MANNY MOE & JACK COM  COM  713278109         7275      1225418 SH       D       6       1121427            0       103991
Pep Boys - Manny,Moe,Jack      COM  713278109          238        40109 SH       D       7         39435            0          674
THE PEP BOYS                   COM  713278109           16         2789 SH       S       7          2789            0            0
PEPSI BOTTLING GROUP INC COM   COM  713409100        30360      1518019 SH       D       6       1481719            0        36300
PEPSI BOTTLING GROUP INC       COM  713409100         1005        50293 SH       D       7         28800            0        21493
PEPSI AMERICAS, INC COM        COM  71343P101          601       178255 SH       D       6        178255            0            0
PEPSIAMERICAS                  COM  71343P101            2          792 SH       D       7           792            0            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108        10804       241155 SH       D       1         99200       141955            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108         2221        39330 SH       D       2         39330            0            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108       132416      2343880 SH       D       3       2227280            0       116600
PEPSICO INC CAP STOCK US$0.01  COM  713448108         3011        53300 SH       D       4         53300            0            0
PEPSICO INC COM                COM  713448108      1297702     37546547 SH       D       6      34383843            0      3162704
PEPSICO INC                    COM  713448108        47635      1378245 SH       D       7       1045414            0       332831
PEPSI CO INC                   COM  713448108        20767       585000 SH       D       9        585000            0            0
PEPSICO, INC                   COM  713448108         2707        78331 SH       S       7         78331            0            0
PER-SE TECHNOLOGIES INC COM    COM  713569309         2838       483187 SH       D       6        483187            0            0
PER-SE TECHNOLOGIES            COM  713569309           48         8191 SH       D       7          8191            0            0
PERCEPTION INC COM             COM  71361F100           34         5461 SH       D       6          5461            0            0
PERCEPTRON INC                 COM  71361F100            1          200 SH       D       7           200            0            0
PEREGRINE SYSTEMS INC COM      COM  71366Q101        82311      1227391 SH       D       6       1203191            0        24200
PEREGRINE SYSTEMS INC          COM  71366Q101          805        12018 SH       D       7         12018            0            0
PERFORMANCE FOOD COM           COM  713755106         5061       231364 SH       D       6        231364            0            0
Performance Food Group         COM  713755106           47         2156 SH       D       7          2156            0            0
PERFORMANCE TECHNOLO COM       COM  71376K102         4686       107892 SH       D       6        107892            0            0
PERFORMANCE TECHNOLOGIES INC   COM  71376K102           21          487 SH       D       7           487            0            0
PERICOM SEMICONDUCTO COM       COM  713831105         4064       113895 SH       D       6        113895            0            0
PERICOM SEMICONDUCTOR CORP     COM  713831105           19          544 SH       D       7           544            0            0
PERINI CORP COM                COM  713839108           45        10151 SH       D       6         10151            0            0
PERINI CORP                    COM  713839108            0          200 SH       D       7           200            0            0
PERITUS SOFTWARE SER COM       COM  714006103           10        10100 SH       D       6         10100            0            0
PERKINELMER COM STK $1         COM  714046109         6714        65551 SH       D       3         65551            0            0
PERKINELMER INC COM            COM  714046109        83665      1258129 SH       D       6       1166723            0        91406
PerkinElmer Inc                COM  714046109         2420        36406 SH       D       7         35749            0          657
PERKINELMER INC                COM  714046109          168         2539 SH       S       7          2539            0            0
PERMANENT BANCORP INC COM      COM  714197100            9          500 SH       D       6           500            0            0
PERMANENT BANCORP INC          COM  714197100            3          200 SH       D       7           200            0            0
PEROT SYSTEMS COM              COM  714265105         7034       349536 SH       D       6        349536            0            0
PEROT SYSTEMS CORP CL A        COM  714265105          351        17451 SH       D       7          6411            0        11040
PERRIGO CO COM                 COM  714290103        12627      1662904 SH       D       6       1662904            0            0
PERRIGO COMPANY                COM  714290103          256        33733 SH       D       7         33733            0            0
PERSISTENCE SOFTWARE INC COM   COM  715329108         2676       134668 SH       D       6        134668            0            0
PERSISTENCE SOFTWARE           COM  715329108           13          700 SH       D       7           700            0            0
PERSONALGROUP OF AME COM       COM  715338109         4657       760382 SH       D       6        760382            0            0
Personnel Group America        COM  715338109           24         4016 SH       D       7          4016            0            0
PERSONAL GROUP OF AMERICA INC  COM  715338109          111        18000 SH       D       9         18000            0            0
PERSONNEL GROUP AMERICA        CVB  715338AE9         1297      2000000 SH       D       9       2000000            0            0
INDOSTAT ADR                   COM  715680104          137         8000 SH       D       6          8000            0            0
TELEKOMUNIKASI INDONESIA COM   COM  715684106          343        36200 SH       D       6         36200            0            0
PERVASIVE SOFTWARE INC COM     COM  715710109         3425       266024 SH       D       6        266024            0            0
Pervasive Software Inc.        COM  715710109           28         2236 SH       D       7          2236            0            0
PETCO ANIMAL SUPPLIES COM      COM  716016100         9888       832730 SH       D       6        783530            0        49200
Petco Animal Supplies Inc.     COM  716016100           41         3498 SH       D       7          3498            0            0
PETRO-CANADA COM               COM  71644E102            0      1081800 SH       D       6       1081800            0            0
PETROCORP INC COM              COM  71645N101          293        52251 SH       D       6         52251            0            0
PETROGLYPH ENERGY INC          COM  71649C101            5         2600 SH       D       6          2600            0            0
PETROLEUM DEV CORP COM         COM  716578109          588       144806 SH       D       6        144806            0            0
PETROLEUM DEVELOPMENT CORP     COM  716578109           10         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         6042      2014270 SH       D       6       2014270            0            0
PETSMART INC                   COM  716768106           74        24689 SH       D       7         24689            0            0
PETS.COM COM                   COM  71676K109          468       109410 SH       D       6        109410            0            0
PETS.COM                       COM  71676K109            5         1190 SH       D       7          1190            0            0
PHARMACYCLICS INC COM          COM  716933106        10476       188133 SH       D       6        188133            0            0
Pharmacyclics Inc.             COM  716933106          160         2883 SH       D       7          2883            0            0
PHARMACIA & UPJOHN USD0.01     COM  716941109         1343        14100 SH       D       1         14100            0            0
PHARMACIA & UPJOHN USD0.01     COM  716941109         1225        12870 SH       D       2         12870            0            0
PHARMACIA & UPJOHN USD0.01     COM  716941109        77901       817829 SH       D       3        776209            0        41620
PHARMACIA & UPJOHN USD0.01     COM  716941109         1745        18324 SH       D       4         18324            0            0
PHARMACIA - UPJOHN INC COM     COM  716941109       782158     13200981 SH       D       6      12062673            0      1138308
Pharmacia & Upjohn Inc         COM  716941109        27111       457585 SH       D       7        404594            0        52991
PHARMACIA & UPJOHN INC         COM  716941109         1653        27901 SH       S       7         27901            0            0
PHARMAPRINT INC COM            COM  716950100          412       235920 SH       D       6        235920            0            0
PHARMAPRINT INC                COM  716950100            3         1803 SH       D       7          1803            0            0
PFIZER INC COM STOCK US$0.10   COM  717081103        10854       201380 SH       D       1        158600        42780            0
PFIZER INC COM STOCK US$0.10   COM  717081103         5869       100870 SH       D       2        100870            0            0
PFIZER INC COM STOCK US$0.10   COM  717081103       382182      6568024 SH       D       3       6274224            0       293800
PFIZER INC COM STOCK US$0.10   COM  717081103         8163       140300 SH       D       4        140300            0            0
PFIZER INC                     COM  717081103        37049      1013398 SH       D       5       1013398            0            0
PFIZER INC COM                 COM  717081103      3562724     97442024 SH       D       6      89186346            0      8255678
PFIZER INC                     COM  717081103       125585      3434825 SH       D       7       2549786            0       885039
PFE.N                          COM  717081103          506        14106 SH       D       9         14106            0            0
PFIZER INC                     COM  717081103         7613       208241 SH       S       7        208241            0            0
PES WEB INC COM                COM  717098107          777        48587 SH       D       6         48587            0            0
PFSWEB INC                     COM  717098107           14          900 SH       D       7           900            0            0
PHAR-MOR INC COM               COM  717113203          397       124660 SH       D       6        124660            0            0
PHAR MOR INC                   COM  717113203            1          547 SH       D       7           547            0            0
PHARMACEUTICAL PROD COM        COM  717124101         6866       405390 SH       D       6        405390            0            0
Pharmaceutical Prod. Dev. Inc. COM  717124101           61         3642 SH       D       7          3642            0            0
PHARMACEUTICAL RESOURCES INC.  COM  717125108         1770       283268 SH       D       6        283268            0            0
Pharmaceutical Resources Inc.  COM  717125108           18         2963 SH       D       7          2963            0            0
PHARMCHEM COM                  COM  717133102            3          908 SH       D       6           908            0            0
PHARMOS COM                    COM  717139208         2491       504679 SH       D       6        504679            0            0
PHARMOS CORP                   COM  717139208           15         3100 SH       D       7          3100            0            0
PHARMACOPEIA INC COM           COM  71713B104         9866       201355 SH       D       6        201355            0            0
PHARMACOPEIA INC               COM  71713B104           53         1100 SH       D       7          1100            0            0
PHARMANETICS, INC. COM         COM  71713J107           11          794 SH       D       6           794            0            0
PHARMANETICS INC               COM  71713J107            5          400 SH       D       7           400            0            0
PHELPS DODGE CORP COM STOCK US COM  717265102          104         1390 SH       D       2          1390            0            0
PHELPS DODGE CORP COM STOCK US COM  717265102        10400       138804 SH       D       3        120779            0        18025
PHELPS DODGE CORP COM STOCK US COM  717265102          636         8500 SH       D       4          8500            0            0
PHELPS DODGE CORP              COM  717265102          955        20126 SH       D       5         20126            0            0
PHELPS DODGE CORP COM          COM  717265102        95594      2012509 SH       D       6       1847194            0       165315
Phelps Dodge Corporation       COM  717265102         2735        57586 SH       D       7         49779            0         7807
PHELPS DODGE CORP              COM  717265102          207         4364 SH       S       7          4364            0            0
PHILADELPHIA CONS HL COM       COM  717528103         2290       155292 SH       D       6        155292            0            0
Philadelphia Cons. Hldg. Corp. COM  717528103           21         1465 SH       D       7          1465            0            0
PHILADELPHIA SUBURBAN CORP COM COM  718009608        11213       618694 SH       D       6        618694            0            0
Philadelphia Suburban Corp.    COM  718009608          131         7267 SH       D       7          7267            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107      1856980     84889860 SH       D       1      84853500        36360            0
PHILIP MORRIS COS INC COM STOC COM  718154107         1833        54130 SH       D       2         54130            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107       128932      3805941 SH       D       3       3805941            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107         2344        69200 SH       D       4         69200            0            0
PHILIP MORRIS COMPANIES INC    COM  718154107        13108       620381 SH       D       5        620381            0            0
PHILIP MORRIS COS INC COM      COM  718154107      1282253     60698402 SH       D       6      57298309            0      3400093
PHILIP MORRIS COS INC          COM  718154107        44904      2125661 SH       D       7       1722506            0       403155
PHILIP MORRIS COMPANIES, INC   COM  718154107         2689       127320 SH       S       7        127320            0            0
PHILIP SERVICES CORP COM       COM  71819M103            1        16413 SH       D       6         16413            0            0
PHILIPPINE LONG DISTANCE TEL C COM  718252604          382        17438 SH       D       6         17438            0            0
PHILIPPINE LONG DISTANCE TELEP CVP  718252703        10468       251500 SH       D       1        251500            0            0
PHILIPS INTL RLTY CORP COM     COM  718333107         1517        91279 SH       D       6         91279            0            0
PHILIPS INTERNATIONAL REALTY   COM  718333107            7          470 SH       D       7           470            0            0
PHILLIPS PETROLEUM COM STOCK U COM  718507106          316         4350 SH       D       2          4350            0            0
PHILLIPS PETROLEUM COM STOCK U COM  718507106        29142       400667 SH       D       3        375067            0        25600
PHILLIPS PETROLEUM COM STOCK U COM  718507106         1040        14300 SH       D       4         14300            0            0
PHILLIPS PETROLEUM CO COM      COM  718507106       313607      6780709 SH       D       6       6193282            0       587427
Phillips Petroleum Co          COM  718507106        11289       244093 SH       D       7        221622            0        22471
PHILLIPS PETROLEUM CO          COM  718507106          629        13602 SH       S       7         13602            0            0
PHILLIPS VAN HEUSEN CORP COM   COM  718592108         4928       641049 SH       D       6        637849            0         3200
PHILLIPS-VAN HEUSEN            COM  718592108           40         5211 SH       D       7          5211            0            0
PHOENIX INTL LIFE SCIENCES INC COM  718919103          139        12700 SH       D       6         12700            0            0
PHOENIX INTL INC COM           COM  719078107           16         3750 SH       D       6          3750            0            0
PHOENIX INTERNATIONAL LTD      COM  719078107            1          380 SH       D       7           380            0            0
PHOENIX INVESTMENT PARTNERS, L COM  719085102         1926       248594 SH       D       6        247794            0          800
Phoenix Investment Partners    COM  719085102           50         6558 SH       D       7          6558            0            0
PHOENIX TECHNOLOGY LTD COM     COM  719153108        12974       614177 SH       D       6        583396            0        30781
Phoenix Technologies Ltd.      COM  719153108           75         3565 SH       D       7          3565            0            0
PHONE COM INC COM              COM  71920Q100        47260       289722 SH       D       6        280921            0         8801
PHONE.COM                      COM  71920Q100          701         4300 SH       D       7          4300            0            0
PHCM.O                         COM  71920Q100         1052         7000 SH       D       9          7000            0            0
PHOTOELECTRON CORP             COM  719320103           12         3500 SH       D       6          3500            0            0
PHOTOGEN TECHNOLOGIES INC COM  COM  71932A101          330        18100 SH       D       6         18100            0            0
PHOTON DYNAMICS INC COM        COM  719364101         5386        78068 SH       D       6         78068            0            0
PHOTON DYNAMICS INC.           COM  719364101           27          400 SH       D       7           400            0            0
PHOTRONIC INC FORMLY PHOTRONIC COM  719405102        12935       366327 SH       D       6        366327            0            0
Photronics Inc.                COM  719405102          130         3709 SH       D       7          3709            0            0
PHOTOWORKS COM                 COM  71940B109           96        14210 SH       D       6         14210            0            0
PHOTOWORKS INC                 COM  71940B109            4          726 SH       D       7           726            0            0
PHTCOR COM                     COM  71940F100         1254      1216720 SH       D       6       1216720            0            0
PHYCOR INC                     COM  71940F100           15        14737 SH       D       7         14737            0            0
PHYSICIAN COMPUTER NETWORK COM COM  71940K109            1        29000 SH       D       6         29000            0            0
PHYSICIAN`S CLINICAL LABS COM  COM  71940R112            0          136 SH       D       6           136            0            0
PHYSICIANS RESOURCE COM        COM  71941S101            2        15406 SH       D       6         15406            0            0
PICCADILLY CAFETERIAS INC COM  COM  719567109          396       132205 SH       D       6        132205            0            0
PICADILLY CAFETARIES, INC.     COM  719567109            1          388 SH       D       7           388            0            0
PICTURETEL CORP COM NEW        COM  720035302         8007       915130 SH       D       6        914630            0          500
PICTURETEL CORPORATION         COM  720035302           70         8065 SH       D       7          8065            0            0
PIEDMONT BANCORP INC COM       COM  720104108           17         1600 SH       D       6          1600            0            0
PIEDMONT BANCORP INC           COM  720104108            4          400 SH       D       7           400            0            0
PIEDMONT NATURAL GAS CO COM    COM  720186105        18701       717559 SH       D       6        716659            0          900
Piedmont Natural Gas Inc.      COM  720186105          132         5086 SH       D       7          5086            0            0
PIER I INC COM                 COM  720279108        23007      2244655 SH       D       6       2244655            0            0
PIER 1 IMPORTS INC-DEL         COM  720279108          263        25708 SH       D       7         25708            0            0
PIERCING PAGODA INC COM        COM  720773100         1155        86369 SH       D       6         86369            0            0
PIERCING PAGODA INC            COM  720773100            5          436 SH       D       7           436            0            0
PILGRIMS PRIDE CORP CL B       COM  721467108         5947       942217 SH       D       6        882678            0        59539
Pilgrim's Pride Corp.          COM  721467108           21         3443 SH       D       7          3443            0            0
PILGRIMS PRIDE CORP COM        COM  721467207          500       102637 SH       D       6        102637            0            0
PILLOWTEX CORP COM             COM  721501104          581       145472 SH       D       6        145472            0            0
Pillowtex Corp.                COM  721501104            6         1693 SH       D       7          1693            0            0
PILOT NETWORK SVCS INC COM     COM  721596104         4049       122473 SH       D       6        122473            0            0
PILOT NETWORK SERVICES         COM  721596104           20          613 SH       D       7           613            0            0
PINNACLE BANKCSHARES INC COM   COM  722903101            4          618 SH       D       6           618            0            0
PINNACLE BANCSHARES INC        COM  722903101            6          800 SH       D       7           800            0            0
PINNACLE ENTERTAINMENT INC COM COM  723456109        10892       536226 SH       D       6        535526            0          700
Pinnacle Entertainment         COM  723456109           76         3789 SH       D       7          3789            0            0
PINNACLE GLOBAL GROUP COM      COM  723465100           17         4926 SH       D       6          4926            0            0
PINNACLE HLDGS INC COM         COM  72346N101        34334       621442 SH       D       6        621442            0            0
Pinnacle Holdings Inc.         COM  72346N101          331         5991 SH       D       7          5991            0            0
PINNACLE HLDGS INC             COM  72346N101         1301        20300 SH       D       9         20300            0            0
PINNACLE HOLDINGS 5.5CB 14     CVB  72346NAC5         2754      3000000 SH       D       9       3000000            0            0
PINNACLE SYS INC COM           COM  723481107        25601       769974 SH       D       6        769974            0            0
Pinnacle Systems Inc.          COM  723481107          245         7388 SH       D       7          7388            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101         2943        66100 SH       D       1         66100            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101          432         9700 SH       D       2          9700            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101         7436       166973 SH       D       3        151873            0        15100
PINNACLE WEST CAP CORP COM     COM  723484101        85108      3019355 SH       D       6       2554202            0       465153
Pinnacle West Cap. Corp.       COM  723484101         3185       112996 SH       D       7        104255            0         8741
PINNACLE WEST CAPITAL CORP     COM  723484101          128         4575 SH       S       7          4575            0            0
PIONEER CORP                   COM  723646105         1687        57806 SH       D       7         57806            0            0
PIONEER GROUP INC COM          COM  723684106        11182       480958 SH       D       6        480958            0            0
Pioneer Group Inc.             COM  723684106          109         4724 SH       D       7          4724            0            0
PIONEER NATURAL RESOURCES COM  COM  723787107        24967      2349926 SH       D       6       2330226            0        19700
PIONEER NATURAL RESOURCES CO   COM  723787107          455        42848 SH       D       7         42848            0            0
PIONEER STANDARD ELECTRONICS I COM  723877106         6856       435345 SH       D       6        435345            0            0
Pioneer Standard Electronics   COM  723877106           66         4239 SH       D       7          4239            0            0
PITNEY BOWES INC COM STOCK US$ COM  724479100          310         4460 SH       D       2          4460            0            0
PITNEY BOWES INC COM STOCK US$ COM  724479100        29513       424373 SH       D       3        388173            0        36200
PITNEY BOWES INC COM STOCK US$ COM  724479100         1300        18700 SH       D       4         18700            0            0
PITNEY BOWES INC COM           COM  724479100       287944      6443506 SH       D       6       5916867            0       526639
Pitney Bowes Inc.              COM  724479100        10171       227617 SH       D       7        168658            0        58959
PITNEY BOWES, INC              COM  724479100          638        14279 SH       S       7         14279            0            0
PITT DESMOINES INC COM         COM  724508106         1942        85858 SH       D       6         85858            0            0
Pitt-Des Moines Inc.           COM  724508106           15          703 SH       D       7           703            0            0
PITTSBURGH & W VA RR SH BEN IN COM  724819107            2          400 SH       D       6           400            0            0
PITTSBURGH & W VA RAILROAD     COM  724819107            2          400 SH       D       7           400            0            0
PITTSBURGH HOME FINL COM       COM  725149108            0          395 SH       D       6           395            0            0
PITTSBURGH HOME FINANCIAL CR   COM  725149108            3          400 SH       D       7           400            0            0
PITTSTON BRINKS GROUP COM STOC COM  725701106         1235        47336 SH       D       3         47336            0            0
PITTSTON SERVICES GROUP COM    COM  725701106        41141      2420081 SH       D       6       2374582            0        45499
PITTSTON BRINK'S GROUP         COM  725701106          347        20415 SH       D       7         20415            0            0
PIXAR ANIMATION STUDIOS COM    COM  725811103         7567       212043 SH       D       6        212043            0            0
PIXAR INC                      COM  725811103          329         9227 SH       D       7          6637            0         2590
PIVOTAL CORP COM               COM  72581R106          412        12852 SH       D       6          6300            0         6552
PIVOTAL CORP                   COM  72581R106           38         1200 SH       D       7          1200            0            0
PIZZA INN INC NEW COM          COM  725848105           46        12600 SH       D       6         12600            0            0
PJ AMER INC - COM COM          COM  72585Q104          434        41853 SH       D       6         41853            0            0
PJ AMERICA INC                 COM  72585Q104            5          511 SH       D       7           511            0            0
PLACER DOME INC COM NPV        COM  725906101         1183        95004 SH       D       3         95004            0            0
PLACER DOME INC COM            COM  725906101        55920      6882498 SH       D       6       6244771            0       637727
Placer Dome, Inc.              COM  725906101         1707       210169 SH       D       7        205566            0         4603
PLACER DOME INC                COM  725906101          142        17596 SH       S       7         17596            0            0
PLAINS RES INC COM PAR $0.10   COM  726540503         4810       384847 SH       D       6        384847            0            0
Plains Resources Inc.          COM  726540503           28         2306 SH       D       7          2306            0            0
PLANAR SYS INC COM             COM  726900103         1640       139592 SH       D       6        139592            0            0
PLANAR SYSTEMS INC.            COM  726900103            4          393 SH       D       7           393            0            0
PLANET HOLLYWOOD COM           COM  727025108            6       102634 SH       D       6        102634            0            0
PLANET HOLLYWOOD INTERNATIONAL COM  727025108            0         2898 SH       D       7          2898            0            0
PLANETRX COM INC COM           COM  727049108         2141       267667 SH       D       6        267667            0            0
PLANETRX.COM INC               COM  727049108           20         2500 SH       D       7          2500            0            0
PLANTRONICS INC COM            COM  727493108        36461       391267 SH       D       6        391267            0            0
Plantronics Inc.               COM  727493108          292         3138 SH       D       7          3138            0            0
PLATINUM ENTMT INC COM         COM  727909103           27         9000 SH       D       6          9000            0            0
PLATINUM ENTERTAINMENT         COM  727909103            1          600 SH       D       7           600            0            0
PLAYBOY ENT CL A HLDG CO    CO COM  728117201            0        18057 SH       D       6         18057            0            0
PLAYBOY ENT CL B HOLDING CO  C COM  728117300         5538       278659 SH       D       6        278659            0            0
Playboy Enterprises Class B    COM  728117300           88         4447 SH       D       7          4447            0            0
PLAYCORE, INC. COM             COM  72811G102          420        62246 SH       D       6         62246            0            0
PLAYCORE INC                   COM  72811G102            8         1200 SH       D       7          1200            0            0
PLAY BY PLAY TOYS COM          COM  72811K103           30        15701 SH       D       6         15701            0            0
PLAY BY PLAY TOYS & NOVELTIES  COM  72811K103            2         1500 SH       D       7          1500            0            0
PLAYTEX PROOS COM              COM  72813P100         9388       722208 SH       D       6        722208            0            0
Playtex Products Inc.          COM  72813P100          108         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        20199       303183 SH       D       6        303183            0            0
Plexus Corp.                   COM  729132100          200         3012 SH       D       7          3012            0            0
PLIANT SYSTEMS INC COM         COM  729138107           89        10335 SH       D       6         10335            0            0
PLIANT SYSTEMS INC             COM  729138107            6          700 SH       D       7           700            0            0
PLUG POWER COM                 COM  72919P103         9965       117246 SH       D       6        117246            0            0
PLUG POWER INC                 COM  72919P103          212         2500 SH       D       7          2500            0            0
PLUM CREEK TIMBER CO INC COM   COM  729251108         8237       334527 SH       D       6        334527            0            0
PLUM CREEK TIMBER CO           COM  729251108            9          400 SH       D       7           400            0            0
PLUMA INC COM                  COM  729272104            0         4635 SH       D       6          4635            0            0
PLYMOUTH RUBBER COMPANY-A      COM  730026101            2          400 SH       D       7           400            0            0
POGO PRODUCING CO COM          COM  730448107        23011       805638 SH       D       6        805638            0            0
POGO PRODUCING CO              COM  730448107          285        10007 SH       D       7         10007            0            0
POHANG IRON & STEEL-SPON ADR R ADR  730450103         3464        81815 SH       D       3         81815            0            0
POHANG IRON AND STEEL COM      COM  730450103          605        22000 SH       D       6         22000            0            0
POINT WEST CAP CORP COM        COM  730715109           42         5872 SH       D       6          5872            0            0
POINT WEST CAPITAL CORP        COM  730715109            1          245 SH       D       7           245            0            0
POLARIS INDS INC COM           COM  731068102        14755       489799 SH       D       6        489799            0            0
Polaris Industries Inc.        COM  731068102          118         3938 SH       D       7          3938            0            0
POLAROID CORP COM STOCK US$1   COM  731095105         2585        69382 SH       D       3         63682            0         5700
POLAROID CORP COM              COM  731095105        27621      1163000 SH       D       6       1075620            0        87380
Polaroid Corporation           COM  731095105          835        35167 SH       D       7         34534            0          633
POLAROID CORP                  COM  731095105           57         2434 SH       S       7          2434            0            0
POLICY MGMT SYSM CORP COM      COM  731108106        10612       884337 SH       D       6        884337            0            0
POLICY MANAGEMENT SYSTEM CORP  COM  731108106           79         6615 SH       D       7          6615            0            0
POLO RALPH LAUREN CO COM       COM  731572103         8053       430962 SH       D       6        425784            0         5178
POLO RALPH LAUREN CORP.        COM  731572103          152         8134 SH       D       7          2206            0         5928
POLYCOM INC COM                COM  73172K104        41448       523422 SH       D       6        523422            0            0
Polycom Inc.                   COM  73172K104          332         4202 SH       D       7          4202            0            0
POLYMEDICA COM                 COM  731738100         6769       115227 SH       D       6        115227            0            0
POLYMEDICA INDUSTRIES INC      COM  731738100           35          600 SH       D       7           600            0            0
POLYMER GROUP INC COM          COM  731745105         6219       487789 SH       D       6        486189            0         1600
Polymer Group Inc.             COM  731745105           57         4480 SH       D       7          4480            0            0
POLYMER RESEARCH CORP OF AME   COM  731785101            1          735 SH       D       6           735            0            0
POLYVISION CORP COM            COM  731805107           55        17600 SH       D       6         17600            0            0
POMEROY COMPUTER COM           COM  731822102         2206       120090 SH       D       6        120090            0            0
POMEROY COMPUTER RESOURCES     COM  731822102            9          525 SH       D       7           525            0            0
POPE & TALBOT INC COM          COM  732827100         3090       168214 SH       D       6        168214            0            0
POPE AND TALBOT                COM  732827100           20         1097 SH       D       7          1097            0            0
POPMAIL.COM INC                COM  733167100           11         2900 SH       D       7          2900            0            0
POPULAR INC COM                COM  733174106        19903       897079 SH       D       6        813591            0        83488
POPULAR INC                    COM  733174106          651        29381 SH       D       7         17168            0        12213
PORTA SYS CORP COM             COM  735647307           62        17729 SH       D       6         17729            0            0
PORTA SYSTEMS CORP             COM  735647307            1          500 SH       D       7           500            0            0
PORTAL SOFTWARE ORD USD0.001   COM  736126103          157         1801 SH       D       3          1801            0            0
PORTAL SOFTWARE COM            COM  736126103        26274       461461 SH       D       6        416112            0        45349
PORTAL SOFTWARE                COM  736126103          681        11966 SH       D       7          9100            0         2866
PORTIVITY INC                  COM  736419102            0         2300 SH       D       6          2300            0            0
PORTUGAL FUND INC              COM  737265108          237        10800 SH       D       4         10800            0            0
PORTUGAL TELECOM ADR (1 ADR RE ADR  737273102          415        21500 SH       D       4         21500            0            0
POSSIS MEDICAL INC COM         COM  737407106         1852       186455 SH       D       6        186455            0            0
POSSIS MEDICAL, INC.           COM  737407106            5          556 SH       D       7           556            0            0
POST PPTYS INC COM             COM  737464107        22334       554027 SH       D       6        549970            0         4057
POST PROPERTIES INC            COM  737464107          257         6390 SH       D       7          2941            0         3449
POTLATCH CORP COM STOCK US$1   COM  737628107          542         8300 SH       D       3          8300            0            0
POTLATCH CORP COM              COM  737628107        33793       785895 SH       D       6        728946            0        56949
Potlatch Corporation           COM  737628107         1258        29262 SH       D       7         28835            0          427
POTLATCH CORP                  COM  737628107           68         1587 SH       S       7          1587            0            0
POTOMAC ELECTRIC POWER CO COM  COM  737679100         5203       151382 SH       D       3        132782            0        18600
POTOMAC ELECTRIC POWER CO COM  COM  737679100        37490      1657030 SH       D       6       1644454            0        12576
POTOMAC ELECTRIC POWER         COM  737679100          426        18854 SH       D       7          8286            0        10568
POTTERS FINL CORP COM          COM  738140102            8          878 SH       D       6           878            0            0
POWELL INDUSTRIES INC COM      COM  739128106         1277       132765 SH       D       6        132765            0            0
POWELL INDUSTRIES INC          COM  739128106           26         2791 SH       D       7          2791            0            0
POWER INTEGRATIONS INC COM     COM  739276103         8841       353653 SH       D       6        353653            0            0
Power Integrations Inc.        COM  739276103           98         3928 SH       D       7          3928            0            0
POWER ONE INC - COM COM        COM  739308104        12088       200217 SH       D       6        200217            0            0
Power-One Inc.                 COM  739308104          170         2817 SH       D       7          2817            0            0
POWERCERV CORP COM             COM  73931P105           32         8481 SH       D       6          8481            0            0
POWERCERV CORP                 COM  73931P105            1          400 SH       D       7           400            0            0
POWERHOUSE RESOURCES INC DELIS COM  739321107            0      1600000 SH       D       2       1600000            0            0
POWERWAVE TECHNOLOGIES, INC CO COM  739363109        49085       392680 SH       D       6        392680            0            0
Powerwave Technologies Inc.    COM  739363109          362         2900 SH       D       7          2900            0            0
POWERTEL INC COM               COM  73936C109        24152       349090 SH       D       6        344190            0         4900
Powertel Inc.                  COM  73936C109          313         4527 SH       D       7          4527            0            0
PRANDIUM INC COM               COM  73972W100            7        15600 SH       D       6         15600            0            0
PRNADIUM INC                   COM  73972W100            2         5900 SH       D       7          5900            0            0
PREFERRED NETWORKS I COM       COM  739905107           18         9200 SH       D       6          9200            0            0
PRAXAIR INC                    COM  74005P104          806        20200 SH       D       1             0        20200            0
PRAXAIR INC COM STOCK US$0.01  COM  74005P104          173         2630 SH       D       2          2630            0            0
PRAXAIR INC COM STOCK US$0.01  COM  74005P104        17640       267045 SH       D       3        252545            0        14500
PRAXAIR INC                    COM  74005P104         1740        41798 SH       D       5         41798            0            0
PRAXAIR INC COM                COM  74005P104       174644      4195664 SH       D       6       3861263            0       334401
Praxair, Inc.                  COM  74005P104         5674       136321 SH       D       7        119897            0        16424
PX.N                           COM  74005P104          189         4700 SH       D       9          4700            0            0
PRAXAIR, INC                   COM  74005P104          355         8548 SH       S       7          8548            0            0
PRE PAID LEGAL SVCS INC        COM  740065107        12657       426354 SH       D       6        426354            0            0
Pre-Paid Legal Services Inc.   COM  740065107          104         3535 SH       D       7          3535            0            0
PRECEPT BUSINESS SVCS INC COM  COM  740165204            6         2900 SH       D       6          2900            0            0
PRECEPT BISINESS SERVICES-A    COM  740165204            0          290 SH       D       7           290            0            0
PRECISION CASTPARTS CORP COM   COM  740189105        19109       523549 SH       D       6        523549            0            0
PRECISION CASTPARTS CORP       COM  740189105          245         6717 SH       D       7          6717            0            0
PRECISION AUTO CARE COM        COM  74018R105            4         3600 SH       D       6          3600            0            0
PRECISION DRILLING 1987 LTD CO COM  74022D100            0        27400 SH       D       6         27400            0            0
PRECISION OPTICS INC MASS COM  COM  740294103          300        13200 SH       D       6         13200            0            0
PRECISION OPTICS CORP/MASS     COM  740294103           13          600 SH       D       7           600            0            0
PRECISION RESPONSE COM         COM  740314109         5452       224847 SH       D       6        224847            0            0
PRECISION RESPONSE CORP        COM  740314109           21          894 SH       D       7           894            0            0
PRECISION STD INC COM          COM  740327200            7          801 SH       D       6           801            0            0
PRECISION STANDARD INC         COM  740327200            6          700 SH       D       7           700            0            0
PREDICTIVE SYSTEMS COM         COM  74036W102         3745        82207 SH       D       6         82207            0            0
PREDICTIVE SYSTEMS             COM  74036W102           54         1200 SH       D       7          1200            0            0
PREMDOR INC COM                COM  74046P105            0        25200 SH       D       6         25200            0            0
PREMIER CONCEPTS INC           COM  740474309          182        14300 SH       D       6         14300            0            0
PREMIER FINL BANCORP INC COM   COM  74050M105          225        30000 SH       D       6         30000            0            0
PREMIER FINANCIAL BANCORP      COM  74050M105            1          234 SH       D       7           234            0            0
PREMIER FARNELL PLC-ADR W/I    COM  74050U107          863        67402 SH       D       7         67402            0            0
PREMIER LASER SYS COM          COM  740522107           53        53200 SH       D       6         53200            0            0
PREMIER NATIONAL BANCORP INC C COM  74053F107         3488       230646 SH       D       6        230646            0            0
Premier National Bancorp Inc.  COM  74053F107           35         2343 SH       D       7          2343            0            0
PREMIER PKS INC COM            COM  740540208        18736       892218 SH       D       6        891017            0         1201
PREMIER PARKS INC.             COM  740540208          433        20639 SH       D       7          5274            0        15365
PREMIER RESEARCH WORLDWIDE COM COM  740568100            7          474 SH       D       6           474            0            0
PREMEIR RESEARCH WORLDWIDE     COM  740568100            3          200 SH       D       7           200            0            0
PREMIERE PAGE COM              COM  74058E998            0        71826 SH       D       6         71826            0            0
PRENTISS PPTYS TR COM          COM  740706106        23224      1040873 SH       D       6       1024873            0        16000
Prentiss Properties Trust      COM  740706106          135         6055 SH       D       7          6055            0            0
PRESIDENT CASINO`S INC COM     COM  740822309            1         2400 SH       D       6          2400            0            0
PRESIDENTIAL LIFE CORP COM     COM  740884101        10297       748943 SH       D       6        714643            0        34300
Presidential Life Corp.        COM  740884101           65         4786 SH       D       7          4786            0            0
PREMIUM WEAR INC COM           COM  740909106            5          659 SH       D       6           659            0            0
PREMIUMWEAR INC                COM  740909106            1          200 SH       D       7           200            0            0
PRESIDENTIAL RLTY CORP NEW     COM  741004204            2          400 SH       D       6           400            0            0
PRESIDENTIAL REALTY NEW        COM  741004204            2          400 SH       D       7           400            0            0
PRESSTEK INC COM               COM  741113104        11654       490724 SH       D       6        490724            0            0
PRESSTEK INC                   COM  741113104          167         7039 SH       D       7          7039            0            0
PRESTIGE BANCORP INC COM       COM  741115109           10         1005 SH       D       6          1005            0            0
PREVIEW SYSTEMS INC COM        COM  741379101         6221       131503 SH       D       6        131503            0            0
PREVIEW SYSTEMS INC            COM  741379101           38          813 SH       D       7           813            0            0
PRICE, INC.                    COM  741437305        54297      2360749 SH       D       6       1986910            0       373839
Price Communications Corp.     COM  741437305          189         8246 SH       D       7          8246            0            0
PRICE ENTERPRISES NEW          COM  741444202          532        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         2113        34600 SH       D       3         34600            0            0
PRICE T ROWE & ASSOC INC COM   COM  741477103       108093      2736536 SH       D       6       2505236            0       231300
T. Rowe Price                  COM  741477103         3917        99171 SH       D       7         75396            0        23775
T. ROWE PRICE ASSOC INC.       COM  741477103          253         6410 SH       S       7          6410            0            0
PRICELINE.COM COM              COM  741503106        31316       404090 SH       D       6        390090            0        14000
PRICELINE COM INC              COM  741503106         1401        17733 SH       D       7         11122            0         6611
PRICE SMART INC COM            COM  741511109         1959        47942 SH       D       6         47942            0            0
PRICESMART INC                 COM  741511109            7          185 SH       D       7           185            0            0
NEW PMSI INC COM               COM  74156D108         2347       264482 SH       D       6        264482            0            0
PRIME MEDICAL SERVICE INC      COM  74156D108           16         1859 SH       D       7          1859            0            0
PRIME RETAIL INC COM           COM  741570105         2213      1011978 SH       D       6       1003778            0         8200
Prime Retail Inc.              COM  741570105           15         7079 SH       D       7          7079            0            0
PRIMEDIA INC COM               COM  74157K101        31436       982375 SH       D       6        973254            0         9121
PRIMEDIA INC                   COM  74157K101          979        30594 SH       D       7         10261            0        20333
PRIME RESPONSE INC COM         COM  74158B100          201        13219 SH       D       6         13219            0            0
PRIME RESPONSE INC             COM  74158B100            1          101 SH       D       7           101            0            0
PRIMEENERGY CORP COM           COM  74158E104            3          721 SH       D       6           721            0            0
PRIME GROUP RLTY TRU COM       COM  74158J103         3941       275370 SH       D       6        274270            0         1100
Prime Group Realty Trust       COM  74158J103           26         1824 SH       D       7          1824            0            0
PRIMESOURCE CORP COM           COM  741593107           68        12848 SH       D       6         12848            0            0
PRIMEX TECHNOLOGIES COM        COM  741597108         3809       178733 SH       D       6        178733            0            0
PRIMEX TECHNOLOGIES            COM  741597108           47         2250 SH       D       7          2250            0            0
PRIMIX SOLUTIONS, INC COM      COM  741620108          504        56800 SH       D       6         56800            0            0
PRIMIX SOLUTIONS INC           COM  741620108            3          400 SH       D       7           400            0            0
PRIMUS KNOWLEDGE SOLUTIONS COM COM  74163Q100        13761       160020 SH       D       6        156560            0         3460
PRIMUS KNOWLEDGE SOLUTIONS     COM  74163Q100           68          800 SH       D       7           800            0            0
PRIMA ENERGY CORP              COM  741901201         2111        78215 SH       D       6         78215            0            0
PRIMA ENERGY CORP              COM  741901201           10          387 SH       D       7           387            0            0
PRIMARK CORP COM               COM  741903108         9718       402838 SH       D       6        402838            0            0
Primark Corp.                  COM  741903108           77         3227 SH       D       7          3227            0            0
PRIME CAP CORP COM             COM  741910103            1         2100 SH       D       6          2100            0            0
PRIME HOSPITALITY COM          COM  741917108         6830       942141 SH       D       6        942141            0            0
Prime Hospitality Corp.        COM  741917108           58         8132 SH       D       7          8132            0            0
PRIMUS TELECOMMUNICATIONS COM  COM  741929103        28312       547767 SH       D       6        547767            0            0
Primus Telecommunications      COM  741929103          282         5463 SH       D       7          5463            0            0
PRIDE PETROLEUM SVCS COM       COM  741932107        20286       889253 SH       D       6        889253            0            0
PRIDE INTERNATIONAL INC        COM  741932107          255        11210 SH       D       7         11210            0            0
PRINCETON NAT`L COM            COM  742282106           15         1569 SH       D       6          1569            0            0
PRINCETON NATIONAL BANCORP     COM  742282106            1          171 SH       D       7           171            0            0
PRINCETON VIDEO IMAGE INC COM  COM  742476104           27         3900 SH       D       6          3900            0            0
PRINCETON VIDEO IMAGE INC      COM  742476104            1          200 SH       D       7           200            0            0
PRINTAK INTL INC COM           COM  742574106          969        74577 SH       D       6         74577            0            0
PRINTTRAK INTERNATIONAL INC    COM  742574106            6          508 SH       D       7           508            0            0
PRINTRONIX INC COM             COM  742578107         2043       102811 SH       D       6        102811            0            0
PRINTRONIX INC                 COM  742578107            5          252 SH       D       7           252            0            0
PRISON REALTY TRUST COM        COM  74264N105         4387      1526152 SH       D       6       1496080            0        30072
PRISION REALTY TRUST INC.      COM  74264N105           68        23829 SH       D       7         13191            0        10638
PRISM FINL CORP COM            COM  74264Q108          361        50049 SH       D       6         50049            0            0
Prism Financial Corp.          COM  74264Q108            1          259 SH       D       7           259            0            0
PRIORITY HEALTHCARE COM        COM  74264T102        17963       357473 SH       D       6        357473            0            0
Priority Healthcare Corp.      COM  74264T102           80         1601 SH       D       7          1601            0            0
PRIVATE MEDIA GROUP INC COM    COM  74266R104         1611        45875 SH       D       6         45875            0            0
PROBUSINESS SVCS INC COM       COM  742674104         6860       265800 SH       D       6        265800            0            0
Probusiness Services Inc.      COM  742674104           69         2692 SH       D       7          2692            0            0
PRIVATE BUSINESS INC COM       COM  74267D104          626       208707 SH       D       6        208707            0            0
Private Business Inc           COM  74267D104            1          549 SH       D       7           549            0            0
PROCOM TECHNOLOGY IN COM       COM  74270W107         2862        62564 SH       D       6         62564            0            0
PROCOM TECHNOLOGY INC          COM  74270W107           22          499 SH       D       7           499            0            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109        14525       177730 SH       D       1         95600        82130            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109         3938        42500 SH       D       2         42500            0            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109       211013      2277213 SH       D       3       2189213            0        88000
PROCTER & GAMBLE CO COM STOCK  COM  742718109         3678        39700 SH       D       4         39700            0            0
PROCTER & GAMBLE CO            COM  742718109        19361       344212 SH       D       5        344212            0            0
PROCTER & GAMBLE CO COM        COM  742718109      1968401     34993798 SH       D       6      31916194            0      3077604
PROCTER + GAMBLE CO            COM  742718109        71508      1271261 SH       D       7        970793            0       300468
PG.N                           COM  742718109          812        14000 SH       D       9         14000            0            0
PROCTER & GAMBLE CO            COM  742718109         3981        70785 SH       S       7         70785            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  74283P107         2511       166742 SH       D       6        136931            0        29811
PRODIGY COMMUNICATIONS CORP.   COM  74283P107           91         6068 SH       D       7          3528            0         2540
PROFESSIONALS GROUP INC.       COM  742954100         3403       176225 SH       D       6        175525            0          700
Professionals Group Inc.       COM  742954100           25         1311 SH       D       7          1311            0            0
PRIVATEBANCORP INC COM         COM  742962103            0        25288 SH       D       6         25288            0            0
PROFESSIONAL DETAILING INC COM COM  74312N107         1858        74347 SH       D       6         74347            0            0
Professional Detailing Inc     COM  74312N107           30         1205 SH       D       7          1205            0            0
PROFILE TECHNOLOGIES INC COM   COM  743164105            2          489 SH       D       6           489            0            0
PROFILE TECHNOLOGIES INC       COM  743164105            7         1200 SH       D       7          1200            0            0
PROFIT RECOVERY GROUP INTL COM COM  743168106         9821       530910 SH       D       6        530910            0            0
Profit Recovery Group Intl.    COM  743168106          128         6923 SH       D       7          6923            0            0
PROGENICS PHARMACEUTICALS COM  COM  743187106         7386       105518 SH       D       6        105518            0            0
PROGENICS PHARMECEUTICALS      COM  743187106           42          610 SH       D       7           610            0            0
PROGRAMMER`S PARADISE INC COM  COM  743205106           13         2300 SH       D       6          2300            0            0
PROGRAMMERS PARADISE           COM  743205106            1          316 SH       D       7           316            0            0
PROGRESS FINL CORP COM         COM  743266108          402        36845 SH       D       6         36845            0            0
PROGRESS FINL CORP             COM  743266108            2          246 SH       D       7           246            0            0
PROGRESS SOFTWARE CO COM       COM  743312100        25253      1077482 SH       D       6       1077482            0            0
Progress Software Corp.        COM  743312100          127         5434 SH       D       7          5434            0            0
PROGRESSIVE CORP (OHIO) COM ST COM  743315103          143         1150 SH       D       2          1150            0            0
PROGRESSIVE CORP (OHIO) COM ST COM  743315103        13503       107986 SH       D       3        100686            0         7300
PROGRESSIVE CORP OHIO COM      COM  743315103       134065      1762576 SH       D       6       1614895            0       147681
Progressive Corporation        COM  743315103         4109        54032 SH       D       7         46985            0         7047
PROGRESSIVE CORP               COM  743315103          300         3950 SH       S       7          3950            0            0
PROJECT SOFTWARE & DEV INC COM COM  74339P101        28970       512752 SH       D       6        512752            0            0
Project Software & Dev. Inc.   COM  74339P101          143         2546 SH       D       7          2546            0            0
PROLOGIS TRUST COM COM         COM  743410102        30010      1558991 SH       D       6       1549401            0         9590
PROLOGIS TRUST                 COM  743410102          361        18763 SH       D       7         10675            0         8088
PROMOTIONS.COM COM             COM  74341U106          656        77200 SH       D       6         77200            0            0
PROMOTIONS.CON.INC             COM  74341U106            9         1100 SH       D       7          1100            0            0
PROMEDCO MGMT CO COM           COM  74342L105          469       192507 SH       D       6        192507            0            0
PROMEDCO MANAGEMENT COMPANY    COM  74342L105            8         3379 SH       D       7          3379            0            0
PROPHET 21 COM                 COM  743459109           75         4100 SH       D       6          4100            0            0
PROSOFT-INET SOLUTIONS COM     COM  743477101           15          697 SH       D       6           697            0            0
PROSOFT I-NET SOLUTIONS INC    COM  743477101           12          572 SH       D       7           572            0            0
PROSPERITY BANCSHARES INC COM  COM  743606105          626        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         1099       533073 SH       D       6        533073            0            0
PROTECTION ONE INC             COM  743663304           16         7826 SH       D       7          7826            0            0
PROTECTIVE LIFE CORP COM       COM  743674103        29036       914539 SH       D       6        909130            0         5409
PROTECTIVE LIFE CORP           COM  743674103          462        14568 SH       D       7          9941            0         4627
PROTEIN DESIGNS LABS COM       COM  74369L103        32782       412353 SH       D       6        401753            0        10600
Protein Design Labs Inc.       COM  74369L103          257         3237 SH       D       7          3237            0            0
PROTOCOL SYSTEMS COM           COM  74371R106         1223       125470 SH       D       6        125470            0            0
PROTOCOL SYSTEMS INC           COM  74371R106            3          372 SH       D       7           372            0            0
PROVANT INC COM                COM  743724106         1381       172626 SH       D       6        172626            0            0
Provant Inc                    COM  743724106           15         1884 SH       D       7          1884            0            0
PROVANTAGE HEALTH SVCS INC COM COM  743725103          518        67400 SH       D       6         67400            0            0
PROVANTAGE HEALTH SERVICES     COM  743725103            7         1000 SH       D       7          1000            0            0
PROVIDENCE & WORCESTER RR      COM  743737108            3          500 SH       D       7           500            0            0
PROVIDENCE ENERGY CORP COM     COM  743743106         3145        82906 SH       D       6         82906            0            0
PROVIDENCE ENERGY CORP         COM  743743106            8          220 SH       D       7           220            0            0
PROVIDENT BANCORP INC MONTEB C COM  743835100         1331        87654 SH       D       6         87654            0            0
PROVIDENT BANKSHARES CORP COM  COM  743859100        10395       660016 SH       D       6        651416            0         8600
Provident Bankshares Corp.     COM  743859100           65         4164 SH       D       7          4164            0            0
PROVIDENT FINANCIAL GROUP, INC COM  743866105        17070       501164 SH       D       6        489603            0        11561
PROVIDENT FINANCIAL GROUP      COM  743866105          213         6272 SH       D       7          4372            0         1900
PROVIDENT FINL HLDGS COM       COM  743868101          768        54684 SH       D       6         54684            0            0
PROVIDENT FINANCIAL HOLDINGS   COM  743868101            2          200 SH       D       7           200            0            0
PROVINCE HEALTHCARE COM        COM  743977100         6252       218430 SH       D       6        218430            0            0
Province Healthcare Co.        COM  743977100           59         2084 SH       D       7          2084            0            0
PROVIDIAN FINANCIAL CORP       COM  74406A102          273         2045 SH       D       2          2045            0            0
PROVIDIAN FINANCIAL CORP       COM  74406A102        28286       211707 SH       D       3        196407            0        15300
PROVIDIAN FINANCIAL CORP       COM  74406A102          868         6500 SH       D       4          6500            0            0
PROVIDIAN FINL CORP COM        COM  74406A102       306431      3537449 SH       D       6       3253052            0       284397
Providian Financial Corp       COM  74406A102        10730       123872 SH       D       7         91379            0        32493
PROVIDIAN FINANCIAL CORP       COM  74406A102          661         7632 SH       S       7          7632            0            0
PROXICOM COM                   COM  744282104        20769       468706 SH       D       6        462606            0         6100
Proxicom Inc.                  COM  744282104          232         5242 SH       D       7          5242            0            0
PROXIM INC COM                 COM  744284100        26169       218646 SH       D       6        218646            0            0
Proxim Inc.                    COM  744284100          245         2050 SH       D       7          2050            0            0
PROXYMED PHARMACY COM          COM  744290107         2936       345524 SH       D       6        345524            0            0
ProxyMed Inc.                  COM  744290107           32         3830 SH       D       7          3830            0            0
PSYCHEMEDICS CORP COM          COM  744375106         1069       213838 SH       D       6        213838            0            0
PSYCHEMEDICS CORP              COM  744375106           12         2416 SH       D       7          2416            0            0
PUBCO CORP COM NEW             COM  744378605           52         6785 SH       D       6          6785            0            0
PSINET INC COM                 COM  74437C101        50894      1496216 SH       D       6       1447116            0        49100
PSINET INC                     COM  74437C101         1033        30364 SH       D       7         10790            0        19574
PS FINL INC COM                COM  74437V109           18         1527 SH       D       6          1527            0            0
PUBLIC SERVICE CO NEW MEXICO C COM  744499104        26787      1700789 SH       D       6       1681889            0        18900
PUBLIC SVC CO OF NEW MEXICO    COM  744499104          118         7520 SH       D       7          7520            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106         2451        51700 SH       D       1         51700            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106          772        16280 SH       D       2         16280            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106        19409       409250 SH       D       3        387450            0        21800
PUBLIC SERVICE ENTERPRISE GP   COM  744573106         1681        56752 SH       D       5         56752            0            0
PUBLIC SVC ENTERPRISE GROUP IN COM  744573106       242006      8168980 SH       D       6       7362509            0       806471
PUBLIC SVC ENTERPRISE GROUP    COM  744573106        10908       368231 SH       D       7        345631            0        22600
PUBLIC SVC ENT GROUP INC       COM  744573106          347        11735 SH       S       7         11735            0            0
PUBLIC STORAGE INC COM         COM  74460D109        28991      1380568 SH       D       6       1354766            0        25802
PUBLIC STORAGE, INC            COM  74460D109          502        23922 SH       D       7         16240            0         7682
PUBICAUD INC COM               COM  744627100         1918       196747 SH       D       6        196747            0            0
PubliCARD Inc.                 COM  744627100           41         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            6          198 SH       D       7           198            0            0
PUGET SOUND ENERGY COM STOCK N COM  745332106         4268       121718 SH       D       3        121718            0            0
PUGET SOUND POWER & LIGHT CO C COM  745332106        28902      1302627 SH       D       6       1293683            0         8944
PUGET SOUND ENERGY INC         COM  745332106          288        12986 SH       D       7          5434            0         7552
PULASKI FURNITURE CORP COM     COM  745553107            0         3600 SH       D       6          3600            0            0
PULASKI FURNITURE CORP         COM  745553107            2          126 SH       D       7           126            0            0
PULITZER INC COM               COM  745769109         6116       149644 SH       D       6        149644            0            0
Pulitzer Inc                   COM  745769109           72         1764 SH       D       7          1764            0            0
PULTE CORP                     COM  745867101          413        12700 SH       D       3         12700            0            0
PULTE CORP                     COM  745867101          241        11569 SH       D       5         11569            0            0
PULTE CORP COM                 COM  745867101        20657       989593 SH       D       6        908895            0        80698
Pulte Corporation              COM  745867101          671        32155 SH       D       7         31593            0          562
PULTE CORPORATION              COM  745867101           49         2360 SH       S       7          2360            0            0
PUMA TECHNOLOGY INC COM        COM  745887109        14482       286078 SH       D       6        265878            0        20200
PUMA TECHNOLOGY INC.           COM  745887109           97         1934 SH       D       7          1934            0            0
PURCHASEPRO COM COM            COM  746144104        12221       168578 SH       D       6        163278            0         5300
PURCHASEPRO.COM INC            COM  746144104          130         1800 SH       D       7          1800            0            0
PURE WORLD INC. COM            COM  74622C106            2          420 SH       D       6           420            0            0
PURE WORLD INC                 COM  74622C106           10         2000 SH       D       7          2000            0            0
QLT PHOTOTHERAPEUTICS COM      COM  746927102            0        16300 SH       D       6         16300            0            0
QC OPTICS INC                  COM  746934108            4         1500 SH       D       6          1500            0            0
PYRAMID REWERIES INC COMMON ST COM  747135101           10         5100 SH       D       6          5100            0            0
QMS INC COM                    COM  74726G102           22         5693 SH       D       6          5693            0            0
QMS  INC                       COM  74726G102           25         6594 SH       D       7          6594            0            0
QRS CORP COM                   COM  74726X105        18003       239246 SH       D       6        232643            0         6603
QRS Corp.                      COM  74726X105          156         2085 SH       D       7          2085            0            0
QLOGIC COM                     COM  747277101       131748       972316 SH       D       6        972316            0            0
QLOGIC CORP                    COM  747277101         2925        21592 SH       D       7          5840            0        15752
QAD INC CL A COM               COM  74727D108         1282       144506 SH       D       6        144506            0            0
QAD INCORPORATED               COM  74727D108           14         1589 SH       D       7          1589            0            0
QEP INC COM                    COM  74727K102           43         5005 SH       D       6          5005            0            0
QUAD CITY HLDGS INC COM        COM  74730P106            5          469 SH       D       6           469            0            0
QUAD CITY HOLDINGS INC         COM  74730P106            2          200 SH       D       7           200            0            0
QUAD SYS CORP COM              COM  74730Q104            9         3200 SH       D       6          3200            0            0
QUADRAMED CORP COM             COM  74730W101         2670       464363 SH       D       6        464363            0            0
QuadraMed Corp.                COM  74730W101           21         3701 SH       D       7          3701            0            0
QUAKER CHEMICAL CORP COM       COM  747316107         2584       152041 SH       D       6        152041            0            0
QUAKER CHEMICAL CORP.          COM  747316107            5          324 SH       D       7           324            0            0
QUAKER CITY BANCORP COM        COM  74731K106         1115        79688 SH       D       6         79688            0            0
QUAKER CITY BANCORP            COM  74731K106            9          700 SH       D       7           700            0            0
QUAKER FABRIC CORP NEW COM     COM  747399103          741       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          219         2260 SH       D       2          2260            0            0
QUAKER OATS CO COM STOCK US$5  COM  747402105        20381       210021 SH       D       3        196121            0        13900
QUAKER OATS CO                 COM  747402105         2114        34882 SH       D       5         34882            0            0
QUAKER OATS CO COM             COM  747402105       213322      3518714 SH       D       6       3250999            0       267715
QUAKER OATS CO                 COM  747402105         9744       160730 SH       D       7        140442            0        20288
Quaker Oats Company            COM  747402105          437         7213 SH       S       7          7213            0            0
QUALCOMM INC USD0.0001         COM  747525103         9281        40267 SH       D       1         39900          367            0
QUALCOMM INC USD0.0001         COM  747525103         4283        18500 SH       D       2         18500            0            0
QUALCOMM INC USD0.0001         COM  747525103       262782      1134970 SH       D       3       1084370            0        50600
QUALCOMM INC USD0.0001         COM  747525103         5603        24200 SH       D       4         24200            0            0
QUALCOMM INC                   COM  747525103        24154       161774 SH       D       5        161774            0            0
QUALICOMM INC. COM             COM  747525103      2788348     18674582 SH       D       6      17154650            0      1519932
QUALCOMM INC                   COM  747525103       103416       692680 SH       D       7        546786            0       145894
QUALCOMM INC                   COM  747525103          289        10700 SH       D       9         10700            0            0
QUALCOM INC                    COM  747525103         5925        39688 SH       S       7         39688            0            0
QUALITY DINING COM             COM  74756P105           15         7300 SH       D       6          7300            0            0
QUALITY SYSM INC COM           COM  747582104          771        50604 SH       D       6         50604            0            0
QUALITY SYSTEMS INC            COM  747582104            3          200 SH       D       7           200            0            0
QUALMARK CORP                  COM  747587103            5         1600 SH       D       6          1600            0            0
QUALMARK CORP                  COM  747587103            7         2100 SH       D       7          2100            0            0
QUANEX CORP COM                COM  747620102        11084       615807 SH       D       6        603607            0        12200
Quanex Corp.                   COM  747620102           37         2073 SH       D       7          2073            0            0
QUANTA SVCS INC COM            COM  74762E102        29728       489870 SH       D       6        489870            0            0
Quanta Services Inc.           COM  74762E102          354         5838 SH       D       7          5838            0            0
QUANTUM EFFECT DEVICES INC COM COM  74764T107         5998        75332 SH       D       6         75332            0            0
QUANTUM EFFECT DEVICES INC     COM  74764T107          114         1444 SH       D       7          1444            0            0
QUANTUM CORP COM DSSG          COM  747906204        32100      2689027 SH       D       6       2671658            0        17369
QUANTUM CORP-DLT & STORAGE     COM  747906204          730        61164 SH       D       7         43511            0        17653
QUANTUM-DLT & STORAGE USD      COM  747906204        23625      2000000 SH       D       9       2000000            0            0
QUANTUM CORP COM HDDG          COM  747906303        16483      1465203 SH       D       6       1461369            0         3834
QUANTUM HARD DISK DRIVE        COM  747906303          177        15746 SH       D       7          8970            0         6776
Q MED INC                      COM  747914109          367        31453 SH       D       6         31453            0            0
QUEBECOR PRINTING COM          COM  747922102            0       223700 SH       D       6        223700            0            0
QUEEN SAND RES INC COM         COM  747927101            3         7563 SH       D       6          7563            0            0
QUEENS CNTY BANCORP INC COM    COM  748242104         9921       549285 SH       D       6        542635            0         6650
Queens County Bancorp Inc.     COM  748242104           47         2631 SH       D       7          2631            0            0
QUEPASA COM INC COM            COM  74833W107          574        85100 SH       D       6         85100            0            0
QUEPASA.COM                    COM  74833W107            4          700 SH       D       7           700            0            0
QUEST DIAGNOSTICS COM          COM  74834L100        24399       613814 SH       D       6        613814            0            0
QUEST DIAGNOSTICS INC          COM  74834L100          382         9627 SH       D       7          9627            0            0
QUEST SOFTWARE COM             COM  74834T103        11008        97635 SH       D       6         88035            0         9600
QUEST SOFTWARE INC             COM  74834T103          248         2200 SH       D       7          2200            0            0
QUESTAR CORP COM               COM  748356102        27423      1477346 SH       D       6       1368494            0       108852
QUESTAR CORP                   COM  748356102          568        30630 SH       D       7         23260            0         7370
QUEST ED CORP COM              COM  74835F102          554        64275 SH       D       6         64275            0            0
QUEST EDUCATION CORP           COM  74835F102            3          365 SH       D       7           365            0            0
QUESTOR PHARMACEUTICALS COM    COM  74835Y101           30        10304 SH       D       6         10304            0            0
QUESTRON TECHNOLOGY COM        COM  748372208            7         1000 SH       D       6          1000            0            0
QUESTRON TECHNOLOGY INC        COM  748372208            2          300 SH       D       7           300            0            0
QUICKLOGIC CORP COM            COM  74837P108         5775       170492 SH       D       6        170492            0            0
QUICKLOGIC CORP                COM  74837P108           30          900 SH       D       7           900            0            0
QUICKSILVER RESOURCES INC COM  COM  74837R104            3          600 SH       D       6           600            0            0
QUICKSILVER RESOURCES INC      COM  74837R104            4          800 SH       D       7           800            0            0
QUICKSILVER INC COM            COM  74838C106         8216       467839 SH       D       6        467839            0            0
Quiksilver Inc.                COM  74838C106           81         4636 SH       D       7          4636            0            0
QUIDEL CORP COM                COM  74838J101         1723       246149 SH       D       6        246149            0            0
QUINTEL COMMUNICATIONS INC     COM  748762101          152        25991 SH       D       6         25991            0            0
QUINTEL ENTERTAINMENT INC      COM  748762101            4          800 SH       D       7           800            0            0
QUINTILES TRANSNATIONAL CORP U COM  748767100          825        33000 SH       D       3         33000            0            0
QUINTILES TRANSNATIONAL CORP C COM  748767100        44716      2620749 SH       D       6       2399649            0       221100
Quintiles Transnational        COM  748767100         1572        92152 SH       D       7         66034            0        26118
QUINTILES TRANSNATIONAL CORP   COM  748767100          106         6246 SH       S       7          6246            0            0
QUINTUS COM                    COM  748798105         5245       176694 SH       D       6        176694            0            0
QUINTUS CORP                   COM  748798105           53         1805 SH       D       7          1805            0            0
QUIPP INC                      COM  748802105            1          100 SH       D       7           100            0            0
QUIXOTE CORP COM               COM  749056107         1119        91411 SH       D       6         91411            0            0
QUIXOTE CORP                   COM  749056107            3          292 SH       D       7           292            0            0
QUIZNOS CORP COM               COM  749058103           15         1960 SH       D       6          1960            0            0
QUOKKA SPORTS COM              COM  749077103         1600       150666 SH       D       6        150666            0            0
QUOKKA SPORTS INC              COM  749077103           28         2700 SH       D       7          2700            0            0
QUORUM HEALTH GROUP INC COM    COM  749084109        18487      1837250 SH       D       6       1837250            0            0
QUORUM HEALTH GROUP INC        COM  749084109          155        15433 SH       D       7         15433            0            0
QUOTESMITH INC COM             COM  749117107          258        60800 SH       D       6         60800            0            0
QUOTESMITH.COM INC             COM  749117107            3          900 SH       D       7           900            0            0
QWEST COMMUNICATIONS INTL USD0 COM  749121109          398         5200 SH       D       2          5200            0            0
QWEST COMMUNICATIONS INTL USD0 COM  749121109        36308       473255 SH       D       3        456555            0        16700
QWEST COMMUNICATIONS INTL      COM  749121109         9136       188384 SH       D       5        188384            0            0
QWEST COMMUNICATIONS COM       COM  749121109       182872      3770560 SH       D       6       3767960            0         2600
QWEST COMMUNICATIONS INTL      COM  749121109         4846        99933 SH       D       7         73697            0        26236
R & B INC COM                  COM  749124103          254        86768 SH       D       6         86768            0            0
R & B INC                      COM  749124103            1          461 SH       D       7           461            0            0
R & B FALCON CORP COM          COM  74912E101        49684      2523672 SH       D       6       2513477            0        10195
R&B FALCON CORP.               COM  74912E101          959        48718 SH       D       7         23981            0        24737
R&G FINANCIAL CORP COM         COM  749136107         1206       134050 SH       D       6        134050            0            0
R&G Financial Corp.            COM  749136107           12         1433 SH       D       7          1433            0            0
R-B RUBBER PRODUCTS INC        COM  749270104            0          161 SH       D       6           161            0            0
RCM TECHNOLOGIES INC COM       COM  749360400         1352       108162 SH       D       6        108162            0            0
RCM TECHNOLOGIES INC           COM  749360400            6          486 SH       D       7           486            0            0
RCN CORPORTATION COM           COM  749361101        35589       660590 SH       D       6        599190            0        61400
RCN CORPORATION                COM  749361101          730        13551 SH       D       7          4717            0         8834
RDM SPORTS GROUP INC COM       COM  749412102            0        26800 SH       D       6         26800            0            0
RDO EQUIPMENT COM              COM  749413100           19         3445 SH       D       6          3445            0            0
RDO EQUIPMENT COMPANY -CL A    COM  749413100            1          200 SH       D       7           200            0            0
MONOLITHICS INC COM            COM  74955F106         1582       105526 SH       D       6        105526            0            0
RF MONOLITHICS INC             COM  74955F106            3          257 SH       D       7           257            0            0
RFS HOTEL INVS INC COM         COM  74955J108         6451       600162 SH       D       6        596462            0         3700
RFS Hotel Investors Inc.       COM  74955J108           43         4043 SH       D       7          4043            0            0
RGC RESOURCES INC              COM  74955L103           16          800 SH       D       6           800            0            0
R.H. DONNELLEY CORP. COM       COM  74955W307        11179       657640 SH       D       6        657640            0            0
R.H. DONELLEY CORP             COM  74955W307          110         6529 SH       D       7          6529            0            0
RGS ENERGY GROUP INC COM       COM  74956K104        38147      1795159 SH       D       6       1741759            0        53400
RGS Energy Group Inc.          COM  74956K104          123         5811 SH       D       7          5811            0            0
RLI CORP                       COM  749607107         6784       202532 SH       D       6        202532            0            0
RLI Corp.                      COM  749607107           42         1283 SH       D       7          1283            0            0
RMI.NET COM                    COM  74961K107         1007       141359 SH       D       6        141359            0            0
RMI.NET INC                    COM  74961K107            4          692 SH       D       7           692            0            0
ROC TAIWAN FUND @ CORP COM     COM  749651105         8497       860500 SH       D       6        860500            0            0
RPC, INC                       COM  749660106         2938       311376 SH       D       6        309576            0         1800
RPC Inc.                       COM  749660106           42         4473 SH       D       7          4473            0            0
R P M INC COM                  COM  749685103        18216      1656039 SH       D       6       1644454            0        11585
RPM INC.                       COM  749685103          301        27430 SH       D       7         17692            0         9738
RSA SECURITY INC COM           COM  749719100        40099       773944 SH       D       6        758344            0        15600
RSA SECURITY INC               COM  749719100          574        11080 SH       D       7         11080            0            0
RTI INTERNATIONAL METALS, INC. COM  74973W107         2221       252121 SH       D       6        252121            0            0
RTI International Metals Inc.  COM  74973W107           22         2509 SH       D       7          2509            0            0
RTW INC COM                    COM  74974R107          447        89478 SH       D       6         89478            0            0
RTW INC                        COM  74974R107            7         1400 SH       D       7          1400            0            0
RWD TECHNOLOGIES INC COM       COM  74975B101          843       100660 SH       D       6        100660            0            0
RWD Technologies Inc.          COM  74975B101           20         2433 SH       D       7          2433            0            0
RMH TELESERVICES INC COM       COM  749938106           39         4000 SH       D       6          4000            0            0
RF MICRODEVICES INC COM        COM  749941100       106305       791114 SH       D       6        771014            0        20100
RF MICRO DEVICES INC           COM  749941100         2290        17046 SH       D       7          5976            0        11070
RACING CHAMPIONS CORP COM      COM  750069106          894       234597 SH       D       6        234597            0            0
Racing Champions Corp.         COM  750069106           11         2983 SH       D       7          2983            0            0
RADIAN GROUP INC COM           COM  750236101        34795       730617 SH       D       6        730617            0            0
RADIAN GROUP INC               COM  750236101          426         8950 SH       D       7          8950            0            0
RADIANCE MEDICAL SYSTEMS COM   COM  750241101         1035       108962 SH       D       6        108962            0            0
RADIANT SYSTEMS INC. COM       COM  75025N102        16623       264385 SH       D       6        258495            0         5890
Radiant Systems Inc.           COM  75025N102          140         2228 SH       D       7          2228            0            0
RADIOLOGIX COM                 COM  75040K109          869       167619 SH       D       6        167619            0            0
RADIO ONE INC COM              COM  75040P108         9184       137856 SH       D       6        137856            0            0
Radio One Inc.                 COM  75040P108          121         1828 SH       D       7          1828            0            0
RADIO UNICA COMM COM           COM  75040Q106          528        44767 SH       D       6         44767            0            0
RADIO UNICA COMMUNICATIONS     COM  75040Q106           11         1000 SH       D       7          1000            0            0
RADISYS CORP COM               COM  750459109        17754       295301 SH       D       6        295301            0            0
RadiSys Corp.                  COM  750459109          125         2090 SH       D       7          2090            0            0
RAILAMERICA INC COM            COM  750753105         1175       174171 SH       D       6        174171            0            0
RAILAMERICA INC                COM  750753105            6          983 SH       D       7           983            0            0
RAILWORKS CORP COM             COM  750789109         1366       134936 SH       D       6        134936            0            0
RAILWORKS CORP                 COM  750789109            5          555 SH       D       7           555            0            0
RAINBOW RENTALS INC COM        COM  750857104            0        43707 SH       D       6         43707            0            0
RAINBOW RENTALS INC            COM  750857104            9         1065 SH       D       7          1065            0            0
RAINBOW TECHNOLOGIES INC       COM  750862104         5663       151525 SH       D       6        151525            0            0
RAINBOW TECHNOLOGIES INC       COM  750862104           31          832 SH       D       7           832            0            0
RAINFOREST CAFE INC COM        COM  75086K104         1030       290493 SH       D       6        290493            0            0
RAINFOREST CAFE INC.           COM  75086K104            3          912 SH       D       7           912            0            0
RAINMAKER COM                  COM  750875106          995       124400 SH       D       6        124400            0            0
RAINMAKER SYSTEMS              COM  750875106           17         2200 SH       D       7          2200            0            0
RAMBUS INC                     COM  750917106         1600         5400 SH       D       1          5400            0            0
RAMBUS INC DEL COM             COM  750917106        64069       217552 SH       D       6        217552            0            0
RAMBUS INC                     COM  750917106         1797         6105 SH       D       7          2105            0         4000
RALCORP HLDGS (NEW) COM        COM  751028101         9552       658788 SH       D       6        658788            0            0
Ralcorp Holdings Inc.          COM  751028101           78         5414 SH       D       7          5414            0            0
RALSTON-RALSTON PURINA GROUP C COM  751277302          273         6100 SH       D       2          6100            0            0
RALSTON-RALSTON PURINA GROUP C COM  751277302        21941       489369 SH       D       3        462669            0        26700
RALSTON-RALSTON PURINA GROUP C COM  751277302          775        17300 SH       D       4         17300            0            0
RALSTON-RALSTON PURINA GROUP   COM  751277302         2279        83237 SH       D       5         83237            0            0
RALSTON-RALSTON PURINA GROUP   COM  751277302       223769      8174246 SH       D       6       7528111            0       646135
RALSTON PURINA CO              COM  751277302         8176       298695 SH       D       7        257036            0        41659
RALSTON-RALSTON PURINA GROUP   COM  751277302          445        16286 SH       S       7         16286            0            0
RALSTON PURINA                 CVP  751277401         2657        85000 SH       D       9         85000            0            0
RAMCO-GERSHENSON PPTYS COM     COM  751452202          980        68820 SH       D       6         68820            0            0
RAMCO-GERSHENSON PROPERTIES    COM  751452202            6          462 SH       D       7           462            0            0
RAMP NETWORKS INC COM          COM  751567108         3169       157500 SH       D       6        157500            0            0
RAMP NETWORKS INC              COM  751567108           18          900 SH       D       7           900            0            0
RAMSAY YOUTH SRVS, INC COM     COM  75158K206            4         1666 SH       D       6          1666            0            0
RAMSAY YOUTH SERVICES INC      COM  75158K206            1          400 SH       D       7           400            0            0
RAMTRON INTL COM               COM  751907304           71         4756 SH       D       6          4756            0            0
RAMTRON INTERNATIONAL CORP     COM  751907304           12          840 SH       D       7           840            0            0
RANDERS KILLAM GROUP COM       COM  752333203            5         1200 SH       D       6          1200            0            0
RANDERS KILLAM GROUP INC       COM  752333203           13         3100 SH       D       7          3100            0            0
RANGER OIL LTD                 COM  752805101            0       203800 SH       D       6        203800            0            0
RANGE RESOURCES CORP. COM      COM  75281A109          945       432308 SH       D       6        432308            0            0
RANGE RESOURCES CORP           COM  75281A109            3         1600 SH       D       7          1600            0            0
RANKIN AUTOMOTIVE GR COM       COM  753050103            5         2700 SH       D       6          2700            0            0
RARE HOSPITALITY INTL INC COM  COM  753820109         8049       414138 SH       D       6        414138            0            0
Rare Hospitality International COM  753820109           41         2153 SH       D       7          2153            0            0
RARE MEDIUM CORP COM           COM  75382N109        35157       796776 SH       D       6        785276            0        11500
Rare Medium Group Inc.         COM  75382N109          296         6724 SH       D       7          6724            0            0
RATIONAL SOFTWARE COM          COM  75409P202        89700      1172552 SH       D       6       1172552            0            0
RATIONAL SOFTWARE CORP         COM  75409P202         2354        30773 SH       D       7         11713            0        19060
RAVEN INDS INC COM             COM  754212108          604        54316 SH       D       6         54316            0            0
RAVEN INDUSTRIES INC           COM  754212108            2          210 SH       D       7           210            0            0
RAVISENT TECHNOLOGIES INC COM  COM  754440105         1556       112200 SH       D       6        112200            0            0
RAVISENT SOFTWARE              COM  754440105           11          800 SH       D       7           800            0            0
RAWLINGS SPORTING GOODS INC CO COM  754459105          384        85374 SH       D       6         85374            0            0
RAWLINGS SPORTING GOODS CO     COM  754459105            1          287 SH       D       7           287            0            0
RAYMOND JAMES FINL INC COM     COM  754730109        19922       960128 SH       D       6        960128            0            0
Raymond James Financial Inc.   COM  754730109          186         8987 SH       D       7          8987            0            0
RAYONIER INV COM               COM  754907103        33682       690920 SH       D       6        690920            0            0
RAYONIER INC-WI                COM  754907103          521        10690 SH       D       7         10690            0            0
RAYOVAC CORP- COM COM          COM  755081106         7652       329160 SH       D       6        329160            0            0
Rayovac Corp.                  COM  755081106          113         4886 SH       D       7          4886            0            0
RAYTECH CORP                   COM  755103108            5         1500 SH       D       6          1500            0            0
RAYTECH CORP-DEL               COM  755103108            1          300 SH       D       7           300            0            0
RAYTEL MED CORP COM            COM  755107109           20         6405 SH       D       6          6405            0            0
RAYTEL MEDICAL CORP.           COM  755107109            7         2500 SH       D       7          2500            0            0
RAYTHEON CO  CL A COM USD1     COM  755111309           51         1715 SH       D       2          1715            0            0
RAYTHEON CO  CL A COM USD1     COM  755111309         4013       132492 SH       D       3        122310            0        10182
RAYTHEON CO  CL A COM USD1     COM  755111309          203         6708 SH       D       4          6708            0            0
RAYTHEON CO-CLASS A            COM  755111309          488        25972 SH       D       5         25972            0            0
RAYTHEON CO CLASS A            COM  755111309         1384        73583 SH       D       6         73583            0            0
RAYTHEON CO  CL 'B' COM USD1   CLA  755111408          115         3940 SH       D       2          3940            0            0
RAYTHEON CO  CL 'B' COM USD1   CLA  755111408        12048       412703 SH       D       3        389303            0        23400
RAYTHEON CO-CLASS B            COM  755111408         1097        61816 SH       D       5         61816            0            0
RAYTHEON CO COM                COM  755111408       155139      8740236 SH       D       6       8042464            0       697772
Raytheon Co-CL B               COM  755111408         4728       266377 SH       D       7        231254            0        35123
RAYTHEON CO. CLASS B           COM  755111408          323        18227 SH       S       7         18227            0            0
RAZORFISH COM                  COM  755236106        13877       504630 SH       D       6        504630            0            0
Razorfish Inc.                 COM  755236106          183         6680 SH       D       7          6680            0            0
READ-RITE CORP COM             COM  755246105         4416       942182 SH       D       6        942182            0            0
READ-RITE CORP                 COM  755246105           54        11718 SH       D       7         11718            0            0
READERS DI AS INC SER A N-VTG  COM  755267101         6483       121629 SH       D       3        108829            0        12800
READER'S DIGEST ASSN-CL A      COM  755267101         1011        28576 SH       D       5         28576            0            0
READERS DIGEST ASSN INC CL A N COM  755267101        47744      1349666 SH       D       6       1344547            0         5119
READERS DIGEST ASSOCIATION INC COM  755267101         1032        29200 SH       D       7         15651            0        13549
READERS DIGEST ASSN INC COM    COM  755267200         1856        64869 SH       D       6         64869            0            0
READERS DIGEST - CLASS B       COM  755267200           46         1625 SH       D       7          1625            0            0
READING ENTERTAINMENT INC. COM COM  755358108           12         2800 SH       D       6          2800            0            0
READING ENTERTAINMENT INC      COM  755358108            1          333 SH       D       7           333            0            0
REAL GOODS TRADING CORP COM    COM  756012100            4         1078 SH       D       6          1078            0            0
REAL GOODS TRADING CORP        COM  756012100            9         2500 SH       D       7          2500            0            0
REALNETWORKS, INC COM          COM  75605L104        59005      1036325 SH       D       6       1005725            0        30600
REAL NETWORKS INC              COM  75605L104         1650        28980 SH       D       7         15088            0        13892
REALTY INCOME CORP COM         COM  756109104        12557       652342 SH       D       6        648142            0         4200
Realty Income Corp.            COM  756109104           82         4306 SH       D       7          4306            0            0
RECKSON SERVICE IND. COM       COM  75621K106        17348       925254 SH       D       6        925254            0            0
Reckson Associates Rlty. Corp. COM  75621K106          122         6518 SH       D       7          6518            0            0
RECKSON SERVICE IND. COM       COM  75621K304         3551       173252 SH       D       6        173252            0            0
RECOTON CORP COM               COM  756268108         1940       164299 SH       D       6        164299            0            0
RECOTON CORP                   COM  756268108            6          531 SH       D       7           531            0            0
RECORDLAB CORPORATION COM      COM  75626L109           21         7622 SH       D       6          7622            0            0
RECYCLING INDUSTRIES INC       COM  756285102            0         8700 SH       D       6          8700            0            0
RED HAT INC COM                COM  756577102        13321       314364 SH       D       6        270899            0        43465
RED HAT INC.                   COM  756577102          368         8700 SH       D       7          8700            0            0
REDBACK NETWORKS COM           COM  757209101        61612       205419 SH       D       6        204503            0          916
REDBACK NETWORKS INC           COM  757209101         1129         3767 SH       D       7          2700            0         1067
REDHOOK ALE BREWERY COM        COM  757473103            7         4200 SH       D       6          4200            0            0
REDWOOD EMPIRE BANCORP COM     COM  757897103          623        43583 SH       D       6         43583            0            0
REDWOOD EMPIRE BANCORP         COM  757897103            2          151 SH       D       7           151            0            0
REDWOOD TR INC COM             COM  758075402         3710       250515 SH       D       6        247315            0         3200
Redwood Trust Inc.             COM  758075402           21         1475 SH       D       7          1475            0            0
REEBOK INTERNATIONAL LTD  COM  COM  758110100         1280        88648 SH       D       3         81948            0         6700
REEBOK INTL LTD COM            COM  758110100        12318      1331743 SH       D       6       1220986            0       110757
Reebok International Ltd.      COM  758110100          389        42063 SH       D       7         41315            0          748
REEBOK INTL LTD                COM  758110100           27         2989 SH       S       7          2989            0            0
REEDS JEWELERS INC COM         COM  758341101            4         1461 SH       D       6          1461            0            0
REEDS JEWELERS INC             COM  758341101           10         3600 SH       D       7          3600            0            0
REFAC COM                      COM  758653109           33         8300 SH       D       6          8300            0            0
REGAL BELOIT CORP COM          COM  758750103         8080       461722 SH       D       6        461722            0            0
Regal Beloit Corp.             COM  758750103           63         3600 SH       D       7          3600            0            0
REGENT COMMUNICATIONS INC COM  COM  758865109         2249       181800 SH       D       6        181800            0            0
REGENT COMMUNICATIONS INC      COM  758865109           19         1600 SH       D       7          1600            0            0
REGENERON PHARMACEUTICALS COM  COM  75886F107        14814       501121 SH       D       6        501121            0            0
Regeneron Pharmaceutical Inc.  COM  75886F107          116         3934 SH       D       7          3934            0            0
REGIS CORP MINN COM            COM  758932107        13411       905388 SH       D       6        905388            0            0
Regis Corp.                    COM  758932107           88         5947 SH       D       7          5947            0            0
REGENCY RLTY CORP COM          COM  758939102        13767       697094 SH       D       6        691394            0         5700
Regency Realty Corp.           COM  758939102          136         6920 SH       D       7          6920            0            0
REGIONS FINANCIAL CORP COM USD COM  758940100          144         4120 SH       D       2          4120            0            0
REGIONS FINANCIAL CORP COM USD COM  758940100        10501       300281 SH       D       3        300281            0            0
REGIONS FINANCIAL COM          COM  758940100       128938      5652092 SH       D       6       5132833            0       519259
Regions Financial Corp         COM  758940100         4253       186474 SH       D       7        163799            0        22675
REGIONS FINANCIAL CORP         COM  758940100          268        11770 SH       S       7         11770            0            0
REHABILICARE COM               COM  758944102            2         1211 SH       D       6          1211            0            0
REGENT ASSISTED LIVING COM     COM  758949101            2         3073 SH       D       6          3073            0            0
REGISTRY MAGIC INC             COM  75913K103            1          400 SH       D       7           400            0            0
REHABCARE GROUP INC COM        COM  759148109         3916       158623 SH       D       6        158623            0            0
REHABCARE CORP                 COM  759148109            8          339 SH       D       7           339            0            0
REGISTER.COM COM               COM  75914G101         1552        22333 SH       D       6         22333            0            0
REGISTER.COM                   COM  75914G101           11          167 SH       D       7           167            0            0
REINSURANCE GROUP COM          COM  759351109        10375       435726 SH       D       6        434017            0         1709
REINSURANCE GROUP OF AMERICA   COM  759351109          281        11833 SH       D       7          9885            0         1948
RELIANCE GROUP HLDGS INC COM   COM  759464100         4426      1264778 SH       D       6       1264778            0            0
RELIANCE GROUP HOLDINGS        COM  759464100           57        16327 SH       D       7         16327            0            0
RELIANCE STEEL & ALU COM       COM  759509102        14151       632491 SH       D       6        627376            0         5115
Reliance Steel & Aluminum Co.  COM  759509102           82         3698 SH       D       7          3698            0            0
RELM WIRELESS CORP COM         COM  759525108           28         4200 SH       D       6          4200            0            0
RELIANT ENERGY INC             COM  75952J108       225355     10044500 SH       D       1      10044500            0            0
RELIANT ENERGY INC             COM  75952J108          497        13780 SH       D       2         13780            0            0
RELIANT ENERGY INC             COM  75952J108        19628       544201 SH       D       3        520101            0        24100
RELIANT ENERGY INC             COM  75952J108         1814        77414 SH       D       5         77414            0            0
RELIANT ENERGY INC COM         COM  75952J108       216322      9229742 SH       D       6       8215419            0      1014323
RELIANT ENERGY INC             COM  75952J108         8104       345786 SH       D       7        319711            0        26075
RELIANT ENERGY INC             COM  75952J108          372        15909 SH       S       7         15909            0            0
RELIANT ENERGY CORP            CVB  75952J207        30044       301200 SH       D       1        301200            0            0
RELIASTAR FINANCIAL CORP       COM  75952U103         4792        93753 SH       D       3         93753            0            0
RELIASTAR FINANCIAL CORP COM   COM  75952U103        42044      1241179 SH       D       6       1229300            0        11879
RELIASTAR FINANCIAL CORP       COM  75952U103          782        23094 SH       D       7         15579            0         7515
REMEC INC COM                  COM  759543101        19800       392083 SH       D       6        392083            0            0
Remec Inc.                     COM  759543101          204         4047 SH       D       7          4047            0            0
REMEDY CORP COM                COM  759548100        23380       555030 SH       D       6        555030            0            0
Remedy Corp.                   COM  759548100          181         4319 SH       D       7          4319            0            0
REMEDYTEMP INC COM             COM  759549108         1432        64743 SH       D       6         64743            0            0
REMEDY TEMP INC.               COM  759549108           16          760 SH       D       7           760            0            0
REMINGTON OIL & GAS CORP COM   COM  759594302          570       136185 SH       D       6        136185            0            0
REMINGTON OIL & GAS CORP       COM  759594302            7         1700 SH       D       7          1700            0            0
RENAISSANCE WORLDWIDE INC COM  COM  75968A109         3201       613475 SH       D       6        613475            0            0
RENAISSANCE WORLDWIDE INC      COM  75968A109           44         8564 SH       D       7          8564            0            0
RELIABILITY INC COM            COM  759903107           18         3132 SH       D       6          3132            0            0
REPLIGEN CORP COM              COM  759916109         2130       221340 SH       D       6        221340            0            0
REPUBLIC BANCSHARES, INC COM   COM  759929102         1355       107374 SH       D       6        107374            0            0
Republic Bancshares Inc.       COM  759929102           13         1036 SH       D       7          1036            0            0
RENAL CARE GROUP INC COM       COM  759930100        16442       758155 SH       D       6        758155            0            0
Renal Care Group Inc.          COM  759930100          187         8628 SH       D       7          8628            0            0
RENT-A-CENTER INC COM          COM  76009N100         5730       382024 SH       D       6        382024            0            0
Rent-A-Center Inc.             COM  76009N100           57         3816 SH       D       7          3816            0            0
RENT WAY INC COM               COM  76009U104         3742       191900 SH       D       6        191900            0            0
Rent-Way Inc.                  COM  76009U104           63         3263 SH       D       7          3263            0            0
RENTRAK CORP COM               COM  760174102           56        10314 SH       D       6         10314            0            0
RENTRAK CORP                   COM  760174102            1          300 SH       D       7           300            0            0
REPSOL S.A.                    COM  76026T205         1523        71465 SH       D       7         71465            0            0
REPTRON ELCTRONICS INC COM     COM  76026W109           60         5523 SH       D       6          5523            0            0
REPTRON ELECTRONICS INC        COM  76026W109           24         2200 SH       D       7          2200            0            0
REPUBLIC BANCORP KY COM        COM  760281204          374        46087 SH       D       6         46087            0            0
Republic Bancorp Kentucky      COM  760281204           14         1741 SH       D       7          1741            0            0
REPUBLIC BANCORP INC COM       COM  760282103        12190      1304615 SH       D       6       1257314            0        47301
Republic Bancorp Inc.          COM  760282103           65         6986 SH       D       7          6986            0            0
REPUBLIC FIRST BANCORP INC COM COM  760416107           13         2860 SH       D       6          2860            0            0
REPUBLIC FIRST BANCORP INC     COM  760416107            1          248 SH       D       7           248            0            0
REPUBLIC GROUP INC COM         COM  760473108         1709       159051 SH       D       6        159051            0            0
Republic Group Inc.            COM  760473108           16         1546 SH       D       7          1546            0            0
REPUBLIC SEC FINANCIAL CORP    COM  760758102         5188       790653 SH       D       6        790653            0            0
Republic Security Finl. Corp.  COM  760758102           51         7834 SH       D       7          7834            0            0
REPUBLIC SVCS INC COM          COM  760759100        13992      1279292 SH       D       6       1276488            0         2804
REPUBLIC SERVICES INC          COM  760759100          253        23221 SH       D       7         12867            0        10354
RESEARCH INC                   COM  760898106           22         3200 SH       D       7          3200            0            0
RESEARCH FRONTIERS INC COM     COM  760911107         3356       113793 SH       D       6        113793            0            0
RESEARCH FRONTIERS INC         COM  760911107           20          704 SH       D       7           704            0            0
RES-CARE INC COM               COM  760943100         2964       316208 SH       D       6        316208            0            0
Res-Care Inc.                  COM  760943100           33         3573 SH       D       7          3573            0            0
RESTORATION HARDWAR INC DEL CO COM  760981100          803       153133 SH       D       6        153133            0            0
Restoration Hardware Inc.      COM  760981100           10         2088 SH       D       7          2088            0            0
RESEARCH PARTNERS INTERNATIO   COM  761013101           19         3900 SH       D       6          3900            0            0
RESMED INC - COM COM           COM  761152107        18111       253758 SH       D       6        253758            0            0
Resmed Inc.                    COM  761152107          182         2557 SH       D       7          2557            0            0
RESORT QUEST INTL INC COM      COM  761183102         1088       185357 SH       D       6        185357            0            0
RESORTQUEST INTL INC           COM  761183102            4          754 SH       D       7           754            0            0
RESOURCE AMERICA INC COM       COM  761195205         3518       485251 SH       D       6        485251            0            0
Resource America Inc.          COM  761195205           52         7194 SH       D       7          7194            0            0
RESOURCE ASSET INVESTMENT TR C COM  761196104          665        61887 SH       D       6         61887            0            0
RESOURCE ASSET INVT TRUST      COM  761196104            4          375 SH       D       7           375            0            0
RESOURCE BANCSHARES COM        COM  761197102         1634       415168 SH       D       6        407368            0         7800
Resource Bancshares Mtg. Group COM  761197102           13         3437 SH       D       7          3437            0            0
RESOURCES BANKSHARES COM       COM  76121R104            9         1045 SH       D       6          1045            0            0
RESOURCE BANKSHARES CORP       COM  76121R104            1          200 SH       D       7           200            0            0
RESOURCE PHOENIX COM COM       COM  76122L106          708        54529 SH       D       6         54529            0            0
RESOURCEPHOENIX.COM INC        COM  76122L106            5          400 SH       D       7           400            0            0
RESPIRONICS INC COM            COM  761230101        11453       796794 SH       D       6        796794            0            0
Respironics Inc.               COM  761230101           71         4988 SH       D       7          4988            0            0
RESPONSE TECHNOLOGIES INC COM  COM  761232305           18        13573 SH       D       6         13573            0            0
RESPONSE USA INC               COM  761235506            2         2700 SH       D       6          2700            0            0
RETCK INC COM                  COM  76128Q109         8967       217726 SH       D       6        217726            0            0
RETEK INC                      COM  76128Q109          107         2600 SH       D       7          2600            0            0
RETROSPETTIVA INC              COM  761300102            3         2000 SH       D       6          2000            0            0
REUNION INDS INC COM           COM  761312107            2         1258 SH       D       6          1258            0            0
REUNION INDUSTRIES INC         COM  761312107            4         1900 SH       D       7          1900            0            0
REUTERS GROUP PLC-SPONS ADR    COM  76132M102         2278        19088 SH       D       7         19088            0            0
REVLON INC CL A                COM  761525500         1431       162464 SH       D       6        162464            0            0
REVLON INC.                    COM  761525500           44         5103 SH       D       7           894            0         4209
REX STORES CORP COM            COM  761624105         2899       113411 SH       D       6        113411            0            0
REX STORES CORPORATION         COM  761624105            9          362 SH       D       7           362            0            0
REXALL SUNDOWN INC COM         COM  761648104         9831       696064 SH       D       6        696064            0            0
REXALL SUNDOWN INC             COM  761648104          145        10284 SH       D       7         10284            0            0
REXHALL INDUSTRIES INC         COM  761684109            2          315 SH       D       7           315            0            0
REYNOLDS & REYNOLDS CO CL A CO COM  761695105        38555      1427983 SH       D       6       1420214            0         7769
REYNOLDS & REYNOLDS INC        COM  761695105          636        23557 SH       D       7         16964            0         6593
REYNOLDS METALS CO             COM  761763101        24839       369700 SH       D       1        369700            0            0
REYNOLDS METALS CO COM STOCK N COM  761763101          148         1390 SH       D       2          1390            0            0
REYNOLDS METALS CO COM STOCK N COM  761763101        11317       105666 SH       D       3         97566            0         8100
REYNOLDS METALS CO             COM  761763101         1093        16345 SH       D       5         16345            0            0
REYNOLDS METALS CO COM         COM  761763101       114220      1707973 SH       D       6       1577975            0       129998
Reynolds Metals Company        COM  761763101         3548        53062 SH       D       7         46892            0         6170
REYNOLDS METALS COMPANY        COM  761763101          226         3390 SH       S       7          3390            0            0
REYNOLDS RJ TOB HLDGS COM      COM  76182K105        30403      1788617 SH       D       6       1752117            0        36500
RJ REYNOLDS TOBACCO HOLD       COM  76182K105          793        46649 SH       D       7         32547            0        14102
RHYTHMS NET CONNECTIONS INC CO COM  762430205        28122       763947 SH       D       6        762572            0         1375
RYTHMS NETCONNECTIONS INC      COM  762430205          670        18212 SH       D       7          5500            0        12712
RIBOZYME PHARMACEUTICALS INC C COM  762567105          134         5300 SH       D       6          5300            0            0
RIBOZYME PHARMACEUTICALS INC   COM  762567105           48         1900 SH       D       7          1900            0            0
RICA FOODS INC COM             COM  762582203         1281        50268 SH       D       6         50268            0            0
RICA FOODS INC                 COM  762582203            8          336 SH       D       7           336            0            0
RICHARDSON ELECTRS LTD COM     COM  763165107         2055       186838 SH       D       6        186838            0            0
RICHARDSON ELECTRONICS         COM  763165107            5          481 SH       D       7           481            0            0
RICHMOND CNTY FINL C COM       COM  764556106         9277       575342 SH       D       6        575342            0            0
Richmond County Finl. Corp.    COM  764556106           77         4788 SH       D       7          4788            0            0
RICHTON INTL CORP COM          COM  765516109            8          613 SH       D       6           613            0            0
ICHTON INTERNATIONAL CORP      COM  765516109           11          800 SH       D       7           800            0            0
RICOH CO LTD-SP ADR            COM  765658307         1890        17623 SH       D       7         17623            0            0
RIDDELL SPORTS INC COM         COM  765670104            3         1004 SH       D       6          1004            0            0
RIDDELL SPORTS INC.            COM  765670104            1          500 SH       D       7           500            0            0
RIDGEVIEW INC COM              COM  765905104            4         2641 SH       D       6          2641            0            0
RIGGS NATIONAL CORP WASH DC CO COM  766570105         4824       395843 SH       D       6        395843            0            0
Riggs National Corp.           COM  766570105           40         3298 SH       D       7          3298            0            0
RIGHT MGMT CONSULTANTS INC     COM  766573109          912        99367 SH       D       6         99367            0            0
RIGHT MAMAGEMENT CONSULTANTS   COM  766573109            7          800 SH       D       7           800            0            0
RIGHT START INC. COM           COM  766574206            9          728 SH       D       6           728            0            0
THE RIGHT START                COM  766574206           10          800 SH       D       7           800            0            0
RIGHTCHOICE MANAGED COM        COM  76657K101           33         2572 SH       D       6          2572            0            0
RIGHTCHOICE MANAGED CARE - A   COM  76657K101            3          300 SH       D       7           300            0            0
RIMAGE CORP COM                COM  766721104         1292        44177 SH       D       6         44177            0            0
RIMAGE CORP                    COM  766721104            6          217 SH       D       7           217            0            0
RIO ALGOM LTD COM NPV          COM  766889109            0        98700 SH       D       6         98700            0            0
RTP.N                          COM  767204100          352         5200 SH       D       9          5200            0            0
RISCORP INC COM                COM  767597107           15         6200 SH       D       6          6200            0            0
RISK CAP HLDGS INC COM         COM  767711104         3455       211001 SH       D       6        211001            0            0
Risk Cap Holdings Inc.         COM  767711104           28         1724 SH       D       7          1724            0            0
RICHIE BROS AUCTIONEERS COM    COM  767744105          339        13300 SH       D       6         13300            0            0
RITCHIE BROS. AUCTIONEERS      COM  767744105           22          900 SH       D       7           900            0            0
RITE AID CORP COM STOCK US$1   COM  767754104           44         4920 SH       D       2          4920            0            0
RITE AID CORP COM STOCK US$1   COM  767754104         3423       381763 SH       D       3        381763            0            0
RITE AID CORP                  COM  767754104          355        64715 SH       D       5         64715            0            0
RITE AID CORP COM              COM  767754104        36847      6699594 SH       D       6       6163568            0       536026
Rite Aid Corp                  COM  767754104         1078       196127 SH       D       7        169231            0        26896
RITE AID CORP                  COM  767754104           76        13919 SH       S       7         13919            0            0
RITE AID LEASE MGMT CO 7% PFD  PFD  767757206        21300       213000 SH       D       1        213000            0            0
RIVERSIDE GROUP INC COM        COM  769135104            3          870 SH       D       6           870            0            0
RIVERVIEW BANCORP INC COM      COM  769397100          251        31466 SH       D       6         31466            0            0
RIVERVIEW BANCORP              COM  769397100            2          259 SH       D       7           259            0            0
RIVIANA FOODS INC COM          COM  769536103         2020       127295 SH       D       6        127295            0            0
Riviana Foods Inc.             COM  769536103           27         1709 SH       D       7          1709            0            0
RIVIERA HLDGS CORP COM         COM  769627100           13         1837 SH       D       6          1837            0            0
RIVIERA HOLDINGS CORP          COM  769627100            1          200 SH       D       7           200            0            0
RIVIERA TOOL CO                COM  769648106            3          882 SH       D       6           882            0            0
RIVIERA TOOL CO                COM  769648106            1          315 SH       D       7           315            0            0
ROADHOUSE GRILL COM            COM  769725102            4          865 SH       D       6           865            0            0
ROADHOUSE GRILL INC            COM  769725102            1          400 SH       D       7           400            0            0
ROADWAY EXPRESS INC COM        COM  769742107         8379       413794 SH       D       6        380094            0        33700
ROADWAY EXPRESS INC            COM  769742107           57         2855 SH       D       7          2855            0            0
ROANOKE EL STEEL CORP COM      COM  769841107         1903       111979 SH       D       6        111979            0            0
ROANOKE ELECTRICS STEEL CORP   COM  769841107           17         1008 SH       D       7          1008            0            0
ROBERTS REALTY INVS COM        COM  769900101           21         3200 SH       D       6          3200            0            0
ROBERTS REALTY INVESTORS INC   COM  769900101            2          400 SH       D       7           400            0            0
ROBBINS & MYERS INC COM        COM  770196103         3794       160593 SH       D       6        160593            0            0
Robbins & Myers Inc.           COM  770196103           31         1351 SH       D       7          1351            0            0
ROBERDS INC COM                COM  770292100            3         4800 SH       D       6          4800            0            0
ROBERT HALF INTERNATIONAL INC  COM  770323103          426         6100 SH       D       3          6100            0            0
ROBERT HALF INTL INC           COM  770323103         1135        23934 SH       D       5         23934            0            0
ROBERT HALF INTL INC COM       COM  770323103        58331      1229641 SH       D       6       1229641            0            0
ROBERT HALF INTL INC           COM  770323103         1582        33367 SH       D       7         14032            0        19335
ROBERTSON CECO CORP COM        COM  770539203         1696       172881 SH       D       6        172881            0            0
ROBERTSON-CECO CORP            COM  770539203           12         1300 SH       D       7          1300            0            0
ROBINSON NUGENT INC COM        COM  770810109          199        12752 SH       D       6         12752            0            0
ROBINSON NUGENT INC.           COM  770810109           34         2200 SH       D       7          2200            0            0
ROBOCOM SYSTEMS INC            COM  771062106            8         1700 SH       D       6          1700            0            0
ROBOTIC VISION SYSTEMS INC COM COM  771074101         5083       317719 SH       D       6        317719            0            0
ROBOTIC VISION SYSTEMS INC     COM  771074101           17         1113 SH       D       7          1113            0            0
ROCHE HLDG INC                 CVB  771196AE2        23954     49180000 SH       D       9      49180000            0            0
ROCHESTER MED CORP COM         COM  771497104            3          328 SH       D       6           328            0            0
ROCHESTER MEDICAL CORP         COM  771497104            2          238 SH       D       7           238            0            0
ROCK OF AGES CORP              COM  772632105            9         1800 SH       D       6          1800            0            0
ROCK OF AGES CORP              COM  772632105            0          174 SH       D       7           174            0            0
ROCK-TENN CO COM               COM  772739207         4744       486665 SH       D       6        486665            0            0
Rock-Tenn Company              COM  772739207           23         2442 SH       D       7          2442            0            0
ROCKWELL INTERNATIONAL CORP CO COM  773903109          205         3240 SH       D       2          3240            0            0
ROCKWELL INTERNATIONAL CORP CO COM  773903109        19867       313028 SH       D       3        292328            0        20700
ROCKWELL INTERNATIONAL CORP CO COM  773903109          913        14400 SH       D       4         14400            0            0
ROCKWELL INTL CORP             COM  773903109         2088        49956 SH       D       5         49956            0            0
ROCKWELL INTL CORP (NEW) COM   COM  773903109       209028      4999184 SH       D       6       4588666            0       410518
Rockwell International         COM  773903109         7652       183009 SH       D       7        166486            0        16523
ROCKWELL INTL CORP             COM  773903109          428        10239 SH       S       7         10239            0            0
ROCKSHOX INC COM               COM  774066104            8         8006 SH       D       6          8006            0            0
ROCKY MOUNTAIN CHOC FACT INC   COM  774678403            1          300 SH       D       7           300            0            0
ROCKY SHOES & BOOTS COM        COM  774830103           28         5836 SH       D       6          5836            0            0
ROCKY SHOES & BOOTS INC        COM  774830103            0          100 SH       D       7           100            0            0
ROFIN SINAR TECHNOLO COM       COM  775043102         1765       147093 SH       D       6        147093            0            0
ROFIN-SINAR TECHNOLOGIES INC   COM  775043102            6          524 SH       D       7           524            0            0
ROGERS CABLESYSTEMS INC CL B   COM  775109200            0       291100 SH       D       6        291100            0            0
ROGERS CORP COM                COM  775133101        12165       193868 SH       D       6        193768            0          100
Rogers Corp.                   COM  775133101           83         1325 SH       D       7          1325            0            0
ROGUE WAVE SOFTWARE COM        COM  775369101          871       114249 SH       D       6        114249            0            0
ROGUE WAVE SOFTWARE            COM  775369101            3          468 SH       D       7           468            0            0
ROHM & HAAS CO COM STOCK US$2. COM  775371107          248         3600 SH       D       2          3600            0            0
ROHM & HAAS CO COM STOCK US$2. COM  775371107        24726       358103 SH       D       3        334324            0        23779
ROHM AND HAAS CO               COM  775371107         2513        56308 SH       D       5         56308            0            0
ROHM AND HAAS CO COM           COM  775371107       233438      5231115 SH       D       6       4795296            0       435819
Rohm & Haas Company            COM  775371107         6769       151702 SH       D       7        140008            0        11694
ROHM & HAAS COMPANY            COM  775371107          526        11803 SH       S       7         11803            0            0
ROHN INDUSTRIES, INC COM       COM  775381106         1220       375631 SH       D       6        375631            0            0
ROHN INDUSTRIES INC.           COM  775381106           14         4600 SH       D       7          4600            0            0
ROLLINS INC COM                COM  775711104         6059       407347 SH       D       6        407347            0            0
ROLLINS INC                    COM  775711104           73         4963 SH       D       7          4963            0            0
ROLLINS TRUCK LEASING CORP COM COM  775741101        14105      1671756 SH       D       6       1593836            0        77920
Rollins Truck Leasing Corp.    COM  775741101           67         7987 SH       D       7          7987            0            0
ROMAC INTL INC COM             COM  775835101         6463       713260 SH       D       6        713260            0            0
Romac International Inc.       COM  775835101           62         6866 SH       D       7          6866            0            0
ROPER IND COM                  COM  776696106        21122       622403 SH       D       6        622403            0            0
Roper Industries Inc.          COM  776696106          189         5573 SH       D       7          5573            0            0
ROSLYN BANCORP INC. COM        COM  778162107        35883      2014498 SH       D       6       1969653            0        44845
ROSLYN BANCORP INC             COM  778162107          205        11563 SH       D       7          4952            0         6611
ROSS STORES INC                COM  778296103        13095       590200 SH       D       1        590200            0            0
ROSS STORES USD0.01            COM  778296103          254         7200 SH       D       3          7200            0            0
ROSS STORES INC COM            COM  778296103        36101      1500323 SH       D       6       1487991            0        12332
ROSS STORES INC                COM  778296103          947        39362 SH       D       7         26308            0        13054
ROSS SYSTEMS INC. COM          COM  778303107           30        12200 SH       D       6         12200            0            0
ROSS SYSTEMS                   COM  778303107            3         1378 SH       D       7          1378            0            0
ROSS TECHNOLOGY INC COM        COM  778304105            0        11700 SH       D       6         11700            0            0
ROSTELECOM - SPONSORED ADR     ADR  778529107         4086       119220 SH       D       3        119220            0            0
ROSTELECOM ADR ADR             COM  778529107         5654       238080 SH       D       6        238080            0            0
REXENE CORP NEW COM            COM  779077106           19         7423 SH       D       6          7423            0            0
ROTTLUND COMPANY               COM  779077106            3         1200 SH       D       7          1200            0            0
ROUGE INDUSTRIES, INC COM      COM  779088103         1097       173886 SH       D       6        173886            0            0
Rouge Industries Inc.          COM  779088103            9         1480 SH       D       7          1480            0            0
ROUSE CO COM STOCK US$0.01     COM  779273101         2605        77829 SH       D       3         77829            0            0
ROUSE CO COM                   COM  779273101        19400       918381 SH       D       6        907680            0        10701
ROUSE CO                       COM  779273101          383        18146 SH       D       7         11725            0         6421
ROWAN COS INC COM STOCK US$0.1 COM  779382100         1223        26704 SH       D       3         26704            0            0
ROWAN CO INC COM               COM  779382100        66685      2265324 SH       D       6       2073409            0       191915
Rowan Companies Inc.           COM  779382100         2304        78291 SH       D       7         70453            0         7838
ROWAN COS INC                  COM  779382100          140         4781 SH       S       7          4781            0            0
ROWE COMPANIES                 COM  779528108          916       159443 SH       D       6        159443            0            0
ROWE FURNITURE CORP            COM  779528108            2          499 SH       D       7           499            0            0
ROWE COM COM                   COM  77957X108         1245        73245 SH       D       6         73245            0            0
ROWECOM INC                    COM  77957X108            8          500 SH       D       7           500            0            0
ROYAL APPLIANCE MFG. COM       COM  780076105         1171       237356 SH       D       6        237356            0            0
ROYAL APPLIANCE MFG CO         COM  780076105            4          894 SH       D       7           894            0            0
ROYAL BANCSHARES OF PENN INC C COM  780081105          972        74831 SH       D       6         74831            0            0
ROYAL BANCSHARES OF PENN-A     COM  780081105           10          812 SH       D       7           812            0            0
ROYAL BK CDA MONTREAL QUE COM  COM  780087102            0      1238980 SH       D       6       1238980            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804         5843        63400 SH       D       1         63400            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804          940        10200 SH       D       2         10200            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804        68729       745722 SH       D       3        745722            0            0
ROYAL DUTCH PETE CO COM        COM  780257804      2924023     50797360 SH       D       6      46307204            0      4490156
ROYAL DUTCH PETE CO            DEP  780257804        85315      1482141 SH       D       7       1452116            0        30025
RD.N                           ADR  780257804          218         3700 SH       D       9          3700            0            0
ROYAL DUTCH PETROLEUM          COM  780257804         6639       115343 SH       S       7        115343            0            0
ROYAL GOLD INC                 COM  780287108          589       171629 SH       D       6        171629            0            0
ROYAL GOLD INC                 COM  780287108            8         2500 SH       D       7          2500            0            0
ROYALE ENERGY INC              COM  78074G200            5         1900 SH       D       6          1900            0            0
ROYAL PRECISION INC. COM       COM  780921102            3          970 SH       D       6           970            0            0
RUBIOS RESTAURANTS INC COM     COM  78116B102            0        50900 SH       D       6         50900            0            0
RUBY TUESDAY, INC COM          COM  781182100        24523      1401340 SH       D       6       1331240            0        70100
RUBY TUESDAY INC.              COM  781182100          111         6344 SH       D       7          6344            0            0
RUDDICK CORP                   COM  781258108        10303       942043 SH       D       6        941143            0          900
RUDDICK CORP                   COM  781258108           77         7054 SH       D       7          7054            0            0
RUDOLF TECHNOLOGIES COM        COM  781270103         2137        47500 SH       D       6         47500            0            0
RUDOLPH TECHNOLOGIES           COM  781270103           32          717 SH       D       7           717            0            0
RURAL /METRO CORP COM          COM  781748108          196       165430 SH       D       6        162146            0         3284
RURAL/METRO CORP               COM  781748108            0          633 SH       D       7           633            0            0
RUSH ENTERPRISES INC COM       COM  781846100          518        75454 SH       D       6         75454            0            0
RUSH ENTERPRISES INC           COM  781846100            2          397 SH       D       7           397            0            0
RURAL CELLULAR CORP COM        COM  781904107         5799        85844 SH       D       6         85844            0            0
RURAL CELLULAR CORP-CL A       COM  781904107           26          386 SH       D       7           386            0            0
RUSS BERRIE & CO INC COM       COM  782233100         5023       271544 SH       D       6        271544            0            0
Russ Berrie & Company Inc.     COM  782233100           42         2302 SH       D       7          2302            0            0
RUSSELL CORP COM STOCK US$0.01 COM  782352108          210         9200 SH       D       3          9200            0            0
RUSSELL CORP COM               COM  782352108        23853      1666652 SH       D       6       1530478            0       136174
Russell Corporation            COM  782352108          455        31806 SH       D       7         31325            0          481
RUSSELL CORP                   COM  782352108           25         1800 SH       S       7          1800            0            0
RYANS FAMILY STEAK HOUSE INC C COM  783519101        10047      1050759 SH       D       6       1045459            0         5300
RYANS FAMILY STK HSE           COM  783519101           89         9382 SH       D       7          9382            0            0
RYDER SYSTEM INC COM STOCK US$ COM  783549108         3101        85503 SH       D       3         85503            0            0
RYDER SYSTEM INC COM           COM  783549108        39977      1762084 SH       D       6       1600854            0       161230
Ryder System, Inc.             COM  783549108         1595        70321 SH       D       7         63686            0         6635
RYDER SYSTEM                   COM  783549108           79         3523 SH       S       7          3523            0            0
RYERSON TULL INC COM           COM  78375P107         9886       637867 SH       D       6        629267            0         8600
RYERSON TULL INC               COM  78375P107          103         6707 SH       D       7          6707            0            0
RYLAND GROUP INC COM           COM  783764103        17904       954906 SH       D       6        881876            0        73030
Ryland Group Inc.              COM  783764103           40         2142 SH       D       7          2142            0            0
S & K FAMOUS BRANDS INC COM    COM  783774102           42         5813 SH       D       6          5813            0            0
S & K FAMOUS BRANDS INC        COM  783774102            6          900 SH       D       7           900            0            0
S & T BANCORP INC COM          COM  783859101         6780       395942 SH       D       6        395742            0          200
S&T Bancorp Inc.               COM  783859101           73         4309 SH       D       7          4309            0            0
SBE INC COM NEW                COM  783873201           55         3600 SH       D       6          3600            0            0
SBE INC                        COM  783873201           15         1000 SH       D       7          1000            0            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103        10058       151810 SH       D       1        151810            0            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103         5281        79715 SH       D       2         79715            0            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103       358000      5403057 SH       D       3       5143034            0       260023
SBC COMMUNICATIONS COM STOCK U COM  78387G103         8119       122535 SH       D       4        122535            0            0
SBC COMMUNICATIONS INC         COM  78387G103        37502       892916 SH       D       5        892916            0            0
SBC COMMUNICATIONS INC. COM    COM  78387G103      3930760     93589526 SH       D       6      85433699            0      8155827
SBC COMMUNICATIONS INC         COM  78387G103       133171      3170759 SH       D       7       2754188            0       416571
SBC COMMUNICATIONS, INC        COM  78387G103         7706       183496 SH       S       7        183496            0            0
SBS TECHNOLOGIES INC COM       COM  78387P103         2050        71339 SH       D       6         71339            0            0
SBS TECHNOLOGIES INC           COM  78387P103            9          315 SH       D       7           315            0            0
SBA COMMUNICATIONS CORP COM    COM  78388J106         2477        56300 SH       D       6         56300            0            0
SBA COMM CORP                  COM  78388J106           88         2000 SH       D       7          2000            0            0
SCB COMPUTER TECHNOL COM       COM  78388N107          525       182647 SH       D       6        182647            0            0
SCB COMPUTER TECHNOLOGY INC    COM  78388N107            6         2410 SH       D       7          2410            0            0
SCC COMMUNICATIONS CORP COM    COM  78388X105         1006       100658 SH       D       6        100658            0            0
SCC COMMUNICATIONS CORP        COM  78388X105            4          400 SH       D       7           400            0            0
S C I SYSTEMS INC COM          COM  783890106       123978      2303901 SH       D       6       2279745            0        24156
SCI SYSTEMS INC                COM  783890106         3122        58030 SH       D       7         35174            0        22856
SI TECHNOLOGIES INC COM        COM  783978109            3          952 SH       D       6           952            0            0
SCM MICROSYSTEMS INC COM       COM  784018103        23923       246637 SH       D       6        246637            0            0
SCM Microsystems Inc.          COM  784018103          216         2227 SH       D       7          2227            0            0
SCP POOL CORP COM              COM  784028102         7902       258027 SH       D       6        258027            0            0
SCP Pool Corp.                 COM  784028102           48         1595 SH       D       7          1595            0            0
SCIPE HLDGS INC COM            COM  78402P104         7196       234995 SH       D       6        234995            0            0
SCPIE Holdings Inc.            COM  78402P104           60         1976 SH       D       7          1976            0            0
SDL INC COM                    COM  784076101       175453       824211 SH       D       6        791050            0        33161
SDL INC                        COM  784076101         4194        19703 SH       D       7          7924            0        11779
SED INTERNATIONAL HOLDINGS INC COM  784109100           17         5544 SH       D       6          5544            0            0
SEEC INC COM                   COM  784110108           74         5956 SH       D       6          5956            0            0
SEEC INC                       COM  784110108           28         2300 SH       D       7          2300            0            0
S E I INC COM                  COM  784117103        41828       368734 SH       D       6        326534            0        42200
SEI INVESTMENTS CO             COM  784117103          501         4419 SH       D       7          1698            0         2721
SEMCO ENERGY COM               COM  78412D109         4107       345936 SH       D       6        345206            0          730
SEMCO Energy Inc.              COM  78412D109           34         2920 SH       D       7          2920            0            0
SFX ENTERTAINMENT INC COM      COM  784178105        23582       577837 SH       D       6        576342            0         1495
SFX ENTERTAINMENT INC CL A     COM  784178105          599        14684 SH       D       7          4401            0        10283
SGV BANCORP INC COM            COM  78422T102           34         1490 SH       D       6          1490            0            0
SGV BANCORP INC                COM  78422T102            4          200 SH       D       7           200            0            0
SI HANDLING SYSTEMS INC        COM  784255101           24         4300 SH       D       7          4300            0            0
SJNB FINL CORP COM             COM  784273104            0        21315 SH       D       6         21315            0            0
SJNB FINANCIAL CORP            COM  784273104            2          110 SH       D       7           110            0            0
SJW CORP COM                   COM  784305104         3679        31451 SH       D       6         31451            0            0
SJW Corp.                      COM  784305104           41          355 SH       D       7           355            0            0
SK CORPORATION- REP.5 PREF NV  ADR  784328106           19         1500 SH       D       3          1500            0            0
SKF AB-SPONSORED ADR           COM  784375404          397        18504 SH       D       7         18504            0            0
SK TELECOM LTD COM             COM  78440P108         2930        75140 SH       D       6         75140            0            0
SL GREEN RLTY CORP COM         COM  78440X101        11083       466656 SH       D       6        466656            0            0
SL Green Realty Corp.          COM  78440X101           87         3690 SH       D       7          3690            0            0
SL INDS INC COM                COM  784413106          713        77158 SH       D       6         77158            0            0
SL INDUSTRIES, INC.            COM  784413106            2          253 SH       D       7           253            0            0
SLM HOLDINGS                   COM  78442A109          141         2530 SH       D       2          2530            0            0
SLM HOLDINGS                   COM  78442A109        12998       232139 SH       D       3        214989            0        17150
SLM HOLDING CORP COM           COM  78442A109       126630      3801280 SH       D       6       3489926            0       311354
SLM Holding Corp               COM  78442A109         4704       141216 SH       D       7        104805            0        36411
SLM HOLDING CORP               COM  78442A109          286         8609 SH       S       7          8609            0            0
SLI INC COM                    COM  78442T108         5576       328054 SH       D       6        328054            0            0
SLI Inc.                       COM  78442T108           73         4335 SH       D       7          4335            0            0
S M & A CORP.                  COM  784432106         1073       209513 SH       D       6        209513            0            0
SM&A CORPORATION               COM  784432106            3          739 SH       D       7           739            0            0
SMC CORP COM                   COM  784460107           18         4000 SH       D       6          4000            0            0
SMC CORP                       COM  784460107            1          300 SH       D       7           300            0            0
SNB BANCSHARES INC COM         COM  784605107           12          783 SH       D       6           783            0            0
SNB BANCSHARES INC             COM  784605107            3          200 SH       D       7           200            0            0
SPS TECHNOLOGIES INC COM       COM  784626103         6372       208931 SH       D       6        208931            0            0
SPS Technologies Inc.          COM  784626103           61         2015 SH       D       7          2015            0            0
SPS TRANSACTION COM            COM  784627101           44         1400 SH       D       6          1400            0            0
SPDR TR COM                    COM  78462F103          642         4270 SH       D       6          4270            0            0
SPSS INC COM                   COM  78462K102         4046       127463 SH       D       6        127463            0            0
SPSS Inc.                      COM  78462K102           51         1615 SH       D       7          1615            0            0
SOS STAFFING SVCS COM          COM  78462X104          621       140064 SH       D       6        140064            0            0
SOS STAFFING SVCS INC COM      COM  78462X104            8         1967 SH       D       7          1967            0            0
SPX CORP U$ COMMON STK         COM  784635104         6136        34679 SH       D       3         34679            0            0
SPX CORP COM                   COM  784635104        54340       476929 SH       D       6        476308            0          621
SPX CORP.                      COM  784635104         1011         8876 SH       D       7          2956            0         5920
SPX CORP COM USD10             COM  784635104          581         5100 SH       D       9          5100            0            0
SI CORPORATION COM             COM  78463B101        59511       694515 SH       D       6        674115            0        20400
S1 Corporation                 COM  78463B101          586         6843 SH       D       7          6843            0            0
SRS LABS INC COM               COM  78464M106          134         5593 SH       D       6          5593            0            0
SRS LABS, INC.                 COM  78464M106           12          521 SH       D       7           521            0            0
SSE TELECOM INC COM            COM  784652109           53         5900 SH       D       6          5900            0            0
STM WIRELESS INC COM           COM  784776106           70         8607 SH       D       6          8607            0            0
STM WIRELESS INC.              COM  784776106            8         1000 SH       D       7          1000            0            0
STV ENGINEERS INC COM          COM  784847105           44         6316 SH       D       6          6316            0            0
STV GROUP INC                  COM  784847105            1          200 SH       D       7           200            0            0
S3 INC COM                     COM  784849101        36928      1758490 SH       D       6       1744890            0        13600
S3 Inc.                        COM  784849101          265        12628 SH       D       7         12628            0            0
SVB FINL SVCS INC COM          COM  784869109           34         3915 SH       D       6          3915            0            0
SVB FINANCIAL SERVICES INC     COM  784869109            2          315 SH       D       7           315            0            0
SVI HOLDINGS INC COM           COM  784872103         2476       250813 SH       D       6        250813            0            0
SVI Holdings Inc.              COM  784872103           42         4278 SH       D       7          4278            0            0
SPR INC-COM COM                COM  784922106          736       122692 SH       D       6        122692            0            0
SPR INC                        COM  784922106            4          706 SH       D       7           706            0            0
SPAR GROUP INC COM             COM  784933103           12         3935 SH       D       6          3935            0            0
S Y BANCORP INC COM            COM  785060104         1554        83455 SH       D       6         83455            0            0
S.Y. BANCORP INC               COM  785060104            4          242 SH       D       7           242            0            0
SYNC RESEARCH INC              COM  785065202            6         1980 SH       D       6          1980            0            0
SABINE RTY TRUST UNIT BEN INT  COM  785688102         1749       148091 SH       D       6        148091            0            0
SABRATEK CORP COM              COM  78571U108            3        20721 SH       D       6         20721            0            0
SABRATEK CORPORATION           COM  78571U108            0          461 SH       D       7           461            0            0
SABRE HLDGS CORP               COM  785905100           78         2419 SH       D       1             0         2419            0
SABRE GROUP HOLDINGS INC       COM  785905100         2084        37829 SH       D       3         37829            0            0
SABRE HOLDINGS CORP            COM  785905100         1027        27826 SH       D       5         27826            0            0
SABRE GROUP HOLDINGS COM       COM  785905100       119959      3247695 SH       D       6       2994826            0       252869
Sabre Holdings Corp            COM  785905100         4698       127188 SH       D       7         97723            0        29464
SABRE HOLDINGS CORP            COM  785905100          257         6978 SH       S       7          6978            0            0
SAF T LOK INC                  COM  78636P102            9         4200 SH       D       6          4200            0            0
SAF T LOK INCORPORATED         COM  78636P102            1          800 SH       D       7           800            0            0
SAFECO CORP COM STOCK NPV      COM  786429100          123         3050 SH       D       2          3050            0            0
SAFECO CORP COM STOCK NPV      COM  786429100         8099       199236 SH       D       3        185436            0        13800
SAFECO CORP                    COM  786429100          918        34573 SH       D       5         34573            0            0
SAFECO CORP COM                COM  786429100        86896      3271394 SH       D       6       3002358            0       269036
Safeco Corporation             COM  786429100         2526        95124 SH       D       7         81644            0        13480
SAFECO CORP                    COM  786429100          185         6991 SH       S       7          6991            0            0
SAFEGUARD HEALTH ENTERPRISES I COM  786444109            1         1147 SH       D       6          1147            0            0
SAFEGUARD SCIENTIFICS INC COM  COM  786449108       105126      1495133 SH       D       6       1446763            0        48370
SAFEGUARD SCIENTIFICS INC      COM  786449108         2666        37917 SH       D       7         27039            0        10878
SAFESCIENCE INC COM            COM  786452102         1944       150336 SH       D       6        150336            0            0
Safescience Inc.               COM  786452102           21         1696 SH       D       7          1696            0            0
SAFETY COMPONENTS INTL INC. CO COM  786474106            4         8081 SH       D       6          8081            0            0
SAFETY COMPONENTS INTL INC     COM  786474106            0          400 SH       D       7           400            0            0
SAFETY 1ST INC COM             COM  786475103           59         5700 SH       D       6          5700            0            0
SAFETY 1ST INC                 COM  786475103            4          400 SH       D       7           400            0            0
SAFETY-KLEEN CORP. COM         COM  78648R203         1464      1115959 SH       D       6       1109906            0         6053
SAFETY-KLEEN CORP              COM  78648R203           17        13103 SH       D       7          7258            0         5845
SAFEWAY                        COM  786514208          486         6960 SH       D       2          6960            0            0
SAFEWAY                        COM  786514208        52041       744027 SH       D       3        700027            0        44000
SAFEWAY                        COM  786514208         1252        17900 SH       D       4         17900            0            0
SAFEWAY INC COM NEW            COM  786514208       543672     12014869 SH       D       6      11008185            0      1006684
Safeway, Inc.                  COM  786514208        19753       436543 SH       D       7        327070            0       109473
SWY.N                          COM  786514208          712        16000 SH       D       9         16000            0            0
SAFEWAY INC                    COM  786514208         1239        27392 SH       S       7         27392            0            0
SAFLINK CORP                   COM  786578104           20        17200 SH       D       6         17200            0            0
SAFLINK CORPORATION            COM  786578104            5         1000 SH       D       7          1000            0            0
SAGA COMMUNICATIONS COM        COM  786598102         3308       172980 SH       D       6        172980            0            0
Saga Communications Inc.       COM  786598102           29         1537 SH       D       7          1537            0            0
SAGA SYSTEMS INC COM           COM  786610105        10717       299782 SH       D       6        299782            0            0
Saga Systems Inc.              COM  786610105          176         4943 SH       D       7          4943            0            0
SAGA INC SEGA INC              COM  786632109         1610        73200 SH       D       6         73200            0            0
SAGE                           COM  786632109           11          500 SH       D       7           500            0            0
SAGENT TECHNOLOGY INC COM      COM  786693101         7210       250247 SH       D       6        250247            0            0
Sagent Technology Inc.         COM  786693101           90         3133 SH       D       7          3133            0            0
ST FRANCIS CAP CORP COM        COM  789374105         3622       258749 SH       D       6        179542            0        79207
St Francis Capital Corp.       COM  789374105           16         1169 SH       D       7          1169            0            0
ST. JOE COMPANY                COM  790148100         4718       102729 SH       D       3        102729            0            0
ST. JOE COMPANY                COM  790148100        12678       438120 SH       D       6        435546            0         2574
ST. JOE COMPANY                COM  790148100          353        12219 SH       D       7          8293            0         3926
ST JOSEPH LIGHT & POWER CO COM COM  790654107         2027        99833 SH       D       6         99833            0            0
ST JOSEPH LIGHT & POWER        COM  790654107            6          299 SH       D       7           299            0            0
ST.JUDE MEDICAL INC COM STOCK  COM  790849103         5020       122885 SH       D       3        122885            0            0
ST JUDE MED INC COM            COM  790849103        57605      2231702 SH       D       6       2011736            0       219966
St. Jude Medical, Inc.         COM  790849103         1712        66352 SH       D       7         54531            0        11821
ST JUDE MEDICAL INC            COM  790849103          117         4533 SH       S       7          4533            0            0
ST MARY LD & EXPL CO COM       COM  792228108         7116       238197 SH       D       6        237397            0          800
St Mary Land & Exploration Co. COM  792228108           52         1761 SH       D       7          1761            0            0
ST.PAUL COS INC COM STOCK NPV  COM  792860108          200         3860 SH       D       2          3860            0            0
ST.PAUL COS INC COM STOCK NPV  COM  792860108        18762       360742 SH       D       3        340450            0        20292
ST. PAUL COMPANIES             COM  792860108         2036        59663 SH       D       5         59663            0            0
ST PAUL COMPANIES INC COM      COM  792860108       206552      6052822 SH       D       6       5457985            0       594837
St. Paul Companies Inc.        COM  792860108         6100       178756 SH       D       7        155373            0        23383
ST. PAUL COS.                  COM  792860108          419        12284 SH       S       7         12284            0            0
SAKS, INC COM                  COM  79377W108        31697      2186050 SH       D       6       2175703            0        10347
SAKS INC                       COM  79377W108          572        39454 SH       D       7         20457            0        18997
SALEM COMMUNICATIONS CORP COM  COM  794093104          956        80142 SH       D       6         80142            0            0
SALEM COMMUNICATIONS CLASS A   COM  794093104            8          700 SH       D       7           700            0            0
SALESLOGIX CORP COM            COM  79466P105         4121       152289 SH       D       6        152289            0            0
SalesLogix Corp.               COM  79466P105           31         1182 SH       D       7          1182            0            0
SALIENT 3 COM COM              COM  794721100          476        39739 SH       D       6         39739            0            0
SALON COM COM                  COM  79549F108          454       103858 SH       D       6        103858            0            0
SALON.COM                      COM  79549F108            1          300 SH       D       7           300            0            0
SALTORYMAXIM HOUSEWARES COM    COM  795757103         5530       127498 SH       D       6        127498            0            0
Salton Inc.                    COM  795757103           79         1831 SH       D       7          1831            0            0
SAMES CORP COM                 COM  79587E104          542        38398 SH       D       6         38398            0            0
SAMES CORP.                    COM  79587E104            1          132 SH       D       7           132            0            0
SAMSONITE CORP NEW COM         COM  79604V105          479        85222 SH       D       6         85222            0            0
SAMSONITE CORP                 COM  79604V105           12         2267 SH       D       7          2267            0            0
SANCHEZ COMPUTER ASSOCIATES RT COM  799702105         9766       278039 SH       D       6        278039            0            0
Sanchez Computer Associates    COM  799702105           90         2575 SH       D       7          2575            0            0
SANDATA INC COM                COM  799778204            3          800 SH       D       6           800            0            0
SANDERSON FARMS INC COM        COM  800013104          862       106199 SH       D       6        106199            0            0
Sanderson Farms Inc.           COM  800013104           20         2579 SH       D       7          2579            0            0
SANDISK CORP COM               COM  80004C101        93161       760504 SH       D       6        758410            0         2094
Sandisk Corp.                  COM  80004C101         1132         9248 SH       D       7          9248            0            0
SANDY SPRING BANCORP COM       COM  800363103         2608       125718 SH       D       6        125718            0            0
Sandy Springs Bancorp Inc.     COM  800363103           28         1372 SH       D       7          1372            0            0
SANFILIPPO JOHN B & SON COM    COM  800422107           84        19890 SH       D       6         19890            0            0
SANMINA CORP COM               COM  800907107       103323      1529304 SH       D       6       1529304            0            0
SANMINA CORP                   COM  800907107         2744        40620 SH       D       7         13286            0        27334
SANGSTAT MED CORP COM          COM  801003104         7495       270702 SH       D       6        270702            0            0
Sangstat Medical Corp.         COM  801003104           82         2997 SH       D       7          2997            0            0
SANTA BARBARRA RESTAURANTS GRO COM  801378100            6         4722 SH       D       6          4722            0            0
SANTA BARBARA RESTAURANT GRP   COM  801378100            0          568 SH       D       7           568            0            0
SANTA CRUZ COM                 COM  801833104         3649       389258 SH       D       6        389258            0            0
Santa Cruz Operation           COM  801833104           45         4899 SH       D       7          4899            0            0
SANTA FE FINL CORP COM         COM  802014100            4          531 SH       D       6           531            0            0
SANTA FE SNYDER CORP COM       COM  80218K105        29822      3098493 SH       D       6       2994354            0       104139
SANTA FE SNYDER CORP           COM  80218K105          483        50238 SH       D       7         33669            0        16569
SANTA ISABEL ADR               COM  802233106          754        68940 SH       D       6         68940            0            0
SAP.N                          ADR  803054204        17075        28403 SH       D       9         28403            0            0
SAPIENT CORP COM               COM  803062108        28034       334246 SH       D       6        334246            0            0
SAPIENT CORPORATION            COM  803062108          766         9136 SH       D       7          3474            0         5662
SARA LEE CORP COM STOCK US$1.3 COM  803111103         4094       140500 SH       D       1        138800         1700            0
SARA LEE CORP COM STOCK US$1.3 COM  803111103         1094        37380 SH       D       2         37380            0            0
SARA LEE CORP COM STOCK US$1.3 COM  803111103        48337      1650099 SH       D       3       1579699            0        70400
SARA LEE CORP COM STOCK US$1.3 COM  803111103          916        31300 SH       D       4         31300            0            0
SARA LEE CORP                  COM  803111103         4213       234057 SH       D       5        234057            0            0
SARA LEE CORP                  COM  803111103       447714     24873009 SH       D       6      22767007            0      2106002
SARA LEE CORP                  COM  803111103        18355      1019737 SH       D       7        827132            0       192605
SARA LEE CORP                  COM  803111103          881        48955 SH       S       7         48955            0            0
SASOL -SPON ADR REP 1 ORD      ADR  803866300          117        12000 SH       D       4         12000            0            0
SATA CONSTRUCTION COM          COM  803893106         2593        99513 SH       D       6         99513            0            0
SATCON TECHNOLOGY CORP         COM  803893106           18          703 SH       D       7           703            0            0
SAUCONY INC.                   COM  804120103          111        11400 SH       D       6         11400            0            0
SAUCONY INC. COM               COM  804120202          224        22267 SH       D       6         22267            0            0
SAUCONY INC-CL B               COM  804120202            3          300 SH       D       7           300            0            0
SAUER INC COM                  COM  804137107         3383       349306 SH       D       6        349306            0            0
Sauer Inc.                     COM  804137107           23         2402 SH       D       7          2402            0            0
SAUL CTRS INC COM              COM  804395101         3211       199146 SH       D       6        197846            0         1300
Saul Centers Inc.              COM  804395101           29         1835 SH       D       7          1835            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          187         8132 SH       D       6          8132            0            0
SAVOIR TECHNOLOGY GROUP COM    COM  80533W107         1044       146566 SH       D       6        146566            0            0
SAVOIR TECHNOLOGY GROUP INC    COM  80533W107            4          691 SH       D       7           691            0            0
SAWIS COMM COM                 COM  805423100         3648       207031 SH       D       6        207031            0            0
SAVVIS COMMUNICATIONS CORP     COM  805423100           81         4624 SH       D       7          4624            0            0
SAWTEK INC COM                 COM  805468105        49229       936597 SH       D       6        922497            0        14100
Sawtek Inc.                    COM  805468105          417         7964 SH       D       7          7964            0            0
SAXTON INC COM                 COM  805630100            2         1881 SH       D       6          1881            0            0
SAXTON INC                     COM  805630100            2         1800 SH       D       7          1800            0            0
SCANA CORP COM                 COM  80589M102        40663      1655529 SH       D       6       1644564            0        10965
SCANA CORP- W/I                COM  80589M102          416        16952 SH       D       7          7812            0         9140
SBS BROADCASTING               CVB  805906AC8         8660      4000000 SH       D       1       4000000            0            0
SCANSOURCE INC COM             COM  806037107         1873        52762 SH       D       6         52762            0            0
SCANSOURCE INC                 COM  806037107            7          201 SH       D       7           201            0            0
SCANSOFT, INC COM              COM  80603P107         2340       462379 SH       D       6        462379            0            0
SCANSOFT INC                   COM  80603P107            8         1761 SH       D       7          1761            0            0
SCHAWK INC COM                 COM  806373106          978       124285 SH       D       6        124285            0            0
Schawk Inc.                    COM  806373106            6          888 SH       D       7           888            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
SCHEID VINEYARDS INC           COM  806403101            4         1100 SH       D       6          1100            0            0
SCHEIN HENRY INC COM           COM  806407102         9257       571893 SH       D       6        571893            0            0
Henry Schein Inc.              COM  806407102           86         5371 SH       D       7          5371            0            0
SCHEIN PHARMACEUTICA COM       COM  806416103         1758       109462 SH       D       6        109462            0            0
Schein Pharmaceutical Inc.     COM  806416103           42         2624 SH       D       7          2624            0            0
SCHERER HEALTHCARE INC         COM  806530101            3          904 SH       D       6           904            0            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101        10161       222147 SH       D       1         62200       159947            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101         1947        32800 SH       D       2         32800            0            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101       138153      2326453 SH       D       3       2211853            0       114600
SCHERING-PLOUGH CORP COM STOCK COM  806605101         3598        60600 SH       D       4         60600            0            0
SCHERING-PLOUGH CORP COM       COM  806605101      1365125     37146282 SH       D       6      34024065            0      3122217
SCHERING PLOUGH CORP           COM  806605101        53229      1448415 SH       D       7       1112533            0       335882
SGP.N                          COM  806605101          253         6840 SH       D       9          6840            0            0
SCHERING-PLOUGH CORP           COM  806605101         2904        79041 SH       S       7         79041            0            0
SCHICK TECHNOLOGIES COM        COM  806683108           11         5253 SH       D       6          5253            0            0
SCHICK TECHNOLOGIES INC        COM  806683108            4         2300 SH       D       7          2300            0            0
SCHLOTZSKY`S INC COM           COM  806832101          365        60852 SH       D       6         60852            0            0
SCHLOTZSKY'S INC               COM  806832101            5          972 SH       D       7           972            0            0
SCHLUMBERGER COM STOCK US$0.01 COM  806857108         1073         8660 SH       D       2          8660            0            0
SCHLUMBERGER COM STOCK US$0.01 COM  806857108       110467       891234 SH       D       3        854534            0        36700
SCHLUMBERGER COM STOCK US$0.01 COM  806857108         3619        29200 SH       D       4         29200            0            0
SCHLUMBERGER LTD               COM  806857108        10959       143265 SH       D       5        143265            0            0
SCHLUMBERGER LTD COM           COM  806857108       956357     12501401 SH       D       6      11414444            0      1086957
Schlumberger Ltd.              COM  806857108        27620       361046 SH       D       7        353347            0         7699
SLB.N                          COM  806857108          279         3500 SH       D       9          3500            0            0
SCHLUMBERGER LTD               COM  806857108         2263        29588 SH       S       7         29588            0            0
SCHMITT INDS INC ORE COM       COM  806870101           10         3700 SH       D       6          3700            0            0
SCHMITT INDUSTRIES INC         COM  806870101            9         3300 SH       D       7          3300            0            0
SCHNITZER STL INDS COM         COM  806882106          982        54413 SH       D       6         54413            0            0
SCHNITZER STEEL INDS INC-A     COM  806882106            4          248 SH       D       7           248            0            0
SCHOLASTIC CORP COM            COM  807066105        15429       286070 SH       D       6        286070            0            0
SCHOLASTIC CORP                COM  807066105          190         3541 SH       D       7          3541            0            0
SCHOOL SPECIALTY INC COM       COM  807863105         6689       311160 SH       D       6        311160            0            0
SCHOOL SPECIALTY INC           COM  807863105           82         3836 SH       D       7          3836            0            0
SCHUFF STL CO - COM COM        COM  808156103            1          554 SH       D       6           554            0            0
SCHUFF STEEL CO                COM  808156103            5         1700 SH       D       7          1700            0            0
SCHULER HOMES COM              COM  808188106          857       140007 SH       D       6        140007            0            0
SCHULER HOMES INC              COM  808188106            4          741 SH       D       7           741            0            0
SCHULMAN A INC COM             COM  808194104        11370       858141 SH       D       6        858141            0            0
A SCHULMAN INC                 COM  808194104           88         6695 SH       D       7          6695            0            0
SCHULTZ SAV O STORES INC COM   COM  808196109          590        55567 SH       D       6         55567            0            0
SCHULTZ SAV O STORES INC       COM  808196109            7          742 SH       D       7           742            0            0
SCHWAB(CHARLES)CP              COM  808513105          220         5260 SH       D       1             0         5260            0
SCHWAB (CHARLES)               COM  808513105         1208        12984 SH       D       2         12984            0            0
SCHWAB (CHARLES)               COM  808513105       116996      1257192 SH       D       3       1187442            0        69750
SCHWAB (CHARLES)               COM  808513105         1889        20300 SH       D       4         20300            0            0
SCHWAB (CHARLES) CORP          COM  808513105        12135       213617 SH       D       5        213617            0            0
SCHWAB CHARLES CORP NEW COM    COM  808513105      1106728     19480366 SH       D       6      17844948            0      1635418
Charles Schwab Corp.           COM  808513105        38221       672768 SH       D       7        519757            0       153011
CHARLES SCHWAB & CO., INC      COM  808513105         2506        44125 SH       S       7         44125            0            0
SCHWEITZER-MANDUIT INTL INC CO COM  808541106         9494       733858 SH       D       6        716758            0        17100
SCHWEITZER-MAUDUIT INTL        COM  808541106           35         2729 SH       D       7          2729            0            0
SCICLONE PRAX COM              COM  80862K104          238        15500 SH       D       6         15500            0            0
SCICLONE PHARMACEUTICALS INC.  COM  80862K104           29         1900 SH       D       7          1900            0            0
SCIENCE DYNAMICS CORP COM      COM  808631105            8          600 SH       D       6           600            0            0
SCIENCE DYNAMICS CORP          COM  808631105           17         1200 SH       D       7          1200            0            0
SCIENT COM                     COM  80864H109        22037       243000 SH       D       6        232132            0        10868
SCIENT CORP.                   COM  80864H109          500         5522 SH       D       7          4200            0         1322
SCIENTIFIC ATLANTIC COM STOCK  COM  808655104          202         2000 SH       D       2          2000            0            0
SCIENTIFIC ATLANTIC COM STOCK  COM  808655104        21416       211972 SH       D       3        211972            0            0
SCIENTIFIC ATLANTA INC COM     COM  808655104       133245      2100417 SH       D       6       1946010            0       154407
Scientific-Atlanta, Inc.       COM  808655104         8371       131960 SH       D       7         98246            0        33714
SCIENTIFIC ATLANTA INC         COM  808655104          533         8412 SH       S       7          8412            0            0
SCIENTIFIC GAMES COM           COM  808747109         4069       246638 SH       D       6        246638            0            0
Scientific Games Hldgs. Corp.  COM  808747109           24         1497 SH       D       7          1497            0            0
SCIENTIFIC LEARNING CORP COM   COM  808760102         1114        43500 SH       D       6         43500            0            0
SCIENTIFIC LEARNING CORP       COM  808760102           15          600 SH       D       7           600            0            0
SCIENTIFIC TECHNOLOGIES INC CO COM  808799209           46         6883 SH       D       6          6883            0            0
SCIENTIFIC TECHNOLOGIES INC    COM  808799209            2          430 SH       D       7           430            0            0
SCOIS INC COM                  COM  808905103         2457       473661 SH       D       6        473661            0            0
SCIOS INC                      COM  808905103            8         1716 SH       D       7          1716            0            0
SCIQUEST COM                   COM  80908Q107         6112       237376 SH       D       6        237376            0            0
SCIQUEST.COM                   COM  80908Q107           33         1305 SH       D       7          1305            0            0
SCITEX LTD                     COM  809090103          530        34100 SH       D       6         34100            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         7465       395526 SH       D       6        394726            0          800
Scott Technologies Inc.        COM  810022301           49         2619 SH       D       7          2619            0            0
SCOTTISH POWER PLC 3RD INSTALL COM  81013T705         5712       180262 SH       D       6        180262            0            0
SCOTTS CO COM                  COM  810186106        16673       396998 SH       D       6        396998            0            0
Scotts Co.                     COM  810186106          196         4690 SH       D       7          4690            0            0
SCRIPPS (E W) 'A'              CLA  811054204         5279        69357 SH       D       3         61057            0         8300
SCRIPTS EW NEW COMMON STOCK    COM  811054204        21335       439904 SH       D       6        437129            0         2775
E.W. Scripps Company           COM  811054204          484         9994 SH       D       7          7651            0         2343
SEA CONTAINERS LTD COM         COM  811371707            0          100 SH       D       6           100            0            0
SEABOARD CORP DEL COM          COM  811543107         2267        12809 SH       D       6         12809            0            0
Seaboard Corp.                 COM  811543107           49          282 SH       D       7           282            0            0
SEACHANGE INTERNATIONAL COM    COM  811699107        13034       211516 SH       D       6        211516            0            0
SEACHANGE INTERNATIONAL INC    COM  811699107           74         1209 SH       D       7          1209            0            0
SEACOAST BKG CORP FLA          COM  811707108         1989        76889 SH       D       6         76889            0            0
SEACOAST BANKING CORP. OF FLA  COM  811707108            4          184 SH       D       7           184            0            0
SEACOAST FINANCIAL SERVICES CO COM  81170Q106         3646       369296 SH       D       6        369296            0            0
Seacoast Finl Svcs Corp.       COM  81170Q106           43         4393 SH       D       7          4393            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103         7768        74400 SH       D       1         74400            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103         2090        20020 SH       D       2         20020            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103        46040       440914 SH       D       3        420514            0        20400
SEAGATE TECHNOLOGY INC         COM  811804103         3344        55515 SH       D       5         55515            0            0
SEAGATE TECHNOLOGY COM         COM  811804103       449109      7454103 SH       D       6       6833959            0       620144
SEAGATE TECHNOLOGY             COM  811804103        16395       272122 SH       D       7        242863            0        29259
SEAGATE TECHNOLOGY, INC        COM  811804103          684        11367 SH       S       7         11367            0            0
SEAGRAM LTD                    COM  811850106        12275       126488 SH       D       3        126488            0            0
SEAGRAM CO LTD COM NPV         COM  811850106       555851      9342049 SH       D       6       8495957            0       846092
Seagram Company Ltd.           COM  811850106        16923       284423 SH       D       7        278360            0         6063
SEAGRAMS_CO_LTD                COM  811850106         1388        23337 SH       S       7         23337            0            0
SEACOR HLDGS INC COM           COM  811904101        12255       202997 SH       D       6        202997            0            0
Seacor Smit Inc.               COM  811904101          113         1876 SH       D       7          1876            0            0
SEALED AIR CORP                COM  81211K100         6791       128900 SH       D       1        128100          800            0
SEALED AIR USD 0.01            COM  81211K100        11245       133885 SH       D       3        129008            0         4877
SEALED AIR CORP                COM  81211K100         1211        22309 SH       D       5         22309            0            0
SEALED AIR CORP COM            COM  81211K100       110233      2029615 SH       D       6       1866187            0       163428
Sealed Air Corporation         COM  81211K100         3916        72116 SH       D       7         52965            0        19151
SEALED AIR CORP                COM  81211K100          242         4471 SH       S       7          4471            0            0
SEALED AIR CORP                CVP  81211K209        31766       630600 SH       D       1        630600            0            0
SEALED AIR CORP PREF CONV STK  COM  81211K209          575         7171 SH       D       3          2849            0         4322
SEARS ROEBUCK & CO COM STOCK U COM  812387108         4792        99800 SH       D       1         99800            0            0
SEARS ROEBUCK & CO COM STOCK U COM  812387108         1336        27830 SH       D       2         27830            0            0
SEARS ROEBUCK & CO COM STOCK U COM  812387108        35819       745849 SH       D       3        723049            0        22800
SEARS ROEBUCK & CO COM STOCK U COM  812387108         1363        28400 SH       D       4         28400            0            0
SEARS, ROEBUCK AND CO          COM  812387108         3063        99194 SH       D       5         99194            0            0
SEARS ROEBUCK & CO COM         COM  812387108       418329     13549119 SH       D       6      12406197            0      1142922
SEARS ROEBUCK + CO             COM  812387108        22143       717185 SH       D       7        681260            0        35925
SEARS ROEBUCK                  COM  812387108          628        20348 SH       S       7         20348            0            0
SEAWAY FOOD TOWN INC COM       COM  812744100          808        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         2402       137310 SH       D       6        137310            0            0
Second Bancorp Inc.            COM  813114105           29         1673 SH       D       7          1673            0            0
SECURE COMPUTING COR COM       COM  813705100         3681       216567 SH       D       6        216567            0            0
SECURE COMPUTING CORP          COM  813705100           37         2230 SH       D       7          2230            0            0
SECURITY ASSOCIATION           COM  813764305           12         3200 SH       D       7          3200            0            0
SECURITY BK HLDG CO COM        COM  814055109           35         6684 SH       D       6          6684            0            0
SECURITY HOLDING BANK CO       COM  814055109            2          441 SH       D       7           441            0            0
WTS SECURITY CAPITAL GROUP INC COM  81413P113            0          106 SH       D       6           106            0            0
SECURITY CAPITAL GROUP WARRANT COM  81413P204        10623       735804 SH       D       6        735804            0            0
Security Capital Group         COM  81413P204          110         7629 SH       D       7          7629            0            0
SEDONA CORP                    COM  815677109          144        19900 SH       D       6         19900            0            0
SEDONA CORP                    COM  815677109           13         1800 SH       D       7          1800            0            0
SEGUE SOFTWARE INC COM         COM  815807102         1343       109131 SH       D       6        109131            0            0
SEGUE SOFTWARE INC             COM  815807102           11          907 SH       D       7           907            0            0
SEIBELS BRUCE GROUP INC COM    COM  816006209            5         3700 SH       D       6          3700            0            0
SEIBELS BRUCE GROUP INC        COM  816006209            0          300 SH       D       7           300            0            0
SEITEL INC COM                 COM  816074306         6559       826456 SH       D       6        796356            0        30100
Seitel Inc.                    COM  816074306           34         4400 SH       D       7          4400            0            0
SELAS CORP OF AMERICA COM      COM  816119101           12         2250 SH       D       6          2250            0            0
SELECT COMFORT CORP COM        COM  81616X103         1388       252514 SH       D       6        252514            0            0
Select Comfort Corp.           COM  81616X103           14         2565 SH       D       7          2565            0            0
SELECTICA INC COM              COM  816288104         1137        12895 SH       D       6         12895            0            0
SELECTICA INC                  COM  816288104            7           85 SH       D       7            85            0            0
SELECTIVE INS GROUP INC COM    COM  816300107         9281       543954 SH       D       6        543954            0            0
Selective Insurance Group      COM  816300107          102         6025 SH       D       7          6025            0            0
SELFCARE INC COM               COM  81631R107          383        56322 SH       D       6         56322            0            0
SELFCARE INC                   COM  81631R107           17         2500 SH       D       7          2500            0            0
SEMINIS INC COM                COM  816658108          163        25400 SH       D       6         25400            0            0
SEMTECH CORP                   COM  816850101        48288       753779 SH       D       6        753779            0            0
Semtech Corporation            COM  816850101          334         5224 SH       D       7          5224            0            0
SEMTECH                        COM  816850101          589         9500 SH       D       9          9500            0            0
SEMTECH CORP                   CVB  816850AB7        22843     25000000 SH       D       1      25000000            0            0
SEMPRA ENERGY COM STK          COM  816851109         9506       344457 SH       D       3        344457            0            0
SEMPRA ENERGY                  COM  816851109          902        53887 SH       D       5         53887            0            0
SEMPRA ENERGY COMMOM STOCK COM COM  816851109       100363      5991829 SH       D       6       5447655            0       544174
Sempra Energy                  COM  816851109         4250       253759 SH       D       7        229271            0        24488
SEMPRA ENERGY                  COM  816851109          184        11013 SH       S       7         11013            0            0
SEMITOOL INC COM               COM  816909105         2218       121983 SH       D       6        121983            0            0
SEMITOOL INC                   COM  816909105           22         1216 SH       D       7          1216            0            0
SENTO TECHNICAL INNOVATIONS    COM  816918106          131        20700 SH       D       6         20700            0            0
SENECA FOODS CORP CLA COM      COM  817070501            4          382 SH       D       6           382            0            0
SENECA FOODS CORP.             COM  817070501            4          400 SH       D       7           400            0            0
SENIOR HOUSING PROP TRUST COM  COM  81721M109         2262       220759 SH       D       6        216339            0         4420
SENIOR HOUSING PROPERTIES      COM  81721M109           50         4884 SH       D       7          2785            0         2098
SENSAR CORP COM                COM  817253107          395         8480 SH       D       6          8480            0            0
SENSAR CORPORATION             COM  817253107           74         1600 SH       D       7          1600            0            0
SENSORMATIC ELECT.             COM  817265101         2745        81762 SH       D       3         81762            0            0
SENSORMATIC ELECTRONICS COM    COM  817265101        37515      1671995 SH       D       6       1671995            0            0
SENSORMATIC ELECTRONICS CORP   COM  817265101          361        16091 SH       D       7         16091            0            0
SENSORY SCIENCE CORP           COM  81726X100            2          700 SH       D       7           700            0            0
SEPARACORE COM                 COM  817315104        63129       867019 SH       D       6        867019            0            0
SEPRACOR INC                   COM  817315104         1520        20878 SH       D       7          6322            0        14556
SEQUA CORP CL A                COM  817320104         6145       155080 SH       D       6        155080            0            0
SEQUA CORP CLASS A             COM  817320104           81         2060 SH       D       7          2060            0            0
SEQUA CORP CL B                COM  817320203            0        17014 SH       D       6         17014            0            0
SEQUENOM INC COM               COM  817337108         5405       137288 SH       D       6        137288            0            0
SEQUENOM INC                   COM  817337108           50         1287 SH       D       7          1287            0            0
SERACARE INC COM               COM  817473101           26         6807 SH       D       6          6807            0            0
SERACARE INC                   COM  817473101            7         1900 SH       D       7          1900            0            0
SERENA SOFTWARE INC COM        COM  817492101         5003       156966 SH       D       6        156966            0            0
SERENA Software Inc.           COM  817492101          112         3544 SH       D       7          3544            0            0
SEROLOGICALS CORP COM          COM  817523103         2233       410784 SH       D       6        410784            0            0
Serologicals Corp.             COM  817523103           17         3175 SH       D       7          3175            0            0
SERVICE CORP INTERNATIONAL COM COM  817565104         1696       347576 SH       D       3        323176            0        24400
SERVICE CORP INTERNATIONAL     COM  817565104          202        67375 SH       D       5         67375            0            0
SERVICE CORP INTERNATIONAL COM COM  817565104         4154      1384958 SH       D       6       1356178            0        28780
SERVICE CORP INTERNATIONAL     COM  817565104          124        41441 SH       D       7         16994            0        24447
SERVICE MERCHANDISE CO INC COM COM  817587108            4        44200 SH       D       6         44200            0            0
SERVICE MERCHANDISE CO         COM  817587108            0         6290 SH       D       7          6290            0            0
SERVICEMASTER COMPANY          COM  81760N109          107         6000 SH       D       2          6000            0            0
SERVICEMASTER COMPANY          COM  81760N109         6212       348322 SH       D       3        348322            0            0
SERVICEMASTER COMPANY          COM  81760N109          923        82046 SH       D       5         82046            0            0
SERVICEMASTER CO. COM          COM  81760N109        43916      3903687 SH       D       6       3841119            0        62568
SERVICEMASTER COMPANY          COM  81760N109         1195       106233 SH       D       7         41776            0        64457
SERVOTRONICS INC COM           COM  817732100            9         1762 SH       D       6          1762            0            0
7-ELEVEN INC COM               COM  817826100        11368      3031618 SH       D       6       3031618            0            0
7-ELEVEN INC.                  COM  817826100          183        48864 SH       D       7         48864            0            0
724 SOLUTIONS INC COM          COM  81788Q100         2016        16200 SH       D       6         16200            0            0
SEVEN SEAS PETROLE             COM  817917107           10         6150 SH       D       1             0         6150            0
SEVEN SEAS PETE INC COM        COM  817917107          132        66426 SH       D       6         66426            0            0
SEVEN SEAS PETROLEUM CO        COM  817917107            2         1386 SH       D       7          1386            0            0
SEVENSON ENVIRONMENTAL SVCS IN COM  818063109           56         5880 SH       D       6          5880            0            0
SEVENSON ENVIRONMENTAL SVCS.   COM  818063109            1          200 SH       D       7           200            0            0
SHAMAN PHARMACEUTICALS INC     COM  819319500            0           12 SH       D       6            12            0            0
SHARED MEDICAL SYSTEMS CORP CO COM  819486101         2975        36547 SH       D       3         36547            0            0
SHARED MEDICAL SYSTEMS CORP CO COM  819486101        33112       638310 SH       D       6        585072            0        53238
Shared Medical Systems         COM  819486101         1155        22277 SH       D       7         17278            0         4999
SHARED MEDICAL SYSTEMS         COM  819486101           71         1381 SH       S       7          1381            0            0
SHARED TECHNOLOGIES CELLULAR C COM  819487109          215        45465 SH       D       6         45465            0            0
SHARED TECHNOLOGIES            COM  819487109            0          200 SH       D       7           200            0            0
SHARPER IMAGE CORP COM         COM  820013100          947        77346 SH       D       6         77346            0            0
SHARPER IMAGE CORP             COM  820013100            6          519 SH       D       7           519            0            0
SHAW GROUP INC COM             COM  820280105         4060       115191 SH       D       6        115191            0            0
SHAW GROUP INC                 COM  820280105           22          635 SH       D       7           635            0            0
SHAW INDUSTRIES INC COM STOCK  COM  820286102          721        31623 SH       D       1         31623            0            0
SHAW INDUSTRIES INC COM STOCK  COM  820286102           31         1400 SH       D       2          1400            0            0
SHAW INDUSTRIES INC COM STOCK  COM  820286102         4797       210240 SH       D       3        189240            0        21000
SHAW INDUSTRIES INC            COM  820286102          547        36024 SH       D       5         36024            0            0
SHAW INDS INC COM              COM  820286102        65191      4292422 SH       D       6       4044669            0       247753
SHAW INDS INC                  COM  820286102         2911       191719 SH       D       7        181296            0        10423
SHELDAHL CO COM                COM  822440103          579        97638 SH       D       6         97638            0            0
SHELDAHL INC                   COM  822440103            2          484 SH       D       7           484            0            0
SHELLS SEAFOOD RESTAURANTS I   COM  822809109            4         2000 SH       D       6          2000            0            0
SHELLS SEAFOOD RESTAURANT COM  COM  822809109            4         2400 SH       D       7          2400            0            0
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106          127         3640 SH       D       2          3640            0            0
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106        10556       301861 SH       D       3        275061            0        26800
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106          881        25200 SH       D       4         25200            0            0
SHERWIN-WILLIAMS CO            COM  824348106          985        44930 SH       D       5         44930            0            0
SHERWIN WILLIAMS CO COM        COM  824348106        94351      4300901 SH       D       6       3960672            0       340229
Sherwin-Williams Company       COM  824348106         3389       154486 SH       D       7        139431            0        15055
SHERWIN WILLIAMS CO            COM  824348106          196         8968 SH       S       7          8968            0            0
SHILOH INDS COM                COM  824543102         1103       105717 SH       D       6        105717            0            0
SHILOH INDUSTRIES INC          COM  824543102           30         2882 SH       D       7          2882            0            0
SHIRE PHARMACEUTICALS ADR COM  COM  82481R106          736        14371 SH       D       6         14371            0            0
SHOE CARNIVAL INC COM          COM  824889109         1951       210951 SH       D       6        210951            0            0
Shoe Carnival Inc.             COM  824889109           12         1402 SH       D       7          1402            0            0
SHOE PAVILION INC              COM  824894109            0          400 SH       D       7           400            0            0
SHOPKO STORES COM              COM  824911101        10046       566002 SH       D       6        566002            0            0
ShopKo Stores Inc.             COM  824911101           90         5112 SH       D       7          5112            0            0
SHOLODGE COM                   COM  825034101           75        15990 SH       D       6         15990            0            0
SHOLODGE INC.                  COM  825034101            8         1700 SH       D       7          1700            0            0
SHONEYS INC COM                COM  825039100          516       486161 SH       D       6        486161            0            0
SHONEYS INC.                   COM  825039100            2         2612 SH       D       7          2612            0            0
SHOP AT HOME INC COM           COM  825066301         5762       668068 SH       D       6        668068            0            0
Shop At Home Inc.              COM  825066301           37         4322 SH       D       7          4322            0            0
SHOPNOW COM COM                COM  82508R105         3713       253897 SH       D       6        237541            0        16356
SHOPNOWCOM INC                 COM  82508R105           45         3100 SH       D       7          3100            0            0
SHORELINE FINL CORP COM        COM  825190101         2180       145361 SH       D       6        145361            0            0
Shoreline Financial Corp.      COM  825190101           20         1369 SH       D       7          1369            0            0
SHOWCASE CORP COM              COM  82539P102          695        77300 SH       D       6         77300            0            0
SHOWCASE CORP                  COM  82539P102            2          300 SH       D       7           300            0            0
SHUFFLE MASTER INC COM         COM  825549108         1525       129135 SH       D       6        129135            0            0
SHUFFLE MASTER INC             COM  825549108            4          400 SH       D       7           400            0            0
SHUGARD STORAGE CTRS INC COM   COM  82567D104        17769       680184 SH       D       6        675584            0         4600
Shurgard Storage Centers Inc.  COM  82567D104          123         4744 SH       D       7          4744            0            0
SICOR INC COM                  COM  825846108        10198       982940 SH       D       6        982940            0            0
Sicor Inc.                     COM  825846108          150        14520 SH       D       7         14520            0            0
SIVENSA -SPONS ADR REP 5 'A' S ADR  825865207          315       126526 SH       D       3        126526            0            0
SIDER VENEZOLANA SIVENSA ADR S COM  825865405          214       146436 SH       D       6        146436            0            0
SIDERURGICA VEN SIVENS  ADR RE CLA  825865702            2         1388 SH       D       3          1388            0            0
SIEBEL SYSTEMS INC             COM  826170102         3011        26300 SH       D       1         26300            0            0
SIEBEL SYS INC COM             COM  826170102       247086      2068755 SH       D       6       2044046            0        24709
SIEBEL SYSTEMS, INC            COM  826170102         6214        52032 SH       D       7         22604            0        29428
SIEBEL SYSTEMS INC             CVB  826170AA0        19154      7545000 SH       D       1       7545000            0            0
SIEBERT FINANCIAL CORP COM     COM  826176109          702        54819 SH       D       6         54819            0            0
Siebert Finl Corp.             COM  826176109           13         1088 SH       D       7          1088            0            0
SIERRA HEALTH SVCS INC COM     COM  826322109         2244       454632 SH       D       6        454632            0            0
Sierra Health Services Inc.    COM  826322109           27         5525 SH       D       7          5525            0            0
SIERRA PAC RES-NEW COM         COM  826428104        17559      1404721 SH       D       6       1404721            0            0
SIERRA PACIFIC RESOURCES       COM  826428104          180        14463 SH       D       7         14463            0            0
SIERRACITIES INC COM           COM  826521106         3343       249948 SH       D       6        249948            0            0
SierraCities Inc.              COM  826521106           34         2606 SH       D       7          2606            0            0
SIFCO INDUSTRIES INC COM       COM  826546103           21         3665 SH       D       6          3665            0            0
SIFCO INDUSTRIES               COM  826546103            1          231 SH       D       7           231            0            0
SIGMA ALDRICH CORP COM STOCK U COM  826552101         5805       145296 SH       D       3        145296            0            0
SIGMA ALDRICH CORP COM         COM  826552101        69352      2580566 SH       D       6       2363955            0       216611
Sigma Aldrich                  COM  826552101         2224        82776 SH       D       7         72363            0        10413
SIGMA ALDRICH CORP             COM  826552101          146         5454 SH       S       7          5454            0            0
SIGHT RESOURCES CORP COM       COM  82655N105            0          200 SH       D       6           200            0            0
SIGHT RESOURCE CORP            COM  82655N105            0          500 SH       D       7           500            0            0
SIGMA DESIGNS INC COM          COM  826565103         1735       231335 SH       D       6        231335            0            0
SIGMA DESIGNS INC              COM  826565103            7         1048 SH       D       7          1048            0            0
SIGNAL APPAREL INC COM         COM  826619108            6         7800 SH       D       6          7800            0            0
SIGMATRON INTL COM             COM  82661L101           18         3600 SH       D       6          3600            0            0
SIGMATRON INTERNATIONAL        COM  82661L101            1          200 SH       D       7           200            0            0
SIGNAL TECH COM                COM  826675100          365        13997 SH       D       6         13997            0            0
SIGNAL TECHNOLOGY CORP.        COM  826675100           62         2400 SH       D       7          2400            0            0
SIGCORP INC COM                COM  826912107        14903       596131 SH       D       6        591831            0         4300
Sig Corp Inc.                  COM  826912107          102         4092 SH       D       7          4092            0            0
SIGNATURE EYEWEAR INC          COM  826918104            8         3600 SH       D       6          3600            0            0
SILICON LABRATORIES COM        COM  826919102          778         8793 SH       D       6          8793            0            0
SILICON LABORATORIES INC       COM  826919102            7           87 SH       D       7            87            0            0
SILGAN HLDGS INC COM           COM  827048109         1651       136211 SH       D       6        136211            0            0
Silgan Holdings Inc.           COM  827048109           48         4004 SH       D       7          4004            0            0
SILICON GAMING COM             COM  827054107            3         7385 SH       D       6          7385            0            0
SILICON GRAPHICS INC COM STOCK COM  827056102         4697       282337 SH       D       3        259237            0        23100
SILICON GRAPHICS INC COM       COM  827056102        49026      4641566 SH       D       6       4259989            0       381577
Silicon Graphics               COM  827056102         1472       139440 SH       D       7        120353            0        19087
SILICON GRAPHICS               COM  827056102          105         9951 SH       S       7          9951            0            0
SILICON STORAGE TECH COM       COM  827057100        15687       212347 SH       D       6        212347            0            0
SILICON STORAGE TECHNOLOGY     COM  827057100           98         1329 SH       D       7          1329            0            0
SILICON IMAGE COM              COM  82705T102         9205       128520 SH       D       6        128520            0            0
SILICON IMAGE INC              COM  82705T102          107         1500 SH       D       7          1500            0            0
SILICON VY BANCSHARES COM      COM  827064106        60375       840002 SH       D       6        811602            0        28400
Silicon Valley Bancshares      COM  827064106          238         3322 SH       D       7          3322            0            0
SILICON VY GROUP INC COM       COM  827066101        19159       696692 SH       D       6        696692            0            0
Silicon Valley Group Inc.      COM  827066101          159         5812 SH       D       7          5812            0            0
SILICONIX INC COM NEW          COM  827079203        25068       263702 SH       D       6        261202            0         2500
Siliconix Inc.                 COM  827079203          231         2439 SH       D       7          2439            0            0
SILKNET SOFTWARE INC COM       COM  827094103        12330       118566 SH       D       6        118566            0            0
Silknet Software Inc.          COM  827094103          147         1423 SH       D       7          1423            0            0
SILVER DINER INC COM           COM  827655101            0         1000 SH       D       6          1000            0            0
SILVERSTREAM SOFTWARE INC COM  COM  827907106         7129        96501 SH       D       6         96501            0            0
SILVERSTREAM SOFTWARE INC      COM  827907106           81         1100 SH       D       7          1100            0            0
SILVERLEAF RESORTS INC COM     COM  828395103          284        71154 SH       D       6         71154            0            0
SILVER LEAF RESORTS INC        COM  828395103            5         1475 SH       D       7          1475            0            0
SIMIONE CENTRAL HOLD COM       COM  828654301           10         2800 SH       D       6          2800            0            0
Simione Central Holdings Inc.  COM  828654301            0          253 SH       D       7           253            0            0
SIMMONS 1ST NATL CORP CL A $5  COM  828730200         2265        88407 SH       D       6         88407            0            0
Simmons First Nation           COM  828730200           40         1599 SH       D       7          1599            0            0
SIMON PROPERTY GROUP INC       COM  828806109          134         3600 SH       D       2          3600            0            0
SIMON PROPERTY GROUP INC       COM  828806109         7256       193695 SH       D       3        193695            0            0
SIMON PROPERTY GROUP INC       COM  828806109          708        18900 SH       D       4         18900            0            0
SIMON PROPERTY GROUP INC       COM  828806109         1075        44810 SH       D       5         44810            0            0
SIMON PROPERTY GROUP INC. COM  COM  828806109        54489      2270413 SH       D       6       2257024            0        13389
SIMON PROPERTY GROUP INC       COM  828806109         1364        56853 SH       D       7         45452            0        11401
SIMON TRANSN SVCS IN COM       COM  828813105           13         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         3908       398291 SH       D       6        398291            0            0
Simpson Industries Inc.        COM  829060102           32         3267 SH       D       7          3267            0            0
SIMPSON MANUFACTURING CO INC C COM  829073105         5981       151420 SH       D       6        151420            0            0
Simpson Manufacturing Co. Inc. COM  829073105           63         1605 SH       D       7          1605            0            0
SIMULA INC COM                 COM  829206101          359       100974 SH       D       6        100974            0            0
SIMULA INC                     COM  829206101            1          443 SH       D       7           443            0            0
SIMULATIONS PLUS INC           COM  829214105            6         1800 SH       D       7          1800            0            0
SINCLAIR BROADCAST GROUP CL A  COM  829226109         7290       815743 SH       D       6        815743            0            0
Sinclair Broadcast Group Inc.  COM  829226109           61         6842 SH       D       7          6842            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        13775       241668 SH       D       6        241668            0            0
Sirius Satellite Radio Inc.    COM  82966U103          182         3193 SH       D       7          3193            0            0
SITEL CORP COM                 COM  82980K107         8127      1182227 SH       D       6       1182227            0            0
Sitel Corp.                    COM  82980K107           52         7608 SH       D       7          7608            0            0
SITI-SITES.COM INC COM         COM  82981P105           11        13127 SH       D       6         13127            0            0
SIPEX CORP COM                 COM  829909100        10579       299605 SH       D       6        299605            0            0
Sipex Corp.                    COM  829909100          113         3211 SH       D       7          3211            0            0
SIX RIVS NATL BK EUREKA CA COM COM  830059101           10          900 SH       D       6           900            0            0
SIX RIVERS NATIONAL BANK       COM  830059101            2          200 SH       D       7           200            0            0
SIZELER PPTY INVS INC COM      COM  830137105          713       111891 SH       D       6        111891            0            0
SIZELER PPTY INVS. INC.        COM  830137105            3          557 SH       D       7           557            0            0
SIZZLER INTL INC COM           COM  830139101         1082       393787 SH       D       6        393787            0            0
SIZZLER INTERNATIONAL, INC.    COM  830139101            3         1118 SH       D       7          1118            0            0
SKIBO FINL CORP COM            COM  830611109            3          631 SH       D       6           631            0            0
SKILLSOFT CORP COM             COM  83066P101         1044        35941 SH       D       6         35941            0            0
SKILLSOFT CORPORATION          COM  83066P101           13          459 SH       D       7           459            0            0
ADR SKYEPHARMA PLC COM         COM  830808101           25         1458 SH       D       6          1458            0            0
SKYEPHARMA PLC CONTINGENT RIGH COM  830808119            0       111422 SH       D       6        111422            0            0
SKY FINANCIAL GROUP COM        COM  83080P103        22750      1400032 SH       D       6       1400031            0            1
Sky Financial Group Inc.       COM  83080P103          233        14374 SH       D       7         14374            0            0
SKYLANDS FINL CORP COM         COM  83081H100           23         1653 SH       D       6          1653            0            0
SKYLINE CORP COM               COM  830830105         3838       176971 SH       D       6        176971            0            0
SKYLINE CORP.                  COM  830830105           44         2038 SH       D       7          2038            0            0
SKYMALL INC COM                COM  830859104          401        57424 SH       D       6         57424            0            0
SKYMALL INC                    COM  830859104            4          714 SH       D       7           714            0            0
SKYWEST INC COM                COM  830879102        12752       325941 SH       D       6        325941            0            0
Skywest Inc.                   COM  830879102          132         3392 SH       D       7          3392            0            0
SMART & FINAL INC COM          COM  831683107         1673       225063 SH       D       6        222563            0         2500
Smart & Final Inc.             COM  831683107           22         2963 SH       D       7          2963            0            0
SMART CHOICE AUTOMOTIVE GROU   COM  831686209            0         2150 SH       D       6          2150            0            0
SMART CHOICE AUTOMOTIVE GRP    COM  831686209            0         2000 SH       D       7          2000            0            0
SMARTALK TELESERVICE COM       COM  83169A100            0        30600 SH       D       6         30600            0            0
SMARTERKIDS.COM INC. COM       COM  83169C106          288        73200 SH       D       6         73200            0            0
SMARTERKIDS.COM, INC.          COM  83169C106            3         1000 SH       D       7          1000            0            0
SMARTSERV ONLINE INC           COM  83169M203          293         2300 SH       D       6          2300            0            0
SMARTSERV ONLINE INC           COM  83169M203          127         1000 SH       D       7          1000            0            0
SMARTDISK CORP COM             COM  83169Q105         1398        52776 SH       D       6         52776            0            0
SMARTDISK CORPORATION          COM  83169Q105           18          700 SH       D       7           700            0            0
SMARTFORCE PLC ADR ADR         COM  83170A206            0        24100 SH       D       6         24100            0            0
SMITH A O CORP                 COM  831865209         5614       311940 SH       D       6        311940            0            0
A.O. Smith Corp.               COM  831865209           63         3512 SH       D       7          3512            0            0
SMITH-GARDNER & ASSOCIATES COM COM  832059109         2554       144956 SH       D       6        144956            0            0
SMITH-GARDNER & ASSOCIATES     COM  832059109           22         1300 SH       D       7          1300            0            0
SMITH INTERNATIONAL INC COM    COM  832110100        57037       735973 SH       D       6        729175            0         6798
SMITH INTERNATIONAL INC        COM  832110100         1197        15457 SH       D       7          8911            0         6546
SMITH MICRO SOFTWARE COM       COM  832154108          361        22600 SH       D       6         22600            0            0
SMITH CHARLES E. RESD COM      COM  832197107        14581       403642 SH       D       6        403542            0          100
Charles E Smith Residential    COM  832197107          115         3190 SH       D       7          3190            0            0
SMITHFIELD COS INC COM         COM  832245104            4          662 SH       D       6           662            0            0
SMITHFIELD FOODS INC COM       COM  832248108        17469       873467 SH       D       6        873467            0            0
Smithfield Foods Inc.          COM  832248108          170         8511 SH       D       7          8511            0            0
SMITHKLINE BEECHAM PLC         COM  832378301         4046        61246 SH       D       7         61246            0            0
SBH.N                          COM  832378301          344         5250 SH       D       9          5250            0            0
SMITHWAY MOTOR XPRESS CORP     COM  832653109            6         1900 SH       D       6          1900            0            0
SMITHWAY MOTOR EXPRESS         COM  832653109            1          400 SH       D       7           400            0            0
SMUCKER J M CO CLASS A COM     COM  832696108         6278       341663 SH       D       6        341663            0            0
JM SMUCKER CO                  COM  832696108          103         5635 SH       D       7          5635            0            0
SMUCKER J M CO CL B            COM  832696207         2187       152867 SH       D       6        152867            0            0
SMURFIT-STONE CONTAINER CORPOR COM  832727101         6374       243274 SH       D       3        243274            0            0
SMURFIT STONE CONTAINER COM    COM  832727101        32555      1922371 SH       D       6       1910148            0        12223
SMURFIT-STONE CONTAINER CORP   COM  832727101          617        36437 SH       D       7         25969            0        10468
SNYDER COMMUNICATION COM       COM  832914105        12466       554074 SH       D       6        554074            0            0
SNYDER COMMUNICATIONS INC      COM  832914105          387        17202 SH       D       7          6590            0        10612
SNYDER COMMUNICATIONS CIRLCE.C COM  832914204         1223       148332 SH       D       6        147532            0          800
CIRCLE.COM                     COM  832914204           33         4025 SH       D       7          2172            0         1853
SNAP-ON INC COM STOCK US$1     COM  833034101         3742        91179 SH       D       3         91179            0            0
SNAP-ON INC                    COM  833034101          405        15476 SH       D       5         15476            0            0
SNAP ON TOOLS CORP COM         COM  833034101        39746      1517763 SH       D       6       1392669            0       125094
Snap-On Inc.                   COM  833034101         1157        44182 SH       D       7         38114            0         6068
SNAP-ON INC.                   COM  833034101           83         3186 SH       S       7          3186            0            0
SNOW BALL.COM COM              COM  83335R102         1267       126000 SH       D       6        126000            0            0
SOBIESKI BANCORP INC COM       COM  833582109            3          357 SH       D       6           357            0            0
SOC QUIMICA Y MIN DE CHILE ADR ADR  833635105         2691        60839 SH       D       3         60839            0            0
SQM-SOCIEDAD QUIMICA Y MINERA  COM  833635105         1181        43355 SH       D       6         43355            0            0
QUIMICA Y MINERA CH-SP ADR-A   ADR  833636103         2086        42918 SH       D       3         42918            0            0
SOC QUIMICA Y MINERA ADR (10 A COM  833636103         1510        49535 SH       D       6         49535            0            0
SOCKET COMMUNICATIONS INC COM  COM  833672108           11          500 SH       D       6           500            0            0
SOCKET COMMUNICATIONS INC      COM  833672108           15          700 SH       D       7           700            0            0
SOCRATES TECHNOLOGIES COM      COM  833719107           27         8697 SH       D       6          8697            0            0
SOCRATES TECHNOLOGIES CORP     COM  833719107            4         1500 SH       D       7          1500            0            0
SODEXHO MARRIOTT SERVICES      COM  833793102         8025       535033 SH       D       6        533817            0         1216
SODEXHO MARRIOTT SERVICES INC. COM  833793102          182        12191 SH       D       7          6800            0         5391
SOFTWARE SPECTRUM INC. COM     COM  833960107         1527        72083 SH       D       6         72083            0            0
SOFTWARE SPECTRUM              COM  833960107            4          199 SH       D       7           199            0            0
SOFTNET SYSTEMS INC COM        COM  833964109         7737       264514 SH       D       6        264514            0            0
SoftNet Systems Inc.           COM  833964109           89         3076 SH       D       7          3076            0            0
SOFTECH INC COM                COM  834021107            7         2800 SH       D       6          2800            0            0
SOFTWARE COM INC COM           COM  83402P104        18343       142337 SH       D       6        133837            0         8500
SOFTWARE.COM INC               COM  83402P104          309         2400 SH       D       7          2400            0            0
SOLA INTL INC COM              COM  834092108         3340       545383 SH       D       6        525983            0        19400
Sola International Inc.        COM  834092108           32         5255 SH       D       7          5255            0            0
SOLECTRON CORP                 COM  834182107          605        10000 SH       D       2         10000            0            0
SOLECTRON CORP                 COM  834182107        53540       883796 SH       D       3        859796            0        24000
SOLECTRON CORP                 COM  834182107          823        13600 SH       D       4         13600            0            0
SOLECTRON CORP                 COM  834182107         6180       154284 SH       D       5        154284            0            0
SOLECTRON CORP COM             COM  834182107       559161     13957187 SH       D       6      12808945            0      1148242
Solectron Corp                 COM  834182107        19256       480656 SH       D       7        373426            0       107230
SOLECTRON CORP                 COM  834182107          634        15800 SH       D       9         15800            0            0
SOLECTRON CORP                 COM  834182107         1268        31664 SH       S       7         31664            0            0
SOLECTTRON 0% CB               CVB  834182AJ6         3950      6000000 SH       D       9       6000000            0            0
SOLOMON-PAGE GROUP LTD         COM  83427A108            7         2500 SH       D       6          2500            0            0
SOLUTIA INC COM                COM  834376105        25833      1931484 SH       D       6       1886001            0        45483
SOLUTIA INC.                   COM  834376105          402        30081 SH       D       7         20158            0         9923
SOL-EX CORP NEW COM            COM  834382103           15        12100 SH       D       6         12100            0            0
SOMANETICS CORP                COM  834445405            2          400 SH       D       7           400            0            0
SOMERA COM COM                 COM  834458101         3680       303557 SH       D       6        303557            0            0
SOMERA COMMUNICATIONS INC      COM  834458101           27         2300 SH       D       7          2300            0            0
SOMNUS MED TECHNOLOGY COM      COM  835397100           31         7500 SH       D       6          7500            0            0
SONESTA INTL HOTELS CORP       COM  835438409            8         1026 SH       D       6          1026            0            0
SONESTA INTL HOTELS            COM  835438409            6          800 SH       D       7           800            0            0
SONIC CORP COM                 COM  835451105        10205       374517 SH       D       6        374517            0            0
Sonic Corp.                    COM  835451105           91         3360 SH       D       7          3360            0            0
SONIC AUTOMOTIVE INC COM       COM  83545G102         3466       367293 SH       D       6        367293            0            0
SONIC AUTOMOTIVE INC           COM  83545G102           20         2212 SH       D       7          2212            0            0
SONIC FORY COM                 COM  83545R108           29          300 SH       D       6           300            0            0
SONIC FOUNDRY INC              COM  83545R108           48          500 SH       D       7           500            0            0
SONIC SOLUTIONS COM            COM  835460106           57         6200 SH       D       6          6200            0            0
SONIC SOLUTIONS INC            COM  835460106           10         1100 SH       D       7          1100            0            0
SONICWALL INC SONICWALL INC    COM  835470105         8481       127305 SH       D       6        124305            0         3000
SONICWALL INC                  COM  835470105           86         1300 SH       D       7          1300            0            0
SONOCO PRODUCTS CO COM STOCK N COM  835495102         3937       118306 SH       D       3        118306            0            0
SONOCO PRODUCTS CO COM         COM  835495102        34579      1471464 SH       D       6       1460674            0        10790
SONOCO PRODUCTS CO,            COM  835495102          635        27041 SH       D       7         17942            0         9099
SONOMAWEST HOLDINGS COM        COM  835637109            2          488 SH       D       6           488            0            0
SONOMAWEST HOLDINGS INC        COM  835637109            2          400 SH       D       7           400            0            0
SONASIGHT INC COM              COM  83568G104         3186        95829 SH       D       6         95829            0            0
SONOSITE INC                   COM  83568G104           20          620 SH       D       7           620            0            0
SONUS CORP                     COM  835691106            1          400 SH       D       7           400            0            0
SONUS PHARMACEUTICALS INC COM  COM  835692104           35         9082 SH       D       6          9082            0            0
SONUS PHARMACEUTICALS INC      COM  835692104            8         2186 SH       D       7          2186            0            0
SONY CORP                      COM  835699307         3355        11979 SH       D       7         11979            0            0
SOTHEBYS HLDGS INC CL A        COM  835898107         9822       532730 SH       D       6        532730            0            0
SOTHEBY'S INC                  COM  835898107          258        14026 SH       D       7          5355            0         8671
SOUND ADVICE INC               COM  836066100           97         8747 SH       D       6          8747            0            0
SOUND ADVICE INC               COM  836066100            2          200 SH       D       7           200            0            0
SOUND ADVICE INC COM           COM  836066118            0         2160 SH       D       6          2160            0            0
SOUND FEDERAL BANCORP          COM  83607T109            1          233 SH       D       7           233            0            0
SOURCE CAPITAL CORP A COM      COM  836142307            3          751 SH       D       6           751            0            0
SOURCE CAPITAL CORP            COM  836142307            2          500 SH       D       7           500            0            0
SOURCE INFORMATION MGMT COM    COM  836151209         3355       191762 SH       D       6        191762            0            0
Source Information Mgmt Co.    COM  836151209           37         2144 SH       D       7          2144            0            0
SOURCE MEDIA INC COM           COM  836153304         7892       573993 SH       D       6        573393            0          600
Source Media Inc.              COM  836153304           32         2361 SH       D       7          2361            0            0
SOURCINGLINK NET INC COM       COM  836171207          247        25400 SH       D       6         25400            0            0
SOUTH ALABAMA BANCORP INC COM  COM  836234104          738        72906 SH       D       6         72906            0            0
SOUTH ALABAMA BANCORPORATION   COM  836234104            8          840 SH       D       7           840            0            0
SOUTH JERSEY INDUSTRIES INC CO COM  838518108         7049       250107 SH       D       6        247907            0         2200
South Jersey Industries Inc.   COM  838518108           35         1242 SH       D       7          1242            0            0
SOUTHBANC SHS INC COM          COM  840901102            0        25498 SH       D       6         25498            0            0
SOUTHDOWN INC COM              COM  841297104        41300       700014 SH       D       6        696004            0         4010
SOUTHDOWN, INC                 COM  841297104          977        16561 SH       D       7         13190            0         3371
SOUTHERN AFRICA FUND INC       COM  842157109          947        38200 SH       D       2         38200            0            0
SOUTHERN BANC INC COM          COM  842233108            4          551 SH       D       6           551            0            0
SOUTHERN CO                    COM  842587107       686000     32000000 SH       D       1      32000000            0            0
SOUTHERN CO COM STOCK US$5     COM  842587107          379        10990 SH       D       2         10990            0            0
SOUTHERN CO COM STOCK US$5     COM  842587107        36480      1055146 SH       D       3       1022746            0        32400
SOUTHERN CO COM STOCK US$5     COM  842587107          363        10500 SH       D       4         10500            0            0
SOUTHERN CO                    COM  842587107         3859       177430 SH       D       5        177430            0            0
SOUTHERN CO COM                COM  842587107       378539     17404118 SH       D       6      16017411            0      1386707
Southern Company, The          COM  842587107        12091       555953 SH       D       7        486181            0        69772
SOUTHERN COMPANY               COM  842587107          789        36276 SH       S       7         36276            0            0
SOUTHERN ENERGY HOME COM       COM  842814105           62        50167 SH       D       6         50167            0            0
SOUTHERN ENERGY HOMES INC      COM  842814105            0          565 SH       D       7           565            0            0
SOUTHERN MINERAL CORP COM      COM  843367202            0         6000 SH       D       6          6000            0            0
SOUTHERN MD BANCORP INC COM    COM  843380106            0         1600 SH       D       6          1600            0            0
SOUTHERN PACIFIC FUNDING CORP  COM  843576109            5        38300 SH       D       6         38300            0            0
SOUTHERN PERU COPPER CORP (NY  COM  843611104          121         6017 SH       D       3          6017            0            0
SOUTHERN PERU LTD COM          COM  843611104         5135       395551 SH       D       6        390151            0         5400
Southern Peru Copper Corp.     COM  843611104           41         3197 SH       D       7          3197            0            0
SOUTHERN SEC LIFE INS CO CL A  COM  843805102            7         1535 SH       D       6          1535            0            0
SOUTHERN UN CO NEW COM         COM  844030106        14187       785487 SH       D       6        785487            0            0
Southern Union Co.             COM  844030106          115         6381 SH       D       7          6381            0            0
SOUTHFIRST BANCSHARES INC COM  COM  844271106            3          355 SH       D       6           355            0            0
SOUTHSIDE BANCSHARES CORP COM  COM  844700104          262        33851 SH       D       6         33851            0            0
SOUTHSIDE BANKSHARES CORP      COM  844700104            2          320 SH       D       7           320            0            0
SOUTHSIDE BANCSHARES INC COM   COM  84470P109            0        30507 SH       D       6         30507            0            0
SOUTHTRUST CORP COM STOCK US$2 COM  844730101          641        16350 SH       D       1         16350            0            0
SOUTHTRUST CORP COM STOCK US$2 COM  844730101          345         8800 SH       D       2          8800            0            0
SOUTHTRUST CORP COM STOCK US$2 COM  844730101         9599       244516 SH       D       3        244516            0            0
SOUTHTRUST CORP COM            COM  844730101       144685      5687889 SH       D       6       5185292            0       502597
SOUTHTRUST CORP                COM  844730101         7554       297401 SH       D       7        280055            0        17346
SOUTHTRUST CORP                COM  844730101          229         9023 SH       S       7          9023            0            0
SOUTHWEST AIRLINES CO COM STOC COM  844741108          231         7270 SH       D       2          7270            0            0
SOUTHWEST AIRLINES CO COM STOC COM  844741108        23215       730395 SH       D       3        730395            0            0
SOUTHWEST AIRLINES             COM  844741108         2764       132841 SH       D       5        132841            0            0
SOUTHWEST AIRLINES CO COM      COM  844741108       268873     12918845 SH       D       6      11879645            0      1039200
Southwest Airlines Co          COM  844741108         7850       377205 SH       D       7        324919            0        52286
SOUTHWEST AIRLINES INC         COM  844741108          565        27174 SH       S       7         27174            0            0
SOUTHWEST BANCORP INC OKLA COM COM  844767103          357        20900 SH       D       6         20900            0            0
SOUTHWEST BANCORP INC/OKLA     COM  844767103            7          440 SH       D       7           440            0            0
SOUTHWEST BANCORP COM          COM  84476R109         7323       376755 SH       D       6        376755            0            0
Southwest Bancorp Texas Inc.   COM  84476R109           89         4596 SH       D       7          4596            0            0
SOUTHWEST GAS CORP COM         COM  844895102        18122       950663 SH       D       6        946563            0         4100
Southwest Gas Corp.            COM  844895102           95         5031 SH       D       7          5031            0            0
SOUTHWALL TECHNOLOGIES INC COM COM  844909101          394        37537 SH       D       6         37537            0            0
SOUTHWALL TECH INC             COM  844909101            2          200 SH       D       7           200            0            0
SOUTHWEST GA FINL CORP COM     COM  84502A104            2          211 SH       D       6           211            0            0
SOUTHWEST GEORGIA FINAL CORP   COM  84502A104            1          134 SH       D       7           134            0            0
SOUTHWEST SECURITIES COM       COM  845224104         7280       167616 SH       D       6        167616            0            0
Southwest Secs. Group Inc.     COM  845224104           78         1805 SH       D       7          1805            0            0
STHWEST SECURITIES 5% CNV PFD  CVP  845224AA2        14740       268000 SH       D       1        268000            0            0
SOUTHWEST WTR CO COM           COM  845331107          806        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         6563       990699 SH       D       6        974069            0        16630
Southwestern Energy Co.        COM  845467109           27         4162 SH       D       7          4162            0            0
SOVEREIGN BANCORP INC          COM  845905108        22964      3036620 SH       D       6       3017054            0        19566
SOVEREIGN BANCORP INC          COM  845905108          362        47881 SH       D       7         31570            0        16311
SOVRAN SELF STORAGE COM        COM  84610H108         7432       367053 SH       D       6        352553            0        14500
Sovran Self Storage Inc.       COM  84610H108           42         2101 SH       D       7          2101            0            0
SPACEHAB INC COM               COM  846243103          542       112820 SH       D       6        112820            0            0
SPACEHAB INC                   COM  846243103            1          412 SH       D       7           412            0            0
SPACE LABS INC.                COM  846247104         2067       129710 SH       D       6        129710            0            0
SPACELABS MEDICAL INC.         COM  846247104           15          947 SH       D       7           947            0            0
SPAN AMER MED SYS INC COM      COM  846396109           11         2968 SH       D       6          2968            0            0
SPANISH BROADCASTING COM       COM  846425882         5786       246711 SH       D       6        246711            0            0
SPANISH BROADCASTING SYSTEM    COM  846425882           32         1400 SH       D       7          1400            0            0
SPANLINK COMMUNICATIONS INC    COM  846492106          127        12500 SH       D       6         12500            0            0
SPARTAN MTRS INC               COM  846819100          646       156713 SH       D       6        156713            0            0
SPARTAN MOTORS INC             COM  846819100            2          562 SH       D       7           562            0            0
SPARTECH CORP COM NEW          COM  847220209        13474       391987 SH       D       6        391987            0            0
Spartech Corp.                 COM  847220209          117         3425 SH       D       7          3425            0            0
SPARTON CORP COM               COM  847235108           62        12814 SH       D       6         12814            0            0
SPARTON CORP.                  COM  847235108            1          350 SH       D       7           350            0            0
SPATIAL TECHNOLOGY INC         COM  847246105            2          300 SH       D       7           300            0            0
SPECIAL METALS COM             COM  84741Y103          264        87219 SH       D       6         87219            0            0
SPECIAL METALS CORP            COM  84741Y103            1          570 SH       D       7           570            0            0
SPECIALTY CATALOG CORP COM     COM  84748Q103           37        13183 SH       D       6         13183            0            0
SPECIALTY CATALOG CORP         COM  84748Q103            7         2600 SH       D       7          2600            0            0
SPECIALTY EQUIP COS INC COM    COM  847497203         5039       242888 SH       D       6        242888            0            0
Specialty Equip. Cos. Inc.     COM  847497203           55         2688 SH       D       7          2688            0            0
SPECTRA-PHYSICS LASE COM       COM  847568102         2194        48222 SH       D       6         48222            0            0
SPECTRA-PHYSICS LASERS         COM  847568102           40          896 SH       D       7           896            0            0
SPECTRALINK CORP COM           COM  847580107         1858       103261 SH       D       6        103261            0            0
SPECTRALINK CORP               COM  847580107           15          866 SH       D       7           866            0            0
SPECTRIAN CORP COM             COM  847608106         2815       125145 SH       D       6        125145            0            0
SPECTRIAN CORP                 COM  847608106           10          485 SH       D       7           485            0            0
SPECTRANETICS CORP COM         COM  84760C107         1736       280596 SH       D       6        280596            0            0
SPECTRANETICS CORP             COM  84760C107           13         2155 SH       D       7          2155            0            0
SPECTRASCIENCE INC             COM  84760E202           18         2100 SH       D       6          2100            0            0
SPECTRASCIENCE INC             COM  84760E202            2          300 SH       D       7           300            0            0
SPECTRASITE HOLDINGS COM       COM  84760T100          767        27100 SH       D       6         27100            0            0
SPECTRASITE HOLDINGS INC       COM  84760T100          195         6900 SH       D       7          6900            0            0
SPECTRUM CONTROL INC COM       COM  847615101         1526       132759 SH       D       6        132759            0            0
SPECTRUM CONTROL INC           COM  847615101            5          490 SH       D       7           490            0            0
SPECTRX INC COM                COM  847635109          647        45832 SH       D       6         45832            0            0
SPECTRX INC                    COM  847635109            4          300 SH       D       7           300            0            0
SPEEDFAM-IPEC INC COM          COM  847705100        10031       504734 SH       D       6        485834            0        18900
SpeedFam-IPEC Inc.             COM  847705100           88         4434 SH       D       7          4434            0            0
SPEEDUS COM                    COM  847723103          983        93100 SH       D       6         93100            0            0
SPEEDUS.COM INC                COM  847723103           10         1000 SH       D       7          1000            0            0
SPEEDWAY MOTOR SPORTS COM      COM  847788106         3552       142442 SH       D       6        142442            0            0
SPEEDWAY MOTORSPORTS           COM  847788106          131         5284 SH       D       7          2556            0         2728
SPEIZMAN INDUSTRIES INC        COM  847805108            7         1900 SH       D       7          1900            0            0
SPIEGEL INC CL A NON-VTG       COM  848457107         2396       299573 SH       D       6        299573            0            0
Spiegel Inc.                   COM  848457107           76         9506 SH       D       7          9506            0            0
SPIEKER PPTYS COM              COM  848497103        40802       916907 SH       D       6        901373            0        15534
SPIEKER PROPERTIES INC         COM  848497103          995        22377 SH       D       7         16833            0         5544
SPINNAKER EXPLORATION CO COM   COM  84855W109         1865        81993 SH       D       6         81993            0            0
SPINNAKER EXPLORATION CO       COM  84855W109           29         1300 SH       D       7          1300            0            0
SPIRE CORP                     COM  848565107           12         2000 SH       D       7          2000            0            0
SPLASH TECHNOLOGY HL COM       COM  848623104         1727       138235 SH       D       6        138235            0            0
SPLASH TECHNOLOGY HOLDINGS     COM  848623104           12         1013 SH       D       7          1013            0            0
SPLITROCK SVCS INC COM         COM  848636304            0       159236 SH       D       6        159236            0            0
SPLITROCK SERVICES INC         COM  848636304          131         3200 SH       D       7          3200            0            0
SPORTSMANS GUIDE INC COM       COM  848907200           23         4900 SH       D       6          4900            0            0
SPORTSMAN'S GUIDE INC          COM  848907200            1          300 SH       D       7           300            0            0
SPORT SUPPLY GROUP INC. COM    COM  848915104          312        52142 SH       D       6         52142            0            0
SPORT SUPPLY GROUP INC         COM  848915104            1          331 SH       D       7           331            0            0
SPORT-HALEY INC COM            COM  848925103           13         2653 SH       D       6          2653            0            0
SPORT-HALEY INC                COM  848925103            1          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        11782       400258 SH       D       6        392055            0         8203
SportsLine USA Inc.            COM  848934105           88         3003 SH       D       7          3003            0            0
SPORT CHALET COM               COM  849163100           17         3652 SH       D       6          3652            0            0
SPORT CHALET INC               COM  849163100            1          300 SH       D       7           300            0            0
SPORT AUTH INC COM             COM  849176102          896       349948 SH       D       6        349948            0            0
THE SPORTS AUTHORITY INC       COM  849176102            4         1673 SH       D       7          1673            0            0
SPORTS CLUB INC COM            COM  84917P100          444       118412 SH       D       6        118412            0            0
SPORTS CLUB CO. INC            COM  84917P100            2          600 SH       D       7           600            0            0
SPRING INDUSTRIES              COM  851783100          318         5200 SH       D       3          5200            0            0
SPRINGS INDUSTRIES INC COM     COM  851783100        25695       676191 SH       D       6        625792            0        50399
Springs Industries, Inc.       COM  851783100          424        11167 SH       D       7         10941            0          226
SPRINGS INDUST INC             COM  851783100           34          904 SH       S       7           904            0            0
SPRINT CORP (FON GROUP)COM STO COM  852061100        13812       210335 SH       D       1        178600        31735            0
SPRINT CORP (FON GROUP)COM STO COM  852061100         1846        19240 SH       D       2         19240            0            0
SPRINT CORP (FON GROUP)COM STO COM  852061100       116534      1214517 SH       D       3       1146017            0        68500
SPRINT CORP (FON GROUP)COM STO COM  852061100         2206        23000 SH       D       4         23000            0            0
SPRINT COM                     COM  852061100      1454926     23094066 SH       D       6      21120316            0      1973750
SPRINT CORP                    COM  852061100        48568       770931 SH       D       7        697273            0        73658
SPRINT CORP (FON GROUP)        COM  852061100         2954        46889 SH       S       7         46889            0            0
SPRINT CORP (PCS GROUP)        COM  852061506         1310        12720 SH       D       2         12720            0            0
SPRINT CORP (PCS GROUP)        COM  852061506       128519      1247453 SH       D       3       1204953            0        42500
SPRINT CORP (PCS GROUP)        COM  852061506         2678        26000 SH       D       4         26000            0            0
SPRINT COM                     COM  852061506      1359182     20810450 SH       D       6      18966278            0      1844172
SPRINT CORP                    COM  852061506        44576       682505 SH       D       7        626723            0        55782
SPRINT CORP (PCS GROUP)        COM  852061506         3029        46378 SH       S       7         46378            0            0
SPYGLASS INC COM               COM  852192103        31226       402676 SH       D       6        402676            0            0
Spyglass Inc.                  COM  852192103          212         2738 SH       D       7          2738            0            0
SS&C TECHNOLOGIES IN COM       COM  85227Q100         1064       183069 SH       D       6        183069            0            0
SS&C Technologies Inc.         COM  85227Q100           17         2984 SH       D       7          2984            0            0
STAAR SURGICAL CO NEW          COM  852312305         1729       148742 SH       D       6        148742            0            0
STAAR SURGICAL CO.             COM  852312305            6          596 SH       D       7           596            0            0
STAC INC. COM                  COM  852323203           46         5113 SH       D       6          5113            0            0
STAC SOFTWARE INC              COM  852323203            5          600 SH       D       7           600            0            0
STAFF BLDRS INC NEW COM        COM  852377308            6        18500 SH       D       6         18500            0            0
STAFF LEASING COM              COM  852381102         1957       336798 SH       D       6        336798            0            0
Staff Leasing Inc.             COM  852381102           21         3616 SH       D       7          3616            0            0
STAFFMARK INC COM              COM  852389105         4170       525430 SH       D       6        525430            0            0
Staffmark Inc.                 COM  852389105           34         4293 SH       D       7          4293            0            0
STAGE STORES, INC. COM         COM  85254C107          284       350571 SH       D       6        350571            0            0
STAGE STORES INC               COM  85254C107            1         1584 SH       D       7          1584            0            0
STAMPS COM INC COM             COM  852857101         6962       360527 SH       D       6        360527            0            0
STAMPS.COM INC                 COM  852857101           38         2000 SH       D       7          2000            0            0
STANCORP FINL GROUP INC COM    COM  852891100        13880       507065 SH       D       6        507065            0            0
Stancorp Finl Group Inc.       COM  852891100           96         3533 SH       D       7          3533            0            0
STANDARD AUTO COM              COM  853097103           28         4200 SH       D       6          4200            0            0
STANDARD AUTOMOTIVE CORP       COM  853097103            1          200 SH       D       7           200            0            0
STANDARD COMMERCING TOBACCO CO COM  853258101          604       172591 SH       D       6        172591            0            0
STANDARD COMMERCIAL CORP.      COM  853258101            2          573 SH       D       7           573            0            0
STANDARD MANAGEMENT COM        COM  853612109           50        10992 SH       D       6         10992            0            0
STANDARD MANAGEMENT CORP.      COM  853612109            1          353 SH       D       7           353            0            0
STANDARD MICROSYSTEMS CORP COM COM  853626109         3508       240922 SH       D       6        240922            0            0
STANDARD MICROSYSTEMS CORP     COM  853626109           10          689 SH       D       7           689            0            0
STANDARD MOTOR PRODUCTS INC  C COM  853666105         4211       283132 SH       D       6        283132            0            0
Standard Motor Products Inc.   COM  853666105           34         2289 SH       D       7          2289            0            0
STANDARD PAC CORP COM          COM  85375C101         8151       815113 SH       D       6        813013            0         2100
Standard Pacific Corp.         COM  85375C101           42         4270 SH       D       7          4270            0            0
STANDARD REGISTER CO COM       COM  853887107         6883       534671 SH       D       6        534671            0            0
STANDARD REGISTER              COM  853887107           50         3910 SH       D       7          3910            0            0
STANDEX INTERNATIONAL CORP COM COM  854231107         4209       271582 SH       D       6        271582            0            0
Standex International Corp.    COM  854231107           31         2047 SH       D       7          2047            0            0
STANLEY FURNITURE COM          COM  854305208         2409       124349 SH       D       6        124349            0            0
STANLEY FURNITURE CO INC       COM  854305208            5          264 SH       D       7           264            0            0
STANLEY WORKS COM STOCK US$2.5 COM  854616109         5538       131095 SH       D       3        131095            0            0
STANLEY WORKS                  COM  854616109          623        23647 SH       D       5         23647            0            0
STANLEY WORKS COM              COM  854616109        60599      2297609 SH       D       6       2114095            0       183514
Stanley Works                  COM  854616109         2262        85791 SH       D       7         78379            0         7412
STANLEY WORKS                  COM  854616109          126         4799 SH       S       7          4799            0            0
STARBASE CORP COM              COM  854910205         3557       379500 SH       D       6        379500            0            0
STARBASE CORP                  COM  854910205           15         1700 SH       D       7          1700            0            0
STAR TELECOMMUNICTIONS COM     COM  854923109         3345       557650 SH       D       6        557650            0            0
STAR Telecommunications Inc.   COM  854923109           38         6444 SH       D       7          6444            0            0
STAPLES INCORPORATED           COM  855030102          214         6600 SH       D       2          6600            0            0
STAPLES INCORPORATED           COM  855030102        22004       676910 SH       D       3        676910            0            0
STAPLES INC                    COM  855030102         2415       120766 SH       D       5        120766            0            0
STAPLES INC COM                COM  855030102       226435     11321797 SH       D       6      10406210            0       915587
Staples, Inc.                  COM  855030102         8154       407722 SH       D       7        300512            0       107210
STAPLES, INC                   COM  855030102          500        25040 SH       S       7         25040            0            0
STAR BUFFET INC COM            COM  855086104            8         2600 SH       D       6          2600            0            0
STAR BUFFET INC                COM  855086104            5         1700 SH       D       7          1700            0            0
STAR STRUCK LTD COM            COM  855188108            4         1302 SH       D       6          1302            0            0
STAR STRUCK LTD                COM  855188108            8         2800 SH       D       7          2800            0            0
STARBUCKS CORP COM             COM  855244109       117926      2631551 SH       D       6       2631551            0            0
STARBUCKS CORPORATION          COM  855244109         3045        67968 SH       D       7         28708            0        39260
STARCRAFT CORP                 COM  855269106           17         2200 SH       D       7          2200            0            0
STARMEDIA COM                  COM  855546107         8459       281389 SH       D       6        258439            0        22950
STARMEDIA NETWORK, INC.        COM  855546107          139         4627 SH       D       7          3400            0         1227
STARMET CORPORATION COM        COM  855547105           15         3163 SH       D       6          3163            0            0
STARMET CORPORATION            COM  855547105            9         1800 SH       D       7          1800            0            0
STARRETT L S CO COM            COM  855668109         3191       135796 SH       D       6        135796            0            0
LS Starrett Co. Class A        COM  855668109           28         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         9275       125771 SH       D       6        125771            0            0
StarTek Inc                    COM  85569C107          111         1518 SH       D       7          1518            0            0
STARTEC GLOBAL COMM COM        COM  85569E103         1106        52707 SH       D       6         52707            0            0
STARTEC GLOBAL COMMUNICATION   COM  85569E103           16          801 SH       D       7           801            0            0
STARWOOD FINANCIAL INC COM     COM  85569R104         7878       446975 SH       D       6        442835            0         4140
STARWOOD FINANCIAL INC.,       COM  85569R104          343        19492 SH       D       7          3970            0        15522
STATE AUTO FINL CORP COM       COM  855707105         2498       312294 SH       D       6        312294            0            0
State Auto Financial Corp.     COM  855707105           26         3258 SH       D       7          3258            0            0
STATE BANCORP INC NY COM       COM  855716106         1131        83036 SH       D       6         83036            0            0
STATE BANCORP INC              COM  855716106           10          754 SH       D       7           754            0            0
STARWOOD HTLS & RESORTS WORLDW COM  85590A203          121         3144 SH       D       2          3144            0            0
STARWOOD HTLS & RESORTS WORLDW COM  85590A203         8694       225478 SH       D       3        216109            0         9369
STARWOOD HOTELS &RESORTS WOR   COM  85590A203         1229        46821 SH       D       5         46821            0            0
STARWOOD HOTELS & RESORTS      COM  85590A203        71427      2721025 SH       D       6       2704803            0        16222
STARWOOD HOTELS & RESORTS WW   COM  85590A203         1649        62839 SH       D       7         41243            0        21596
STATE FINL SVCS CORP CL A      COM  856855101         1164       115007 SH       D       6        115007            0            0
STATE FINL SERVICES CORP       COM  856855101            3          371 SH       D       7           371            0            0
STATE STREET CORP              COM  857477103          357         2400 SH       D       2          2400            0            0
STATE STREET CORP              COM  857477103        37681       253306 SH       D       3        235906            0        17400
STATE STREET CORP              COM  857477103         4064        41950 SH       D       5         41950            0            0
STATE STREET CORP COM          COM  857477103       390864      4034733 SH       D       6       3712806            0       321927
State Street Corp              COM  857477103        13384       138161 SH       D       7        112450            0        25711
STATE STREET CORP              COM  857477103          834         8611 SH       S       7          8611            0            0
STATE FED FINL CORP COM        COM  857549109           12         1414 SH       D       6          1414            0            0
STATEFED FINANCIAL CORP        COM  857549109            1          200 SH       D       7           200            0            0
STATEN IS BANCORP INC COM      COM  857550107        16425       959134 SH       D       6        944234            0        14900
Staten Island Bancorp Inc.     COM  857550107          112         6587 SH       D       7          6587            0            0
STATION CASINOS INC COM        COM  857689103        19769       906347 SH       D       6        892947            0        13400
Station Casinos Inc.           COM  857689103          109         4999 SH       D       7          4999            0            0
STEARNS & LEHMAN INC           COM  857890107            2         1000 SH       D       6          1000            0            0
STEEL DYNAMICS INC COM         COM  858119100         7661       662595 SH       D       6        662595            0            0
STEEL DYNAMICS                 COM  858119100           95         8267 SH       D       7          8267            0            0
STEEL TECHNOLOGIES INC COM     COM  858147101         1365       171992 SH       D       6        171992            0            0
STEEL TECHNOLOGIES INC         COM  858147101            3          438 SH       D       7           438            0            0
STEELCASE INC - CL A COM       COM  858155203         3970       330855 SH       D       6        324478            0         6377
STEELCASE INC.                 COM  858155203           88         7370 SH       D       7          1929            0         5441
STEIN MART COM                 COM  858375108         4116       498920 SH       D       6        498920            0            0
Stein Mart Inc.                COM  858375108           59         7216 SH       D       7          7216            0            0
STEINWAY MUSICAL INS COM       COM  858495104         2225       118310 SH       D       6        118310            0            0
Steinway Musical Instruments   COM  858495104           33         1763 SH       D       7          1763            0            0
STELCO INC                     COM  858525108            0       242100 SH       D       6        242100            0            0
STEPAN CHEMICAL CO COM         COM  858586100         3914       180485 SH       D       6        178385            0         2100
Stepan Co.                     COM  858586100           31         1436 SH       D       7          1436            0            0
STEPHAN CO COM                 COM  858603103           63        14115 SH       D       6         14115            0            0
STEPHAN COMPANY                COM  858603103            0          211 SH       D       7           211            0            0
STERLING BANCSHARES COM        COM  858907108         4063       424981 SH       D       6        424981            0            0
Sterling Bancshares Inc.       COM  858907108           49         5182 SH       D       7          5182            0            0
STERICYCLE INC COM             COM  858912108         4628       185156 SH       D       6        185156            0            0
Stericycle Inc                 COM  858912108           52         2106 SH       D       7          2106            0            0
STERILE RECOVERIES COM         COM  859151102          216        44406 SH       D       6         44406            0            0
STERILE RECOVERIES INC         COM  859151102            4          953 SH       D       7           953            0            0
STERIS CORP COM                COM  859152100        15219      1484845 SH       D       6       1484845            0            0
STERIS CORP                    COM  859152100          167        16346 SH       D       7         16346            0            0
STERLING BANCORP COM           COM  859158107         1658       110561 SH       D       6        110561            0            0
STERLING BANCORP-N Y           COM  859158107            4          318 SH       D       7           318            0            0
STERLING FINL CORP COM         COM  859317109         1510        81112 SH       D       6         81112            0            0
Sterling Financial Corp.       COM  859317109           30         1644 SH       D       7          1644            0            0
STERLING FINL CORP WA COM      COM  859319105         1012       101285 SH       D       6        101285            0            0
STERLING FINL CORP/SPOKANE     COM  859319105            3          360 SH       D       7           360            0            0
STERLING SOFTWARE COM          COM  859547101        44085      1445433 SH       D       6       1419950            0        25483
STERLING SOFTWARE              COM  859547101          731        23990 SH       D       7         16764            0         7226
STERLING VISION INC COM        COM  859727109           71         8723 SH       D       6          8723            0            0
STERLING VISION INC            COM  859727109            5          666 SH       D       7           666            0            0
STEWART & STEVENSON SERVICES I COM  860342104          390        22100 SH       D       1         22100            0            0
STEWART & STEVENSON SERVICES I COM  860342104           72         4100 SH       D       2          4100            0            0
STEWART & STEVENSON SERVICES I COM  860342104          183        10400 SH       D       3         10400            0            0
STEWART & STEVENSON SERVICES I COM  860342104        14277      1269154 SH       D       6       1233954            0        35200
STEWART & STEVENSON SERVICES   COM  860342104           60         5350 SH       D       7          5350            0            0
STEWART ENTERPRISES COM        COM  860370105         9862      1997405 SH       D       6       1990320            0         7085
STEWART ENTERPRISES INC        COM  860370105          100        20398 SH       D       7          8773            0        11625
STEWART INFORMATION SERVICES C COM  860372101         8163       516255 SH       D       6        514455            0         1800
Stewart Information Svcs Corp. COM  860372101           47         3018 SH       D       7          3018            0            0
STIFEL FINL CORP COM           COM  860630102          758        70582 SH       D       6         70582            0            0
STIFEL FINANCIAL CORP          COM  860630102            3          300 SH       D       7           300            0            0
STILLWATER MNG CO COM          COM  86074Q102        38749       968726 SH       D       6        968726            0            0
Stillwater Mining Co.          COM  86074Q102          264         6613 SH       D       7          6613            0            0
STMICROELECTRONICS ADR         ADR  861012102         3682        20374 SH       D       9         20374            0            0
ST MICROELCTRON 0%CB08 DTC     CVB  861012AAO        92737     28153000 SH       D       1      28153000            0            0
STMICROELECTROMICS 0% CB 0     CVB  861012AB8        11996      7420000 SH       D       9       7420000            0            0
STOCKWALK.COM GROUP INC COM    COM  86149C104          440        31200 SH       D       6         31200            0            0
STOCKWALK.COM GROUP INC        COM  86149C104            9          700 SH       D       7           700            0            0
STOLT COMEX SEAWAY -ADR COM    COM  861567105            0       100000 SH       D       6        100000            0            0
STONE & WEBSTER INC COM        COM  861572105         3406       234923 SH       D       6        234923            0            0
Stone & Webster Inc.           COM  861572105           31         2151 SH       D       7          2151            0            0
STONE ENERGY CORP COM          COM  861642106        17334       351964 SH       D       6        351964            0            0
Stone Energy Corp.             COM  861642106          157         3188 SH       D       7          3188            0            0
STONERIDGE INC- COM            COM  86183P102         2201       191445 SH       D       6        191445            0            0
Stoneridge Inc.                COM  86183P102           30         2609 SH       D       7          2609            0            0
STORAGE USA COM                COM  861907103        16554       540558 SH       D       6        536158            0         4400
Storage USA Inc.               COM  861907103          140         4588 SH       D       7          4588            0            0
STORAGE TECHNOLOGY CORP COM PA COM  862111200        26356      1653742 SH       D       6       1643832            0         9910
STORAGE TECHNOLOGY CORP        COM  862111200          396        24862 SH       D       7         16540            0         8322
STORAGE COMPUTER CORP COM      COM  86211A101           74         5300 SH       D       6          5300            0            0
STORAGE COMPUTER CORP          COM  86211A101           11          800 SH       D       7           800            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
STRATASYS INC COM              COM  862685104           20         2700 SH       D       6          2700            0            0
STRATASYS INC                  COM  862685104           18         2400 SH       D       7          2400            0            0
STRATEGIA CORP                 COM  86268Q108            3         2200 SH       D       6          2200            0            0
STRATEGIC DIAGNOSTICS INC COM  COM  862700101          575        75471 SH       D       6         75471            0            0
STRATEGIC DIAGNOSTIC INC       COM  862700101            2          300 SH       D       7           300            0            0
STRATEGIC DISTR INC COM        COM  862701208           99        47000 SH       D       6         47000            0            0
STRATEGIC DISTRIBUTION INC     COM  862701208            1          500 SH       D       7           500            0            0
STREICHER MOBILE FUELING INC   COM  862924107            1          200 SH       D       7           200            0            0
STRATTEC SECURITY CORP. COM    COM  863111100         2649        77074 SH       D       6         77074            0            0
STRATTEC SECURITY CORP         COM  863111100           11          348 SH       D       7           348            0            0
STRATUS PROPERTIES             COM  863167102            1          363 SH       D       1             0          363            0
STRATUS PROPERTIES, INC. COM   COM  863167102          851       200417 SH       D       6        200417            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         3016       116025 SH       D       6        116025            0            0
Strayer Education Inc.         COM  863236105           48         1859 SH       D       7          1859            0            0
STREAMLINE COM INC COM         COM  863239109          809       140700 SH       D       6        140700            0            0
STREAMLINE.COM INC             COM  863239109            6         1100 SH       D       7          1100            0            0
STRIDE RITE CORP COM           COM  863314100         7118       882904 SH       D       6        882904            0            0
STRIDE RITE CORP               COM  863314100           77         9558 SH       D       7          9558            0            0
STROUDS INC COM                COM  863451100           22        12200 SH       D       6         12200            0            0
STRUCTURAL DYNAMICS RESH CORP  COM  863555108        16015      1186357 SH       D       6       1186357            0            0
STRUCTURAL DYNAMICS RESEARCH   COM  863555108          208        15463 SH       D       7         15463            0            0
STRYKER CORP COM               COM  863667101        76683      1099399 SH       D       6       1099399            0            0
STRYKER CORP                   COM  863667101         2019        28958 SH       D       7         13584            0        15374
STUDENT ADVANTAGE INC COM      COM  86386Q105         1940       194041 SH       D       6        194041            0            0
STUDENT ADVANTAGE INC          COM  86386Q105           16         1600 SH       D       7          1600            0            0
STUDENT LOAN COM               COM  863902102         4177       102045 SH       D       6        101845            0          200
Student Loan Corp.             COM  863902102           61         1493 SH       D       7          1493            0            0
STYLING TECHNOLOGY CORP        COM  863905105            1         1900 SH       D       6          1900            0            0
STYLING TECHNOLOGY             COM  863905105            0          182 SH       D       7           182            0            0
STURM RUGER & CO INC COM       COM  864159108         4591       524729 SH       D       6        524729            0            0
Sturm Ruger & Co. Inc.         COM  864159108           35         4003 SH       D       7          4003            0            0
STYLECLICK.COM COM             COM  864221106         1335       121381 SH       D       6        121381            0            0
STYLECLICK.COM                 COM  864221106            6          625 SH       D       7           625            0            0
STYLESITE MARKETING INC        COM  864226105            0         1400 SH       D       7          1400            0            0
STYLESITE MARKETING INC        COM  864226204            0        14600 SH       D       6         14600            0            0
SUBMICRON SYSTEM CORP COM      COM  864313101            1        11600 SH       D       6         11600            0            0
SUBSTANCE ABUSE TECHNOLOGIES C COM  864325105            1        22286 SH       D       6         22286            0            0
SUBURBAN LODGES AMER COM       COM  864444104          931       150520 SH       D       6        150520            0            0
SUBURBAN LODGES OF AMERICA     COM  864444104           11         1869 SH       D       7          1869            0            0
SUCCESSORIES, INC COM          COM  864591102            2         1152 SH       D       6          1152            0            0
SUDAMTEX DE VENEZUELA SPON ADR COM  864598305           48        60359 SH       D       3         60359            0            0
SUFFOLK BANCORP                COM  864739107         2436        87811 SH       D       6         87811            0            0
SUFFOLK BANCORP                COM  864739107            6          224 SH       D       7           224            0            0
SUIZA FOODS CORP COM           COM  865077101        37019       919751 SH       D       6        903851            0        15900
SUIZA FOODS CORP               COM  865077101          518        12887 SH       D       7         12887            0            0
SUMMA INDUSTRIES COM           COM  86562T105          322        33949 SH       D       6         33949            0            0
SUMMA INDUSTRIES               COM  86562T105            2          300 SH       D       7           300            0            0
SUMMIT BANCORPORATION COM STK  COM  866005101          173         4245 SH       D       2          4245            0            0
SUMMIT BANCORPORATION COM STK  COM  866005101         9573       234342 SH       D       3        234342            0            0
SUMMIT BANCORP COM             COM  866005101       115481      4399277 SH       D       6       4039426            0       359851
Summit Bancorp                 COM  866005101         3437       130941 SH       D       7        112858            0        18083
Summit Bancorp                 COM  866005101          246         9381 SH       S       7          9381            0            0
SUMMIT BANCSHARES INC COM      COM  866011109         1258        81180 SH       D       6         81180            0            0
SUMMIT BANCSHARES INC (TEXAS)  COM  866011109            9          640 SH       D       7           640            0            0
SUMMIT BANK CORP GA            COM  866013105            8          700 SH       D       6           700            0            0
SUMMIT FINL CORP COM           COM  866057102            4          454 SH       D       6           454            0            0
SUMMIT FINANCIAL CORP          COM  866057102            2          210 SH       D       7           210            0            0
SUMMIT PPTYS COM               COM  866239106        11788       616377 SH       D       6        612377            0         4000
Summit Properties Inc.         COM  866239106           76         3975 SH       D       7          3975            0            0
SUMMIT TECHNOLOGY INC COM      COM  86627E101         7561       828652 SH       D       6        828652            0            0
Summit Technology Inc.         COM  86627E101           67         7414 SH       D       7          7414            0            0
SUN BANCORP INC COM            COM  866634108         1252        77076 SH       D       6         77076            0            0
SUN BANCORP INC                COM  866634108            4          252 SH       D       7           252            0            0
SUN BANCORP INC COM            COM  86663B102          538        82772 SH       D       6         82772            0            0
SUN BANCORP INC                COM  86663B102            4          746 SH       D       7           746            0            0
SUN COMMUNITIES INC COM        COM  866674104        10818       374667 SH       D       6        374667            0            0
Sun Communities Inc.           COM  866674104           79         2761 SH       D       7          2761            0            0
SUN CMNTY BANCORP LTD COM      COM  866678105            0        13800 SH       D       6         13800            0            0
SUN MICROSYSTEMS INC COM STK U COM  866810104        32628       319551 SH       D       1        173400       146151            0
SUN MICROSYSTEMS INC COM STK U COM  866810104         6682        44980 SH       D       2         44980            0            0
SUN MICROSYSTEMS INC COM STK U COM  866810104       384780      2590074 SH       D       3       2472074            0       118000
SUN MICROSYSTEMS INC COM STK U COM  866810104         9819        66100 SH       D       4         66100            0            0
SUN MICROSYSTEMS INC COM       COM  866810104      3679016     39262489 SH       D       6      35981585            0      3280904
SUN MICROSYSTEMS INC           COM  866810104       136116      1452654 SH       D       7       1095318            0       357336
SUNW.O                         COM  866810104         1647        17700 SH       D       9         17700            0            0
SUN MICROSYSTEMS, INC          COM  866810104         7937        84713 SH       S       7         84713            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           11       119107 SH       D       6        119107            0            0
SUN HYDRAULICS COM             COM  866942105           32         3700 SH       D       6          3700            0            0
SUN HYDRAULICS                 COM  866942105            2          284 SH       D       7           284            0            0
SUNBURST HOSPITALITY CORP COM  COM  866948102          870       176247 SH       D       6        176247            0            0
SUNBURST HOSPITALITY CORP.     COM  866948102            8         1821 SH       D       7          1821            0            0
SUNBASE ASIA INC COM           COM  867064107            0         3500 SH       D       6          3500            0            0
SUNBEAM CORPORATION COM        COM  867071102         8994      2148102 SH       D       6       2148102            0            0
SUNBEAM CORP.                  COM  867071102           88        21247 SH       D       7         21247            0            0
SUNBEAM CORPORATION WARRANT &  WT   867071128           97        77958 SH       D       6         77958            0            0
SUNBEAM CORP                   COM  867071128            1         1018 SH       D       7          1018            0            0
SUNDSTRAND CORP COM            COM  867323107         1025        14700 SH       D       6         14700            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103         4274        75400 SH       D       1         75400            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103          912        16100 SH       D       2         16100            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103         6009       106000 SH       D       3        106000            0            0
SUNGARD DATA SYS INC COM       COM  867363103       187073      4955582 SH       D       6       4573810            0       381772
SUNGARD DATA SYS INC           COM  867363103        12611       334071 SH       D       7        309515            0        24556
SUNGLASS HUT INTL IN COM       COM  86736F106        15618      1999153 SH       D       6       1914153            0        85000
SUNGLASS HUT INC               COM  86736F106           73         9456 SH       D       7          9456            0            0
SUNOCO INC                     COM  86764P109          113         2600 SH       D       2          2600            0            0
SUNOCO INC                     COM  86764P109         6009       137076 SH       D       3        125576            0        11500
SUNOCO INC COM                 COM  86764P109        66430      2426669 SH       D       6       2231037            0       195632
Sunoco Inc.                    COM  86764P109         1860        67949 SH       D       7         58687            0         9262
SUNOCO INC.                    COM  86764P109          133         4872 SH       S       7          4872            0            0
SUNQUEST INFORMATION COM       COM  867654105         2023       179892 SH       D       6        170192            0         9700
Sunquest Information Inc.      COM  867654105           24         2138 SH       D       7          2138            0            0
SUNRISE ASSTD LIVING COM       COM  86768K106         4277       322830 SH       D       6        322830            0            0
Sunrise Assisted Living Inc.   COM  86768K106           40         3084 SH       D       7          3084            0            0
SUNRISE LEASING COM            COM  86769K105           57        11959 SH       D       6         11959            0            0
SUNRISE INTL LEASING CORP      COM  86769K105            2          600 SH       D       7           600            0            0
SUNRISE TECHNOLOGIES INC COM   COM  86769L103         6144       871987 SH       D       6        871987            0            0
Sunrise Technologies Intl Inc  COM  86769L103           48         6902 SH       D       7          6902            0            0
SUNSHINE MINING & REFINING CO  COM  867833501            0          208 SH       D       7           208            0            0
SUNTERRA CORP COM              COM  86787D109         1373       686974 SH       D       6        686974            0            0
Sunterra Corp.                 COM  86787D109           16         8294 SH       D       7          8294            0            0
SUNRISE MED INC COM            COM  867910101         2544       407052 SH       D       6        407052            0            0
Sunrise Medical Inc.           COM  867910101           39         6332 SH       D       7          6332            0            0
SUNTRUST BANKS COM STOCK US$1  COM  867914103           55          972 SH       D       1            72          900            0
SUNTRUST BANKS COM STOCK US$1  COM  867914103          460         5033 SH       D       2          5033            0            0
SUNTRUST BANKS COM STOCK US$1  COM  867914103        44530       486845 SH       D       3        463645            0        23200
SUNTRUST BANKS COM STOCK US$1  COM  867914103         1179        12900 SH       D       4         12900            0            0
SUNTRUST BANKS INC             COM  867914103         4843        83874 SH       D       5         83874            0            0
SUNTRUST BKS INC COM           COM  867914103       494968      8570881 SH       D       6       7877334            0       693547
Suntrust Banks, Inc.           COM  867914103        15706       271968 SH       D       7        238739            0        33229
SUNTRUST BANKS INC.            COM  867914103          995        17234 SH       S       7         17234            0            0
SUPERCONDUCTOR TECHN COM       COM  867931107          417         9952 SH       D       6          4500            0         5452
SUPERCONDUCTOR TECHNOLOGIES    COM  867931107          104         2500 SH       D       7          2500            0            0
SUNSTAR HEALTHCARE INC         COM  867939100            3         1100 SH       D       6          1100            0            0
SUPER VISION INTL INC COM      COM  868042102            6          800 SH       D       6           800            0            0
SUPERGEN INC COM               COM  868059106        16158       336640 SH       D       6        336640            0            0
Supergen Inc.                  COM  868059106          161         3369 SH       D       7          3369            0            0
SUPERIOR CONSULTANT COM        COM  868146101         2113       125705 SH       D       6        125705            0            0
Superior Consultant Holdings   COM  868146101           20         1201 SH       D       7          1201            0            0
SUPERIOR ENERGY SVCS COM       COM  868157108         2018       207010 SH       D       6        207010            0            0
SUPERIOR ENERGY SERVICES INC   COM  868157108           32         3300 SH       D       7          3300            0            0
SUPERIOR INDUSTRIES INT INC CO COM  868168105        17314       546423 SH       D       6        546323            0          100
SUPERIOR INDUSTRIES INTL INC   COM  868168105          557        17585 SH       D       7         17585            0            0
SUPERIOR NATIONAL INSURANCE GR COM  868224106          147        92583 SH       D       6         92583            0            0
Superior National Insurance    COM  868224106            4         2739 SH       D       7          2739            0            0
SUPERIOR UNIFORM GROUP, INC. ( COM  868358102          930        94873 SH       D       6         94873            0            0
SUPERIOR SURGICAL MFG          COM  868358102            9          989 SH       D       7           989            0            0
SUPERIOR TELECOM INC COM       COM  868365107         3010       233822 SH       D       6        233822            0            0
Superior TeleCom Inc.          COM  868365107           25         2005 SH       D       7          2005            0            0
SUPERIOR TRUST I 8.5% CV TR. P COM  86836P202           19          622 SH       D       6           622            0            0
SUPER SOL LTD ADR              COM  868511205          376        22300 SH       D       6         22300            0            0
SUPERTEX INC COM               COM  868532102         3297       110389 SH       D       6        110389            0            0
SUPERTEX INC                   COM  868532102           16          542 SH       D       7           542            0            0
SUPERVALU INC COM STOCK US$1   COM  868536103         1089        38100 SH       D       1         38100            0            0
SUPERVALU INC COM STOCK US$1   COM  868536103         7307       255531 SH       D       3        223131            0        32400
SUPERVALU INC                  COM  868536103          702        37112 SH       D       5         37112            0            0
SUPERVALUE INC COM             COM  868536103        73787      3896385 SH       D       6       3490059            0       406326
SUPERVALU INC                  COM  868536103         2413       127462 SH       D       7        114748            0        12714
SUPERVALU INC                  COM  868536103          142         7520 SH       S       7          7520            0            0
SUPREME SPEC COM               COM  86859F107           29         2952 SH       D       6          2952            0            0
SUPREMA SPECIALTIES INC        COM  86859F107            3          400 SH       D       7           400            0            0
SUPREME INDUSTRIES INC COM     COM  868607102          463       103076 SH       D       6        103076            0            0
SUPREME INDS INC               COM  868607102            2          489 SH       D       7           489            0            0
SURGUTNEFTEGAZ ADR             ADR  868861204        10500       474730 SH       D       3        474730            0            0
SURGUTNEFTEGAZ JSC ADR         COM  868861204        14360      1019652 SH       D       6       1019652            0            0
SURMODICS INC COM              COM  868873100         1883        68495 SH       D       6         68495            0            0
SURMODICS INC                  COM  868873100            8          324 SH       D       7           324            0            0
SURGE COMPONENTS INC N4 COM    COM  868908104            6          800 SH       D       6           800            0            0
SURGE COMPONENTS INC           COM  868908104           14         1900 SH       D       7          1900            0            0
SUSQUEHANNA BANCSHARES INC PA  COM  869099101         9263       670648 SH       D       6        670648            0            0
Susquehanna Bancshare Inc.     COM  869099101           81         5916 SH       D       7          5916            0            0
SWEDISH MATCH AB SPON ADR      COM  870309507          703        22779 SH       D       7         22779            0            0
SWIFT ENERGY CO COM            COM  870738101         6305       352767 SH       D       6        352767            0            0
Swift Energy Co.               COM  870738101           71         4013 SH       D       7          4013            0            0
SWIFT TRANSN INC COM           COM  870756103        20675      1008573 SH       D       6        992673            0        15900
Swift Transportation Inc.      COM  870756103          190         9281 SH       D       7          9281            0            0
SWISS ARMY BRANDS INC COM      COM  870827102          244        50224 SH       D       6         50224            0            0
SWISS ARMY BRANDS INC          COM  870827102            1          353 SH       D       7           353            0            0
SYBRON CHEM INDS, INC          COM  870903101          890        63012 SH       D       6         63012            0            0
SYBRON CHEMICALS INC           COM  870903101            3          255 SH       D       7           255            0            0
SWISSRAY INTL INC              COM  871016200            2          600 SH       D       7           600            0            0
SWITCHBOARD INC COM            COM  871045100          844        24577 SH       D       6         24577            0            0
SWITCHBOARD INC.               COM  871045100           14          423 SH       D       7           423            0            0
SYBASE INC                     COM  871130100         1147        36000 SH       D       1         36000            0            0
SYBASE INC                     COM  871130100          178         5600 SH       D       2          5600            0            0
SYBASE INC                     COM  871130100         1080        33900 SH       D       3         33900            0            0
SYBASE INC COM                 COM  871130100        78537      3866437 SH       D       6       3524037            0       342400
SYBASE INC                     COM  871130100         1671        82494 SH       D       7         82494            0            0
SYBRON CORP DEL COM            COM  87114F106        39434      1359813 SH       D       6       1359813            0            0
SYBRON CORPORATION             COM  87114F106         1157        39906 SH       D       7         17791            0        22115
SYCAMORE NETWORKS COM          COM  871206108        95487       740215 SH       D       6        705654            0        34561
SYCAMORE NETWORKS INC.         COM  871206108         2089        16200 SH       D       7         16200            0            0
SYKES ENTERPRISES INC COM      COM  871237103         9718       509801 SH       D       6        509801            0            0
Sykes Enterprises Inc.         COM  871237103           86         4547 SH       D       7          4547            0            0
SYLVAN FOODS HLDGS INC COM     COM  871371100          474        61248 SH       D       6         61248            0            0
SYLVAN INC                     COM  871371100            7          985 SH       D       7           985            0            0
SYLVAN LEARNING SYS INC COM    COM  871399101        14835       930861 SH       D       6        928798            0         2063
SYLVAN LEARNING SYSTEMS INC    COM  871399101          166        10478 SH       D       7          3373            0         7105
SYMANTEC CORP COM              COM  871503108        82411      1096986 SH       D       6       1076759            0        20227
SYMANTEC CORP                  COM  871503108         2775        36954 SH       D       7         26668            0        10286
SYMBOL TECHNOLOGIES INC COM    COM  871508107       108469      1317774 SH       D       6       1317774            0            0
SYMBOL TECHNOLOGIES INC        COM  871508107         2734        33220 SH       D       7         14184            0        19036
SYMIX SYSTEMS INC. COM         COM  871535100         1312        65618 SH       D       6         65618            0            0
SYMIX SYSTEMS INC              COM  871535100            6          341 SH       D       7           341            0            0
SYMMETRICOM INC COM            COM  871543104         2108       199625 SH       D       6        199625            0            0
SYMMETRICOM INC.               COM  871543104            6          580 SH       D       7           580            0            0
SYMONS INTL GROUP COM          COM  87154P105           95        84872 SH       D       6         84872            0            0
SYMONS INTERNATIONAL GROUP     COM  87154P105            0          464 SH       D       7           464            0            0
SYMS CORP COM                  COM  871551107          420       105169 SH       D       6        105169            0            0
SYMS CORP.                     COM  871551107            3          761 SH       D       7           761            0            0
SYMYX TECHNOLOGIES COM         COM  87155S108        11392       264167 SH       D       6        264167            0            0
SYMYX                          COM  87155S108           73         1700 SH       D       7          1700            0            0
SYNAGRO TECHNOLOGIES INC COM   COM  871562203          546       136660 SH       D       6        136660            0            0
SYNAGRO TECHNOLOGIES INC       COM  871562203            6         1600 SH       D       7          1600            0            0
SYNALLOY CORP COM              COM  871565107           94        12819 SH       D       6         12819            0            0
SYNALLOY CORP                  COM  871565107            2          300 SH       D       7           300            0            0
SYNAPTIC PHARMACEUTICAL CORP C COM  87156R109         1045       144147 SH       D       6        144147            0            0
SYNAPTIC PHARMACEUTICAL CORP   COM  87156R109            2          394 SH       D       7           394            0            0
SYNCOR INTL CORP NEW           COM  87157J106         7791       236111 SH       D       6        236111            0            0
Syncor Intl Corp               COM  87157J106           53         1609 SH       D       7          1609            0            0
SYNERGY BRANDS INC             COM  87159E105            1          400 SH       D       7           400            0            0
SYNOPSIS INC. COM              COM  871607107        46354       950857 SH       D       6        950349            0          508
SYNOPSYS INC                   COM  871607107         1181        24236 SH       D       7         11191            0        13045
SYNOVUS FINANCIAL CORP         COM  87161C105          113         4000 SH       D       2          4000            0            0
SYNOVUS FINANCIAL CORP         COM  87161C105        10671       374499 SH       D       3        374499            0            0
SYNOVUS FINL CORP COM          COM  87161C105       125185      6632352 SH       D       6       6078343            0       554009
Synovus Financial Corp         COM  87161C105         4125       218576 SH       D       7        177468            0        41108
SYNOVUS FINANCIAL              COM  87161C105          284        15091 SH       S       7         15091            0            0
SYNTELLECT INC COM             COM  87161L105            9         2132 SH       D       6          2132            0            0
SYNTHETECH INC COM             COM  87162E100          691       165071 SH       D       6        165071            0            0
SYNTHETECH INC                 COM  87162E100            2          635 SH       D       7           635            0            0
SYNTEL INC COM                 COM  87162H103         2008       135055 SH       D       6        135055            0            0
Syntel Inc.                    COM  87162H103           32         2197 SH       D       7          2197            0            0
SYNTROLEUM CORP COM            COM  871630109         6749       288745 SH       D       6        288745            0            0
Syntroleum Corp.               COM  871630109          107         4605 SH       D       7          4605            0            0
SYPRIS SOLUTIONS INC COM       COM  871655106          147        14430 SH       D       6         14430            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          284         5000 SH       D       2          5000            0            0
SYSCO CORP COM STOCK US$1      COM  871829107        32234       565593 SH       D       3        521593            0        44000
SYSCO CORP COM STOCK US$1      COM  871829107         1555        27300 SH       D       4         27300            0            0
SYSCO CORP                     COM  871829107         3076        86212 SH       D       5         86212            0            0
SYSCO CORP COM                 COM  871829107       291642      8172117 SH       D       6       7468551            0       703566
Sysco Corp.                    COM  871829107        10589       296734 SH       D       7        228214            0        68520
SYSCO CORP                     COM  871829107          632        17736 SH       S       7         17736            0            0
SYSTEM SOFTWARE ASSOC INC COM  COM  871839205          215       143966 SH       D       6        143966            0            0
SYSTEM SOFTWARE ASSOC INC      COM  871839205            0          438 SH       D       7           438            0            0
SYSTEMAX INC COM               COM  871851101         2962       324660 SH       D       6        324660            0            0
SYSTEMAX INC                   COM  871851101           57         6335 SH       D       7          6335            0            0
SYSTEMS & COMPUTER TECHNOLOGY  COM  871873105        13316       569700 SH       D       6        569700            0            0
Systems & Computer Technology  COM  871873105          119         5112 SH       D       7          5112            0            0
SYSTEMSOFT CORP COM            COM  871926101            1        13400 SH       D       6         13400            0            0
SYSCOMM INTERNATIONAL CORP     COM  871942108            3         2200 SH       D       6          2200            0            0
T&W FINL CORP COM              COM  87215N107           72        77622 SH       D       6         77622            0            0
T&W FINANCIAL CORPORATION      COM  87215N107            0          309 SH       D       7           309            0            0
TBA INTMT CORP COM             COM  872173109           20         4698 SH       D       6          4698            0            0
TBA ENTERTAINMENT CORP         COM  872173109            2          500 SH       D       7           500            0            0
TBC CORP COM                   COM  872180104         1310       258796 SH       D       6        258796            0            0
TBC Corp                       COM  872180104            4          882 SH       D       7           882            0            0
TB WOODS CORP COMMON STOCK     COM  872226105          381        42391 SH       D       6         42391            0            0
TB WOODS CORP                  COM  872226105            2          261 SH       D       7           261            0            0
TCBY ENTERPRISES INC           COM  872245105          995       173136 SH       D       6        173136            0            0
TCBY ENTERPRISES INC.          COM  872245105            4          852 SH       D       7           852            0            0
TCF FINL CORP                  COM  872275102        33616      1411707 SH       D       6       1402891            0         8816
TCF FINANCIAL CORPORATION      COM  872275102          816        34268 SH       D       7         26828            0         7440
TCI PACIFIC COMMUNICATIONS     CVP  872294202        88344       245400 SH       D       1        245400            0            0
TCI SATELLITE ENTERTAINMENT CO COM  872298104          782        40909 SH       D       6         40909            0            0
TCI SATELLITE ENTERTNMNT-A     COM  872298104          104         5480 SH       D       7          5480            0            0
TCI SATELLITE ENTERTAINMENT CO COM  872298203            5          300 SH       D       6           300            0            0
TCI SATELLITE ENTMNT-B W/I     COM  872298203            5          300 SH       D       7           300            0            0
TCSI CORP COM                  COM  87233R106           61        15356 SH       D       6         15356            0            0
TCSI CORPORATION               COM  87233R106            2          600 SH       D       7           600            0            0
TD WATERHOUSE COM              COM  872362108          260        10400 SH       D       6         10400            0            0
TD WATERHOUSE GROUP            COM  872362108           60         2400 SH       D       7          2400            0            0
TECO ENERGY                    COM  872375100         4657       153260 SH       D       3        153260            0            0
TECO ENERGY INC COM            COM  872375100        37997      1954876 SH       D       6       1940943            0        13933
TECO ENERGY                    COM  872375100          410        21119 SH       D       7          9569            0        11550
TESSCO TECHNOLOGIES COM        COM  872386107          902        43747 SH       D       6         43747            0            0
TESSCO TECHNOLOGIES INC        COM  872386107            3          162 SH       D       7           162            0            0
TFC ENTERPRISES INC COM        COM  872388103           32        10600 SH       D       6         10600            0            0
TF FINL CORP COM               COM  872391107           27         1900 SH       D       6          1900            0            0
TF FINANCIAL CORP              COM  872391107            1          129 SH       D       7           129            0            0
T&HQ INC COM                   COM  872443403         6395       357779 SH       D       6        357779            0            0
THQ Incorporated               COM  872443403           58         3289 SH       D       7          3289            0            0
TIB FINL CORP COM              COM  872449103            7          789 SH       D       6           789            0            0
TIB FINANCIAL CORP             COM  872449103            2          300 SH       D       7           300            0            0
TJX COS INC COM STOCK US$1     COM  872540109          168         4600 SH       D       2          4600            0            0
TJX COS INC COM STOCK US$1     COM  872540109        15595       426499 SH       D       3        426499            0            0
TJX COS INC NEW COM            COM  872540109       163838      7384255 SH       D       6       6776052            0       608203
TJX Companies, Inc.            COM  872540109         5962       268717 SH       D       7        197999            0        70718
TJX COS INC NEW                COM  872540109          371        16723 SH       S       7         16723            0            0
TNP ENTERPRISES INC COM        COM  872594106        16027       365817 SH       D       6        363617            0         2200
TNP Enterprises Inc.           COM  872594106           84         1925 SH       D       7          1925            0            0
T-NETIX INC COM                COM  872597109          308        38287 SH       D       6         38287            0            0
T-Netix Inc                    COM  872597109            3          382 SH       D       7           382            0            0
TRC COS INC COM                COM  872625108          190        16004 SH       D       6         16004            0            0
TRC COMPANIES INC.             COM  872625108            5          500 SH       D       7           500            0            0
TRM CORPORATION COM            COM  872636105           72        10581 SH       D       6         10581            0            0
TRM COPY CENTERS CORP          COM  872636105            2          316 SH       D       7           316            0            0
TRO LEARNING INC               COM  87263R109           79         6617 SH       D       6          6617            0            0
TRO LEARNING INC               COM  87263R109           18         1500 SH       D       7          1500            0            0
T/R SYSTEMS INC COM            COM  87263U102          815        36668 SH       D       6         36668            0            0
T/R SYSTEMS, INC.              COM  87263U102           11          532 SH       D       7           532            0            0
TRW INC COM STOCK US$0.625     COM  872649108          210         2100 SH       D       2          2100            0            0
TRW INC COM STOCK US$0.625     COM  872649108        20311       202433 SH       D       3        195733            0         6700
TRW INC COM STOCK US$0.625     COM  872649108         1254        12500 SH       D       4         12500            0            0
TRW INC                        COM  872649108         1864        31868 SH       D       5         31868            0            0
TRW INC COM                    COM  872649108       178325      3048296 SH       D       6       2799783            0       248513
TRW Inc.                       COM  872649108         5218        89200 SH       D       7         78423            0        10777
T R W INC                      COM  872649108          383         6556 SH       S       7          6556            0            0
TSI INC MINN COM               COM  872876107         1590       107846 SH       D       6        107846            0            0
TSI INC/MINNESOTA              COM  872876107            6          417 SH       D       7           417            0            0
TSI INTERNATIONAL SO COM       COM  872879101            0       377794 SH       D       6        377794            0            0
TSI International Software Ltd COM  872879101          283         3413 SH       D       7          3413            0            0
TSR INC COM                    COM  872885108           34         5480 SH       D       6          5480            0            0
TSR INC                        COM  872885108            1          268 SH       D       7           268            0            0
TSS LTD -                      COM  872889506            3         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        46881       602979 SH       D       6        588379            0        14600
TMP WORLDWIDE INC              COM  872941109         1553        19986 SH       D       7          8410            0        11576
TV FILME INC COM               COM  873071104            1         2600 SH       D       6          2600            0            0
TV GUIDE, INC COM              COM  87307Q109        44412       924059 SH       D       6        924059            0            0
TV GUIDE INC CL A              COM  87307Q109          849        17682 SH       D       7          9588            0         8094
TVX GOLD INC COM               COM  87308K101          637       300000 SH       D       6        300000            0            0
TAB PRODS CO COM               COM  873197107            5         1100 SH       D       6          1100            0            0
TAB PRODUCTS CO. DEL           COM  873197107            0          100 SH       D       7           100            0            0
TACO CABANA COM                COM  873425102         1117       188141 SH       D       6        188141            0            0
TACO CABANA CLASS A            COM  873425102            2          502 SH       D       7           502            0            0
TAG-IT PACIFIC INC             COM  873774103            8         1800 SH       D       6          1800            0            0
TAG-IT PACIFIC INC             COM  873774103            2          500 SH       D       7           500            0            0
TAIWAN FUND INC                COM  874036106        18157       472100 SH       D       3        472100            0            0
TAIWAN FUND INC                COM  874036106         1996        51910 SH       D       4         51910            0            0
TAIWAN FD INC COM              COM  874036106         3046       125300 SH       D       6        125300            0            0
TAIWAN SEMICONDUCTOR ADR       ADR  874039100         9260       160500 SH       D       9        160500            0            0
TAKE TWO INTERACTIVE SOFTWARE  COM  874054109         2012       151890 SH       D       6        151890            0            0
TAKE-TWO INTERACTIVE SOFTWARE  COM  874054109           21         1620 SH       D       7          1620            0            0
TALBOTS INC COM                COM  874161102        12699       215703 SH       D       6        215703            0            0
TALBOTS INC                    COM  874161102          240         4078 SH       D       7          4078            0            0
TALK CITY COM                  COM  874263106          804       132746 SH       D       6        132746            0            0
TALK CITY INC                  COM  874263106            6         1000 SH       D       7          1000            0            0
TALKCOM INC COM                COM  874264104        18929      1183071 SH       D       6       1181871            0         1200
TALK COM INC                   COM  874264104          161        10080 SH       D       7         10080            0            0
TALX CORP COM                  COM  874918105          218        11499 SH       D       6         11499            0            0
TALX CORP                      COM  874918105            1          100 SH       D       7           100            0            0
TANDY BRANDS ACCESSORIES INC C COM  875378101          451        51627 SH       D       6         51627            0            0
TANDY BRANDS ACCESSORIES INC   COM  875378101            6          700 SH       D       7           700            0            0
TANDY CORP COM STOCK US$1      COM  875382103         1183        14400 SH       D       1         14400            0            0
TANDY CORP COM STOCK US$1      COM  875382103          616         7500 SH       D       2          7500            0            0
TANDY CORP COM STOCK US$1      COM  875382103        27058       329173 SH       D       3        302373            0        26800
TANDY CORP                     COM  875382103         2561        50474 SH       D       5         50474            0            0
TANDY CORP COM                 COM  875382103       266395      5249166 SH       D       6       4825760            0       423406
TANDY CORP                     COM  875382103        11895       234400 SH       D       7        190087            0        44313
TANDY CORP                     COM  875382103          528        10422 SH       S       7         10422            0            0
TANDYCRAFTS INC COM            COM  875386104           30        10722 SH       D       6         10722            0            0
TANGER FACTORY OUTLET COM      COM  875465106         4128       215149 SH       D       6        208849            0         6300
Tanger Factory Outlet Centers  COM  875465106           19          991 SH       D       7           991            0            0
TANNING TECHNOLOGY CORP COM    COM  87588P101         3152        73217 SH       D       6         73217            0            0
TANNING TECHNOLOGY CORPORATION COM  87588P101           47         1100 SH       D       7          1100            0            0
TANGRAM ENTERPRISE SOLUTIONS C COM  875924102          215        23911 SH       D       6         23911            0            0
TANGRAM ENTERPRISE SOLUTIONS   COM  875924102           23         2600 SH       D       7          2600            0            0
TANISYS TECHNOLOGY INC COM     COM  875927105            3         2400 SH       D       6          2400            0            0
TANISYS TECHNOLOGY INC         COM  875927105            1         1200 SH       D       7          1200            0            0
TARGET CORP CORP COM           COM  87612E106          748         6080 SH       D       2          6080            0            0
TARGET CORP CORP COM           COM  87612E106        83995       682049 SH       D       3        641049            0        41000
TARGET CORP CORP COM           COM  87612E106         2278        18500 SH       D       4         18500            0            0
TARGET CORP                    COM  87612E106         8587       114886 SH       D       5        114886            0            0
TARGET CORPORATION COM         COM  87612E106       846750     11327765 SH       D       6      10451487            0       876278
Target Corp                    COM  87612E106        27891       373135 SH       D       7        282079            0        91056
TARGET CORP                    COM  87612E106         1763        23586 SH       S       7         23586            0            0
TARGETED GENETICS CORP COM     COM  87612M108           18         1300 SH       D       6          1300            0            0
TARGETED GENETICS CORP         COM  87612M108           30         2200 SH       D       7          2200            0            0
TARAGON RLTY INVS INC COM      COM  876287103          564        55781 SH       D       6         55781            0            0
TARRAGON REALTY INVESTORS      COM  876287103            5          508 SH       D       7           508            0            0
TARRANT APPAREL GROUP COM      COM  876289109          696        92803 SH       D       6         92803            0            0
Tarrant Apparel Goup           COM  876289109           26         3542 SH       D       7          3542            0            0
TASTY BAKING CO COM            COM  876553306         1117       104536 SH       D       6        104536            0            0
TASTY BAKING                   COM  876553306           10          988 SH       D       7           988            0            0
TAUBMAN CTRS INC COM           COM  876664103        13702      1231689 SH       D       6       1226589            0         5100
Taubman Centers Inc.           COM  876664103           72         6540 SH       D       7          6540            0            0
TEAM AMER CORP COM             COM  878153105           18         2730 SH       D       6          2730            0            0
TEAM AMERICA CORP              COM  878153105           13         2100 SH       D       7          2100            0            0
TEAM INC COM                   COM  878155100           19         7445 SH       D       6          7445            0            0
TEAMSTAFF INC COM              COM  87815U105           11         7500 SH       D       6          7500            0            0
TEAM FINANCIAL INC COM         COM  87815X109            2          300 SH       D       6           300            0            0
TEAM FINANCIA;                 COM  87815X109            2          300 SH       D       7           300            0            0
TEARDROP GOLF CO               COM  878190107            8         4500 SH       D       6          4500            0            0
TEARDROP GOLF COMPANY          COM  878190107            0          400 SH       D       7           400            0            0
TECH DATA CORP COM             COM  878237106        24036       731136 SH       D       6        727610            0         3526
TECH DATA CORP                 COM  878237106          519        15804 SH       D       7          8721            0         7083
TECH/OPS SEVCON INC            COM  878293109            1          139 SH       D       7           139            0            0
TECH-SYM CORP COM              COM  878308105         1479        73302 SH       D       6         73302            0            0
TECH SYM CORP                  COM  878308105            4          223 SH       D       7           223            0            0
TECHDYNE INC COM               COM  878329101            6         2200 SH       D       6          2200            0            0
TECHE HLDG CO COM              COM  878330109           37         3000 SH       D       6          3000            0            0
TECHNE CORP COM                COM  878377100        29604       429057 SH       D       6        429057            0            0
Techne Corp.                   COM  878377100          234         3399 SH       D       7          3399            0            0
TECHNICAL CHEMICALS & PRODS CO COM  87840Q103            5         5258 SH       D       6          5258            0            0
TECHNICLONE INTL CORP COM NEW  COM  878517309         5382       848500 SH       D       6        848500            0            0
TECHNICLONE CORPORATION        COM  878517309           39         6200 SH       D       7          6200            0            0
TECHNISOURCE INC               COM  878553106            8         1883 SH       D       7          1883            0            0
TECHNITROL INC COM             COM  878555101        24682       423726 SH       D       6        419526            0         4200
Technitrol Inc.                COM  878555101          133         2292 SH       D       7          2292            0            0
TECHNOLOGY SOLUTIONS COM       COM  87872T108         7144       782925 SH       D       6        782925            0            0
Technology Solutions Co.       COM  87872T108           59         6561 SH       D       7          6561            0            0
TECUMSEH PRODUCTS CL B         COM  878895101         1185        28227 SH       D       6         28227            0            0
TECUMSEH PRODS CO CL A         COM  878895200        23169       526569 SH       D       6        518159            0         8410
TECUMSEH PRODUCTS CO CL A      COM  878895200          174         3969 SH       D       7          2352            0         1617
TEKNOWLEDGE CORP NEW COM       COM  878919208            7          700 SH       D       6           700            0            0
TEKNOWLEDGE CORP               COM  878919208            7          700 SH       D       7           700            0            0
TEGAL CORP COM                 COM  879008100           46         6986 SH       D       6          6986            0            0
TEGAL CORP                     COM  879008100           17         2600 SH       D       7          2600            0            0
TEJON RANCH CO COM             COM  879080109         3962       174638 SH       D       6        174638            0            0
Tejon Ranch Corp.              COM  879080109           33         1460 SH       D       7          1460            0            0
TEKELEC COM                    COM  879101103        31161       839367 SH       D       6        839367            0            0
TEKELEC                        COM  879101103          224         6056 SH       D       7          6056            0            0
TEKGRAF INC CL A               COM  879102101            2         1000 SH       D       6          1000            0            0
TEKGRAF INC                    COM  879102101            2          800 SH       D       7           800            0            0
TEKINSIGHT.COM INC             COM  87910V107            2          700 SH       D       7           700            0            0
TEKTRONIX INC COM STOCK NPV    COM  879131100         5697        66189 SH       D       3         66189            0            0
TEKTRONIX INC COM              COM  879131100        70359      1256423 SH       D       6       1163703            0        92720
Tektronix, Inc.                COM  879131100         2059        36768 SH       D       7         36100            0          668
TEKTRONIX INC                  COM  879131100          142         2542 SH       S       7          2542            0            0
TELAXIS COMMUNICATIONS CORP CO COM  879202109         5201        86538 SH       D       6         86538            0            0
TELAXIS COMMUNICATIONS CORP    COM  879202109           44          737 SH       D       7           737            0            0
TELCOM SEMICONDUCTOR COM       COM  87921P107         3686       121871 SH       D       6        121871            0            0
TELCOM SEMICONDUCTOR INC       COM  87921P107           25          847 SH       D       7           847            0            0
TELECENTRO SUL ADR             COM  879239101          243         3000 SH       D       6          3000            0            0
TELE DANMARK A/S____           COM  879242105         4327        93192 SH       D       7         93192            0            0
TELE NORTE LESTE PART-ADR      COM  879246106         1736        40904 SH       D       3         40904            0            0
TELE NORTE LESTE ADR           COM  879246106          239         9000 SH       D       6          9000            0            0
TELE SUDESTE CELLULAR          ADR  879252104         7412       150900 SH       D       1        150900            0            0
TELECOM ARGENTINA SA-SPONSORED COM  879273209         2973        85568 SH       D       6         85568            0            0
TELECOM OF NEW ZEALAND         COM  879278208         1060        28901 SH       D       7         28901            0            0
TELEBRAS UNIT ADR              ADR  879287308        25419       107150 SH       D       3         56050            0        51100
TELEBRAS UNIT ADR              ADR  879287308         3178        13400 SH       D       4         13400            0            0
TELECORP COM                   COM  879299105          170         3300 SH       D       6          3300            0            0
TELECORP PCS INC               COM  879299105          239         4623 SH       D       7          4623            0            0
TELESP TELECOMM. DE SAO PAULO  ADR  87929A102         1592        34000 SH       D       3         34000            0            0
TELEDYNE TECHNOLOGIES INC      COM  879360105            2          128 SH       D       5           128            0            0
TELEDYNE TECHNOLOGIES INC. COM COM  879360105         5812       334620 SH       D       6        331968            0         2652
Teledyne Technologies          COM  879360105           91         5283 SH       D       7          3649            0         1634
TELEFLEX INCORPORATED COM      COM  879369106        19537       550365 SH       D       6        546865            0         3500
TELEFLEX INC                   COM  879369106          387        10907 SH       D       7          6830            0         4077
TELEFONICA DE ARGENTINA        ADR  879378206         9855       252700 SH       D       1        252700            0            0
TELEFONICA DE ARGENTINA -ADR R ADR  879378206         2008        32300 SH       D       3         32300            0            0
TELEFONICA DE ARGENTINA (ADR)  COM  879378206        10366       264119 SH       D       6        264119            0            0
TELEFONICA S.A.                COM  879382208         3631        48659 SH       D       7         48659            0            0
TELEF DE MEXICO -SPON ADR 'A'  ADR  879403400         4500       836400 SH       D       3        308000            0       528400
TELEFONOS DE MEXICO S A ADR    COM  879403400         2703       786424 SH       D       6        786424            0            0
TELEF DE MEXICO ADR 'L' REP 20 ADR  879403780        37305       341308 SH       D       3        271848            0        69460
TELEFONOS DE MEXICO S A COM    COM  879403780         6891       102856 SH       D       6        102856            0            0
TELEFONOS DE MEXICO            CVB  879403AD5        98266     63500000 SH       D       1      63500000            0            0
TELEGLOBE INC. COM             COM  87941V100         7926       291601 SH       D       6        291600            0            1
TELEGROUP INC COM              COM  879422103            0        17604 SH       D       6         17604            0            0
TELEPHONE & DATA SYSTEMS INC C COM  879433100         1454         8200 SH       D       1          8200            0            0
TELEPHONE & DATA SYSTEMS INC C COM  879433100          301         1700 SH       D       2          1700            0            0
TELEPHONE & DATA SYSTEMS INC C COM  879433100         1365         7700 SH       D       3          7700            0            0
TELEPHONE & DATA SYS INC COM   COM  879433100       130722      1177676 SH       D       6       1116077            0        61599
TELEPHONE & DATA SYSTEM        COM  879433100         2818        25389 SH       D       7         20461            0         4928
TELEMATE NET SOFTWARE COM      COM  87943L100          218        18217 SH       D       6         18217            0            0
TELESCAN INC COM               COM  879516102         4136       175093 SH       D       6        175093            0            0
Telescan Inc.                  COM  879516102           47         2027 SH       D       7          2027            0            0
TELESPECTRUM WORLDWIDE COM     COM  87951U109         2745       392224 SH       D       6        392224            0            0
TELESPECTRUM WORLDWIDE INC.    COM  87951U109           10         1447 SH       D       7          1447            0            0
TELESP CELLULAR PARTICIPAC ADR COM  87952L108          311         5500 SH       D       6          5500            0            0
TELIGENT INC - COM COM         COM  87959Y103        10726       160545 SH       D       6        160545            0            0
TELIGENT INC - CLASS A         COM  87959Y103          351         5260 SH       D       7           465            0         4795
TELLABS INC USD0.01            COM  879664100          638         6720 SH       D       2          6720            0            0
TELLABS INC USD0.01            COM  879664100        56379       593749 SH       D       3        562149            0        31600
TELLABS INC USD0.01            COM  879664100          902         9500 SH       D       4          9500            0            0
TELLABS COM                    COM  879664100       590247      9371330 SH       D       6       8580154            0       791176
Tellabs, Inc.                  COM  879664100        20844       330941 SH       D       7        252958            0        77983
TELLABS INC                    COM  879664100         1364        21664 SH       S       7         21664            0            0
TELTRONICS INC COM             COM  879698306            0         3400 SH       D       6          3400            0            0
TELTRONICS INC                 COM  879698306            3          600 SH       D       7           600            0            0
TELSCAPE INTERNATIONAL INC     COM  87969E105           39         1900 SH       D       6          1900            0            0
TELSCAPE INTERNATIONAL INC     COM  87969E105            4          200 SH       D       7           200            0            0
TELXON CORP COM                COM  879700102         3527       200858 SH       D       6        200858            0            0
TELXON CORP.                   COM  879700102           13          794 SH       D       7           794            0            0
TELULAR COM                    COM  87970T208           49         3225 SH       D       6          3225            0            0
TELULAR CORP                   COM  87970T208           13          900 SH       D       7           900            0            0
TELOCITY INC COM               COM  87971D103         4598       371563 SH       D       6        371563            0            0
TELOCITY INC                   COM  87971D103           54         4437 SH       D       7          4437            0            0
TEMPLE-INLAND INC COM STOCK US COM  879868107         6322        81768 SH       D       3         81768            0            0
TEMPLE-INLAND INC              COM  879868107          729        14642 SH       D       5         14642            0            0
TEMPLE INLAND INC COM          COM  879868107        74731      1500252 SH       D       6       1385766            0       114486
Temple-Inland, Inc.            COM  879868107         2445        49096 SH       D       7         44010            0         5086
TEMPLE INLAND INC              COM  879868107          147         2968 SH       S       7          2968            0            0
TELESOFT CORP COM              COM  879924108           10         2734 SH       D       6          2734            0            0
TELESOFT CORPORATION           COM  879924108            0          200 SH       D       7           200            0            0
TELETECH HOLDINGS COM          COM  879939106        21972       636871 SH       D       6        607571            0        29300
TELETECH HOLDINGS INC          COM  879939106          224         6503 SH       D       7          6503            0            0
TEMPLETON DRAGON FUND INC      COM  88018T101          396        28000 SH       D       2         28000            0            0
TEMPLTN EMERG MKTS             COM  880191101            9         1000 SH       D       1             0         1000            0
TEMTEX INDS INC                COM  880236203            1         1385 SH       D       6          1385            0            0
TENDER LOVING CARE HEALTH SE   COM  88032R107            1         9250 SH       D       6          9250            0            0
TENFOLD CORP                   COM  88033A103           16          600 SH       D       1             0          600            0
TENFOLD CORP COM               COM  88033A103        11611       191920 SH       D       6        191920            0            0
TenFold Corp.                  COM  88033A103          154         2546 SH       D       7          2546            0            0
TENET HEALTHCARE CORP COM STOC COM  88033G100          189         5170 SH       D       2          5170            0            0
TENET HEALTHCARE CORP COM STOC COM  88033G100        18189       496088 SH       D       3        477788            0        18300
TENET HEALTHCARE CORP COM STOC COM  88033G100          857        23400 SH       D       4         23400            0            0
TENET HEALTHCARE CORPORATION   COM  88033G100         1887        82080 SH       D       5         82080            0            0
TENET HEALTH CARE CORP COM     COM  88033G100       195078      8481655 SH       D       6       7764971            0       716684
Tenet Healthcare Corp.         COM  88033G100         6171       268347 SH       D       7        235979            0        32368
TENET HEALTHCARE CORPORATION   COM  88033G100          386        16787 SH       S       7         16787            0            0
TENNANT CO COM                 COM  880345103         5767       186039 SH       D       6        186039            0            0
Tennant Co.                    COM  880345103           48         1567 SH       D       7          1567            0            0
TENNECO AUTOMOTIVE INC COM     COM  880349105         3818       480986 SH       D       6        477391            0         3595
TENNECO AUTOMOTIVE INC.        COM  880349105           61         7701 SH       D       7          4653            0         3048
TERA COMPUTER CO COM           COM  88076P108            0       153359 SH       D       6        153359            0            0
TERA COMPUTER CO               COM  88076P108            6          998 SH       D       7           998            0            0
TERADYNE                       COM  880770102         8289        65200 SH       D       1         65200            0            0
TERADYNE                       COM  880770102         2046        16100 SH       D       2         16100            0            0
TERADYNE                       COM  880770102        43247       340165 SH       D       3        321365            0        18800
TERADYNE                       COM  880770102          559         4400 SH       D       4          4400            0            0
TERADYNE INC COM               COM  880770102       512239      6227836 SH       D       6       5677390            0       550446
TERADYNE INC                   COM  880770102        26695       324560 SH       D       7        288296            0        36264
Teradyne, Inc.                 COM  880770102          757         9215 SH       S       7          9215            0            0
TERAYON COMMUNICATION SYS COM  COM  880775101        77385       377490 SH       D       6        377490            0            0
Terayon Communication Systems  COM  880775101          609         2975 SH       D       7          2975            0            0
TEREX CORP NEW COM             COM  880779103         6344       441329 SH       D       6        441329            0            0
Terex Corp.                    COM  880779103           56         3931 SH       D       7          3931            0            0
TERRA IND. INC. COM            COM  880915103         1049       453680 SH       D       6        453680            0            0
TERRA INDUSTRIES INC           COM  880915103           19         8608 SH       D       7          8608            0            0
TESORO PETROLEUM CORP COM      COM  881609101         7757       674556 SH       D       6        674556            0            0
Tesoro Petroleum Corp.         COM  881609101           54         4777 SH       D       7          4777            0            0
TESSERACT GROUP INC COM        COM  881612105            5         5854 SH       D       6          5854            0            0
TEVA PHARMACEUTICAL INDS LTD C COM  881624209          373        10000 SH       D       6         10000            0            0
TETRA TECHNOLOGIES INC DEL COM COM  88162F105         2088       156167 SH       D       6        156167            0            0
TETRA TECHNOLOGIES INC         COM  88162F105            8          599 SH       D       7           599            0            0
TETRA TECH INC NEW COM         COM  88162G103        14897       627245 SH       D       6        627245            0            0
Tetra Tech  Inc.               COM  88162G103          144         6083 SH       D       7          6083            0            0
TEXACO INC COM STOCK US$3.125  COM  881694103         1601        18200 SH       D       1         18200            0            0
TEXACO INC COM STOCK US$3.125  COM  881694103         1129        12840 SH       D       2         12840            0            0
TEXACO INC COM STOCK US$3.125  COM  881694103        77271       878286 SH       D       3        834686            0        43600
TEXACO INC COM STOCK US$3.125  COM  881694103         2437        27700 SH       D       4         27700            0            0
TEXACO INC COM                 COM  881694103       780535     14555444 SH       D       6      13366759            0      1188685
TEXACO INC                     COM  881694103        26047       485734 SH       D       7        428392            0        57342
TEXACO INC.                    COM  881694103         1596        29765 SH       S       7         29765            0            0
TEXARKANA FIRST FINL CORP COM  COM  881801104           16         1105 SH       D       6          1105            0            0
TEXAS BIOTECHNOLOGY COM        COM  88221T104         5559       388471 SH       D       6        388471            0            0
TEXAS BIOTECH CORP             COM  88221T104           23         1657 SH       D       7          1657            0            0
TEXAS INDUSTRIES INC COM       COM  882491103        22486       722453 SH       D       6        701553            0        20900
Texas Industries Inc.          COM  882491103          109         3520 SH       D       7          3520            0            0
TEXAS INSTRUMENTS INC COM STOC COM  882508104         1686         6613 SH       D       1          6300          313            0
TEXAS INSTRUMENTS INC COM STOC COM  882508104         3864        14860 SH       D       2         14860            0            0
TEXAS INSTRUMENTS INC COM STOC COM  882508104       336382      1293511 SH       D       3       1229111            0        64400
TEXAS INSTRUMENTS INC COM STOC COM  882508104         9127        35100 SH       D       4         35100            0            0
TEXAS INSTRUMENTS INC          COM  882508104        32914       205717 SH       D       5        205717            0            0
TEXAS INSTRUMENTS INC COM      COM  882508104      3161153     19757212 SH       D       6      18138688            0      1618524
Texas Instruments, Inc.        COM  882508104       111869       699186 SH       D       7        517909            0       181277
TEXAS INSTRUMENTS              COM  882508104         6995        43720 SH       S       7         43720            0            0
TEXAS REGL BANCSHARES INC COM  COM  882673106         5492       215925 SH       D       6        215925            0            0
Texas Regional Bancshares      COM  882673106           54         2127 SH       D       7          2127            0            0
TEXAS UTILITIES CO COM STOCK N COM  882848104          213         4520 SH       D       2          4520            0            0
TEXAS UTILITIES CO COM STOCK N COM  882848104        20608       437277 SH       D       3        417477            0        19800
TEXAS UTILITIES CO COM STOCK N COM  882848104          325         6900 SH       D       4          6900            0            0
TEXAS UTILITIES CO (HLDG)      COM  882848104         2129        71725 SH       D       5         71725            0            0
TEXAS UTILITIES CO (HOLDING CO COM  882848104       224622      7566198 SH       D       6       6894078            0       672120
TEXAS UTILS CO                 COM  882848104         8987       302744 SH       D       7        274088            0        28656
TEXAS UTILITIES CO.            COM  882848104          442        14902 SH       S       7         14902            0            0
THAI FUND INC                  COM  882904105          131        13500 SH       D       2         13500            0            0
TEXTRON INC COM STOCK US$0.125 COM  883203101          213         2220 SH       D       2          2220            0            0
TEXTRON INC COM STOCK US$0.125 COM  883203101        23798       248028 SH       D       3        229428            0        18600
TEXTRON INC COM STOCK US$0.125 COM  883203101          901         9400 SH       D       4          9400            0            0
TEXTRON INC                    COM  883203101         2377        39060 SH       D       5         39060            0            0
TEXTRON INC COM                COM  883203101       227096      3730531 SH       D       6       3428055            0       302476
Textron Inc.                   COM  883203101         6791       111568 SH       D       7         96560            0        15008
TEXTRON INC                    COM  883203101          488         8028 SH       S       7          8028            0            0
THE GLOBE COM INC COM          COM  88335R101         1421       222962 SH       D       6        222962            0            0
Theglobe.com inc.              COM  88335R101           31         4895 SH       D       7          4895            0            0
THERAGENICS CORP COM           COM  883375107         7849       586897 SH       D       6        586897            0            0
Theragenics Corp.              COM  883375107           55         4133 SH       D       7          4133            0            0
THERMADYNE HLDGS CORP NEW COM  COM  883435208            5          270 SH       D       6           270            0            0
THERMADYNE HOLDINGS CORP       COM  883435208            2          144 SH       D       7           144            0            0
THERMA WAVE INC COM            COM  88343A108         3628       106720 SH       D       6        106720            0            0
THERMA-WAVE INC.               COM  88343A108           34         1015 SH       D       7          1015            0            0
THERMATRIX INC COM             COM  883550105            7         5000 SH       D       6          5000            0            0
THERMATRIX INC                 COM  883550105            0          300 SH       D       7           300            0            0
THERMO ELECTRON CORP           COM  883556102        10597       540000 SH       D       1        540000            0            0
THERMO ELECTRON CORP COM STOCK COM  883556102          137         4410 SH       D       2          4410            0            0
THERMO ELECTRON CORP COM STOCK COM  883556102         7929       253454 SH       D       3        234554            0        18900
THERMO ELECTRON CORP COM       COM  883556102        80313      3941756 SH       D       6       3616741            0       325015
Thermo Electron Corp.          COM  883556102         2475       121484 SH       D       7        103161            0        18323
THERMO ELECTRON CORP           COM  883556102          173         8532 SH       S       7          8532            0            0
THERMO INSTR SYS INC COM       COM  883559106         8327       395364 SH       D       6        393061            0         2303
THERMO INSTRUMENT SYSTEMS      COM  883559106          396        18818 SH       D       7         16174            0         2644
THERMEDICS INC COM             COM  88355E105           84        10689 SH       D       6         10689            0            0
THERMEDICS DETECTION INC       COM  88355E105           10         1292 SH       D       7          1292            0            0
THERMO BIANALYSIS COM          COM  88355H108         1369        49460 SH       D       6         49460            0            0
Thermo Bioanalysis Corp.       COM  88355H108           42         1521 SH       D       7          1521            0            0
THERMO CARDIOSYSTEMS COM       COM  88355K200         4300       307171 SH       D       6        307171            0            0
THERMO CARDIOSYSTEMS INC       COM  88355K200           67         4787 SH       D       7          4787            0            0
THERMO ECOTEK CORP COM         COM  88355R106          555        67837 SH       D       6         67837            0            0
Thermo Ecotek Corp.            COM  88355R106           15         1873 SH       D       7          1873            0            0
THERMO FIBERTEK COM            COM  88355W105          876       127495 SH       D       6        127495            0            0
Thermo Fibertek Inc.           COM  88355W105           33         4899 SH       D       7          4899            0            0
THERMO OPTEK CORP COM          COM  883582108          590        39713 SH       D       6         39713            0            0
Thermo Optek Corp.             COM  883582108           51         3432 SH       D       7          3432            0            0
THERMO SENTRON INC COM         COM  883593105            0        12156 SH       D       6         12156            0            0
THERMO TERRATECH INC COM       COM  883598104          105        13609 SH       D       6         13609            0            0
THERMO TERRATECH INC           COM  883598104            7         1000 SH       D       7          1000            0            0
THERMO GENESIS CORP COM        COM  883623209            5         2000 SH       D       6          2000            0            0
THERMALASE CORP COM            COM  883624108           88        37085 SH       D       6         37085            0            0
THERMOLASE CORP-WI             COM  883624108            3         1538 SH       D       7          1538            0            0
THERMOQUEST CORP COM           COM  883655102         1899       113422 SH       D       6        105512            0         7910
ThermoQuest Corp.              COM  883655102           62         3743 SH       D       7          3743            0            0
THERMORTEC CORP COM            COM  883656100          305        44901 SH       D       6         44901            0            0
THERMOTREX COM                 COM  883666109          230        22518 SH       D       6         22518            0            0
THERMOTREX CORP                COM  883666109           10          988 SH       D       7           988            0            0
THERMWOOD CORP                 COM  883672305            4          700 SH       D       6           700            0            0
THERMWOOD CORP                 COM  883672305            1          200 SH       D       7           200            0            0
THE STREET.COM COM             COM  88368Q103         1219       130961 SH       D       6        130961            0            0
TheStreet.com Inc.             COM  88368Q103           22         2418 SH       D       7          2418            0            0
THERMEDICS INC COM             COM  883901100         2397       292830 SH       D       6        292830            0            0
Thermedics Inc.                COM  883901100           41         5028 SH       D       7          5028            0            0
THOMAS & BETTS CORP            COM  884315102          748        16700 SH       D       3         16700            0            0
THOMAS & BETTS CORP COM        COM  884315102        41945      1484809 SH       D       6       1365853            0       118956
Thomas & Betts Corp.           COM  884315102         1213        42965 SH       D       7         36981            0         5984
THOMAS & BETTS CORP            COM  884315102           88         3124 SH       S       7          3124            0            0
THISTLE GROUP HLDGS CO COM     COM  88431E103            0        52899 SH       D       6         52899            0            0
THISTLE GROUP HOLDINGS CO      COM  88431E103            2          402 SH       D       7           402            0            0
THOMAS GROUP COM               COM  884402108          238        21211 SH       D       6         21211            0            0
THOMAS GROUP INC               COM  884402108           11         1000 SH       D       7          1000            0            0
THOMAS INDUSTRIES INC COM      COM  884425109         9243       492992 SH       D       6        492992            0            0
Thomas Industries Inc.         COM  884425109           48         2600 SH       D       7          2600            0            0
THOMASTON MLS INC CL A         COM  884569203            8         5935 SH       D       6          5935            0            0
THOR INDS INC COM              COM  885160101         4344       178694 SH       D       6        178694            0            0
Thor Industries Inc.           COM  885160101           38         1586 SH       D       7          1586            0            0
THORATEC LABS NEW COM          COM  885175307         1784       138630 SH       D       6        138630            0            0
THORATEC LABS CORP             COM  885175307           23         1851 SH       D       7          1851            0            0
THORN APPLE VY INC             COM  885184101            0         3767 SH       D       6          3767            0            0
THORNBURG MTG ASSET COM        COM  885218107         3959       536820 SH       D       6        522620            0        14200
Thornburg Mortgage Asset Corp. COM  885218107           25         3500 SH       D       7          3500            0            0
THOUSAND TRAILS INC            COM  885502104            2          600 SH       D       7           600            0            0
3COM CORP COM STOCK NPV        COM  885535104         5859        62500 SH       D       1         62500            0            0
3COM CORP COM STOCK NPV        COM  885535104         1772        18900 SH       D       2         18900            0            0
3COM CORP COM STOCK NPV        COM  885535104        53122       566582 SH       D       3        534757            0        31825
3COM CORP COM STOCK NPV        COM  885535104         1772        18900 SH       D       4         18900            0            0
THREE COM CORP COM             COM  885535104       533116      9584125 SH       D       6       8800632            0       783493
3COM CORP                      COM  885535104        22078       397043 SH       D       7        333412            0        63631
3 COM CORP                     COM  885535104         1025        18432 SH       S       7         18432            0            0
3D0 COMPANY COM                COM  88553W105         3375       348429 SH       D       6        348429            0            0
3DO COMPANY (THE)              COM  88553W105           19         2056 SH       D       7          2056            0            0
3DFX INTERACTIVE INC COM       COM  88553X103         3957       331511 SH       D       6        331511            0            0
3Dfx Interactive Inc.          COM  88553X103           43         3658 SH       D       7          3658            0            0
3-D SYS CORP (NEW) COM         COM  88554D205         1264       121889 SH       D       6        121889            0            0
3D SYSTEMS CORPORATION         COM  88554D205            5          517 SH       D       7           517            0            0
THREE-FIVE SYS INC COM         COM  88554L108         7288       121475 SH       D       6        121475            0            0
THREE-FIVE SYSTEMS INC         COM  88554L108           41          697 SH       D       7           697            0            0
3 TEC ENERGY COM               COM  88575R308            2          400 SH       D       6           400            0            0
TIBCO SOFTWARE COM             COM  88632Q103        53170       652397 SH       D       6        612397            0        40000
TIBCO SOFTWARE INC             COM  88632Q103          863        10600 SH       D       7         10600            0            0
TICKETS.COM COM                COM  88633M101         3887       409240 SH       D       6        409240            0            0
TICKETS.COM INC                COM  88633M101           26         2800 SH       D       7          2800            0            0
TICKETMASTER ONLINE-CITYSEAR C COM  88633P203         5201       207556 SH       D       6        206125            0         1431
TICKETMASTER ONLINE-CITYSEARCH COM  88633P203          147         5866 SH       D       7          2013            0         3853
TIDEL TECHNOLOGIES INC         COM  886368109           10         1200 SH       D       7          1200            0            0
TIDEWATER INC COM STOCK US$0.1 COM  886423102           52         1000 SH       D       2          1000            0            0
TIDEWATER INC COM STOCK US$0.1 COM  886423102          469         9000 SH       D       3          9000            0            0
TIDEWATER INC COM              COM  886423102        36333      1142111 SH       D       6       1099498            0        42613
TIDEWATER INC                  COM  886423102          979        30785 SH       D       7         25785            0         5000
TIER TECHNOLOGIES INC COM      COM  88650Q100          740       117234 SH       D       6        117234            0            0
TIER TECHNOLOGIES INC          COM  88650Q100            2          384 SH       D       7           384            0            0
TIFFANY & CO NEW COM           COM  886547108        76990       920662 SH       D       6        920290            0          372
TIFFANY & CO                   COM  886547108         2013        24074 SH       D       7         11828            0        12246
TIMBERLAND BANCORP INC COM     COM  887098101          480        48946 SH       D       6         48946            0            0
TIMBERLAND BANCORP INC         COM  887098101            2          267 SH       D       7           267            0            0
TIMBERLAND CO CL A             COM  887100105        17963       352231 SH       D       6        352231            0            0
Timberland Co.                 COM  887100105          138         2714 SH       D       7          2714            0            0
TIMBERLINE SOFTWARE CORP COM   COM  887134104         1255       143528 SH       D       6        143528            0            0
TIMBERLINE SOFTWARE CORP       COM  887134104            4          461 SH       D       7           461            0            0
TIME WARNER INC COM STOCK US$1 COM  887315109        16880       158735 SH       D       1         57600       101135            0
TIME WARNER INC COM STOCK US$1 COM  887315109         4509        31210 SH       D       2         31210            0            0
TIME WARNER INC COM STOCK US$1 COM  887315109       283467      1962064 SH       D       3       1868864            0        93200
TIME WARNER INC COM STOCK US$1 COM  887315109         5865        40600 SH       D       4         40600            0            0
TIME WARNER INC                COM  887315109        30696       306964 SH       D       5        306964            0            0
TIME WARNER INC COM            COM  887315109      3419317     34193179 SH       D       6      31255927            0      2937252
TIME WARNER INC                COM  887315109       126235      1262358 SH       D       7        992770            0       269588
TIME WARNER INC                COM  887315109         6921        69210 SH       S       7         69210            0            0
TIME WARNER COM                COM  887319101        16059       202012 SH       D       6        201055            0          957
TIME WARNER TELECOM INC. CLASS COM  887319101          327         4119 SH       D       7          1200            0         2919
TIMES MIRROR CO CLASS 'A'      CLA  887364107          235         1590 SH       D       2          1590            0            0
TIMES MIRROR CO CLASS 'A'      CLA  887364107        11105        75003 SH       D       3         71103            0         3900
TIMES MIRROR CO-CL A           COM  887364107         1449        15597 SH       D       5         15597            0            0
TIMES MIRROR CO CL A COM       COM  887364107       133862      1440347 SH       D       6       1321735            0       118612
Times Mirror Company           COM  887364107         4509        48527 SH       D       7         39024            0         9503
TIMES MIRROR CO-CLASS A        COM  887364107          293         3161 SH       S       7          3161            0            0
TIMKEN CO                      COM  887389104          460        17903 SH       D       3         17903            0            0
TIMKEN CO COM                  COM  887389104        43455      2674198 SH       D       6       2383554            0       290644
Timken Company                 COM  887389104         1067        65696 SH       D       7         64855            0          841
TIMKEN CO.                     COM  887389104           55         3396 SH       S       7          3396            0            0
TIPPERARY CORP COM PAR $0.02   COM  888002300           27         7500 SH       D       6          7500            0            0
TITAN CORP COM                 COM  888266103        40541       794923 SH       D       6        794923            0            0
Titan Corporation              COM  888266103          422         8287 SH       D       7          8287            0            0
TITAN EXPL INC COM             COM  888289105         1271       254357 SH       D       6        254357            0            0
TITAN EXPLORATION INC          COM  888289105           20         4096 SH       D       7          4096            0            0
TITAN INTERNATIONAL COM        COM  88830M102         1991       277040 SH       D       6        277040            0            0
Titan International Inc.       COM  88830M102           28         3967 SH       D       7          3967            0            0
TITAN PHARMACEUTICALS INC DE C COM  888314101          225         7260 SH       D       6          7260            0            0
TITAN PHARMACEUTICALS INC      COM  888314101           24          787 SH       D       7           787            0            0
TITANIUM METALS CORP COM       COM  888339108         1325       302861 SH       D       6        302861            0            0
Titanium Metals Corp.          COM  888339108           21         4982 SH       D       7          4982            0            0
TIVO INC COM                   COM  888706108         5965       172277 SH       D       6        172277            0            0
TIVO INC                       COM  888706108           69         2000 SH       D       7          2000            0            0
TODD AO CORP CL A CONV         CVT  888896107         3136        90916 PRN      D       6         90916            0            0
TODD AO CORP CLASS A           COM  888896107           20          600 SH       D       7           600            0            0
WTS TODAYS MAN INC EXP 12/31/9 WT   888910114            0         3700 SH       D       6          3700            0            0
TODAYS MAN INC COM             COM  888910205           16        22800 SH       D       6         22800            0            0
TODD SHIPYARDS CORP            COM  889039103          798       104697 SH       D       6        104697            0            0
TODD SHIPYARDS                 COM  889039103            4          600 SH       D       7           600            0            0
TOKAI SENKO COM                COM  889050100           18         2300 SH       D       6          2300            0            0
TOKHEIM CORP COM               COM  889073102          483       151786 SH       D       6        151786            0            0
TOKHEIM CORP                   COM  889073102            1          566 SH       D       7           566            0            0
TOKIO MARINE & FIRE INSURANCE  COM  889090403         5021        95771 SH       D       7         95771            0            0
TOLL BROS INC COM              COM  889478103        10164       508214 SH       D       6        508214            0            0
Toll Brothers Inc.             COM  889478103           86         4318 SH       D       7          4318            0            0
TOLLGRADE COMMUNICAT COM       COM  889542106         6721       126812 SH       D       6        126812            0            0
TOLLGRADE COMMUNICATIONS INC   COM  889542106           33          628 SH       D       7           628            0            0
TOMPKINS COUNTY TRUSTCO INC CO COM  890110109         2069        82384 SH       D       6         82384            0            0
TOMPKINS COUNTY TRUSTCO INC    COM  890110109            7          282 SH       D       7           282            0            0
TOO INC COM                    COM  890333107        12858       407349 SH       D       6        406057            0         1292
TOO INC -W/I                   COM  890333107          158         5029 SH       D       7          3793            0         1236
TOOTSIE ROLL INDUSTRIES INC CO COM  890516107        18990       602852 SH       D       6        599880            0         2972
TOOTSIE ROLL INDS INC          COM  890516107          257         8190 SH       D       7          4174            0         4015
TOPPS INC COM                  COM  890786106         8053       968878 SH       D       6        968878            0            0
TOPP INC (THE)                 COM  890786106           71         8544 SH       D       7          8544            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         7189       192422 SH       D       3        176822            0        15600
TORCHMARK CORP COM             COM  891027104        79248      3426944 SH       D       6       3128651            0       298293
Torchmark Corporation          COM  891027104         2510       108560 SH       D       7         94902            0        13658
TORCHMARK CORP                 COM  891027104          164         7116 SH       S       7          7116            0            0
TOREADOR RTY CORP COM          COM  891041105            5          944 SH       D       6           944            0            0
TORO CO COM                    COM  891092108        15250       509397 SH       D       6        495397            0        14000
Toro Co.                       COM  891092108           57         1937 SH       D       7          1937            0            0
TORONTO DOMINION BK ONT COM NE COM  891160509            0      1443300 SH       D       6       1443300            0            0
TOSCO CORP COM STOCK US$0.75   COM  891490302          175         3500 SH       D       2          3500            0            0
TOSCO CORP COM STOCK US$0.75   COM  891490302        11456       228594 SH       D       3        228594            0            0
TOSCO CORP COM NEW             COM  891490302       136930      4498738 SH       D       6       4045943            0       452795
TOSCO CORP                     COM  891490302         6384       209751 SH       D       7        194801            0        14950
TOSCO CORP                     COM  891490302          236         7765 SH       S       7          7765            0            0
TOTAL CONTAINMENT COM          COM  89149T101            8         4321 SH       D       6          4321            0            0
TOTAL CONTAINMENT INC          COM  89149T101            0          300 SH       D       7           300            0            0
TOTAL ENTMT RESTAURANT COM     COM  89150E100            9         5746 SH       D       6          5746            0            0
TOTAL RESH CORP COM            COM  891511107            9         1596 SH       D       6          1596            0            0
TOTAL RENAL CARE HLD COM       COM  89151A107         5362      1716055 SH       D       6       1716055            0            0
TOTAL RENAL CARE HOLDINGS      COM  89151A107           46        14857 SH       D       7         14857            0            0
TOTAL RENAL CARE HOLDINGS      CVB  89151AAA5        10254     16950000 SH       D       1      16950000            0            0
TOTAL FINA ELF                 ADR  89151E109         9571       124000 SH       D       1        124000            0            0
TOTAL FINA S.A.                COM  89151E109         8662       117652 SH       D       7        117652            0            0
TOTAL-TEL U.S.A. COMMUNICATION COM  89151T106          655        50460 SH       D       6         50460            0            0
TOTAL-TEL USA COMMUNICATIONS   COM  89151T106            3          284 SH       D       7           284            0            0
TOUCHSTONE SOFTWARE            COM  891548307            2         1100 SH       D       7          1100            0            0
TOWER AIR CORP COM             COM  891697104            9        12700 SH       D       6         12700            0            0
TOWER AUTOMOTIVE INC COM       COM  891707101        13067       798041 SH       D       6        798041            0            0
Tower Automotive Inc.          COM  891707101          112         6860 SH       D       7          6860            0            0
TOWER TECH INC                 COM  891864100            2         1700 SH       D       6          1700            0            0
TOTAL SYS SVCS INC             COM  891906109        11465       719411 SH       D       6        704011            0        15400
TOTAL SYSTEM SERVICES INC      COM  891906109          503        31580 SH       D       7         23415            0         8165
TRACK DATA CORP COM            COM  891918104         2934       399641 SH       D       6        399641            0            0
Track Data Corp.               COM  891918104           49         6684 SH       D       7          6684            0            0
TRACK N TRAIL COM              COM  891924102           10        10000 SH       D       6         10000            0            0
TOWN & CTRY TR COM             COM  892081100         5375       320904 SH       D       6        320604            0          300
Town & Country Trust           COM  892081100           43         2571 SH       D       7          2571            0            0
TOWNE SERVICES INC COM         COM  892148107          626       358264 SH       D       6        358264            0            0
Towne Services Inc.            COM  892148107            3         2189 SH       D       7          2189            0            0
TOYMAX COM                     COM  892268103          122        36419 SH       D       6         36419            0            0
TOYMAX INTERNATIONAL INC       COM  892268103            1          474 SH       D       7           474            0            0
TOYOTA MOTOR CORP              COM  892331307         6141        59053 SH       D       7         59053            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100         1363        60300 SH       D       1         60300            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100          461        20400 SH       D       2         20400            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100        10802       477605 SH       D       3        455905            0        21700
TOYS "R" US INC                COM  892335100          922        62320 SH       D       5         62320            0            0
TOYS-R-US INC COM              COM  892335100       139709      9431839 SH       D       6       8695534            0       736305
TOYS R US INC                  COM  892335100         7329       494816 SH       D       7        469880            0        24936
TOYS "R" US, INC. HOLDING CO   COM  892335100          192        13024 SH       S       7         13024            0            0
TRACTOR SUPPLY COM             COM  892356106         1930        94176 SH       D       6         94176            0            0
Tractor Supply Co.             COM  892356106           27         1323 SH       D       7          1323            0            0
TRAILER BRIDGE INC             COM  892782103            0          600 SH       D       7           600            0            0
TRAMMELL CROW CO. COM          COM  89288R106         5524       499353 SH       D       6        499353            0            0
Trammell Crow Co.              COM  89288R106           53         4810 SH       D       7          4810            0            0
TRANSACT TECHNOLOGIES COM      COM  892918103          147        16253 SH       D       6         16253            0            0
TRANSACT TECHNOLOGIES INC      COM  892918103            2          300 SH       D       7           300            0            0
TRANS IND INC COM              COM  893239103           11         2121 SH       D       6          2121            0            0
TRANS-INDUSTRIES INC           COM  893239103            6         1300 SH       D       7          1300            0            0
TRANS LUX CORP COM             COM  893247106            3          508 SH       D       6           508            0            0
TRANS WORLD AIRLS INC COM      COM  893349837         2236       967193 SH       D       6        967193            0            0
Trans World Airlines Inc.      COM  893349837           20         8915 SH       D       7          8915            0            0
TRANSWORLD ENTERTAINMENT CORP  COM  89336Q100        13149      1314930 SH       D       6       1295030            0        19900
Trans World Entertainment Corp COM  89336Q100           77         7743 SH       D       7          7743            0            0
TRANSACTION SYS ARCH COM       COM  893416107        19966       691488 SH       D       6        691488            0            0
Transaction Systems Architects COM  893416107          158         5473 SH       D       7          5473            0            0
TRANSATLANTIC HOLDINGS COM US$ COM  893521104         5281        40036 SH       D       3         40036            0            0
TRANSATLANTIC HOLDINGS INC COM COM  893521104        17080       199773 SH       D       6        197873            0         1900
TRANSATLANTIC HOLDINGS INC     COM  893521104          495         5801 SH       D       7          4235            0         1566
TRANSCANADA PIPELINES LTD COM  COM  893526103            0       773951 SH       D       6        773951            0            0
TRANSCOASTAL MARINE COM        COM  893537100          178       130025 SH       D       6        130025            0            0
TRANSCOASTAL MARINE SVCS       COM  893537100            3         2300 SH       D       7          2300            0            0
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
TRANSOR WASTE COM              COM  893629105            1         1019 SH       D       6          1019            0            0
TRANSCYPT INTL COM             COM  89363A101           24         6582 SH       D       6          6582            0            0
TRANSFINANCIAL HOLDINGS INC CO COM  89365P106           15         7583 SH       D       6          7583            0            0
TRANSFINANCIAL HOLDINGS INC    COM  89365P106            0          200 SH       D       7           200            0            0
TRANSIT GROUP INC COM          COM  893691105          476       181519 SH       D       6        181519            0            0
TRANSIT GROUP INC              COM  893691105            2         1056 SH       D       7          1056            0            0
TRANSKARYOTIC THERAP COM       COM  893735100        17314       311280 SH       D       6        311280            0            0
Transkaryotic Therapies Inc.   COM  893735100          195         3519 SH       D       7          3519            0            0
TRANSMATION INC                COM  893757104            2          758 SH       D       6           758            0            0
TRANSMATION INC                COM  893757104            1          400 SH       D       7           400            0            0
TRANSMEDIA NETWORK RTS 102299  COM  893767301           41         8370 SH       D       6          8370            0            0
TRANSMEDIA NETWORK INC         COM  893767301            2          574 SH       D       7           574            0            0
TRANSPORT CORP OF AM COM       COM  89385P102          389        79970 SH       D       6         79970            0            0
TRANSPORT CORP OF AMERICA      COM  89385P102            2          591 SH       D       7           591            0            0
TRANSPORT GAS ADR              COM  893870204          367        43182 SH       D       6         43182            0            0
TRANSPORTATION COMPONENTS      COM  893878108            2         1093 SH       D       7          1093            0            0
TRANSPRO INC COM               COM  893885103           73        14650 SH       D       6         14650            0            0
TRANSPRO INC                   COM  893885103            2          400 SH       D       7           400            0            0
TRANSTECHNOLOGY CORP COM       COM  893889105         1028        83954 SH       D       6         83954            0            0
TRANSTECHNOLOGY CORP.          COM  893889105            2          232 SH       D       7           232            0            0
TRANS TEXAS GAS COM            COM  893895102           22        73435 SH       D       6         72435            0         1000
TRANSCEND SERVICES INC         COM  893929208            6         2520 SH       D       6          2520            0            0
TRANSMONTAIGNE INC.            COM  893934109         3174       465970 SH       D       6        465970            0            0
TransMontaigne Inc.            COM  893934109           29         4317 SH       D       7          4317            0            0
TRAVELERS PROPERTY CLASS A     COM  893939108         4390        66864 SH       D       3         66864            0            0
TRAVELERS PROPERTY CLASS A     COM  893939108          577         8800 SH       D       4          8800            0            0
TRAVELERS PROP CAS CO CLASS A  COM  893939108        36056       874099 SH       D       6        867383            0         6716
TRAVELERS PROPERTY CASUALTY    COM  893939108          599        14531 SH       D       7          8857            0         5674
TRAVELOCITY.COM INC COM        COM  893953109         6794       231304 SH       D       6        231304            0            0
Travelocity.Com                COM  893953109           60         2059 SH       D       7          2059            0            0
TRANSWITCH CORP COM            COM  894065101        90216       938528 SH       D       6        934328            0         4200
TranSwitch Corp.               COM  894065101          663         6906 SH       D       7          6906            0            0
TRANSWORLD HOME HEAL COM       COM  894081108           42        14508 SH       D       6         14508            0            0
TRANSWORLD HEALTHCARE INC      COM  894081108            2          784 SH       D       7           784            0            0
TRAVIS BOATS MTRS INC COM      COM  894363100           31         2340 SH       D       6          2340            0            0
TRAVIS BOATS & MOTORS INC      COM  894363100            2          158 SH       D       7           158            0            0
TREDEGAR CORP                  COM  894650100        23352       866917 SH       D       6        837917            0        29000
Tredegar Industries Inc.       COM  894650100          137         5091 SH       D       7          5091            0            0
TREEV, INC COM                 COM  894692300           27         3925 SH       D       6          3925            0            0
TREEV INC                      COM  894692300            2          300 SH       D       7           300            0            0
TREGA BIOSCIENCES INC COM      COM  894699107           30         6400 SH       D       6          6400            0            0
TREMONT CORP DEL COM           COM  894745207          446        24565 SH       D       6         24565            0            0
TREMONT CORP NEW               COM  894745207            3          205 SH       D       7           205            0            0
TREND LINES COM                COM  894859107            5         2800 SH       D       6          2800            0            0
TRENDWEST RESO COM             COM  894917103         4513       191068 SH       D       6        191068            0            0
Trendwest Resorts Inc.         COM  894917103           36         1553 SH       D       7          1553            0            0
TRENWICK GROUP INC COM         COM  895290104         4163       294746 SH       D       6        294746            0            0
Trenwick Group Inc.            COM  895290104           28         1993 SH       D       7          1993            0            0
TREX INC COM                   COM  89531P105         3068        80230 SH       D       6         80230            0            0
Trex Inc                       COM  89531P105           38         1005 SH       D       7          1005            0            0
TREX MEDICAL RTS COMMON STOCK  COM  89531R101          252        84210 SH       D       6         84210            0            0
Trex Medical Corp.             COM  89531R101            8         2896 SH       D       7          2896            0            0
TRI-CONTINENTAL CORP COM STOCK COM  895436103         6055       151559 SH       D       3        137259            0        14300
TRI-COUNTY BANCORP INC         COM  895452100            6          600 SH       D       6           600            0            0
TRIAD HOSPITALS INC COM        COM  89579K109         9395       561023 SH       D       6        561023            0            0
TRIAD HOSPITALS INC            COM  89579K109          140         8434 SH       D       7          8434            0            0
TRIANGLE PHARMACEUTICALS COM   COM  89589H104         9355       594004 SH       D       6        594004            0            0
Triangle Pharmaceuticals Inc.  COM  89589H104           90         5755 SH       D       7          5755            0            0
TRIDEX CORP                    COM  895906105            0          400 SH       D       7           400            0            0
TRIDENT MICROSYSTEMS COM       COM  895919108         1499       142806 SH       D       6        142806            0            0
TRIDENT MICROSYSTEMS INC       COM  895919108            6          577 SH       D       7           577            0            0
TRIAD GTY INC COM              COM  895925105         4873       239909 SH       D       6        238809            0         1100
Triad Guaranty Inc.            COM  895925105           40         1974 SH       D       7          1974            0            0
TRIARC COS COM                 COM  895927101         7263       363182 SH       D       6        363182            0            0
Triarc Companies Inc.          COM  895927101           64         3200 SH       D       7          3200            0            0
TRIARC COMPANIES               COM  895927101          752        37600 SH       D       9         37600            0            0
TRIARC COS 0%CB2018            ECB  895927AB7         5157     20850000 SH       D       9      20850000            0            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107         3582        71833 SH       D       1         71668          165            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107          846        16949 SH       D       2         16949            0            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107        16246       325470 SH       D       3        313240            0        12230
TRICON GLOBAL RESTAURANT NPV   COM  895953107          903        18100 SH       D       4         18100            0            0
TRICON GLOBAL RESTAURANTS COM  COM  895953107       196654      6330919 SH       D       6       5811272            0       519647
TRICON GLOBAL RESTAURANTS INC  COM  895953107        11058       355994 SH       D       7        330372            0        25622
TRICON GLOBAL RESTAURANTS      COM  895953107          253         8162 SH       S       7          8162            0            0
TRIBUNE CO (DELAWARE) COM STOC COM  896047107          213         3640 SH       D       2          3640            0            0
TRIBUNE CO (DELAWARE) COM STOC COM  896047107        21869       373287 SH       D       3        356287            0        17000
TRIBUNE CO (DELAWARE) COM STOC COM  896047107          855        14600 SH       D       4         14600            0            0
TRIBUNE CO                     COM  896047107         2273        62199 SH       D       5         62199            0            0
TRIBUNE CO COM NEW             COM  896047107       219827      6012381 SH       D       6       5520941            0       491440
Tribune Company                COM  896047107         7133       195117 SH       D       7        175098            0        20019
TRIBUNE CO                     COM  896047107          467        12785 SH       S       7         12785            0            0
TRIBUNE CO                     CVP  896047305        34638       231600 SH       D       1        231600            0            0
TRIBUNE CO 2% CB 15/05/29      CVB  896047305         6816        60859 SH       D       9         60859            0            0
TRICO BANCSHARES COM           COM  896095106         1256        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         1590       180447 SH       D       6        180447            0            0
TRICO MARINE SERVICES INC      COM  896106101           11         1251 SH       D       7          1251            0            0
TRICORD SYSTEMS INC COM        COM  896121100         1900       198759 SH       D       6        174200            0        24559
TRICORD SYSTEMS INC            COM  896121100           21         2200 SH       D       7          2200            0            0
TRIDENT ROWAN GROUP INC COM    COM  89614K106           10         3375 SH       D       6          3375            0            0
TRIKON TECHNOLOGIES INC. COM C COM  896187408            5          400 SH       D       6           400            0            0
TRIKON TECHNOLOGIES INC        COM  896187408            5          400 SH       D       7           400            0            0
TRIGON HEALTHCARE COM          COM  89618L100        37371      1045347 SH       D       6        974873            0        70474
TRIGON HEALTHCARE INC          COM  89618L100          312         8747 SH       D       7          5220            0         3527
TRIMARK HOLDINGS, INC. COM     COM  89621J100            8         1336 SH       D       6          1336            0            0
TRIMARK HOLDINGS INC           COM  89621J100            6         1000 SH       D       7          1000            0            0
TRIMBLE NAV LTD COM            COM  896239100        11984       465404 SH       D       6        459404            0         6000
Trimble Navigation Ltd.        COM  896239100          109         4243 SH       D       7          4243            0            0
TRIMEDYNE INC COM              COM  896259108           11         3000 SH       D       6          3000            0            0
TRIMERIS INC- COM COM          COM  896263100         5793       116011 SH       D       6        116011            0            0
TRIMERIS INC                   COM  896263100           38          773 SH       D       7           773            0            0
TRINITY BIOTECH-SPON ADR (ADR  ADR  896438108          105        17700 SH       D       3         17700            0            0
TRINITY INDUSTRIES INC COM STO COM  896522109           73         2100 SH       D       2          2100            0            0
TRINITY INDUSTRIES INC COM STO COM  896522109         1958        56160 SH       D       3         56160            0            0
TRINITY INDUSTRIES INC COM     COM  896522109        36462      1539332 SH       D       6       1430302            0       109030
TRINITY INDS INC               COM  896522109          548        23162 SH       D       7         23162            0            0
TRIO-TECH INTERNATIONAL        COM  896712205            7         1100 SH       D       6          1100            0            0
TRIQUINT SEMICONDUCTOR INC COM COM  89674K103        57144       777475 SH       D       6        752275            0        25200
TriQuint Semiconductor Inc.    COM  89674K103          389         5306 SH       D       7          5306            0            0
TRISTAR CORP COM               COM  89674U101          419        67195 SH       D       6         67195            0            0
TRISTAR CORP                   COM  89674U101            3          618 SH       D       7           618            0            0
TRITEL INC COM                 COM  89675X104        10023       262052 SH       D       6        262052            0            0
TRITEL INC                     COM  89675X104          237         6200 SH       D       7          6200            0            0
TRITAN COM                     COM  89677M106        14969       250542 SH       D       6        250542            0            0
TRITON PCS HOLDINGS INC        COM  89677M106          185         3100 SH       D       7          3100            0            0
TRIUMPH GROUP INC COM          COM  896818101         4486       154029 SH       D       6        154029            0            0
Truimph Group Inc.             COM  896818101           75         2583 SH       D       7          2583            0            0
TRIZETTO GROUP COM             COM  896882107         4390       126131 SH       D       6        103700            0        22431
TRIZETTO GROUP INC             COM  896882107           34         1000 SH       D       7          1000            0            0
TRISM CORP COM                 COM  896925104            1         7200 SH       D       6          7200            0            0
TRIPLE S PLASTICS COM          COM  896926102           13          871 SH       D       6           871            0            0
TRIPLE S PLASTICS INC          COM  896926102            3          200 SH       D       7           200            0            0
TRIPOS INC. COM                COM  896928108          276        10500 SH       D       6         10500            0            0
TRIZEC HAHN CORP COM           COM  896938107         1051        70100 SH       D       6         70100            0            0
TRIZEC HAHN CORP               CVB  896938AB3        37149     60776000 SH       D       1      60776000            0            0
TRIPATH IMAGING INC COM        COM  896942109         2125       237860 SH       D       6        237860            0            0
TRIPATH IMAGING INC            COM  896942109           11         1279 SH       D       7          1279            0            0
TROPICAL SPORTSWEAR COM        COM  89708P102          797        65095 SH       D       6         65095            0            0
Tropical Sportswear Intl Corp  COM  89708P102           14         1184 SH       D       7          1184            0            0
TROY FINL CORP COM             COM  897329108         1265       123460 SH       D       6        123460            0            0
TROY FINANCIAL CORP            COM  897329108            7          700 SH       D       7           700            0            0
TROY GROUP INC COM             COM  89733N106          921        33500 SH       D       6         33500            0            0
TROY GROUP INC                 COM  89733N106           24          900 SH       D       7           900            0            0
TRUE NORTH COMMUNICATIONS INC  COM  897844106        32753       833153 SH       D       6        833153            0            0
True North Communications Inc. COM  897844106          306         7804 SH       D       7          7804            0            0
TRUMP HOTELS & CASINO COM      COM  898168109          971       304781 SH       D       6        304781            0            0
TRUMP HOTELS & CASINO RESORTS  COM  898168109           11         3618 SH       D       7          3618            0            0
TRUSTCOMPANY BANCORP COM       COM  898304100         6757       348764 SH       D       6        348664            0          100
Trust Company of NJ            COM  898304100           53         2778 SH       D       7          2778            0            0
TRUSTCO BK CORP N Y COM        COM  898349105        11806      1010175 SH       D       6       1010175            0            0
Trustco Bank Corp. NY          COM  898349105          119        10204 SH       D       7         10204            0            0
TRUSTMARK CORP COM             COM  898402102        23043      1141485 SH       D       6       1039597            0       101888
TRUSTMARK CORP                 COM  898402102          414        20551 SH       D       7         14878            0         5673
TUBOS DE ACERO DE MEXICO ADR   ADR  898592506          366        13810 SH       D       3         13810            0            0
TUBOS DE ACERO DE MEXICO S A A COM  898592506           80         4941 SH       D       6          4941            0            0
TUBOSCOPE COM                  COM  898600101         9421       554234 SH       D       6        554234            0            0
Tuboscope Inc.                 COM  898600101          117         6929 SH       D       7          6929            0            0
TUESDAY MORNING CORP COM       COM  899035505         1873       130316 SH       D       6        130316            0            0
Tuesday Morning Corp.          COM  899035505           39         2714 SH       D       7          2714            0            0
TUFCO TECHNOLOGIES INC         COM  899040109           17         1800 SH       D       6          1800            0            0
TULARIK INC COM                COM  899165104        10389       336517 SH       D       6        324817            0        11700
TULARIK INC                    COM  899165104           62         2036 SH       D       7          2036            0            0
TUMBLEWEED COMMUNICATIONS COM  COM  899690101         9502        81436 SH       D       6         79146            0         2290
TUMBLEWEED COMMUNICATIONS CP   COM  899690101          187         1604 SH       D       7          1604            0            0
TUPPERWARE CORP COM STK US$.01 COM  899896104         2231        87847 SH       D       3         87847            0            0
TUPPERWARE CORP COM            COM  899896104        42269      2673140 SH       D       6       2517677            0       155463
TUPPERWARE CORP                COM  899896104         1576        99707 SH       D       7         98867            0          840
TUPPERWARE CORPORATION W/I     COM  899896104           50         3164 SH       S       7          3164            0            0
TULTEX CORP COM                COM  899900104            1        23700 SH       D       6         23700            0            0
TURBOCHEF TECHNOLOGIES INC COM COM  900006107          666       108765 SH       D       6        108765            0            0
TURBOCHEF INC                  COM  900006107            3          640 SH       D       7           640            0            0
TURKISH INVESTMENT FUND        COM  900145103          545        20800 SH       D       2         20800            0            0
TURNSTONE SYSTEMS INC COM      COM  900423104         5276        45886 SH       D       6         45886            0            0
TURNSTONE SYSTEMS INC          COM  900423104          181         1581 SH       D       7          1581            0            0
TUSCARORA INC                  COM  900902107         1180        94417 SH       D       6         94417            0            0
TUSCARORA INC                  COM  900902107            4          350 SH       D       7           350            0            0
TUT SYSTEMS COM                COM  901103101        11617       195051 SH       D       6        195051            0            0
Tut Systems Inc.               COM  901103101          114         1927 SH       D       7          1927            0            0
TWEETER HOME ENTMT GROUP INC C COM  901167106         8103       183120 SH       D       6        183120            0            0
Tweeter Home Entmt Group Inc   COM  901167106          102         2312 SH       D       7          2312            0            0
21ST CENTURY INSURANCE COM     COM  90130N103        13233       615533 SH       D       6        606278            0         9255
TWENTY-FIRST CENTURY INS GRP   COM  90130N103          410        19116 SH       D       7         11331            0         7785
24/7 MEDIA INC COM             COM  901314104        13445       340384 SH       D       6        333984            0         6400
24/7 Media Inc                 COM  901314104          106         2694 SH       D       7          2694            0            0
TWIN CITY BANCORP INC COM      COM  901412106           10         1004 SH       D       6          1004            0            0
TWIN CITY BANCORP INC          COM  901412106            4          400 SH       D       7           400            0            0
TWIN DISC INC COM              COM  901476101           18         1089 SH       D       6          1089            0            0
TWIN DISC INC                  COM  901476101            2          126 SH       D       7           126            0            0
TWINLAB COM                    COM  901774109         2652       372289 SH       D       6        372289            0            0
Twinlab Corp.                  COM  901774109           28         4036 SH       D       7          4036            0            0
II-VI INC                      COM  902104108         3829       100775 SH       D       6        100775            0            0
II-VI INC                      COM  902104108           11          306 SH       D       7           306            0            0
TYCO INTERNATIONAL  COM STK PA COM  902124106        82934      1588733 SH       D       1       1370900       217833            0
TYCO INTERNATIONAL  COM STK PA COM  902124106         4559        57344 SH       D       2         57344            0            0
TYCO INTERNATIONAL  COM STK PA COM  902124106       214858      2702262 SH       D       3       2607016            0        95246
TYCO INTERNATIONAL  COM STK PA COM  902124106         4883        61420 SH       D       4         61420            0            0
TYCO INTERNATIONAL LTD. COM    COM  902124106      2028811     40679622 SH       D       6      37007776            0      3671846
TYCO INTL LTD NEW              COM  902124106        65968      1322680 SH       D       7       1298978            0        23702
TYCO INTERNATIONAL LTD         COM  902124106          692        13700 SH       D       9         13700            0            0
TYCO INTERNATIONAL LTD         COM  902124106         4537        90977 SH       S       7         90977            0            0
TYLER TECHNOLOGIES INC COM     COM  902252105         2961       498777 SH       D       6        498777            0            0
Tyler Technologies Inc.        COM  902252105           52         8832 SH       D       7          8832            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103         1996       117200 SH       D       1        117200            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103          294        17300 SH       D       2         17300            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103         4856       285019 SH       D       3        285019            0            0
TYSON FOODS INC COM            COM  902494103        44495      3999586 SH       D       6       3554692            0       444894
TYSON FOODS INC (DEL)          COM  902494103         1388       124800 SH       D       7        113588            0        11212
UAL CORP COM STOCK US$0.01     COM  902549500         5842        63395 SH       D       3         63395            0            0
UAL CORP                       COM  902549500          820        13698 SH       D       5         13698            0            0
UAL CORP COM                   COM  902549500        35405       591325 SH       D       6        586551            0         4774
UAL Corporation                COM  902549500          861        14380 SH       D       7         11794            0         2586
UBICS INC- COM COM             COM  90261L108           18         3675 SH       D       6          3675            0            0
UBICS INC                      COM  90261L108            4          800 SH       D       7           800            0            0
UCAR INTL CO COM               COM  90262K109        12180       923621 SH       D       6        923621            0            0
UCAR INTERNATIONAL INC         COM  90262K109          138        10472 SH       D       7         10472            0            0
UCBH HOLDINGS INC COM          COM  90262T308         2123        98753 SH       D       6         98753            0            0
UCBH HOLDINGS INC              COM  90262T308            7          344 SH       D       7           344            0            0
UFP TECHNOLOGIES INC COM       COM  902673102           11         4152 SH       D       6          4152            0            0
UFP TECHNOLOGIES INC           COM  902673102            1          500 SH       D       7           500            0            0
UGI CORP COM                   COM  902681105        29660      1371569 SH       D       6       1279169            0        92400
UGI Corp.                      COM  902681105          113         5232 SH       D       7          5232            0            0
UICI COM                       COM  902737105         4630       698946 SH       D       6        698946            0            0
UICI                           COM  902737105           57         8700 SH       D       7          8700            0            0
UMB FINANCIAL COM              COM  902788108        13631       370916 SH       D       6        370916            0            0
UMB Financial Corp.            COM  902788108          134         3672 SH       D       7          3672            0            0
USX MARATHON GROUP COM STOCK U COM  902905827         4097       101800 SH       D       1        101800            0            0
USX MARATHON GROUP COM STOCK U COM  902905827         1099        27310 SH       D       2         27310            0            0
USX MARATHON GROUP COM STOCK U COM  902905827        25559       634961 SH       D       3        607061            0        27900
USX MARATHON GROUP COM STOCK U COM  902905827          801        19900 SH       D       4         19900            0            0
USX-MARATHON GROUP             COM  902905827         2090        80221 SH       D       5         80221            0            0
USX MARATHON GROUP             COM  902905827       276111     10594203 SH       D       6       9666472            0       927731
USX MARATHON GROUP             COM  902905827         8712       334302 SH       D       7        299318            0        34984
USX-MARATHON GROUP             COM  902905827          437        16785 SH       S       7         16785            0            0
U S B HLDG INC COM             COM  902910108         1914       128187 SH       D       6        128187            0            0
USB Holding Co. Inc.           COM  902910108           23         1567 SH       D       7          1567            0            0
UST INC                        COM  902911106       105000      7000000 SH       D       1       7000000            0            0
UST INC (DEL) COM STOCK US$0.5 COM  902911106           92         3890 SH       D       2          3890            0            0
UST INC (DEL) COM STOCK US$0.5 COM  902911106         5654       238455 SH       D       3        238455            0            0
UST INC COM                    COM  902911106        64464      4125756 SH       D       6       3929981            0       195775
UST Inc.                       COM  902911106         2399       153559 SH       D       7        127087            0        26472
UST, INC                       COM  902911106          143         9215 SH       S       7          9215            0            0
USA TRUCK INC.                 COM  902925106          554        76498 SH       D       6         76498            0            0
USA TRUCK INC                  COM  902925106            3          547 SH       D       7           547            0            0
USA DETERGENTS INC. COM        COM  902938109          293       126977 SH       D       6        126977            0            0
USA DETERGENTS INC             COM  902938109            1          509 SH       D       7           509            0            0
US HOME & GARDEN INC COM       COM  902939107          853       203849 SH       D       6        203849            0            0
US HOME AND GARDEN INC.        COM  902939107            3          881 SH       D       7           881            0            0
US PLASTIC LMBR CORP COM       COM  902948108         2631       284437 SH       D       6        284437            0            0
U S Plastic Lumber Corp        COM  902948108           52         5652 SH       D       7          5652            0            0
USFS HAWTHORN INC COM          COM  902956309         1042       208567 SH       D       6        208567            0            0
U S Franchise Svcs Inc         COM  902956309            9         1877 SH       D       7          1877            0            0
US RESTAURANT PPTYS COM        COM  902971100         3459       264817 SH       D       6        263117            0         1700
US Restaurants Properties      COM  902971100           21         1674 SH       D       7          1674            0            0
US BANCORP COMMON US$1.25      COM  902973106          319         9704 SH       D       2          9704            0            0
US BANCORP COMMON US$1.25      COM  902973106        38589      1173641 SH       D       3       1097165            0        76476
US BANCORP COMMON US$1.25      COM  902973106         1542        46900 SH       D       4         46900            0            0
U.S. BANCORP                   COM  902973106         4201       192046 SH       D       5        192046            0            0
US BANCORP NEW COM             COM  902973106       426927     19516686 SH       D       6      17965080            0      1551606
U.S. Bancorp                   COM  902973106        14920       682080 SH       D       7        606413            0        75667
US BANCORP                     COM  902973106          869        39753 SH       S       7         39753            0            0
US LIQUIDS INC - COM COM       COM  902974104         1364       209954 SH       D       6        209954            0            0
US Liquids Inc.                COM  902974104           22         3433 SH       D       7          3433            0            0
USA NETWORKS INC COM           COM  902984103        54482      2414721 SH       D       6       2404765            0         9956
USA NETWORKS INC               COM  902984103         1164        51614 SH       D       7         40090            0        11524
UNB CORP OHIO COM              COM  903056109          427        26900 SH       D       6         26900            0            0
URS CORP NEW COM               COM  903236107         5103       388816 SH       D       6        385516            0         3300
URS Corp.                      COM  903236107           27         2096 SH       D       7          2096            0            0
USANA INC COM                  COM  90328M107          424        95059 SH       D       6         95059            0            0
USANA INC                      COM  90328M107            7         1581 SH       D       7          1581            0            0
U S DIAGNOSTIC INC             COM  90328Q108           10        11100 SH       D       6         11100            0            0
US CAN CORP COM                COM  90328W105         3859       198544 SH       D       6        198544            0            0
U S Can Corp.                  COM  90328W105           28         1468 SH       D       7          1468            0            0
USG CORP                       COM  903293405         2818        44200 SH       D       1         44200            0            0
USG CORP                       COM  903293405          669        10500 SH       D       2         10500            0            0
USG CORP                       COM  903293405         3674        57630 SH       D       3         57630            0            0
USG CORP                       COM  903293405          561        13382 SH       D       5         13382            0            0
USG CORP COM                   COM  903293405       122240      2914818 SH       D       6       2596997            0       317821
USG CORP                       COM  903293405         7987       190456 SH       D       7        186010            0         4446
US-CHINA INDUSTRIAL EXCHANGE C COM  90329W302            6          500 SH       D       6           500            0            0
US-CHINA INDUSTRIAL EXCHANGE   COM  90329W302            7          600 SH       D       7           600            0            0
USCI INC COM                   COM  90330N101            2         7835 SH       D       6          7835            0            0
US FOODSERVICE COM             COM  90331R101        35916      1394799 SH       D       6       1390921            0         3878
U.S. FOODSERVICE               COM  90331R101          511        19858 SH       D       7          8430            0        11428
US LEC CORP - CL A COM         COM  90331S109         7244       182261 SH       D       6        182261            0            0
US LEC Corp.                   COM  90331S109           85         2155 SH       D       7          2155            0            0
USA FLORAL PRODS INC COM       COM  90331T107          228       146357 SH       D       6        146357            0            0
U.S.A. FLORAL PRODUCTS INC.    COM  90331T107            0          547 SH       D       7           547            0            0
USEC INC COM                   COM  90333E108         6986      1510608 SH       D       6       1500008            0        10600
USEC INC.                      COM  90333E108          103        22292 SH       D       7         22292            0            0
USA BIOMASS CORP               COM  90333F105           23         6000 SH       D       6          6000            0            0
US CONCRETE INC COM            COM  90333L102          199        33200 SH       D       6         33200            0            0
U S AGGREGATES INC COM         COM  90334D109         1607       111792 SH       D       6        111792            0            0
U.S. AGGREGATES INC.           COM  90334D109            8          600 SH       D       7           600            0            0
US INTERACTIVE RTS COM         COM  90334M109         3606       100875 SH       D       6        100875            0            0
US INTERACTIVE INC             COM  90334M109           35         1000 SH       D       7          1000            0            0
USN COMMUNICATIONS INC COM     COM  90336N204            0        12200 SH       D       6         12200            0            0
USP REAL ESTATE INVT TR COM    COM  903370104            3          700 SH       D       6           700            0            0
USP REAL ESTATE INV TRUST      COM  903370104            4          700 SH       D       7           700            0            0
US PHYSICAL COM                COM  90337L108            5          598 SH       D       6           598            0            0
U.S. PHYSICAL THERAPY INC      COM  90337L108           11         1200 SH       D       7          1200            0            0
USX-U.S.STEEL GROUP COM STOCK  COM  90337T101         5792       147929 SH       D       3        134629            0        13300
USX-U. S. STEEL GROUP          COM  90337T101          570        22824 SH       D       5         22824            0            0
USX US STEEL COM               COM  90337T101        60969      2438786 SH       D       6       2255967            0       182819
USX-US Steel Group, Inc.       COM  90337T101         1841        73674 SH       D       7         64498            0         9176
USX-US STEEL GROUP INC         COM  90337T101          119         4766 SH       S       7          4766            0            0
UTI ENERGY CORP COM            COM  903387108        17216       456079 SH       D       6        441779            0        14300
UTI Energy Corp.               COM  903387108          106         2808 SH       D       7          2808            0            0
U S XPRESS ENTERPRISES -CL A C COM  90338N103          918       104213 SH       D       6         99613            0         4600
US Xpress Enterprises Inc.     COM  90338N103           13         1478 SH       D       7          1478            0            0
US ONCOLOGY INC COM            COM  90338W103         6247      1388245 SH       D       6       1388245            0            0
US ONCOLOGY INC                COM  90338W103           47        10461 SH       D       7         10461            0            0
USOL HOLDINGS INC              COM  90338Y109           65         5600 SH       D       6          5600            0            0
US WIRELESS CORP COM           COM  90339C106         1683        54300 SH       D       6         54300            0            0
U.S. WIRELESS CORPORATION      COM  90339C106           18          600 SH       D       7           600            0            0
US VISION INC - COM COM        COM  90339M104           13         5638 SH       D       6          5638            0            0
U.S. VISION INC.               COM  90339M104            4         2000 SH       D       7          2000            0            0
UTTI CORP COM                  COM  90339X100            0         2040 SH       D       6          2040            0            0
US SEARCH COM INC COM          COM  903404101          560       112887 SH       D       6        112887            0            0
US SEARCH COM INC              COM  903404101            7         1500 SH       D       7          1500            0            0
UBID INC COM                   COM  903469104         2717        92692 SH       D       6         92692            0            0
UBID Inc                       COM  903469104           31         1080 SH       D       7          1080            0            0
UGLY DUCKLING CORP COM         COM  903512101         1099       143058 SH       D       6        143058            0            0
UGLY DUCKLING CORP.            COM  903512101            5          719 SH       D       7           719            0            0
ULTIMATE ELECTRS COM           COM  903849107         2326       106335 SH       D       6        106335            0            0
ULTIMATE ELECTRONICS INC       COM  903849107            8          400 SH       D       7           400            0            0
ULTIMATE SOFTWARE COM          COM  90385D107         1417       156410 SH       D       6        156410            0            0
ULTIMATE SOFTWARE GROUP INC    COM  90385D107           15         1685 SH       D       7          1685            0            0
ULTRADATA SYSTEMS INC          COM  903891109            7         1600 SH       D       6          1600            0            0
ULTRAFEM INC COM               COM  903896108            0         4700 SH       D       6          4700            0            0
ULTRAK INC COM                 COM  903898401         1308       143445 SH       D       6        143445            0            0
ULTRAK INC                     COM  903898401            4          542 SH       D       7           542            0            0
ULTRALIFE BATTERIES            COM  903899102          507        36284 SH       D       6         36284            0            0
ULTRALIFE BATTERIES INC        COM  903899102            6          469 SH       D       7           469            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106         2623        67700 SH       D       1         67700            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106          631        16300 SH       D       2         16300            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106         4356       112400 SH       D       3        112400            0            0
ULTAMAR-DIAMOND SHAMROCK COM   COM  904000106       117356      4624884 SH       D       6       4070119            0       554765
ULTRAMAR DIAMOND SHAMROCK      COM  904000106         5625       221714 SH       D       7        213951            0         7763
ULTRATECH STEPPER COM          COM  904034105         4722       331377 SH       D       6        331377            0            0
Ultratech Stepper Inc.         COM  904034105           47         3364 SH       D       7          3364            0            0
UMPQUA HLDGS CORP COM          COM  904214103            0        55781 SH       D       6         55781            0            0
UNAPIX ENTERTAINMENT INC       COM  904270105            4         2900 SH       D       6          2900            0            0
UNAPIX ENTERTAINMENT INC       COM  904270105            0          400 SH       D       7           400            0            0
UNI-INVEST LTD COM             COM  904569100            3          600 SH       D       6           600            0            0
UBI-INVEST (USA) LTD           COM  904569100            3          600 SH       D       7           600            0            0
UNI MARTS INC COM              COM  904571304            8         3400 SH       D       6          3400            0            0
UNICAPITAL CORP NEW COM        COM  90459D108         1505       633908 SH       D       6        633908            0            0
Unicapital Corp.               COM  90459D108           18         7831 SH       D       7          7831            0            0
UNICO AMERN CORP               COM  904607108          255        53697 SH       D       6         53697            0            0
UNICO AMERICAN                 COM  904607108            4         1000 SH       D       7          1000            0            0
UNICOMP INC                    COM  90465L409           15         2500 SH       D       7          2500            0            0
UNIDIGITAL INC COM             COM  904669108            8         2552 SH       D       6          2552            0            0
UNIDIGITAL INC                 COM  904669108            5         1700 SH       D       7          1700            0            0
UNIFI INC COM                  COM  904677101        13349      1493608 SH       D       6       1493608            0            0
UNIFI INC                      COM  904677101          136        15252 SH       D       7         15252            0            0
UNIFAB INTL INC - COM COM      COM  90467L100            0        46376 SH       D       6         46376            0            0
UNIFAB INTERNATIONAL INC.      COM  90467L100            2          300 SH       D       7           300            0            0
UNIFIRST CORP COM              COM  904708104         2769       246200 SH       D       6        246200            0            0
UniFirst Corp.                 COM  904708104           22         2008 SH       D       7          2008            0            0
UNIFY CORP COM                 COM  904743101         3582       175290 SH       D       6        175290            0            0
UNIFY CORP                     COM  904743101           20         1024 SH       D       7          1024            0            0
UNIGENE LABS INC COM           COM  904753100           41        14400 SH       D       6         14400            0            0
UNIHOLDING CORP COM            COM  904761202           10        10123 SH       D       6         10123            0            0
UNILEVER NV ORD NLG 1.12 (NEW  COM  904784709        12849       166834 SH       D       3        166834            0            0
UNILEVER N V COM               COM  904784709       593188     12326011 SH       D       6      11196393            0      1129618
Unilever N.V.                  COM  904784709        19363       402365 SH       D       7        394338            0         8027
UNILEVER NV                    COM  904784709         1480        30764 SH       S       7         30764            0            0
UNIMARK GROUP INC COM          COM  904789104            4         4000 SH       D       6          4000            0            0
UNICOM CORP COM STOCK NPV      COM  904911104          237         4020 SH       D       2          4020            0            0
UNICOM CORP COM STOCK NPV      COM  904911104        20798       352608 SH       D       3        331808            0        20800
UNICOM CORP COM STOCK NPV      COM  904911104         1510        25600 SH       D       4         25600            0            0
UNICOM CORPORATION             COM  904911104         2095        57410 SH       D       5         57410            0            0
UNICOM CORP COM                COM  904911104       205306      5624826 SH       D       6       5176532            0       448294
Unicom Corporation             COM  904911104         6777       185693 SH       D       7        163172            0        22521
UNICOM CORPORATION             COM  904911104          428        11737 SH       S       7         11737            0            0
UNIGRAPHICS SOLUTIONS INC COM  COM  904928108         3424       115827 SH       D       6        115827            0            0
Unigraphics Solutions Inc.     COM  904928108           32         1097 SH       D       7          1097            0            0
UNION BANKSHARES COM           COM  905399101         1125        95829 SH       D       6         95829            0            0
UNION BANKSHARES CORP          COM  905399101            9          776 SH       D       7           776            0            0
UNION BANKSHARES LTD COM       COM  905403101            4          505 SH       D       6           505            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104          450         4900 SH       D       1          4900            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104          322         3510 SH       D       2          3510            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104        21118       229631 SH       D       3        214231            0        15400
UNION CARBIDE CORP             COM  905581104         2038        34953 SH       D       5         34953            0            0
UNION CARBIDE CORP COM         COM  905581104       222233      3811075 SH       D       6       3504270            0       306805
UNION CARBIDE CORP             COM  905581104         6980       119715 SH       D       7        107237            0        12478
UNION CARBIDE CORP             COM  905581104          420         7213 SH       S       7          7213            0            0
UNION CMNTY BANCORP COM        COM  906054101            3          300 SH       D       6           300            0            0
UNION COMMUNITY BANCORP        COM  906054101            3          300 SH       D       7           300            0            0
UNION PACIFIC CORP COM STOCK U COM  907818108          224         3790 SH       D       2          3790            0            0
UNION PACIFIC CORP COM STOCK U COM  907818108        22888       386088 SH       D       3        363388            0        22700
UNION PACIFIC CORP COM STOCK U COM  907818108          764        12900 SH       D       4         12900            0            0
UNION PACIFIC CORP             COM  907818108         2578        65893 SH       D       5         65893            0            0
UNION PACIFIC CORP COM         COM  907818108       253000      6466460 SH       D       6       5954251            0       512209
Union Pacific Corporation      COM  907818108         8153       208403 SH       D       7        182621            0        25782
UNION PACIFIC CORP             COM  907818108         1865        50000 SH       D       9         50000            0            0
UNION PACIFIC CORP             COM  907818108          524        13398 SH       S       7         13398            0            0
UNION PACIFIC RESOURCES COM ST COM  907834105          113         4972 SH       D       2          4972            0            0
UNION PACIFIC RESOURCES COM ST COM  907834105         8284       361508 SH       D       3        361508            0            0
UNION PACIFIC RESOURCE COM     COM  907834105       100378      6922687 SH       D       6       6401837            0       520850
Union Pacific Resources        COM  907834105         2741       189053 SH       D       7        162918            0        26135
UNION PACIFIC RESOURCES GRP    COM  907834105          196        13559 SH       S       7         13559            0            0
UNION PLANTERS COM STK US$5    COM  908068109          131         2800 SH       D       2          2800            0            0
UNION PLANTERS COM STK US$5    COM  908068109         8843       187640 SH       D       3        187640            0            0
UNION PLANTERS CORP COM        COM  908068109       109543      3555177 SH       D       6       3263953            0       291224
Union Planters Corp.           COM  908068109         3331       108130 SH       D       7         93509            0        14621
UNION PLANTERS CORP.           COM  908068109          233         7564 SH       S       7          7564            0            0
UNIONBANCAL CORP COM STK $5    COM  908906100          199         4700 SH       D       1          4700            0            0
UNIONBANCAL CORP COM STK $5    COM  908906100          428        10100 SH       D       3         10100            0            0
UNIONBANCAL CORP COM           COM  908906100        58175      2110683 SH       D       6       1920730            0       189953
UNIONBANCAL CORP               COM  908906100         2706        98209 SH       D       7         95333            0         2876
UNIONBANCORP INC COM           COM  908908106            0        13487 SH       D       6         13487            0            0
UNIQUE MOBILITY INC COM        COM  909154106         1795       185346 SH       D       6        185346            0            0
UNIQUE MOBILITY INC            COM  909154106            6          714 SH       D       7           714            0            0
UNIROYAL TECHNOLOGY COM        COM  909163107         4575        97347 SH       D       6         97347            0            0
UNIROYAL TECHNOLOGY CORP       COM  909163107           26          560 SH       D       7           560            0            0
UNISOURCE ENERGY CORP COM      COM  909205106         8518       580013 SH       D       6        580013            0            0
Unisource Energy Corp. Hld Co. COM  909205106           76         5227 SH       D       7          5227            0            0
UNISYS CORP COM STOCK US$0.01  COM  909214108          204         4900 SH       D       2          4900            0            0
UNISYS CORP COM STOCK US$0.01  COM  909214108        18878       453282 SH       D       3        428982            0        24300
UNISYS CORP COM                COM  909214108       187887      7368150 SH       D       6       6750423            0       617727
Unisys Corporation             COM  909214108         6750       264712 SH       D       7        194065            0        70647
UNISYS CORP                    COM  909214108          426        16727 SH       S       7         16727            0            0
UNIT CORP COM                  COM  909218109         3300       300081 SH       D       6        300081            0            0
UNIT CORP COMMON STOCK         COM  909218109           25         2349 SH       D       7          2349            0            0
UNISTAR FINANCIAL SVC CORP COM COM  90921U100           30        15000 SH       D       6         15000            0            0
UNITED AMERN HEALTHCARE CORP C COM  90934C105            2         2600 SH       D       6          2600            0            0
UNITED ASSET MGMT CORP COM     COM  909420101        18925      1093189 SH       D       6       1093189            0            0
UNITED ASSET MGMT CORP         COM  909420101          237        13724 SH       D       7         13724            0            0
UNITED AUTO GROUP INC COM      COM  909440109         2647       300474 SH       D       6        300474            0            0
United Auto Group Inc.         COM  909440109           30         3457 SH       D       7          3457            0            0
UNITED CMNTY FINL CORP OHIO CO COM  909839102         3005       431267 SH       D       6        431267            0            0
United Community Financial     COM  909839102           39         5640 SH       D       7          5640            0            0
UNITED COMPANIES FINL CORP COM COM  909870107            5        95999 SH       D       6         95999            0            0
UNITED BANKSHARES INC W VA COM COM  909907107        16366       743951 SH       D       6        743951            0            0
United Bankshares Inc.         COM  909907107          165         7544 SH       D       7          7544            0            0
UNITED BANCORP INC OHIO COM    COM  909911109            3          221 SH       D       6           221            0            0
UNITED BANCORP INC/OHIO        COM  909911109            1          131 SH       D       7           131            0            0
UNITED CAP CORP COM            COM  909912107          665        56628 SH       D       6         56628            0            0
UNITED CAPITAL CORPORATION     COM  909912107            8          690 SH       D       7           690            0            0
UNITED DOMINION INDUSTRIES LTD COM  909914103         1568        86235 SH       D       6         86235            0            0
UNITED DOMINION INDS LTD       COM  909914103           38         2112 SH       D       7          2112            0            0
UNITED FINANCIAL COM           COM  909919102           18         1000 SH       D       6          1000            0            0
UNITED DOMINION RLTY TR INC CO COM  910197102        26752      2658652 SH       D       6       2601042            0        57610
UNITED DOMINION REALTY TRUST   COM  910197102          241        23952 SH       D       7         23952            0            0
UNITED FIRE & CAS CO COM       COM  910331107         2140       111207 SH       D       6        111207            0            0
United Fire & Casualty Co.     COM  910331107           22         1190 SH       D       7          1190            0            0
UNITED GUARDIAN INC            COM  910571108            1          400 SH       D       7           400            0            0
UNITED HEALTHCARE CORP COM STO COM  910581107         2874        31500 SH       D       1         31500            0            0
UNITED HEALTHCARE CORP COM STO COM  910581107          884         9690 SH       D       2          9690            0            0
UNITED HEALTHCARE CORP COM STO COM  910581107        30180       330678 SH       D       3        315678            0        15000
UNITED HEALTHCARE CORP         COM  910581107         2718        45582 SH       D       5         45582            0            0
UNITED HEALTHCARE CORP COM     COM  910581107       307875      5163532 SH       D       6       4763993            0       399539
UNITED HEALTHCARE CORP         COM  910581107        10600       177787 SH       D       7        160546            0        17241
UNITED HEALTHCARE CORP         COM  910581107          546         9161 SH       S       7          9161            0            0
UNITED HERITAGE CORP           COM  91058F304           47         6360 SH       D       7          6360            0            0
UNITED ILLUMINATING CO COM     COM  910637107        21554       549158 SH       D       6        530258            0        18900
United Illuminating Co.        COM  910637107           94         2414 SH       D       7          2414            0            0
UNITED INDUSTL CORP COM        COM  910671106         1586       158671 SH       D       6        158671            0            0
UNITED INDUSTIAL CORP          COM  910671106           10         1053 SH       D       7          1053            0            0
UNITED INVS RLTY TR COM        COM  910741107          477        95510 SH       D       6         95510            0            0
UNITED INVESTORS REALTY TRUST  COM  910741107            3          624 SH       D       7           624            0            0
UNITED LEISURE CORP            COM  910776103           11         1400 SH       D       7          1400            0            0
UNITED NATL BANCORP N J COM    COM  910909100         4928       228579 SH       D       6        228579            0            0
United National Bancorp        COM  910909100           68         3194 SH       D       7          3194            0            0
UNITED MOBILE HOMES INC COM    COM  911024107          530        75079 SH       D       6         75079            0            0
UNITED MOBILE HOMES INC        COM  911024107            3          522 SH       D       7           522            0            0
UNITED NAT FOODS INC COM       COM  911163103         1980       132023 SH       D       6        132023            0            0
United Natural Foods Inc.      COM  911163103           25         1672 SH       D       7          1672            0            0
UNITED PANAM FINANCIAL CORP CO COM  911301109            0          727 SH       D       6           727            0            0
UNITED PANAM FINANCIAL         COM  911301109            1          772 SH       D       7           772            0            0
UNITED PARCEL SERVICES COM     COM  911312106        62154       986578 SH       D       6        986578            0            0
UNITED PARCEL SERVICE - CL B   COM  911312106          636        10100 SH       D       7         10100            0            0
UNITED PARK CITY MINES CO COM  COM  911315208            4          200 SH       D       6           200            0            0
UNITED PARK CITY MINES         COM  911315208            2          119 SH       D       7           119            0            0
UNITED RENTALS INC COM         COM  911363109         7632       442439 SH       D       6        441015            0         1424
UNITED RENTALS INC             COM  911363109          167         9705 SH       D       7          4760            0         4945
UNITED RETAIL GROUP COM        COM  911380103         1969       207332 SH       D       6        207332            0            0
United Retail Group Inc.       COM  911380103           19         2061 SH       D       7          2061            0            0
UNITED ROAD SERVICE COM        COM  911384105          191       109605 SH       D       6        109605            0            0
UNITED ROAD SERVICES           COM  911384105            1          579 SH       D       7           579            0            0
UNITED SEC BANCORPORATION WA C COM  91146A101          654        68918 SH       D       6         68918            0            0
CN UNITED SECURITY BANCORP     COM  91146A101            8          880 SH       D       7           880            0            0
UNITED SHIPPING C TECH COM     COM  911498103           99         6600 SH       D       6          6600            0            0
UNITED SHIPPING AND TECHNOLOGY COM  911498103           15         1000 SH       D       7          1000            0            0
US CELLULAR CORP USD1          COM  911684108          212         1900 SH       D       1          1900            0            0
US CELLULAR CORP USD1          COM  911684108          358         3200 SH       D       3          3200            0            0
UNITED STATES CELLULAR CORP CO COM  911684108        31115       438245 SH       D       6        407296            0        30949
UNITED STATES CELLULAR CORP    COM  911684108          538         7580 SH       D       7          5009            0         2571
U S ENERGY CORP WYO COM        COM  911805109           13         4500 SH       D       6          4500            0            0
U S ENERGY CORP - WYOMING      COM  911805109           23         7700 SH       D       7          7700            0            0
U.S. AIRWAYS GROUP COM STK PAR COM  911905107           66         1700 SH       D       2          1700            0            0
U.S. AIRWAYS GROUP COM STK PAR COM  911905107         4209       107505 SH       D       3        103005            0         4500
US AIRWAYS GROUP INC           COM  911905107          483        17391 SH       D       5         17391            0            0
US AIRWAYS GROUP INC COM       COM  911905107        49472      1778771 SH       D       6       1630832            0       147939
US Airways Group Inc           COM  911905107         1670        60072 SH       D       7         52992            0         7080
U S AIRWAYS GROUP INC          COM  911905107          106         3833 SH       S       7          3833            0            0
US HOME CORP COM               COM  911920106         9618       253107 SH       D       6        253107            0            0
US Home Corp.                  COM  911920106           80         2126 SH       D       7          2126            0            0
UNITED STATES LIME & MINERALS  COM  911922102           13         1699 SH       D       6          1699            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        16403      1482761 SH       D       6       1453288            0        29473
U.S. INDUSTRIES INC            COM  912080108          487        44100 SH       D       7         36037            0         8063
US OFFICE PRODUCTS INC (NEW) C COM  912325305         1279       511816 SH       D       6        511816            0            0
US OFFICE PRODUCTS CO          COM  912325305           17         6853 SH       D       7          6853            0            0
U S PAWN INC                   COM  912330305            1         1800 SH       D       6          1800            0            0
US WEST INC STOCK NPV          COM  91273H101        20903       247100 SH       D       1        247100            0            0
US WEST INC STOCK NPV          COM  91273H101         3144        27088 SH       D       2         27088            0            0
US WEST INC STOCK NPV          COM  91273H101        97035       835953 SH       D       3        788143            0        47810
US WEST INC STOCK NPV          COM  91273H101         1678        14460 SH       D       4         14460            0            0
U.S. WEST, INC COM             COM  91273H101      1080440     14876980 SH       D       6      13420068            0      1456912
U S WEST INC NEW               COM  91273H101        35856       493719 SH       D       7        413916            0        79803
US WEST INC                    COM  91273H101         1975        27201 SH       S       7         27201            0            0
U.S. Treasury Bills            COM  912795DT5        21880     21966000 SH       D       7      21966000            0            0
US TRUST CORP NEW COM          COM  91288L105        50059       264866 SH       D       6        255566            0         9300
US TRUST CORP NEW              COM  91288L105          978         5177 SH       D       7          1132            0         4045
UNITED STATIONERS INC COM      COM  913004107        33976       952048 SH       D       6        944848            0         7200
United Stationers Inc.         COM  913004107          188         5291 SH       D       7          5291            0            0
UTD TECHNOLOGIES               COM  913017109         7362       123610 SH       D       1             0       123610            0
UNITED TECHNOLOGIES CORP COM S COM  913017109          790         8100 SH       D       2          8100            0            0
UNITED TECHNOLOGIES CORP COM S COM  913017109        75209       770240 SH       D       3        748240            0        22000
UNITED TECHNOLOGIES CORP COM S COM  913017109         1894        19400 SH       D       4         19400            0            0
UNITED TECHNOLOGIES CORP       COM  913017109         7921       125363 SH       D       5        125363            0            0
UNITED TECHNOLOGIES CORP COM   COM  913017109       740649     11721414 SH       D       6      10747653            0       973761
United Technologies Corp.      COM  913017109        26572       420528 SH       D       7        328479            0        92049
UTX.N                          COM  913017109          224         3700 SH       D       9          3700            0            0
UNITED TECHNOLOGIES            COM  913017109         1615        25566 SH       S       7         25566            0            0
UNITED TELEVISION INC COM      COM  913066106        12261        92629 SH       D       6         92629            0            0
United Television Inc.         COM  913066106          120          911 SH       D       7           911            0            0
UNITED THERAPEUTICS CORP DEL C COM  91307C102         7987       102738 SH       D       6        102738            0            0
UNITED THERAPEUTICS            COM  91307C102           77         1000 SH       D       7          1000            0            0
UNITED TRUST GROUP INC COM     COM  91311A100            3          487 SH       D       6           487            0            0
UNITED WATER RESOURCES INC     COM  913190104         3181        91400 SH       D       1         91400            0            0
UNITED WATER RESOURCES INC COM COM  913190104        18991       546530 SH       D       6        546530            0            0
United Water Resources Inc.    COM  913190104          178         5134 SH       D       7          5134            0            0
UNITED WISCONSIN SERVICES INC  COM  913238101         1079       194081 SH       D       6        194081            0            0
UNITED WISCONSIN SERVICES      COM  913238101            3          611 SH       D       7           611            0            0
UNITED GLOBAL COM              CVP  913247102         6553        75000 SH       D       1         75000            0            0
UNITED GLOBAL.COM              COM  913247508        12914       187500 SH       D       1        187500            0            0
UNITED GLOBALCOM COM           COM  913247508        43155       574922 SH       D       6        526819            0        48103
UNITEDGLOBALCOM INC -CL A      COM  913247508         1827        24344 SH       D       7         10046            0        14298
UNITIL CORP                    COM  913259107         2323        78600 SH       D       6         78600            0            0
UNITIL CORP                    COM  913259107            4          166 SH       D       7           166            0            0
UNITRIN COM STOCK US$0.10      COM  913275103         5970       103316 SH       D       3         74516            0        28800
UNITRIN INC COM                COM  913275103        34602       870506 SH       D       6        865218            0         5288
UNITRIN INC                    COM  913275103          603        15179 SH       D       7         10804            0         4375
UNITY BANCORP INC COM          COM  913290102           10         1717 SH       D       6          1717            0            0
UNITY BANCORP INC              COM  913290102            1          300 SH       D       7           300            0            0
UNIVERSAL ACCESS COM           COM  913363107         2439        72814 SH       D       6         72814            0            0
UNIVERSAL ACCESS INC           COM  913363107           16          486 SH       D       7           486            0            0
UNIVERSAL AMER FINL CORP COM   COM  913377107            7         2020 SH       D       6          2020            0            0
UNIVERSAL AMER FINANCIAL CRP   COM  913377107           15         3900 SH       D       7          3900            0            0
UNIVERSAL AUTOMOTIVE INDS INC  COM  913378105           11         4100 SH       D       6          4100            0            0
UNIVERSAL CORP-VA NPV          COM  913456109          126         5300 SH       D       1          5300            0            0
UNIVERSAL CORP-VA NPV          COM  913456109          181         7600 SH       D       2          7600            0            0
UNIVERSAL CORP-VA NPV          COM  913456109          234         9800 SH       D       3          9800            0            0
UNIVERSAL CORP VA COM COM      COM  913456109        24670      1637867 SH       D       6       1556167            0        81700
UNIVERSAL CORP VA              COM  913456109         1073        71300 SH       D       7         71300            0            0
UNIVERSAL DISPLAY CORP         COM  91347P105          119         4800 SH       D       6          4800            0            0
UNIVERSAL DISPLAY CORP         COM  91347P105           14          600 SH       D       7           600            0            0
UNIVERSAL ELECTRS IN COM       COM  913483103         3825       157736 SH       D       6        157736            0            0
UNIVERSAL ELECTRIC             COM  913483103           14          578 SH       D       7           578            0            0
UNIVERSAL FOODS CORP COM       COM  913538104        22408      1048354 SH       D       6       1048354            0            0
UNIVERSAL FOODS CORP           COM  913538104          217        10163 SH       D       7         10163            0            0
UNIVERSAL FST PRODS INC COM    COM  913543104         4525       365715 SH       D       6        365715            0            0
Universal Forest Products Inc. COM  913543104           32         2611 SH       D       7          2611            0            0
UNIVERSAL HEALTH RLTY INCOME T COM  91359E105         1669       106015 SH       D       6        105915            0          100
UNIVERSAL HEALTH REALTY INC    COM  91359E105            8          530 SH       D       7           530            0            0
UNIVERSAL STAINLESS & ALLOY CO COM  913837100           31         4287 SH       D       6          4287            0            0
UNIVERSAL STAINLESS & ALLOY    COM  913837100            2          300 SH       D       7           300            0            0
UNIVERSAL HEALTH SERVICES INC. COM  913903100        22013       485800 SH       D       1        485800            0            0
UNIVERSAL HEALTH SVCS INC CL B COM  913903100        29109       594081 SH       D       6        592198            0         1883
UNIVERSAL HEALTH SERVICES-CL B COM  913903100          532        10875 SH       D       7          8045            0         2830
UNO RESTAURANT CORP            COM  914900105          819        75337 SH       D       6         75337            0            0
UNO RESTAURANT CORP            COM  914900105            5          508 SH       D       7           508            0            0
UNIVISION COMMUNICATION COM    COM  914906102       103365       914735 SH       D       6        914535            0          200
UNIVISION COMMUNICATIONS INC   COM  914906102         2846        25191 SH       D       7          8188            0        17003
UNIVIEW TECHNOLOGIES CORP      COM  915282206           11         2400 SH       D       7          2400            0            0
UNOCAL CORP COM STOCK US$1     COM  915289102          192         4050 SH       D       2          4050            0            0
UNOCAL CORP COM STOCK US$1     COM  915289102        19362       406548 SH       D       3        379248            0        27300
UNOCAL CORP COM STOCK US$1     COM  915289102          781        16400 SH       D       4         16400            0            0
UNOCAL CORP                    COM  915289102         1828        61464 SH       D       5         61464            0            0
UNOCAL CORP COM                COM  915289102       191109      6423837 SH       D       6       5923968            0       499869
Unocal Corporation             COM  915289102         5661       190310 SH       D       7        165122            0        25188
UNOCAL CORP                    COM  915289102          387        13020 SH       S       7         13020            0            0
UNOVA INC COM                  COM  91529B106        13436       995300 SH       D       6        995300            0            0
UNOVA INC                      COM  91529B106          159        11779 SH       D       7         11779            0            0
UNUMPROVIDENT CORP USD.10      COM  91529Y106           86         3380 SH       D       2          3380            0            0
UNUMPROVIDENT CORP USD.10      COM  91529Y106         9351       363785 SH       D       3        347785            0        16000
UNUMPROVIDENT CORP             COM  91529Y106         1061        62445 SH       D       5         62445            0            0
UNUMPROVIDENT COM              COM  91529Y106       109252      6426620 SH       D       6       5916951            0       509669
UnumProvident Corp             COM  91529Y106         3835       225610 SH       D       7        203477            0        22133
UNIMPROVIDENT CORP             COM  91529Y106          220        12962 SH       S       7         12962            0            0
URANIUM RES INC COM NEW        COM  916901309            0         5000 SH       D       6          5000            0            0
US FREIGHTWAYS CORP COM        COM  916906100        33781       902356 SH       D       6        838856            0        63500
US Freightways Corp.           COM  916906100          161         4326 SH       D       7          4326            0            0
URBAN OUTFITTERS INC COM       COM  917047102         2655       180031 SH       D       6        180031            0            0
Urban Outfitters Inc.          COM  917047102           25         1709 SH       D       7          1709            0            0
URBAN SHOPPING CTRS COM        COM  917060105         9837       338481 SH       D       6        337581            0          900
Urban Shopping Centers Inc.    COM  917060105           59         2031 SH       D       7          2031            0            0
UROGEN CORP COM                COM  917271108          243        27100 SH       D       6         27100            0            0
URULOGIX INC COM               COM  917273104          304        35012 SH       D       6         35012            0            0
UROLOGIX INC                   COM  917273104           20         2400 SH       D       7          2400            0            0
UROMED CORP COM                COM  917274300            8         2420 SH       D       6          2420            0            0
UROCOR INC COM                 COM  91727P105           57        11756 SH       D       6         11756            0            0
UROCOR INC                     COM  91727P105            2          468 SH       D       7           468            0            0
URSTADT BIDDLE PROPERTIES INC  COM  917286106           35         4960 SH       D       6          4960            0            0
URSTADT BIDDLE PROPERTIES      COM  917286106            2          400 SH       D       7           400            0            0
URSTADT BIDDLE PROPERTIES INC  COM  917286205           42         5900 SH       D       6          5900            0            0
URSTADT BIDDLE - CL A          COM  917286205            2          400 SH       D       7           400            0            0
URSUS TELECOM CORP COM         COM  917287104          238        14600 SH       D       6         14600            0            0
URSUS TELECOM CORP             COM  917287104            4          300 SH       D       7           300            0            0
USABANCSHARES INC              COM  917289100            6          798 SH       D       6           798            0            0
US BANCORP INC PA COM          COM  917292104         4465       396950 SH       D       6        396950            0            0
U.S. Bancorp Inc. PA           COM  917292104           20         1780 SH       D       7          1780            0            0
US DATA CORP COM               COM  917294100          572        38661 SH       D       6         38661            0            0
USDATA CORPORATION             COM  917294100           25         1700 SH       D       7          1700            0            0
USINTERNETWORKING              COM  917311805         5418       150000 SH       D       1        150000            0            0
USINTERNETWORKING COM          COM  917311805        15532       400830 SH       D       6        384930            0        15900
US INTERNETWORKING INC         COM  917311805          317         8205 SH       D       7          8205            0            0
USURF AMERICA INC COM          COM  91732M105          119        14800 SH       D       6         14800            0            0
USURF AMERICA INC              COM  91732M105            5          700 SH       D       7           700            0            0
UTAH MED PRODS INC COM         COM  917488108           46         6190 SH       D       6          6190            0            0
UTAH MEDICAL PRODUCTS INC      COM  917488108            2          319 SH       D       7           319            0            0
VDI MULTIMEDIA                 COM  917916108         1284        90144 SH       D       6         90144            0            0
VDI MEDIA                      COM  917916108            5          400 SH       D       7           400            0            0
VI TECHNOLOGIES INC COM        COM  917920100          888       105326 SH       D       6        105326            0            0
V.I. TECHNOLOGIES INC          COM  917920100           14         1752 SH       D       7          1752            0            0
UTILICORP UNITED INC COM       COM  918005109        23443      1297928 SH       D       6       1288070            0         9858
UTILICORP UNITED, INC          COM  918005109          275        15266 SH       D       7          6923            0         8343
UTILICORP UTD INC              COM  918005877         6469       300900 SH       D       1        300900            0            0
UTILIX CORP COM                COM  918031105            6         1029 SH       D       6          1029            0            0
UTSTARCOM INC COM              COM  918076100         2912        37304 SH       D       6         37304            0            0
UTSTARCOM INC.                 COM  918076100           32          416 SH       D       7           416            0            0
VA LINUX SYSTEMS INC COM       COM  91819B105         8600       142450 SH       D       6        142450            0            0
VA LINUX SYSTEMS INC           COM  91819B105          122         2035 SH       D       7          2035            0            0
VF CORP COM STOCK NPV          COM  918204108          101         2580 SH       D       2          2580            0            0
VF CORP COM STOCK NPV          COM  918204108         8758       222542 SH       D       3        202742            0        19800
VF CORP COM STOCK NPV          COM  918204108          598        15200 SH       D       4         15200            0            0
VF CORP                        COM  918204108          757        31466 SH       D       5         31466            0            0
V F CORP COM                   COM  918204108        71443      2969079 SH       D       6       2720149            0       248930
V F Corporation                COM  918204108         1971        81912 SH       D       7         71727            0        10185
VF CORP                        COM  918204108          152         6356 SH       S       7          6356            0            0
VDC COMMUNICATIONS INC COM     COM  91821B101           29         7400 SH       D       6          7400            0            0
VDC COMMUNICATIONS INC         COM  91821B101            2          748 SH       D       7           748            0            0
VIB CORP- COM COM              COM  91823H106          672        96081 SH       D       6         96081            0            0
VIB CORP                       COM  91823H106            9         1307 SH       D       7          1307            0            0
V-ONE CORP COM                 COM  918278102           53         9900 SH       D       6          9900            0            0
V-ONE CORPORATION              COM  918278102           15         2900 SH       D       7          2900            0            0
VRB BANCORP- COM COM           COM  918281106          389        79939 SH       D       6         79939            0            0
VRB BANCORP                    COM  918281106            2          588 SH       D       7           588            0            0
VSE CORP COM                   COM  918284100           31         4388 SH       D       6          4388            0            0
VSI HLDGS INC COM              COM  918322108          111        34945 SH       D       6         34945            0            0
VSI HOLDINGS INC/GA            COM  918322108            4         1414 SH       D       7          1414            0            0
VSI ENTERPRISES COM            COM  91832B884           26         4675 SH       D       6          4675            0            0
VTEL CORP COM                  COM  918333105         2574       332237 SH       D       6        332237            0            0
VTEL CORPORATION               COM  918333105           20         2700 SH       D       7          2700            0            0
V3 SEMICONDUCTOR INC COM       COM  918392101            9          300 SH       D       6           300            0            0
V3 SEMICONDUCTOR INC.          COM  918392101           12          400 SH       D       7           400            0            0
VAIL BANKS INC COM             COM  918779109          479        53291 SH       D       6         53291            0            0
VAIL BANKS INC                 COM  918779109            3          359 SH       D       7           359            0            0
VAIL RESORTS COM               COM  91879Q109         4549       282140 SH       D       6        282140            0            0
Vail Resorts Inc.              COM  91879Q109           64         3972 SH       D       7          3972            0            0
VALASSIS COMMUNICATIONS INC US COM  918866104          286         5700 SH       D       3          5700            0            0
VALASSIS COMMUNICATIONS COM    COM  918866104        47601      1428943 SH       D       6       1220793            0       208150
VALASSIS COMMUNICATIONS INC    COM  918866104         1687        50648 SH       D       7         38571            0        12077
VALHI INC NEW COM              COM  918905100         4031       360385 SH       D       6        359685            0          700
VALHI INC                      COM  918905100           84         7522 SH       D       7          6922            0          600
VALENCE TECHNOLOGY COM         COM  918914102        11477       487124 SH       D       6        438683            0        48441
Valence Technology Inc.        COM  918914102          105         4496 SH       D       7          4496            0            0
VALENTIS INC COM               COM  91913E104         3095       272140 SH       D       6        272140            0            0
VALENTIS INC                   COM  91913E104           24         2176 SH       D       7          2176            0            0
VALERO ENERGY (NEW) COM        COM  91913Y100        48783      1592924 SH       D       6       1585024            0         7900
VALERO ENERGY CORP             COM  91913Y100          475        15523 SH       D       7         15523            0            0
VALLEY FORGE SCIENTIFIC CORP C COM  919656108            1          668 SH       D       6           668            0            0
VALLEY MEDIA INC COM           COM  91972C106          548        95349 SH       D       6         95349            0            0
Valley Media Inc               COM  91972C106            3          633 SH       D       7           633            0            0
VALLEY NATIONAL GAS COM        COM  919792101           24         6414 SH       D       6          6414            0            0
VALLEY NATIONAL GASES INC      COM  919792101            1          430 SH       D       7           430            0            0
VALLEY NATIONAL BANCORP COM    COM  919794107        21303       792679 SH       D       6        786113            0         6566
VALLEY NATIONAL BANK           COM  919794107          430        16026 SH       D       7         10619            0         5407
VALLEY RES INC COM             COM  920062106         1446        62890 SH       D       6         62890            0            0
VALLEY RESOURCES INC           COM  920062106            5          222 SH       D       7           222            0            0
VALMONT INDUSTRIES INC COM     COM  920253101         5819       337373 SH       D       6        337373            0            0
Valmont Industries Inc.        COM  920253101           54         3188 SH       D       7          3188            0            0
VALSPAR CORP COM               COM  920355104        23927       624546 SH       D       6        621649            0         2897
VALSPAR                        COM  920355104          463        12107 SH       D       7          7160            0         4947
VALUE CITY DEPT STORE COM      COM  920387107         7051       508207 SH       D       6        483977            0        24230
Value City Department Stores   COM  920387107           70         5100 SH       D       7          5100            0            0
VALUE AMER INC COM             COM  92038N102          581       178838 SH       D       6        178838            0            0
VALUE AMERICA INC.             COM  92038N102           10         3251 SH       D       7          3251            0            0
VALUE LINE INC COM             COM  920437100         3340        90275 SH       D       6         90275            0            0
Value Line Inc.                COM  920437100           25          690 SH       D       7           690            0            0
VALUECLICK INC COM             COM  92046N102          206         9840 SH       D       6          9840            0            0
VALUEVISION INTL INC COM       COM  92047K107        13130       317346 SH       D       6        317346            0            0
ValueVision International Inc. COM  92047K107          259         6274 SH       D       7          6274            0            0
VANS INC. COM                  COM  921930103         2651       164461 SH       D       6        164461            0            0
VANS INC                       COM  921930103            9          600 SH       D       7           600            0            0
VANGUARD AIRLINES INC 12/5/97  COM  92201B208            4         1500 SH       D       6          1500            0            0
VANGUARD AIRLINES INC          COM  92201B208            3         1100 SH       D       7          1100            0            0
VANTESEMED CORP COM            COM  92208W106           77        17600 SH       D       6         17600            0            0
VARCO INTERNATIONAL INC COM    COM  922126107        19761      1565234 SH       D       6       1548134            0        17100
VARCO INTL INC                 COM  922126107          168        13325 SH       D       7         13325            0            0
VARI-L CO COM                  COM  922150107           65         2500 SH       D       6          2500            0            0
VARI-L COMPANY INC             COM  922150107            7          300 SH       D       7           300            0            0
VARI-LITE INTL INC COM         COM  922152103           13         6502 SH       D       6          6502            0            0
VARIAN INC COM                 COM  922206107        28529       743435 SH       D       6        743435            0            0
VARIAN INC                     COM  922206107          342         8921 SH       D       7          8921            0            0
VARIAN SEMICONDUCTOR EQUIP COM COM  922207105        48727       765855 SH       D       6        765855            0            0
VARIAN SEMICONDUCTOR EQUIP     COM  922207105          575         9049 SH       D       7          9049            0            0
VARIAN ASSOC. INC COM          COM  92220P105        37732       827021 SH       D       6        827021            0            0
VARIAN MEDICAL SYSTEMS INC     COM  92220P105          401         8792 SH       D       7          8792            0            0
VARITY CORP DELAWARE COM       COM  922242102           23         4471 SH       D       6          4471            0            0
VARSITY BROOKS.COM INC COM     COM  922300108          164        41775 SH       D       6         41775            0            0
VARSITYBOOKS.COM               COM  922300108            0          225 SH       D       7           225            0            0
VASOMEDICAL INC COM            COM  922321104         3191       540276 SH       D       6        540276            0            0
VASTAR RESOURCES INC. COM      COM  922380100        19401       261082 SH       D       6        261082            0            0
VASTAR RESOURCES INC           COM  922380100          843        11348 SH       D       7          7587            0         3761
VAXGEN INC COM                 COM  922390208         1439        92900 SH       D       6         92900            0            0
VAXGEN INC                     COM  922390208           13          900 SH       D       7           900            0            0
VCAMPUS CORP                   COM  92240C100           19         1800 SH       D       6          1800            0            0
VCAMPUS CORP.                  COM  92240C100            2          200 SH       D       7           200            0            0
VEECO INSTRS INC DEL COM       COM  922417100        15017       202935 SH       D       6        202935            0            0
Veeco Instruments Inc.         COM  922417100          172         2325 SH       D       7          2325            0            0
VENCOR, INC COM                COM  92260R102           30       216962 SH       D       6        216962            0            0
VENCOR INC                     COM  92260R102            0         3484 SH       D       7          3484            0            0
VENTAS, INC COM                COM  92276F100         3813      1151167 SH       D       6       1146767            0         4400
VENTAS INC.                    COM  92276F100           45        13705 SH       D       7         13705            0            0
VENTANA MED SYS INC COM        COM  92276H106         7322       169545 SH       D       6        169545            0            0
Ventana Medical Systems        COM  92276H106          112         2609 SH       D       7          2609            0            0
VENTIV HEALTH INC COM          COM  922793104         3246       322592 SH       D       6        322592            0            0
VENTIV HEALTH INC              COM  922793104           51         5093 SH       D       7          1556            0         3537
VENTRO CORPORATION COM         COM  922815105        10747       189794 SH       D       6        183794            0         6000
VENTRO CORPORATION             COM  922815105          107         1900 SH       D       7          1900            0            0
VENATOR                        COM  922944103         2434       169661 SH       D       3        155761            0        13900
VENATOR GROUP COM              COM  922944103        22955      2568489 SH       D       6       2553887            0        14602
VENATOR GROUP INC.             COM  922944103          265        29742 SH       D       7         17385            0        12357
VENTURIAN CORP COM             COM  923304109            2          449 SH       D       6           449            0            0
VENTURIAN CORP                 COM  923304109            2          440 SH       D       7           440            0            0
VERAMARK TECHNOLOGIES INC COM  COM  923351100          378        76685 SH       D       6         76685            0            0
VERAMARK TECHNOLOGIES INC      COM  923351100            1          338 SH       D       7           338            0            0
VERILINK CORP COM              COM  923432108          117         8004 SH       D       6          8004            0            0
VERILINK CORP                  COM  923432108            9          623 SH       D       7           623            0            0
VERIO INC - COM COM            COM  923433106        31719       703902 SH       D       6        671255            0        32647
VERIO INC                      COM  923433106          869        19296 SH       D       7          4746            0        14550
VERIO INC                      PFD  923433304        10982       197000 SH       D       1        197000            0            0
VERITAS SOFTWARE CORP USD0.001 COM  923436109        24237       161700 SH       D       1        161700            0            0
VERITAS SOFTWARE CORP USD0.001 COM  923436109         1632         7050 SH       D       2          7050            0            0
VERITAS SOFTWARE CORP USD0.001 COM  923436109       102597       443075 SH       D       3        416975            0        26100
VERITAS SOFTWARE CORP USD0.001 COM  923436109         3079        13300 SH       D       4         13300            0            0
VERITAS SOFTWARE CO COM        COM  923436109       711662      5432536 SH       D       6       5380086            0        52450
Veritas Software Corp          COM  923436109        24482       186893 SH       D       7        102848            0        84045
VRTS.O                         COM  923436109         1011         7000 SH       D       9          7000            0            0
VERITAS SOFTWARE CORP          COM  923436109          676         5163 SH       S       7          5163            0            0
VERITAS SOFTWARE               CVB  923436AB5       228530     15000000 SH       D       1      15000000            0            0
VERITY INC COM                 COM  92343C106        31741       778926 SH       D       6        767210            0        11716
Verity Inc.                    COM  92343C106          209         5132 SH       D       7          5132            0            0
VERISIGN                       COM  92343E102        19273       126800 SH       D       1        126800            0            0
VERISIGN INC COM               COM  92343E102       150055      1003715 SH       D       6        999015            0         4700
VERISIGN INC                   COM  92343E102         3962        26510 SH       D       7          9976            0        16534
VRSN.O                         COM  92343E102        38040         5500 SH       D       9          5500            0            0
VERITAS DGC, INC COM           COM  92343P107        11296       401645 SH       D       6        401645            0            0
Veritas DGC Inc.               COM  92343P107          111         3953 SH       D       7          3953            0            0
VERITAS SOFTWARE               CVB  92343RAA1       298395     73160000 SH       D       1      73160000            0            0
VERMONT PURE HLDGS COM         COM  924234107            3         1005 SH       D       6          1005            0            0
VESTCOM INTL INC - COM COM     COM  924904105           29         5508 SH       D       6          5508            0            0
VESTCOM INTERNATIONAL INC      COM  924904105            2          393 SH       D       7           393            0            0
VERTEL CORP COM                COM  924907108         5474       258399 SH       D       6        258399            0            0
VERTEL CORP                    COM  924907108           38         1800 SH       D       7          1800            0            0
VERSANT CORPORATION            COM  925284101          183        13654 SH       D       6         13654            0            0
VERSANT OBJECT TECHNOLOGY      COM  925284101           13         1000 SH       D       7          1000            0            0
VERSATA INC COM                COM  925298101          102         1700 SH       D       6          1700            0            0
VERSATEL ADR                   ADR  925301103          227         5000 SH       D       9          5000            0            0
VERTEX COM                     COM  92532F100        28199       602393 SH       D       6        597286            0         5107
Vertex Pharmaceuticals Inc.    COM  92532F100          202         4334 SH       D       7          4334            0            0
VERTICALNET INC COM            COM  92532L107        74262       546045 SH       D       6        537945            0         8100
VerticalNet Inc.               COM  92532L107          827         6084 SH       D       7          6084            0            0
VERTICALNET INC                CVB  92532LAA5         3930      1000000 SH       D       1       1000000            0            0
VESTA INS GROUP INC COM        COM  925391104         1526       246676 SH       D       6        246676            0            0
VESTA INSURANCE GROUP          COM  925391104            4          686 SH       D       7           686            0            0
VETERANARIAN CENTERS COM       COM  925514101         7494       545074 SH       D       6        542274            0         2800
Veterinary Center America Inc. COM  925514101           59         4346 SH       D       7          4346            0            0
VIACOM 'A' USD0.01             CLA  925524100          201         2340 SH       D       2          2340            0            0
VIACOM 'A' USD0.01             CLA  925524100        12772       148369 SH       D       3        148369            0            0
VIACOM INC CL A                COM  925524100          630        11800 SH       D       6         11800            0            0
VIACOM INC                     COM  925524100          203         3800 SH       D       7          3800            0            0
VIACOM NON VTG COM STOCK US$0. COM  925524308         4573        53000 SH       D       1         53000            0            0
VIACOM NON VTG COM STOCK US$0. COM  925524308         1011        11720 SH       D       2         11720            0            0
VIACOM NON VTG COM STOCK US$0. COM  925524308        82505       956185 SH       D       3        908585            0        47600
VIACOM NON VTG COM STOCK US$0. COM  925524308         1889        21900 SH       D       4         21900            0            0
VIACOM INC-CL B                COM  925524308         9513       180346 SH       D       5        180346            0            0
VIACOM INC CL B                COM  925524308       932696     17681445 SH       D       6      15944102            0      1737343
Viacom, Inc., Class B          COM  925524308        29920       567212 SH       D       7        481161            0        86051
VIACOM INC CLASS B             COM  925524308         1978        37511 SH       S       7         37511            0            0
VIATEL INC COM                 COM  925529208        34903       695453 SH       D       6        695453            0            0
Viatel Inc                     COM  925529208          206         4117 SH       D       7          4117            0            0
VIALINK COM                    COM  92552Q101          250         7600 SH       D       6          7600            0            0
THE VIALINK CO                 COM  92552Q101           35         1088 SH       D       7          1088            0            0
VIAD  CORP COM STOCK US$1.50   COM  92552R109         4195       111995 SH       D       3         94395            0        17600
VIAD CORP COM                  COM  92552R109        38106      1665847 SH       D       6       1662154            0         3693
VIAD CORP                      COM  92552R109          696        30431 SH       D       7         15767            0        14664
VIASOFT INC COM                COM  92552U102         1789       277956 SH       D       6        277956            0            0
VIASOFT INC                    COM  92552U102           11         1783 SH       D       7          1783            0            0
VIASAT INC COM                 COM  92552V100         5512        76566 SH       D       6         76566            0            0
VIASAT INC                     COM  92552V100           32          457 SH       D       7           457            0            0
VIALOG CORP                    COM  92552X106           68        13100 SH       D       6         13100            0            0
VIALOG CORP                    COM  92552X106            3          600 SH       D       7           600            0            0
VIA SYSTEMS COM                COM  92553H100         9572       617571 SH       D       6        617571            0            0
VIASYSTEMS GROUP INC.          COM  92553H100          119         7729 SH       D       7          7729            0            0
VIANT CORP COM                 COM  92553N107        12837       383203 SH       D       6        367700            0        15503
VIANT CORP                     COM  92553N107          100         3000 SH       D       7          3000            0            0
VIADOR COM                     COM  92553R108         4491        91900 SH       D       6         91900            0            0
VIADOR INC                     COM  92553R108           39          800 SH       D       7           800            0            0
VICAL INC COM                  COM  925602104        17160       512242 SH       D       6        512242            0            0
Vical Inc.                     COM  925602104          103         3076 SH       D       7          3076            0            0
VICINITY CORP COM              COM  925653107         4858       139818 SH       D       6        139818            0            0
VICINITY CORP.                 COM  925653107           51         1474 SH       D       7          1474            0            0
VICON INDUSTRIES INC           COM  925811101            0          200 SH       D       7           200            0            0
VICOR CORP COM                 COM  925815102         7891       438430 SH       D       6        438430            0            0
Vicor Corp.                    COM  925815102           69         3882 SH       D       7          3882            0            0
VICORP RESTAURANTS INC COM     COM  925817108         2927       140263 SH       D       6        140263            0            0
VICORP RESTAURANTS INC.        COM  925817108            6          334 SH       D       7           334            0            0
VIANET WORKS INC COM           COM  925912107         3871       145750 SH       D       6        145750            0            0
VIA NETWORKS INC               COM  925912107           79         2995 SH       D       7          2995            0            0
VIDAMED INC COM                COM  926530106          181        50900 SH       D       6         50900            0            0
VIDEO DISPLAY CORP COM         COM  926555103           34         8700 SH       D       6          8700            0            0
VIDEO NETWORK COMMUNICATIONS I COM  92656N103            4         1125 SH       D       6          1125            0            0
VIDEONICS, INC COM             COM  92657Q105            8         4300 SH       D       6          4300            0            0
VIDEO UPDATE, INC COM          COM  92657V104           16        56150 SH       D       6         56150            0            0
VIDEO UPDATE INC-CL A          COM  92657V104            0         1200 SH       D       7          1200            0            0
VIDIKRON TECHNOLOGIES GROUP IN COM  92659F107            4        14100 SH       D       7         14100            0            0
VIEW TECH INC                  COM  926707100           17         3100 SH       D       6          3100            0            0
VIEWCAST.COM INC COM           COM  926713108          605       105247 SH       D       6        105247            0            0
VIEWCAST.COM INC               COM  926713108            2          469 SH       D       7           469            0            0
VIGNETTE CORP                  COM  926734104         6957        39100 SH       D       1         39100            0            0
VIGNETTE CORP COM              COM  926734104        57545       359097 SH       D       6        346394            0        12703
VIGNETTE CORP                  COM  926734104         1749        10916 SH       D       7          5700            0         5216
VIISAGE TECHNOLOGY INC COM     COM  92675K106           26         3900 SH       D       6          3900            0            0
VIISAGE TECHNOLOGY INC         COM  92675K106            6          900 SH       D       7           900            0            0
VIDEOLAND TECHNOLOGIES INC. CO COM  926919309            0            1 SH       D       6             1            0            0
VILLAGE SUPER MKT INC CL A NEW COM  927107409           69         5176 SH       D       6          5176            0            0
VILLAGE SUPERMARKETS INC       COM  927107409            4          300 SH       D       7           300            0            0
VINA CONCHA Y TORO ADR         ADR  927191106         4192        69900 SH       D       3         69900            0            0
CONCHA Y TORO COM              COM  927191106         2203        57229 SH       D       6         57229            0            0
VINTAGE PETE INC COM           COM  927460105        18423       915439 SH       D       6        915439            0            0
Vintage Petroleum Inc.         COM  927460105          170         8484 SH       D       7          8484            0            0
VION PHARMACEUTICALS INC COM   COM  927624106         2972       167479 SH       D       6        167479            0            0
VION PHARMACEUTICALS INC       COM  927624106           18         1023 SH       D       7          1023            0            0
VIRAGEN INC COM                COM  927638106           72        34200 SH       D       6         34200            0            0
VIRATA CORP COM                COM  927646109        11969       119848 SH       D       6        119848            0            0
VIRATA CORP                    COM  927646109          109         1100 SH       D       7          1100            0            0
VIRCO MFG CO                   COM  927651109         1407       135698 SH       D       6        135698            0            0
Virco Manufacturing Corp.      COM  927651109           18         1744 SH       D       7          1744            0            0
VIRGINIA CAP BANCSHARES INC CO COM  927758102         1639       112124 SH       D       6        112124            0            0
VIRGINIA CAP BANCSHARES INC    COM  927758102           10          700 SH       D       7           700            0            0
VIRGINIA COMMONWEALTH FINL C C COM  92778N106          206        10304 SH       D       6         10304            0            0
VIRGINIA COMMONWEALTH FINAN    COM  92778N106            6          329 SH       D       7           329            0            0
VIRGINIA COMMERCE BANCORP COM  COM  92778Q109            8          573 SH       D       6           573            0            0
VIRGINIA COMMERCE BANCORP      COM  92778Q109            6          440 SH       D       7           440            0            0
VIRGINIA GAS CO COM            COM  927814103            7         2678 SH       D       6          2678            0            0
VITALCOM INC COM               COM  927917104           13         4300 SH       D       6          4300            0            0
VIROPHARMA INC COM             COM  928241108         5810        94775 SH       D       6         94775            0            0
VIROPHARMA INC                 COM  928241108           50          823 SH       D       7           823            0            0
VIRTUALFUND COM, INC           COM  92825A107          312        53700 SH       D       6         53700            0            0
VIRTUALFUND.COM                COM  92825A107            8         1500 SH       D       7          1500            0            0
VIRTUAL COMMUNICATIONS COM     COM  92825D101            4          600 SH       D       6           600            0            0
VIRTUAL COMMUNITIES INC        COM  92825D101            5          700 SH       D       7           700            0            0
VISHAY INTERTECHNOLOGY         COM  928298108        48577       837500 SH       D       1        837500            0            0
VISHAY INTERTECHNOLOGY         COM  928298108          765         8500 SH       D       2          8500            0            0
VISHAY INTERTECHNOLOGY         COM  928298108         4845        53800 SH       D       3         53800            0            0
VISHAY INTERTECHNOLOGY INC COM COM  928298108       173540      3119839 SH       D       6       2897212            0       222627
VISHAY INTERTECHNOLOGY INC     COM  928298108         4689        84297 SH       D       7         77729            0         6568
VISIBLE GENETICS COM           COM  92829S104          199         5400 SH       D       6          5400            0            0
VISTA BANCORP INC COM          COM  92830R103          483        34202 SH       D       6         34202            0            0
VISTA BANCORP INC              COM  92830R103            8          576 SH       D       7           576            0            0
VISION TWENTY-ONE INC COM      COM  92831N101          201       134238 SH       D       6        134238            0            0
VISION TWENTY-ONE INC          COM  92831N101            1          672 SH       D       7           672            0            0
VISKASE COMPANIES INC COM      COM  92831R102           21         9499 SH       D       6          9499            0            0
VISKASE COMPANIES INC          COM  92831R102            1          664 SH       D       7           664            0            0
VISIONAMERICA INC COM          COM  92832C104          170       113466 SH       D       6        113466            0            0
VISIONAMERICA INC              COM  92832C104            0          500 SH       D       7           500            0            0
VISTA EYECARE INC COM          COM  928352103          170       194454 SH       D       6        194454            0            0
VISTA EYECARE INC              COM  928352103            0          780 SH       D       7           780            0            0
VISTA INFORMATION SOLUTIONS CO COM  928365204          814       208525 SH       D       6        208525            0            0
VISTA INFORMATION SOLUTIONS    COM  928365204            5         1397 SH       D       7          1397            0            0
VISTA MED TECHNOLOGICAL COM    COM  928369107            6         7400 SH       D       6          7400            0            0
VISUAL DATA CORP COM           COM  928428200          833        91383 SH       D       6         91383            0            0
VISUAL DATA CORPORATION        COM  928428200            2          234 SH       D       7           234            0            0
VISUAL EDGE SYSTEMS INC        COM  928430107            0         2300 SH       D       6          2300            0            0
VISUAL NETWORKS INC COM        COM  928444108        21817       384455 SH       D       6        362572            0        21883
Visual Networks Inc.           COM  928444108          239         4216 SH       D       7          4216            0            0
VISX INC DEL COM               COM  92844S105        15320       839493 SH       D       6        839493            0            0
VISX INC                       COM  92844S105          298        16353 SH       D       7          4420            0        11933
VITAL SIGNS INC COM            COM  928469105         2190        95506 SH       D       6         95506            0            0
Vital Signs Inc.               COM  928469105           36         1602 SH       D       7          1602            0            0
VITECH AMER INC COM            COM  928489103          342        59543 SH       D       6         59543            0            0
VITECH AMERICA INC             COM  928489103            4          739 SH       D       7           739            0            0
VITAMINSHOPPE COM INC COM      COM  92848M104          139        34900 SH       D       6         34900            0            0
VITESSE SEMICONDUCTOR COM      COM  928497106       204912      2128960 SH       D       6       2128960            0            0
VITESSE SEMICONDUCTOR CORP     COM  928497106         5513        57280 SH       D       7         23488            0        33792
VITESSE SEMI 4%CB 144A 200     CVB  928497AA4         2592      2500000 SH       D       9       2500000            0            0
VITRIA TECHNOLOGIES INC COM    COM  92849Q104        21500       213271 SH       D       6        199271            0        14000
VITRIA TECHNOLOGY INC          COM  92849Q104          373         3700 SH       D       7          3700            0            0
VITRO SA -SPON ADR REPR 3 ORDS ADR  928502301          349        47440 SH       D       3             0            0        47440
VITRO SOCIEDAD ANONIMA ADR     COM  928502301           47         9901 SH       D       6          9901            0            0
VIVUS INC COM                  COM  928551100         3357       405390 SH       D       6        405390            0            0
VIVUS INC                      COM  928551100           23         2800 SH       D       7          2800            0            0
VIXEL CORP COM                 COM  928552108         2526       156664 SH       D       6        156664            0            0
VIXEL CORP                     COM  928552108           16         1000 SH       D       7          1000            0            0
VLASSIC FOODS INTL INC COM     COM  928559103         1397       588609 SH       D       6        588609            0            0
VLASIC FOODS INTERNATIONAL     COM  928559103           16         7034 SH       D       7          7034            0            0
VIZACOM INC COM                COM  92855E102            5          900 SH       D       6           900            0            0
VIZACOM INC                    COM  92855E102            9         1600 SH       D       7          1600            0            0
VODAFONE AIRTOUCH PLC ADR      COM  92857T107            0            3 SH       D       6             3            0            0
VODAFONE AIRTOUCH PUBLIC LTD   COM  92857T107        13411       241383 SH       D       7        241383            0            0
VODAVI TECHNOLOGY INC          COM  92857V102            9         2100 SH       D       6          2100            0            0
VOICESTREAM WIRELESS CORP COM  COM  928615103       195570      1519179 SH       D       6       1512157            0         7022
VOICESTREAM WIRELESS CORP.     COM  928615103         4640        36014 SH       D       7         13969            0        22045
VOLT INFORMATION SCIENCES INC  COM  928703107         7946       221113 SH       D       6        221113            0            0
Volt Information Sciences Inc. COM  928703107           65         1815 SH       D       7          1815            0            0
VOXEL                          COM  928935105            0         4000 SH       D       6          4000            0            0
WMC LIMITED SPONSORED          COM  928947100          439        28329 SH       D       7         28329            0            0
WHG BANCSHARES CORP COM        COM  928949106            9         1347 SH       D       6          1347            0            0
WHG BANCSHARES CORP            COM  928949106            2          400 SH       D       7           400            0            0
VYSIS INC - COM COM            COM  928961101           51         5100 SH       D       6          5100            0            0
VYSIS INC                      COM  928961101            9          936 SH       D       7           936            0            0
VORNADO RLTY TRUST COM         COM  929042109        35413      1057129 SH       D       6       1048019            0         9110
VORNADO REALTY TRUST           COM  929042109          674        20126 SH       D       7         12501            0         7625
VORNADO OPERATING COMPANY COM  COM  92904N103           22         1736 SH       D       6          1736            0            0
VORNADO OPERATING INC          COM  92904N103            8          634 SH       D       7           634            0            0
VOXWARE INC                    COM  92906L105            8          800 SH       D       7           800            0            0
VOTORANTIM CELU (1 ADR EQ 500  ADR  92906P106          373        14650 SH       D       3         14650            0            0
VOYAGER NET INC COM            COM  92906W101         1274        93100 SH       D       6         93100            0            0
VOYAGERNET INC                 COM  92906W101           27         2000 SH       D       7          2000            0            0
VULCAN INTL CORP COM           COM  929136109            5          178 SH       D       6           178            0            0
VULCAN INTERNATIONAL CORP      COM  929136109            6          200 SH       D       7           200            0            0
VULCAN MATERIALS CO COM STOCK  COM  929160109          101         1400 SH       D       2          1400            0            0
VULCAN MATERIALS CO COM STOCK  COM  929160109        11563       159416 SH       D       3        159416            0            0
VULCAN MATERIALS CO            COM  929160109         1190        25995 SH       D       5         25995            0            0
VULCAN MATERIALS CO COM        COM  929160109       114030      2489067 SH       D       6       2283671            0       205396
Vulcan Materials Co.           COM  929160109         3319        72467 SH       D       7         62940            0         9527
VULCAN MATERIALS CO.           COM  929160109          244         5341 SH       S       7          5341            0            0
WBK STRYPES TRUST              CVP  929229102        31638      1054600 SH       D       1       1054600            0            0
WESTPAC STRYPES COM            COM  929229102            0      1974000 SH       D       6       1974000            0            0
VYREX CORP                     COM  92922E101            2         3400 SH       D       6          3400            0            0
WD 40 CO COM                   COM  929236107         5628       268039 SH       D       6        268039            0            0
WD-40 Co.                      COM  929236107           53         2531 SH       D       7          2531            0            0
WFS FINANCIAL COM              COM  92923B106         2632       135457 SH       D       6        135457            0            0
WFS Financial Inc.             COM  92923B106           27         1437 SH       D       7          1437            0            0
WHX CORPORATION COM            COM  929248102         1526       222016 SH       D       6        222016            0            0
WHX CORPORATION                COM  929248102            5          856 SH       D       7           856            0            0
W HOLDINGS CO INC. COM         COM  929251106         9430       698568 SH       D       6        698568            0            0
W Hldg Co Inc.                 COM  929251106           78         8131 SH       D       7          8131            0            0
WICOR INC COM                  COM  929253102        21406       690534 SH       D       6        690534            0            0
WICOR Inc.                     COM  929253102          194         6272 SH       D       7          6272            0            0
WLR FOODS COM                  COM  929286102         1118       194578 SH       D       6        194578            0            0
WLR FOODS INC                  COM  929286102            8         1405 SH       D       7          1405            0            0
THE WMF GROUP COM              COM  929289106           38         7274 SH       D       6          7274            0            0
WMF GROUP LIMITED              COM  929289106           10         2000 SH       D       7          2000            0            0
WMS INDS INC                   COM  929297109         7445       753944 SH       D       6        737544            0        16400
WMS Industries Inc.            COM  929297109           34         3470 SH       D       7          3470            0            0
WPI GROUP COM                  COM  92930K107            5         3000 SH       D       6          3000            0            0
WPI GROUP INC                  COM  92930K107            4         2700 SH       D       7          2700            0            0
WRP CORP COM                   COM  929317105            3         2108 SH       D       6          2108            0            0
WRP CORPORATION                COM  929317105            0          300 SH       D       7           300            0            0
WPS RESOURCES CORP COM         COM  92931B106        14792       570313 SH       D       6        570313            0            0
WPS Resources Corp.            COM  92931B106          123         4772 SH       D       7          4772            0            0
WSFS FINANCIAL CORP COM        COM  929328102         2152       173033 SH       D       6        173033            0            0
WSFS FINANCIAL CORP            COM  929328102            5          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         6633       475952 SH       D       6        475952            0            0
Wabash National Corp.          COM  929566107           58         4230 SH       D       7          4230            0            0
WACHOVIA CORP COM STOCK US$5   COM  929771103          451         4260 SH       D       2          4260            0            0
WACHOVIA CORP COM STOCK US$5   COM  929771103        33221       313368 SH       D       3        295068            0        18300
WACHOVIA CORP COM STOCK US$5   COM  929771103          548         5174 SH       D       4          5174            0            0
WACHOVIA CORP                  COM  929771103         3571        52867 SH       D       5         52867            0            0
WACHOVIA CORP NEW COM          COM  929771103       352586      5218673 SH       D       6       4798714            0       419959
Wachovia Corp.                 COM  929771103        10938       161897 SH       D       7        140936            0        20961
WACHOVIA CORP                  COM  929771103          737        10920 SH       S       7         10920            0            0
WACKENHUT CORP COM             COM  929794105          967        69383 SH       D       6         69383            0            0
Wackenhut Corp.                COM  929794105           42         3039 SH       D       7          3039            0            0
WACKENHUT CORP CLASS B         COM  929794303          914        90865 SH       D       6         90865            0            0
WACKENHUT CORRECTIONS CORP COM COM  929798106         1856       192852 SH       D       6        192852            0            0
Wackenhut Corrections Corp.    COM  929798106           18         1935 SH       D       7          1935            0            0
WADDELL & REED FINL COM        COM  930059100        25510       602916 SH       D       6        602715            0          201
WADDELL & REED FINANCIAL - A   COM  930059100          837        19787 SH       D       7          7356            0        12431
WADDELL & REED FINANCIAL 'B' $ CLA  930059209            0           18 SH       D       3            18            0            0
WADDELL & REED FINL COM        COM  930059209        14503       371888 SH       D       6        371888            0            0
WADELL AND REED FIN. CLASS B   COM  930059209           99         2564 SH       D       7          2564            0            0
WAINWRIGHT BK & TR CO BOSTON C COM  930705108           85        12269 SH       D       6         12269            0            0
WAL-MART STORES INC COM STOCK  COM  931142103        22956       252280 SH       D       1        230700        21580            0
WAL-MART STORES INC COM STOCK  COM  931142103        10692       113200 SH       D       2        113200            0            0
WAL-MART STORES INC COM STOCK  COM  931142103       674852      7144592 SH       D       3       6817092            0       327500
WAL-MART STORES INC COM STOCK  COM  931142103        15320       162200 SH       D       4        162200            0            0
WAL-MART STORES INC            COM  931142103        64603      1164024 SH       D       5       1164024            0            0
WAL-MART STORES INC COM        COM  931142103      6126627    110389682 SH       D       6     100752599            0      9637083
WAL MART STORES INC            COM  931142103       199635      3597029 SH       D       7       2950636            0       646393
WMT.N                          COM  931142103         1559        26750 SH       D       9         26750            0            0
WAL-MART STORES INC            COM  931142103        13295       239553 SH       S       7        239553            0            0
WALGREEN CO                    COM  931422109            4          160 SH       D       1             0          160            0
WALGREEN CO COM STOCK US$0.625 COM  931422109          550        13580 SH       D       2         13580            0            0
WALGREEN CO COM STOCK US$0.625 COM  931422109        62994      1553409 SH       D       3       1479409            0        74000
WALGREEN CO COM STOCK US$0.625 COM  931422109         2303        56800 SH       D       4         56800            0            0
WALGREEN CO                    COM  931422109         6770       262923 SH       D       5        262923            0            0
WALGREEN CO COM                COM  931422109       622750     24184479 SH       D       6      22203047            0      1981432
Walgreen                       COM  931422109        22320       866805 SH       D       7        637348            0       229457
WALGREEN CO                    COM  931422109         1393        54130 SH       S       7         54130            0            0
WALKER INTERFACTIVE COM        COM  931664106         1224       151920 SH       D       6        151920            0            0
WALKER INTERACTIVE SYSTEMS     COM  931664106            8         1028 SH       D       7          1028            0            0
WALL STREET DELI INC. COM      COM  931904106            1         1177 SH       D       6          1177            0            0
WALLACE COMPUTER SERVICES INC  COM  932270101        13447      1138405 SH       D       6       1134805            0         3600
WALLACE COMPUTER SERVICES      COM  932270101          389        32998 SH       D       7         32998            0            0
WALTER INDS INC COM            COM  93317Q105         7444       960641 SH       D       6        957241            0         3400
Walter Industries Inc.         COM  93317Q105           51         6691 SH       D       7          6691            0            0
WARNACO GROUP INC COM          COM  934390105         9686       820057 SH       D       6        814496            0         5561
WARNACO GROUP INC CL A         COM  934390105          175        14899 SH       D       7          9427            0         5472
WARNER-LAMBERT CO COM STOCK US COM  934488107        13198        91285 SH       D       1         76800        14485            0
WARNER-LAMBERT CO COM STOCK US COM  934488107         4059        26630 SH       D       2         26630            0            0
WARNER-LAMBERT CO COM STOCK US COM  934488107       216600      1420837 SH       D       3       1352137            0        68700
WARNER-LAMBERT CO COM STOCK US COM  934488107         5350        35100 SH       D       4         35100            0            0
WARNER LAMBERT CO COM          COM  934488107      2106041     21600421 SH       D       6      19808572            0      1791849
WARNER LAMBERT CO              COM  934488107        78566       805811 SH       D       7        609631            0       196180
WLA.N                          COM  934488107          538         5680 SH       D       9          5680            0            0
WARNER-LAMBERT COMPANY         COM  934488107         4503        46189 SH       S       7         46189            0            0
WARRANTECH CORP NEW COM        COM  934648304           19        12263 SH       D       6         12263            0            0
WARRANTECH CORP                COM  934648304            0          694 SH       D       7           694            0            0
WARREN BANCORP INC COM         COM  934710104          512        77371 SH       D       6         77371            0            0
WARREN BANCORP INC             COM  934710104            2          354 SH       D       7           354            0            0
WARWICK CMNTY BANCORP COM      COM  936559103          488        48509 SH       D       6         48509            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        15018       787851 SH       D       6        787851            0            0
WASHINGTON FEDERAL, INC.       COM  938824109          302        15857 SH       D       7         15857            0            0
WASHINGTON GAS LIGHT CO U$1.00 COM  938837101         2121        52436 SH       D       3         52436            0            0
WASHINGTON GAS LIGHT CO COM    COM  938837101        26294       967153 SH       D       6        967153            0            0
WASHINGTON GAS LIGHT           COM  938837101          256         9438 SH       D       7          9438            0            0
WASHINGTON HOMES INC COM       COM  938864105           62        11070 SH       D       6         11070            0            0
WASHINGTON HOMES INC           COM  938864105            2          500 SH       D       7           500            0            0
WASHINGTON MUTUAL              COM  939322103          912        21800 SH       D       1         21800            0            0
WASHINGTON MUTUAL              COM  939322103          481        11500 SH       D       2         11500            0            0
WASHINGTON MUTUAL              COM  939322103        36733       877795 SH       D       3        852091            0        25704
WASHINGTON MUTUAL              COM  939322103         1067        25500 SH       D       4         25500            0            0
WASHINGTON MUTUAL INC          COM  939322103         4041       152512 SH       D       5        152512            0            0
WASHINGTON MUTUAL INC COM      COM  939322103       423954     15998223 SH       D       6      14662769            0      1335454
WASHINGTON MUT INC             COM  939322103        14434       544703 SH       D       7        484901            0        59802
WASHINGTON MUTUAL, INC         COM  939322103          824        31098 SH       S       7         31098            0            0
WASHINGTON POST CO COM STOCK C CLA  939640108          163          200 SH       D       2           200            0            0
WASHINGTON POST CO COM STOCK C CLA  939640108         8278        10105 SH       D       3          8405            0         1700
WASHINGTON POST CO COM STOCK C CLA  939640108         1064         1300 SH       D       4          1300            0            0
WASHINGTON POST CO CL B COM    COM  939640108        55437       102473 SH       D       6        102077            0          396
WASHINGTON POST CO             COM  939640108          746         1380 SH       D       7          1029            0          351
WASHINGTON REAL ESTATE INVT TR COM  939653101        12479       831945 SH       D       6        831245            0          700
Washington Real Estate         COM  939653101           87         5801 SH       D       7          5801            0            0
WASHINGTON SVGS BK F S B WALDO COM  939696100            8         2200 SH       D       6          2200            0            0
WASHINGTON TR BANCORP INC COM  COM  940610108         2102       131421 SH       D       6        131421            0            0
WASHINGTON TRUST BANCORP       COM  940610108            5          368 SH       D       7           368            0            0
WASTE CONNECTIONS INC COM      COM  941053100         3007       248016 SH       D       6        248016            0            0
Waste Connections Inc.         COM  941053100           30         2484 SH       D       7          2484            0            0
WASTE INDS INC -COM COM        COM  941058109          975        88662 SH       D       6         88662            0            0
Waste Industries Inc.          COM  941058109           21         1914 SH       D       7          1914            0            0
WASTE MANAGEMENT INC           COM  94106L109          190         8667 SH       D       2          8667            0            0
WASTE MANAGEMENT INC           COM  94106L109        20365       924883 SH       D       3        893853            0        31030
WASTE MANAGEMENT INC           COM  94106L109          633        28765 SH       D       4         28765            0            0
WASTE MANAGEMENT INC           COM  94106L109         2136       156046 SH       D       5        156046            0            0
WASTE MANAGEMENT INC. (NEW) CO COM  94106L109       206460     15083847 SH       D       6      13859451            0      1224396
Waste Management Inc.          COM  94106L109         7389       539856 SH       D       7        398187            0       141669
WASTE MANAGEMENT INC           COM  94106L109          457        33445 SH       S       7         33445            0            0
WASTE SYS INTL INC COM         COM  94106P209          275        95745 SH       D       6         95745            0            0
WASTE SYSTEMS INTERNATIONAL    COM  94106P209            2          724 SH       D       7           724            0            0
WATCHGUARD TECHNOLOGIES INC CO COM  941105108         5472        60806 SH       D       6         52600            0         8206
WATCHGUARD TECHNOLOGIES INC    COM  941105108          108         1200 SH       D       7          1200            0            0
WATER PIK TECHNOLOGIES INC     COM  94113U100            0           45 SH       D       5            45            0            0
WATER PIK TECHNOLOGIES INC. CO COM  94113U100          490        67701 SH       D       6         67701            0            0
Water Pik Technologies         COM  94113U100            4          657 SH       D       7           657            0            0
WATERLINK INC - COM COM        COM  94155N105           19         7100 SH       D       6          7100            0            0
WATERLINK INC                  COM  94155N105            1          547 SH       D       7           547            0            0
WATERS CORP COM                COM  941848103        83723       878989 SH       D       6        878989            0            0
WATERS CORP                    COM  941848103         1988        20873 SH       D       7          7550            0        13323
WATERSIDE CAP CORP COM         COM  941872103            0          106 SH       D       6           106            0            0
WATERSIDE CAPITAL CORP         COM  941872103            4          530 SH       D       7           530            0            0
WATSCO INC                     COM  942622200         4248       407026 SH       D       6        403226            0         3800
Watsco Inc.                    COM  942622200           33         3243 SH       D       7          3243            0            0
WATSON PHARMACEUTICAL INC USD0 COM  942683103         1661        27800 SH       D       3         27800            0            0
WATSON PHARM COM               COM  942683103        88797      2237419 SH       D       6       2048841            0       188578
Watson Pharmaceuticals         COM  942683103         3350        84421 SH       D       7         63309            0        21112
WATSON PHARMACEUTICAL, INC     COM  942683103          205         5189 SH       S       7          5189            0            0
WATTS INDS INC CL A COM        COM  942749102         5349       432258 SH       D       6        432258            0            0
WATTS INDUSTRIES INC CLASS A   COM  942749102           47         3869 SH       D       7          3869            0            0
WAUSAU-MOSINEE PAPER CORP. COM COM  943315101        14242      1100897 SH       D       6       1100897            0            0
WAUSAU-MOSINEE PAPER CORP      COM  943315101          138        10685 SH       D       7         10685            0            0
WAVE SYSTEMS CORP COM          COM  943526103        27121       679099 SH       D       6        679099            0            0
Wave Systems Corp.             COM  943526103          268         6734 SH       D       7          6734            0            0
WAVE TECHNOLOGIES INTL INC COM COM  94352Q109           25         2725 SH       D       6          2725            0            0
WAVE TECHNOLOGIES INTL INC     COM  94352Q109            2          300 SH       D       7           300            0            0
WAVO CORP COM                  COM  944027101         2270       507995 SH       D       6        507995            0            0
WAVO Corp.                     COM  944027101           16         3711 SH       D       7          3711            0            0
WAYNE BANCORP INC OHIO COM     COM  944293109          692        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        94731      1607326 SH       D       6       1538527            0        68799
WEATHERFORD INTERNATIONAL      COM  947074100         2536        43033 SH       D       7         31362            0        11671
WEB STREET INC COM             COM  947336103          977       117600 SH       D       6        117600            0            0
WEB STREET INC                 COM  947336103           10         1300 SH       D       7          1300            0            0
WEBB DEL E CORP COM            COM  947423109         5030       339590 SH       D       6        339590            0            0
Webb Corp.                     COM  947423109           51         3490 SH       D       7          3490            0            0
WEBB INTERACTIVE SERVICES, INC COM  94748P104         2496        83207 SH       D       6         83207            0            0
WEBB INTERACTIVE SERVICES      COM  94748P104           14          472 SH       D       7           472            0            0
WEBCO INDS COM                 COM  947621108           78        16910 SH       D       6         16910            0            0
WEBCO INDUSTRIES INC           COM  947621108            1          400 SH       D       7           400            0            0
WEBFINANCIAL CORP COM          COM  94767P100            3          622 SH       D       6           622            0            0
WEBFINANCIAL CORP              COM  94767P100            1          300 SH       D       7           300            0            0
WEBMETHODS COM                 COM  94768C108        24005        99453 SH       D       6         99453            0            0
WEBMETHODS INC                 COM  94768C108          423         1755 SH       D       7          1755            0            0
WEBHIRE INC COM                COM  94768W104         1190        72684 SH       D       6         72684            0            0
WEBHIRE, INC.                  COM  94768W104            7          448 SH       D       7           448            0            0
WEBSTER CITY FEDERAL BANCORP   COM  947692109           13         1000 SH       D       6          1000            0            0
WEBLINK WIRELESS COM           COM  94769A101         6082       454746 SH       D       6        453446            0         1300
Weblink Wireless               COM  94769A101           75         5620 SH       D       7          5620            0            0
WEBSTER FINL CORP WATERBURY CO COM  947890109        26416      1148529 SH       D       6       1138029            0        10500
Webster Financial Corp.        COM  947890109          159         6955 SH       D       7          6955            0            0
WEBTRENDS CORP COM             COM  94844D104        24954       346592 SH       D       6        346592            0            0
WebTrends Corp.                COM  94844D104          211         2938 SH       D       7          2938            0            0
WEBVAN GROUP COM               COM  94845V103         7248       942874 SH       D       6        942874            0            0
WEBVAN GROUP INC               COM  94845V103           10         1400 SH       D       7          1400            0            0
WEGENER CORP COM               COM  948585104           35         5900 SH       D       6          5900            0            0
WEIDER NUTRITION INT COM       COM  948603105           16         4747 SH       D       6          4747            0            0
WEIDER NUTRITION INTL          COM  948603105            1          414 SH       D       7           414            0            0
WEINGARTEN RLTY INVS SH BEN IN COM  948741103        21284       579159 SH       D       6        575559            0         3600
WEINGARTEN REALTY INVST        COM  948741103          229         6250 SH       D       7          6250            0            0
WEIRTON STL CORP COM           COM  948774104         3390       417313 SH       D       6        417313            0            0
WEIRTON STEEL                  COM  948774104           21         2700 SH       D       7          2700            0            0
WEIS MARKETS INC COM           COM  948849104         6302       185367 SH       D       6        183681            0         1686
WEISMARKETS INC                COM  948849104          162         4771 SH       D       7          3393            0         1378
WELLCARE MGMT GROUP COM        COM  949470108            5         3400 SH       D       6          3400            0            0
WELLCO ENTERPRISES INC COM     COM  949476105            4          560 SH       D       6           560            0            0
WELLMAN INC COM                COM  949702104        13866       699873 SH       D       6        699873            0            0
WELLMAN INC                    COM  949702104          129         6514 SH       D       7          6514            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108          252         2400 SH       D       1          2400            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108         3165        30146 SH       D       3         30146            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108         1216        17404 SH       D       5         17404            0            0
WELLPOINT HEALTH CL. A COM     COM  94973H108       118568      1696863 SH       D       6       1559624            0       137239
Wellpoint Health Networks      COM  94973H108         4629        66249 SH       D       7         57844            0         8405
WELLPOINT HEALTH NETWORKS      COM  94973H108          240         3442 SH       S       7          3442            0            0
WELLS FARGO & CO               COM  949746101         8425       215000 SH       D       1        215000            0            0
WELLS FARGO AND COMPANY(NEW)   COM  949746101         1441        23080 SH       D       2         23080            0            0
WELLS FARGO AND COMPANY(NEW)   COM  949746101       158929      2543987 SH       D       3       2392327            0       151660
WELLS FARGO AND COMPANY(NEW)   COM  949746101         3312        53030 SH       D       4         53030            0            0
WELLS FARGO COMPANY            COM  949746101        17662       431435 SH       D       5        431435            0            0
WELLS FARGO AND COMPANY NEW CO COM  949746101      1761289     43023819 SH       D       6      39500414            0      3523405
Wells Fargo Company            COM  949746101        56992      1392192 SH       D       7       1221344            0       170848
WELLS FARGO & CO               COM  949746101         3621        88473 SH       S       7         88473            0            0
WELLS FINL COM                 COM  949759104           54         4600 SH       D       6          4600            0            0
WELLSFORD REAL PROPERTIES, INC COM  950240101         3911       450296 SH       D       6        446096            0         4200
Wellsford Real Properties Inc. COM  950240101           25         2991 SH       D       7          2991            0            0
WENDY'S INTL INC               COM  950590109           14          770 SH       D       1             0          770            0
WENDY'S INTL.                  COM  950590109         5026       159644 SH       D       3        159644            0            0
WENDYS INTL INC COM            COM  950590109        60991      3021241 SH       D       6       2775207            0       246034
Wendy's International          COM  950590109         1957        96966 SH       D       7         85851            0        11115
WENDYS INTERNATIONAL INC       COM  950590109          129         6437 SH       S       7          6437            0            0
WERNER ENTERPRISES INC COM     COM  950755108        11325       666180 SH       D       6        666180            0            0
Werner Enterprises Inc.        COM  950755108          134         7918 SH       D       7          7918            0            0
WESBANCO INC                   COM  950810101         6543       338819 SH       D       6        338819            0            0
Wesbanco Inc.                  COM  950810101           62         3253 SH       D       7          3253            0            0
WESCO FINANCIAL CORP COM       COM  950817106         7639        29958 SH       D       6         29858            0          100
WESCO FINANCIAL CORP           COM  950817106          167          656 SH       D       7           506            0          150
WESCO INTL INC COM             COM  95082P105         1825       235496 SH       D       6        235496            0            0
Wesco Intl Inc.                COM  95082P105           37         4861 SH       D       7          4861            0            0
WESLEY JESSEN VISIONCARE COM   COM  951018100         9536       265371 SH       D       6        265371            0            0
Wesley Jessen Visioncare Inc.  COM  951018100          112         3138 SH       D       7          3138            0            0
WEST COAST BANCORP NEW COM     COM  952145100         2567       261648 SH       D       6        261648            0            0
West Coast Bancorp OR          COM  952145100           20         2130 SH       D       7          2130            0            0
WEST COAST ENTMT CORP COM      COM  952182103            1         3900 SH       D       6          3900            0            0
WEST MARINE INC COM            COM  954235107         1559       156927 SH       D       6        156927            0            0
West Marine Inc.               COM  954235107           15         1577 SH       D       7          1577            0            0
WEST PHARMACEUTICAL SERVICES I COM  955306105         8208       324304 SH       D       6        324304            0            0
West Pharmaceutical Svsc Inc.  COM  955306105           58         2327 SH       D       7          2327            0            0
WEST TELESERVICES CORP COM     COM  956188106         5483       212947 SH       D       6        203447            0         9500
West Teleservices Corp.        COM  956188106          124         4834 SH       D       7          4834            0            0
WESTAFF,INC. COM               COM  957070105          807        88477 SH       D       6         88477            0            0
WESTAFF INC                    COM  957070105           17         1884 SH       D       7          1884            0            0
WESTAMERICA BANCORPORATION     COM  957090103        19163       690567 SH       D       6        686732            0         3835
WESTAMERICA BANCORP            COM  957090103          280        10104 SH       D       7          6355            0         3749
WESTBANK CORP COM              COM  957116106           15         1700 SH       D       6          1700            0            0
WESTCOAST HOSPITALITY CORP COM COM  95750P106          485        72614 SH       D       6         72614            0            0
WESTCOAST HOSPITALITY CORP     COM  95750P106            3          566 SH       D       7           566            0            0
WESTCOAST ENERGY INC COM       COM  95751D102            0       185300 SH       D       6        185300            0            0
WESTELL TECHNOLOGIES           COM  957541105            5          160 SH       D       1           160            0            0
WESTELL TECHNOLOGIES COM       COM  957541105        17098       536414 SH       D       6        536414            0            0
Westell Technologies Inc.      COM  957541105          115         3635 SH       D       7          3635            0            0
WESTERFED FINL CORP COM        COM  957550106          769        55480 SH       D       6         55480            0            0
WESTERFED FINANCIAL CORP       COM  957550106            2          206 SH       D       7           206            0            0
WESTCORP INC COM               COM  957907108         3860       275784 SH       D       6        272184            0         3600
Westcorp Inc.                  COM  957907108           38         2749 SH       D       7          2749            0            0
WESTERN DIGITAL CORP COM       COM  958102105        19421      2611248 SH       D       6       2569610            0        41638
WESTERN DIGITAL                COM  958102105          212        28595 SH       D       7         28595            0            0
WESTERN GAS RES INC COM        COM  958259103        11163       703201 SH       D       6        699501            0         3700
Western Gas Resources Inc.     COM  958259103           52         3323 SH       D       7          3323            0            0
WESTERN OHIO FINANCE COM       COM  959024100           34         2100 SH       D       6          2100            0            0
WESTERN OHIO FINANCIAL CORP    COM  959024100            1           96 SH       D       7            96            0            0
WESTERN PWR & EQUIP CORP COM   COM  959221102            4         3147 SH       D       6          3147            0            0
WESTERN PPTYS TR COM           COM  959261108         4473       436402 SH       D       6        433302            0         3100
Western Properties Trust       COM  959261108           28         2821 SH       D       7          2821            0            0
WESTERN RESOURCES INC. COM     COM  959425109        16056      1015401 SH       D       6        996998            0        18403
WESTERN RESOURCES, INC.        COM  959425109          469        29711 SH       D       7         23646            0         6065
WESTERN WTR COM                COM  959881103            8         6575 SH       D       6          6575            0            0
WESTERN WIRELESS CORP CLA COM  COM  95988E204        29499       643926 SH       D       6        587826            0        56100
WESTERN WIRELESS CORP          COM  95988E204          941        20544 SH       D       7         10779            0         9765
WESTFIELD AMER INC COM         COM  959910100         8451       623152 SH       D       6        618452            0         4700
WESTFIELD AMERICA INC          COM  959910100           98         7239 SH       D       7          7239            0            0
WESTINGHOUSE AIR BRA COM       COM  960386100        10154       955697 SH       D       6        953508            0         2189
Wabtec Corp.                   COM  960386100           84         7994 SH       D       7          7994            0            0
WESTON ROY F INC NEW COM SER A COM  961137106           44        18300 SH       D       6         18300            0            0
WESTPAC BANKING LTD ADR        COM  961214301         1425        44278 SH       D       7         44278            0            0
WESTPOINT STEVENS INC COM      COM  961238102        11022       580121 SH       D       6        580121            0            0
WEST POINT STEVENS             COM  961238102          308        16235 SH       D       7          8201            0         8034
WESTVACO CORP COM STOCK US$5   COM  961548104         7951       155268 SH       D       3        155268            0            0
WESTVACO CORP COM              COM  961548104        96031      2877355 SH       D       6       2544904            0       332451
Westvaco Corporation           COM  961548104         4040       121073 SH       D       7        111934            0         9139
WESTVACO CORP.                 COM  961548104          180         5402 SH       S       7          5402            0            0
WESTWOOD ONE INC               COM  961815107        62906      1735342 SH       D       6       1735342            0            0
Westwood One Inc.              COM  961815107          665        18364 SH       D       7         18364            0            0
WESTWORLD COMMUNITY HEALTHCARE COM  961833100            0         3600 SH       D       3          3600            0            0
WET SEAL INC CL A              COM  961840105         2503       158956 SH       D       6        158956            0            0
Wet Seal Inc.                  COM  961840105           31         2009 SH       D       7          2009            0            0
WEYCO GROUP INC COM            COM  962149100         1412        58265 SH       D       6         58265            0            0
WEYCO GROUP                    COM  962149100           11          487 SH       D       7           487            0            0
WEYERHAEUSER CO COM STOCK US$1 COM  962166104          357         3790 SH       D       2          3790            0            0
WEYERHAEUSER CO COM STOCK US$1 COM  962166104        35624       377547 SH       D       3        353795            0        23752
WEYERHAEUSER CO COM STOCK US$1 COM  962166104         1103        11700 SH       D       4         11700            0            0
WEYERHAEUSER CO                COM  962166104         3485        61150 SH       D       5         61150            0            0
WEYERHAEUSER CO COM            COM  962166104       348004      6105340 SH       D       6       5616476            0       488864
Weyerhaeuser Co                COM  962166104        11131       195295 SH       D       7        170889            0        24406
WEYERHAUSER CO                 COM  962166104          720        12637 SH       S       7         12637            0            0
WHIRLPOOL CORP COM STOCK US$1  COM  963320106         2816        29600 SH       D       1         29600            0            0
WHIRLPOOL CORP COM STOCK US$1  COM  963320106          823         8650 SH       D       2          8650            0            0
WHIRLPOOL CORP COM STOCK US$1  COM  963320106        16570       174141 SH       D       3        166841            0         7300
WHIRLPOOL CORP                 COM  963320106         1154        19691 SH       D       5         19691            0            0
WHIRLPOOL CORP COM             COM  963320106       161847      2760730 SH       D       6       2545328            0       215402
WHIRLPOOL CORP                 COM  963320106         7257       123796 SH       D       7        116033            0         7763
WHIRLPOOL CORP.                COM  963320106          235         4024 SH       S       7          4024            0            0
WHITE PINE SOFTWARE COMMON STO COM  964347108         3657       101600 SH       D       6        101600            0            0
WHITE PINE SOFTWARE INC        COM  964347108           36         1000 SH       D       7          1000            0            0
WHITEHALL JEWELLERS INC COM    COM  965063100         4721       200913 SH       D       6        200913            0            0
Whitehall Jewellers Inc.       COM  965063100           71         3052 SH       D       7          3052            0            0
WHITMAN CORP  NEW COM STOCK NP COM  96647R107         3020       154690 SH       D       3        154690            0            0
WHITMAN CORP COM               COM  96647R107        22913      1644053 SH       D       6       1632674            0        11379
WHITMAN CORP                   COM  96647R107          521        37399 SH       D       7         21229            0        16170
WHITMAN EDUCATION GROUP COM    COM  966524100           22        10028 SH       D       6         10028            0            0
WHITMAN EDUCATION GROUP INC    COM  966524100            1          593 SH       D       7           593            0            0
WHITNEY HOLDING CORP COM       COM  966612103        15123       463547 SH       D       6        463547            0            0
Whitney Holding Corp.          COM  966612103          142         4379 SH       D       7          4379            0            0
WHOLE FOODS COM                COM  966837106        20619       497597 SH       D       6        497597            0            0
WHOLE FOODS MARKET INC         COM  966837106          331         8002 SH       D       7          8002            0            0
WHOLE FOOD MARKET              COM  966837106         1211        26800 SH       D       9         26800            0            0
WICKES LMBR COM                COM  967446105           32         5322 SH       D       6          5322            0            0
WICKES LUMBER                  COM  967446105            3          500 SH       D       7           500            0            0
WILD OATS MARKETS COM          COM  96808B107         5940       289787 SH       D       6        289787            0            0
Wild Oats Markets Inc.         COM  96808B107           65         3198 SH       D       7          3198            0            0
WILEY JOHN & SONS INC COM CL A COM  968223206        15828       879367 SH       D       6        879367            0            0
WILEY (JOHN) & SONS INC.       COM  968223206          267        14878 SH       D       7          4834            0        10044
WILEY JOHN & SONS INC COM CL B COM  968223305         1877       109664 SH       D       6        109664            0            0
WILLAMETTE INDUSTRIES INC COM  COM  969133107          155         2500 SH       D       2          2500            0            0
WILLAMETTE INDUSTRIES INC COM  COM  969133107        10879       174982 SH       D       3        157982            0        17000
WILLAMETTE INDUSTRIES INC COM  COM  969133107       117095      2918269 SH       D       6       2667066            0       251203
Willamette Industries,Inc      COM  969133107         4831       120413 SH       D       7        109701            0        10712
WILLAMETTE INDUSTRIES, INC.    COM  969133107          242         6046 SH       S       7          6046            0            0
WILLBROS GROUP INC COM         COM  969199108          729       102340 SH       D       6        102340            0            0
WILLIAMS COMMUNICATIONS COM    COM  969455104        12255       236528 SH       D       6        236528            0            0
WILLIAMS COMMUNICATIONS        COM  969455104          202         3900 SH       D       7          3900            0            0
WILLIAMS COMPANIES INC COM STO COM  969457100          433         6260 SH       D       2          6260            0            0
WILLIAMS COMPANIES INC COM STO COM  969457100        47245       682271 SH       D       3        666171            0        16100
WILLIAMS COMPANIES INC COM STO COM  969457100         1592        23000 SH       D       4         23000            0            0
WILLIAMS COS INC               COM  969457100         4996       113703 SH       D       5        113703            0            0
WILLIAMS COMPANIES COM         COM  969457100       468978     10673767 SH       D       6       9814521            0       859246
Williams Companies, Inc.       COM  969457100        16108       366633 SH       D       7        279609            0        87024
WILLIAMS COMPANIES INC         COM  969457100        25234       592000 SH       D       9        592000            0            0
WILLIAMS COMPANIES, INC        COM  969457100         1028        23409 SH       S       7         23409            0            0
WILLIAMS CTLS INC COM          COM  969465103           28        13600 SH       D       6         13600            0            0
WILLIAMS CONTROLS INC          COM  969465103            4         2200 SH       D       7          2200            0            0
WILLIAMS CLAYTON COM           COM  969490101         1087        66942 SH       D       6         66942            0            0
CLAYTON WILLIAMS ENERGY        COM  969490101           17         1100 SH       D       7          1100            0            0
WILLIAMS INDUSTRIES INC COM    COM  969493204            2          879 SH       D       6           879            0            0
WILLIAMS INDUSTRIES INC        COM  969493204            0          300 SH       D       7           300            0            0
WILLIAMS SONOMA INC COM        COM  969904101        20583       663986 SH       D       6        663986            0            0
WILLIAMS-SONOMA INC            COM  969904101          416        13448 SH       D       7          4130            0         9318
WILLIS LEASE FINANCE COM       COM  970646105          336        54885 SH       D       6         54885            0            0
WILLIS LEASE FINANCE CORP      COM  970646105            2          368 SH       D       7           368            0            0
WILMAR INDS INC COM            COM  971426101         2250       131899 SH       D       6        131899            0            0
WILMAR INDUSTRIES INC          COM  971426101           18         1093 SH       D       7          1093            0            0
WILMINGTON TR CORP COM         COM  971807102        24418       502174 SH       D       6        497790            0         4384
WILMINGTON TRUST CORP          COM  971807102          526        10830 SH       D       7          7885            0         2945
WILSHIRE FINL SVCS GROUP INC C COM  971867205            0           85 SH       D       6            85            0            0
WILSHIRE OIL CO OF TEXAS COM   COM  971889100           46        11054 SH       D       6         11054            0            0
WILSHIRE OIL CO OF TEXAS       COM  971889100            5         1200 SH       D       7          1200            0            0
WILSHIRE TECH WARRANT TO PURCH WT   972000111            0        55584 SH       D       6         55584            0            0
WILSONS THE LEATHER COM        COM  972463103          773        57331 SH       D       6         57331            0            0
WILSONS THE LEATHER EXPERTS    COM  972463103           12          898 SH       D       7           898            0            0
WIND RIVER SYSTEMS I COM       COM  973149107        40700      1122784 SH       D       6       1122784            0            0
Wind River Systems Inc.        COM  973149107          339         9379 SH       D       7          9379            0            0
WINDMERE DURABLE HLDGS INC     COM  973411101         5482       371668 SH       D       6        371668            0            0
Windmere-Durable Holdings Inc. COM  973411101           65         4441 SH       D       7          4441            0            0
WINFIELD CAP CORP COM          COM  973859101         1306        61100 SH       D       6         61100            0            0
WINFIELD CAPITAL CORP          COM  973859101            6          324 SH       D       7           324            0            0
WINK COMMUNICATIONS COM        COM  974168106         5119       153407 SH       D       6        153407            0            0
WINK COMMUNICATIONS            COM  974168106           53         1600 SH       D       7          1600            0            0
WINMIL & CO INC COM            COM  974259103            2         1114 SH       D       6          1114            0            0
WINN-DIXIE STORES INC COM STOC COM  974280109           85         2790 SH       D       2          2790            0            0
WINN-DIXIE STORES INC COM STOC COM  974280109         6568       214025 SH       D       3        195225            0        18800
WINN-DIXIE STORES INC COM STOC COM  974280109          337        11000 SH       D       4         11000            0            0
WINN DIXIE STORES INC COM      COM  974280109        69514      3576333 SH       D       6       3279953            0       296380
Winn-Dixie Stores, Inc.        COM  974280109         2361       121497 SH       D       7        111284            0        10213
WINN DIXIE                     COM  974280109          154         7942 SH       S       7          7942            0            0
WINNEBAGO INDUSTRIES INC COM   COM  974637100         7362       407633 SH       D       6        407633            0            0
Winnebago Industries Inc.      COM  974637100           44         2479 SH       D       7          2479            0            0
WINSTAR COMMUNICATIONS INC COM COM  975515107        63504      1058410 SH       D       6       1054398            0         4012
WINSTAR COMMUNICATIONS INC     COM  975515107         1104        18412 SH       D       7          5449            0        12963
WINSTON HOTELS INC COM         COM  97563A102         2047       264223 SH       D       6        264223            0            0
WINSTON HOTELS INC             COM  97563A102            6          901 SH       D       7           901            0            0
WINTON FINL CORP COM           COM  976446104          149        17645 SH       D       6         17645            0            0
WINTON FINANCIAL CORP          COM  976446104            2          300 SH       D       7           300            0            0
WINTRUST FINANCIAL CORP COM    COM  97650W108          780        54747 SH       D       6         54747            0            0
WINTRUST FINANCIAL CORP        COM  97650W108            4          300 SH       D       7           300            0            0
WIRELESS TELECOM GROUP COM     COM  976524108           65        13823 SH       D       6         13823            0            0
WIRELESS TELECOM GROUP INC     COM  976524108            8         1700 SH       D       7          1700            0            0
WIRELESS FACILITIES COM        COM  97653A103         6974        66270 SH       D       6         62269            0         4001
WIRELESS FACILITIES INC        COM  97653A103          242         2300 SH       D       7          2300            0            0
WISCONSIN CENT TRANS COM       COM  976592105        12293      1003591 SH       D       6       1003591            0            0
WISCONSIN CENTRAL TRANSPORT    COM  976592105          176        14384 SH       D       7         14384            0            0
WISCONSIN ENERGY CORP          COM  976657106        98750      5000000 SH       D       1       5000000            0            0
WISCONSIN ENERGY CORP COM STOC COM  976657106         5483       175275 SH       D       3        157375            0        17900
WISCONSIN ENERGY CORP COM      COM  976657106        35651      1788158 SH       D       6       1775713            0        12445
WISCONSIN ENERGY CORP          COM  976657106          386        19370 SH       D       7          8799            0        10571
WISER OIL CO COM               COM  977284108           18         7685 SH       D       6          7685            0            0
WIT CAP GROUP INC COM          COM  97737K309          833        48700 SH       D       6         48700            0            0
WIT CAPITAL GROUP INC          COM  97737K309            8          500 SH       D       7           500            0            0
WITNESS SYSTEMS COM            COM  977424100         2433        80100 SH       D       6         80100            0            0
WOLF HOWARD B INC COM          COM  977725100            0         1200 SH       D       6          1200            0            0
WOLOHAN LUMBER CO              COM  977865104          480        45716 SH       D       6         45716            0            0
WOLOHAN LUMBER COMPANY         COM  977865104            2          262 SH       D       7           262            0            0
WOLVERINE TUBE INC COM         COM  978093102         4220       329386 SH       D       6        326286            0         3100
Wolverine Tube Inc.            COM  978093102           24         1909 SH       D       7          1909            0            0
WOLVERINE WORLD WIDE INC COM   COM  978097103         9298       845346 SH       D       6        845346            0            0
Wolverine World Wide Inc.      COM  978097103           71         6473 SH       D       7          6473            0            0
WOMEN.COM NETWORKS COM         COM  978149102         1355       164323 SH       D       6        164323            0            0
WOMEN.COM NETWORKS             COM  978149102           17         2100 SH       D       7          2100            0            0
WOMEN FIRST HEALTHCARE COM     COM  978150100          365        76916 SH       D       6         76916            0            0
WOMEN FIRST HEALTHCARE INC     COM  978150100            2          500 SH       D       7           500            0            0
WOODHEAD INDUSTRIES INC COM CO COM  979438108         2472       142833 SH       D       6        142833            0            0
WOODHEAD INDUSTRIES INC        COM  979438108           19         1106 SH       D       7          1106            0            0
WOODWARD GOVERNOR CO COM       COM  980745103         2899       126077 SH       D       6        126077            0            0
Woodward Governor Co.          COM  980745103           42         1828 SH       D       7          1828            0            0
WORKGROUP TECHNOLOGY COM       COM  980903108            7         4000 SH       D       6          4000            0            0
WORKFLOW MGMT INC COM          COM  98137N109         4143       153806 SH       D       6        153806            0            0
WORKFLOW MANAGEMENT INC        COM  98137N109           38         1444 SH       D       7          1444            0            0
WORKSAFE INDUSTRIES INC        COM  98138R109            1          800 SH       D       6           800            0            0
WORLD ACCEP CORP DEL COM       COM  981419104          974       192576 SH       D       6        192576            0            0
WORLD ACCEPTANCE CORP          COM  981419104            3          701 SH       D       7           701            0            0
WORLD ACCESS INC COM           COM  98141A101        11603       606735 SH       D       6        606735            0            0
World Access Inc.              COM  98141A101          144         7547 SH       D       7          7547            0            0
WORLD AWYS INC NEW COM         COM  98142H105            7         8000 SH       D       6          8000            0            0
WORLD FULL SERVICES CORP COM   COM  981475106          901       123243 SH       D       6        123243            0            0
WORLD FUEL SERVICES CORP       COM  981475106            3          455 SH       D       7           455            0            0
WORLDPORT COMMUNICATIONS INC C COM  98155J105          164        57387 SH       D       6         57387            0            0
WORLDPORT COMMUNICATIONS INC   COM  98155J105            2          766 SH       D       7           766            0            0
WORLDGATE COMMUNICATIONS INC C COM  98156L307         7487       249056 SH       D       6        249056            0            0
WorldGate Communications Inc.  COM  98156L307           65         2187 SH       D       7          2187            0            0
WORLD WRESTLING FOUNDATION COM COM  98156Q108         2503       141150 SH       D       6        141150            0            0
WORLD WRESTLING FED ENTMNT     COM  98156Q108           21         1200 SH       D       7          1200            0            0
WORLDWIDE ENTMT & SPORTS CORP  COM  98157N104            0          300 SH       D       6           300            0            0
WORONOCO BANCORP INC COM       COM  981630106            0        44897 SH       D       6         44897            0            0
WORTHINGTON INDUSTRIES USD0.01 COM  981811102         2616       135355 SH       D       3        135355            0            0
WORTHINGTON INDUSTRIES         COM  981811102          298        24143 SH       D       5         24143            0            0
WORTHINGTON INDUSTRIES INC COM COM  981811102        28563      2308137 SH       D       6       2132647            0       175490
Worthington Industries         COM  981811102          871        70384 SH       D       7         69105            0         1279
WORTHINGTON INDUST             COM  981811102           59         4808 SH       S       7          4808            0            0
WORLDTEX, INC. COM             COM  981907108           23        16665 SH       D       6         16665            0            0
WORLDPAGES.COM INC COM         COM  981922107         2501       259885 SH       D       6        259885            0            0
Worldpages.com Inc.            COM  981922107           20         2146 SH       D       7          2146            0            0
WRIGLEY WILLIAM                COM  982526105          180         1480 SH       D       2          1480            0            0
WRIGLEY WILLIAM                COM  982526105        18504       151358 SH       D       3        140258            0        11100
WRIGLEY WM JR CO COM           COM  982526105       207292      2698685 SH       D       6       2469241            0       229444
Wrigley (Wm) Jr Company        COM  982526105         6756        87958 SH       D       7         73435            0        14523
WRIGLEY WM JR COMPANY          COM  982526105          479         6248 SH       S       7          6248            0            0
WYNDHAM INTERNATIONAL INC COM  COM  983101106         4411      2352801 SH       D       6       2349174            0         3627
WYNDHAM INTERNATIONAL CLASS A  COM  983101106           62        33548 SH       D       7         33548            0            0
WYNNS INTERNATIONAL INC COM    COM  983195108         4533       328230 SH       D       6        328230            0            0
Wynns International Inc.       COM  983195108           32         2321 SH       D       7          2321            0            0
XCL LTD DELAWARE (NEW) COM     COM  983701103            1         9700 SH       D       6          9700            0            0
XM SATELLITE RADIO HLDGS INC C COM  983759101         3822       109614 SH       D       6        109614            0            0
XM SATELITE RADIO HOLDINGS     COM  983759101           59         1700 SH       D       7          1700            0            0
X-RITE INC COM                 COM  983857103         2383       235390 SH       D       6        235390            0            0
X-RITE INC                     COM  983857103           20         1981 SH       D       7          1981            0            0
XATA CORP                      COM  983882309           10         2000 SH       D       6          2000            0            0
XCEED, INC COM                 COM  98388N105         5816       242352 SH       D       6        242352            0            0
Xceed inc.                     COM  98388N105           55         2316 SH       D       7          2316            0            0
XCARR.NET INC COM              COM  98388Y101          591        41153 SH       D       6         41153            0            0
XCARE.NET, INC.                COM  98388Y101            7          547 SH       D       7           547            0            0
XIOX CORP COM                  COM  983905100            0          443 SH       D       6           443            0            0
XIOX CORP                      COM  983905100            4          100 SH       D       7           100            0            0
XETA CORP                      COM  983909102         1690        37158 SH       D       6         37158            0            0
XETA CORP                      COM  983909102            9          200 SH       D       7           200            0            0
XILINX  USD0.01                COM  983919101          502         4100 SH       D       2          4100            0            0
XILINX  USD0.01                COM  983919101        55204       450448 SH       D       3        436848            0        13600
XILINX  USD0.01                COM  983919101         1004         8200 SH       D       4          8200            0            0
XILINX INC COM                 COM  983919101       613661      7410255 SH       D       6       6780905            0       629350
Xilinx Inc                     COM  983919101        22507       271784 SH       D       7        208284            0        63500
XILINX INC                     COM  983919101         1421        17160 SH       S       7         17160            0            0
XIRCOM INC. COM                COM  983922105        24021       649235 SH       D       6        649235            0            0
Xircom Inc.                    COM  983922105          160         4330 SH       D       7          4330            0            0
XEROX CORP                     COM  984121103         4209       244700 SH       D       1        244400          300            0
XEROX CORP STOCK US$1          COM  984121103          388         9260 SH       D       2          9260            0            0
XEROX CORP STOCK US$1          COM  984121103        43747      1042915 SH       D       3        987715            0        55200
XEROX CORP STOCK US$1          COM  984121103         1279        30500 SH       D       4         30500            0            0
XEROX CORP                     COM  984121103         4500       173094 SH       D       5        173094            0            0
XEROX CORP COM                 COM  984121103       419327     16127972 SH       D       6      14815627            0      1312345
Xerox Corp.                    COM  984121103        15029       578057 SH       D       7        426277            0       151780
XEROX CORP                     COM  984121103         3653       135000 SH       D       9        135000            0            0
XEROX CORP.                    COM  984121103          930        35778 SH       S       7         35778            0            0
XTRA CORP COM                  COM  984138107        10151       267157 SH       D       6        266957            0          200
XTRA CORP                      COM  984138107          132         3483 SH       D       7          3483            0            0
XPEDIOR INC COM                COM  98413B100         2607       115867 SH       D       6        115867            0            0
XPEDIOR INC                    COM  98413B100           10          488 SH       D       7           488            0            0
XYBERNAUT CORP COM             COM  984149104          534        32000 SH       D       6         32000            0            0
XYBERNAUT CORP                 COM  984149104           36         2165 SH       D       7          2165            0            0
XYTRONYX INC CLASS B WARRANT   COM  984175125            0          731 SH       D       6           731            0            0
YADKIN VY BK & TR CO ELKIN N C COM  984308106            0        59905 SH       D       6         59905            0            0
YAHOO INC USD0.00017           COM  984332106         6323        23950 SH       D       1         23000          950            0
YAHOO INC USD0.00017           COM  984332106         3296        12200 SH       D       2         12200            0            0
YAHOO INC USD0.00017           COM  984332106       218862       809952 SH       D       3        776352            0        33600
YAHOO INC USD0.00017           COM  984332106         4836        17900 SH       D       4         17900            0            0
YAHOO! INC                     COM  984332106        20628       120365 SH       D       5        120365            0            0
YAHOO INC COM                  COM  984332106      2201908     12848482 SH       D       6      11742864            0      1105618
YAHOO INC                      COM  984332106        71121       415017 SH       D       7        354729            0        60288
YHOO.O                         COM  984332106         1088         6500 SH       D       9          6500            0            0
YAHOO! INC                     COM  984332106         4852        28318 SH       S       7         28318            0            0
YANKEE CANDLE COM              COM  984757104         3350       211877 SH       D       6        211877            0            0
YANKEE CANDLE COMPANY          COM  984757104           42         2700 SH       D       7          2700            0            0
XICOR INC COM                  COM  984903104         3493       247306 SH       D       6        247306            0            0
XICOR INC.                     COM  984903104           11          800 SH       D       7           800            0            0
YARDVILLE NATL BANCORP COM     COM  985021104          401        44760 SH       D       6         44760            0            0
YARDVILLE NATIONAL BNACORP     COM  985021104            7          822 SH       D       7           822            0            0
YELLOW CORP COM                COM  985509108        18202       987237 SH       D       6        888837            0        98400
YELLOW CORPORATION             COM  985509108           91         4957 SH       D       7          4957            0            0
YES ENTMT CORP COM             COM  985834100            1        12800 SH       D       6         12800            0            0
YOCREAM INTERNATIONAL          COM  986001105            0          200 SH       D       7           200            0            0
YONKERSFINL CORP COM           COM  986073104           21         1500 SH       D       6          1500            0            0
YORK FINL CORP COM             COM  986630101         1521       110627 SH       D       6        110627            0            0
YORK FINANCIAL CORP            COM  986630101            5          369 SH       D       7           369            0            0
YORK GROUP INC COM             COM  986632107          103        22311 SH       D       6         22311            0            0
YORK GROUP INC                 COM  986632107            6         1499 SH       D       7          1499            0            0
YORK INTL CORP NEW COM         COM  986670107        14937       639033 SH       D       6        634805            0         4228
YORK INTERNATIONAL CORP        COM  986670107          237        10145 SH       D       7          6623            0         3522
YORK RESH CORP COM             COM  987048105          301       178654 SH       D       6        178654            0            0
YORK RESEARCH CORP             COM  987048105            1          666 SH       D       7           666            0            0
YOUBET COM INC COM             COM  987413101          916       209457 SH       D       6        209457            0            0
YOUBET.COM INC.                COM  987413101            6         1400 SH       D       7          1400            0            0
YOUNG & RUBICAM INC USD0.01    COM  987425105         1514        20300 SH       D       3         20300            0            0
YOUNG & RUBICA COM             COM  987425105        71673      1524961 SH       D       6       1390761            0       134200
Young & Rubicam Inc            COM  987425105         2213        47101 SH       D       7         38929            0         8172
YOUNG & RUBICAM INC            COM  987425105          174         3710 SH       S       7          3710            0            0
YOUNG BROADCASTING I COM       COM  987434107         4282       225416 SH       D       6        225416            0            0
Young Broadcasting Inc.        COM  987434107           29         1539 SH       D       7          1539            0            0
YOUNG INNOVATIONS INC COM      COM  987520103          266        18037 SH       D       6         18037            0            0
YOUNG INNOVATIONS INC          COM  987520103           13          903 SH       D       7           903            0            0
YOUTHSTREAM MEDIA NETWORKS COM COM  987819109         3203       244107 SH       D       6        244107            0            0
Youthstream Media Networks Inc COM  987819109           47         3586 SH       D       7          3586            0            0
ZSC SPEC CHEM WT 2010 PFD      WAR  988788113            0       200000 SH       D       9        200000            0            0
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ZTFL TECHNOLOGIES COM          COM  988792107         7545       179663 SH       D       6        179663            0            0
Z-TEL TECHNOLOGIES INC.        COM  988792107           46         1100 SH       D       7          1100            0            0
ZALE CORP COM                  COM  988858106        31655       670852 SH       D       6        667681            0         3171
ZALE CORP.                     COM  988858106          289         6143 SH       D       7          2104            0         4039
ZAMBA CORP COM                 COM  988881108          188        17986 SH       D       6         17986            0            0
ZAMBA CORPORATION              COM  988881108           14         1400 SH       D       7          1400            0            0
ZAP.COM CORP COM               COM  989063102            0            1 SH       D       6             1            0            0
ZANY BRAINY INC COM            COM  98906Q101          468        96100 SH       D       6         96100            0            0
ZANY BRAINY INC                COM  98906Q101            5         1200 SH       D       7          1200            0            0
ZAPATA CORP COM                COM  989070503         1055       222110 SH       D       6        222110            0            0
Zapata Corp.                   COM  989070503           20         4389 SH       D       7          4389            0            0
ZAPME! CORP COM                COM  98912E100         1454       190750 SH       D       6        190750            0            0
ZAPME! CORPORATION             COM  98912E100           19         2500 SH       D       7          2500            0            0
ZARING NATIONAL CORPORATION CO COM  989136106            3          895 SH       D       6           895            0            0
ZARING NATIONAL CORPORATION    COM  989136106            2          600 SH       D       7           600            0            0
ZEBRA TECHNOLOGIES CORP COM    COM  989207105        23970       479419 SH       D       6        479419            0            0
Zebra Technologies Corp.       COM  989207105          220         4413 SH       D       7          4413            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         4992       225031 SH       D       6        225031            0            0
Zenith National Ins. Corp.     COM  989390109           52         2368 SH       D       7          2368            0            0
ZEROPLUS.COM COM               COM  98949Y103           75         7500 SH       D       6          7500            0            0
ZEROPLUS.COM INC               COM  98949Y103           11         1100 SH       D       7          1100            0            0
ZIEGLER INC COM                COM  989506100           49         2589 SH       D       6          2589            0            0
ZIEGLER COMPANIES INC/WIS      COM  989506100            2          107 SH       D       7           107            0            0
ZEVEX INTERNATIONAL INC        COM  98950E400           17         1600 SH       D       6          1600            0            0
ZEVEX INTERNATIONAL INC        COM  98950E400            3          300 SH       D       7           300            0            0
ZIFF-DAVIS INC COM             COM  989511100         5855       374724 SH       D       6        374724            0            0
ZIFF DAVIS INC                 COM  989511100          178        11449 SH       D       7         11449            0            0
ZIFF-DAVIS INC COM             COM  989511209         8283       389830 SH       D       6        389830            0            0
ZIFF-DAVIS INC-ZDNET           COM  989511209           39         1881 SH       D       7          1881            0            0
ZILA PHARMACEUTICALS INC COM P COM  989513205         2153       459365 SH       D       6        459365            0            0
ZILA INC.                      COM  989513205           17         3802 SH       D       7          3802            0            0
ZIONS BANCORP COM              COM  989701107        44877      1078148 SH       D       6       1073574            0         4574
ZIONS BANCORPORATION           COM  989701107         1075        25834 SH       D       7         12840            0        12994
ZIPLINK INC COM                COM  989741103         1827       121800 SH       D       6        121800            0            0
ZIPLINK INC                    COM  989741103           13          900 SH       D       7           900            0            0
ZIXIT CORP COM                 COM  98974P100        20749       284977 SH       D       6        282247            0         2730
Zixit Corp                     COM  98974P100          176         2421 SH       D       7          2421            0            0
ZMAX CORP COM                  COM  98974T201           50        15463 SH       D       6         15463            0            0
ZMAX CORP                      COM  98974T201            1          524 SH       D       7           524            0            0
ZORAN CORP COM                 COM  98975F101         5677       100820 SH       D       6        100820            0            0
ZORAN CORP                     COM  98975F101           37          672 SH       D       7           672            0            0
ZONAGEN COM                    COM  98975L108           98        11529 SH       D       6         11529            0            0
ZONAGEN INC                    COM  98975L108            4          501 SH       D       7           501            0            0
ZOLTEK COS COM                 COM  98975W104         1309       142052 SH       D       6        142052            0            0
ZOLTEK COMPANIES INC.          COM  98975W104            7          798 SH       D       7           798            0            0
ZOOM TELEPHONICS INC           COM  98976E103           30         2200 SH       D       7          2200            0            0
ZYGO CORP COM                  COM  989855101         5688       117900 SH       D       6        117900            0            0
ZYGO CORP                      COM  989855101           43          911 SH       D       7           911            0            0
ZYMETX INC                     COM  989859103            8         3200 SH       D       6          3200            0            0
ZITEL CORP COM                 COM  989913108          470        78085 SH       D       6         78085            0            0
ZITEL CORP                     COM  989913108           12         2100 SH       D       7          2100            0            0
ZOLL MED CORP FD SH BEN INT    COM  989922109         3900        76112 SH       D       6         76112            0            0
ZOLL MEDICAL CORPORATION       COM  989922109           24          477 SH       D       7           477            0            0
ZOMAX INC MN                   COM  989929104        39089       648791 SH       D       6        610748            0        38043
Zomax Inc.                     COM  989929104          110         1842 SH       D       7          1842            0            0
DAIMLERCHRYSLER AG COM         COM  D1668R123          265         4056 SH       D       6          4056            0            0
DAIMLERCHRYSLER                COM  D1668R123         8577       131079 SH       D       7        131079            0            0
TOTAL FINA                     COM  F9212D142           12          405 SH       D       7           405            0            0
ACE LTD COM                    COM  G0070K103            0       151100 SH       D       6        151100            0            0
AMDOCS COM                     COM  G02602103         2240        35000 SH       D       6         35000            0            0
CHINA TIRE HOLDINGS COM        COM  G2107X108          127        16000 SH       D       6         16000            0            0
CHINA*COM COM                  COM  G2108N109            0         4800 SH       D       6          4800            0            0
COMMODORE HLDGS COM            COM  G23257101           10         2700 SH       D       6          2700            0            0
COMMODORE HOLDINGS             COM  G23257101            1          400 SH       D       7           400            0            0
CORECOM LTD                    COM  G2422R109          376         8550 SH       D       6          8550            0            0
CREDICORP COM STK USD5         COM  G2519Y108          574        34294 SH       D       3         34294            0            0
CREDICORP LTD COM              COM  G2519Y108         4190       389794 SH       D       6        389794            0            0
EK CHOR MOTORCYCLE COM         COM  G29526103          104        37900 SH       D       6         37900            0            0
XCELLERA COM INC COM           COM  G31611109          237         1486 SH       D       6          1486            0            0
EVEREST RE GROUP LTD COM       COM  G3223R108        25824       791539 SH       D       6        687459            0       104080
EVEREST RE GROUP LTD.          COM  G3223R108          723        22163 SH       D       7         22163            0            0
FRESH DEL MONTE PRODUCE INC CO COM  G36738105           44         5258 SH       D       6          5258            0            0
FRESH DEL MONTE PRODUCE INC    COM  G36738105           22         2629 SH       D       7          2629            0            0
FRUIT OF THE LOOM INC CLA COM  COM  G3682L105           73        61810 SH       D       6         61810            0            0
FRUIT OF THE LOOM INC          COM  G3682L105            6         5158 SH       D       7          5158            0            0
GEMSTAR INTL GROUP LTD         COM  G3788V106         1665        13060 SH       D       3         13060            0            0
GEMSTAR INTL GROUP LTD         COM  G3788V106         4420        51405 SH       D       5         51405            0            0
GEMSTAR INTERNATIONAL GROUP LT COM  G3788V106         7405        86112 SH       D       6         86112            0            0
GLOBAL CROSSING LTD            COM  G3921A100          796        11530 SH       D       2         11530            0            0
GLOBAL CROSSING LTD            COM  G3921A100        75967      1100195 SH       D       3       1068195            0        32000
GLOBAL CROSSING LTD            COM  G3921A100         2216        32100 SH       D       4         32100            0            0
GLOBAL CROSSING LTD COM        COM  G3921A100       690170     16859576 SH       D       6      15318955            0      1540621
Global Crossing Ltd            COM  G3921A100        20896       510452 SH       D       7        499563            0        10889
GLOBAL CROSSING LTD            COM  G3921A100         1716        41934 SH       S       7         41934            0            0
HELEN OF TROY COM              COM  G4388N106          105        15376 SH       D       6         15376            0            0
HELEN OF TROY LTD-NEW          COM  G4388N106           17         2599 SH       D       7          2599            0            0
LORAL SPACE & COMMUNICATION LT COM  G56462107         1432       140646 SH       D       6        140646            0            0
LORAL SPACE & COMMUNICATIONS   COM  G56462107          269        26441 SH       D       7         26441            0            0
PEPTIDE THERAPEUTIC GROUP ORD  COM  G70036101          121        64991 SH       D       6         64991            0            0
PXRE GROUP LTD COM             COM  G73018106         1543        90770 SH       D       6         90770            0            0
PXRE GROUP LIMITED             COM  G73018106           10          595 SH       D       7           595            0            0
SANTA FE INTL F COM            COM  G7805C108         2227        60206 SH       D       6         60206            0            0
SANTA FE INTL CORP             COM  G7805C108          230         6234 SH       D       7          6234            0            0
TAIWAN INDEX FUND - INDEX SUB- COM  G8810D107        69690      2879774 SH       D       3       2879774            0            0
TAIWAN INDEX FUND - INDEX SUB- COM  G8810D107         1451        60000 SH       D       4         60000            0            0
TRANSOCEAN SEDCO FOREX COM USD COM  G90078109          425         5444 SH       D       2          5444            0            0
TRANSOCEAN SEDCO FOREX COM USD COM  G90078109        26127       334473 SH       D       3        327368            0         7105
TRANSOCEAN SEDCO FOREX COM USD COM  G90078109          339         4352 SH       D       4          4352            0            0
TRANSOCEAN SEDCO FOREX INC     COM  G90078109         2772        54031 SH       D       5         54031            0            0
TRANSOCEAN SEDCO FOREX INC COM COM  G90078109       269416      5250521 SH       D       6       4737917            0       512604
Transocean Sedco Forex         COM  G90078109         7105       138468 SH       D       7        135561            0         2907
RIG.N                          COM  G90078109           34          684 SH       D       9           684            0            0
TRANSOCEAN SEDCO FOREX INC.    COM  G90078109          571        11137 SH       S       7         11137            0            0
WHITE MTNS INS GRP INC COM     COM  G9618E107         1675        12491 SH       D       6         12491            0            0
WHITE MOUNTAINS INSURANCE GRP  COM  G9618E107           61          456 SH       D       7           456            0            0
XOMA CORP BERMUDA COM          COM  G9825R107          384        49553 SH       D       6         49553            0            0
XOMA LTD.                      COM  G9825R107           26         3363 SH       D       7          3363            0            0
OLICOM A/S F COM               COM  K7514Y107            0          288 SH       D       6           288            0            0
MILLICOM INTL CELLULAR SA COM  COM  L6388F102         6847       120000 SH       D       6        120000            0            0
SCANDANAVIAN BROADCASTING SYST COM  L8137F102            0        16100 SH       D       6         16100            0            0
CHECK POINT SOFTWARE COM       COM  M22465104         8963        52400 SH       D       6         52400            0            0
ELBIT LTD COM                  COM  M3752J108          370        27300 SH       D       6         27300            0            0
CN ESC MEDICAL SYSTEMS LTD COM COM  M40868107            9          800 SH       D       6           800            0            0
ESC MEDICAL SYSTEMS LTD.       COM  M40868107           19         1700 SH       D       7          1700            0            0
FUNDTECH LTD ADR               COM  M47095100          210         8100 SH       D       6          8100            0            0
GALILEO TECHNOLOGY LTD ADR     COM  M47298100          448        24600 SH       D       6         24600            0            0
GILAT SATELLITE NETWORKS COM   COM  M51474100         1430        12200 SH       D       6         12200            0            0
METALINK LTD COM               COM  M69897102            0        16440 SH       D       6         16440            0            0
ORBOTECH LTD COM               COM  M75253100         1623        19100 SH       D       6         19100            0            0
RADVISION COM                  COM  M81869105            0        25200 SH       D       6         25200            0            0
BAAN COMPANY COM               COM  N08044104         8229      1407558 SH       D       6       1407558            0            0
PUBLIC STORAGE INTL PROP US$.1 COM  N72317105           44       110960 SH       D       3        110960            0            0
SUN INTL HOTELS LTD COM        COM  P8797T133            0        65400 SH       D       6         65400            0            0
ROYAL CARIBBEAN                COM  V7780T103            1           60 SH       D       1             0           60            0
ROYAL CARRIBBEAN COM           COM  V7780T103         5736       204872 SH       D       6        204872            0            0
ROYAL CARIBBEAN CRUISES LTD    COM  V7780T103          269         9618 SH       D       7          9618            0            0
CREATIVE TECHNOLOGY COM        COM  Y1775U107        22594       711757 SH       D       6        711757            0            0
OMI CORP COM                   COM  Y6476W104          589       154507 SH       D       6        154507            0            0
TEEKAY SHIPPING COM            COM  Y8564W103         1579        57300 SH       D       6         57300            0            0
</TABLE>


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