BARCLAYS GLOBAL INVESTORS NA /CA/
13F-HR, 2000-02-11
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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: December 31, 1999

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       February 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: December 31, 1999

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        February 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: December 31, 1999

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

Signature, Place, and Date of Signing:

Vivien Lin   San Francisco,CA        February 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: December 31, 1999

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 8191

Signature, Place, and Date of Signing:

Paul Hecker                     London, England        December 29, 1999

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: December 31, 1999

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

Form 13F File Number:  28-4912

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:

Karen Gigg                    London, England        February 1, 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: December 31, 1999

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

Signature, Place, and Date of Signing:

Vivien Lin                    San Francisco,CA        February 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: December 31, 1999

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        February 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: December 31, 1999

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        February 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: December 31, 1999

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        January 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
*   File Number not yet available.
<PAGE>

      FORM 13F SUMMARY PAGE




Report Summary:

Number of Other Included Managers:              8
Form 13F Information Table Entry Total:		14,772
Form 13F Information Table Value Total:		$414,163,399
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      6783605       390442 SH       D       4        390442            0            0
FLEMING POLAND FUND LIMITED    COM  000343051       116406         7700 SH       D       2          7700            0            0
AAON INC COM                   COM  000360206      1220380        84896 SH       D       6         84896            0            0
AAR CORP COM                   COM  000361105     10224949       570032 SH       D       6        570032            0            0
AAR Corp.                      COM  000361105        71696         3997 SH       D       7          3997            0            0
ABC BANCORP COM                COM  000400101       883734        83175 SH       D       6         83175            0            0
F & C LATIN AMERICAN INVESTMEN COM  000505840      6955629      2013300 SH       D       4       2013300            0            0
DAIMLERCHRYSLER (US LISTING)   COM  000710000     13218578       120391 SH       D       3         87595            0        32796
DAIMLERCHRYSLER (US LISTING)   COM  000710000      1779920        16211 SH       D       4         16211            0            0
ABC-NACO INC                   COM  000752105      1737425       210597 SH       D       6        210597            0            0
ABC-NACO Inc.                  COM  000752105        20641         2502 SH       D       7          2502            0            0
A.B. WATLEY GROUP INC COM      COM  000788109       467904        43526 SH       D       6         43526            0            0
A B WATLEY GROUP INC           COM  000788109         2150          200 SH       D       7           200            0            0
AC MOORE ARTS & CRAF COM       COM  00086T103        20925         3600 SH       D       6          3600            0            0
A.C. MOORE ARTS & CRAFTS INC   COM  00086T103        11625         2000 SH       D       7          2000            0            0
ACSYS INC- COM COM             COM  00087X103        12219         7241 SH       D       6          7241            0            0
ACSYS INC                      COM  00087X103         1088          645 SH       D       7           645            0            0
CONSULTING TEAM COM            COM  000881102        16180         3236 SH       D       6          3236            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101      1109171         9600 SH       D       1          9600            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101       439047         3800 SH       D       2          3800            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101     27669564       239483 SH       D       3        227283            0        12200
ADC TELECOMMUNICATIONS INC COM COM  000886101    260703203      3592809 SH       D       6       3298599          490       293720
ADC TELECOMMUNICATIONS INC COM COM  000886101     10895034       151794 SH       D       7        110535            0        41259
ADC TELECOMMUNICATIONS INC     COM  000886101       525062         7236 SH       S       7          7236            0            0
ACTV INC COM                   COM  00088E104     28777368       629874 SH       D       6        629874            0            0
ACTV Inc                       COM  00088E104       226884         4966 SH       D       7          4966            0            0
ADE CORP MASS COM              COM  00089C107      1907845       115627 SH       D       6        115627            0            0
ADE CORP                       COM  00089C107        11319          686 SH       D       7           686            0            0
AER ENERGY RES INC COM         COM  000944108         3640        14000 SH       D       6         14000            0            0
ACT TELECONFERENCING COM       COM  000955104        16880         2110 SH       D       6          2110            0            0
ABM INDUSTRIES COM             COM  000957100      7008104       343956 SH       D       6        343956            0            0
ABM Industries Inc.            COM  000957100        53973         2649 SH       D       7          2649            0            0
ACT MFG INC COM                COM  000973107      2850937        76025 SH       D       6         76025            0            0
ACT MANUFACTURING INC          COM  000973107        20025          534 SH       D       7           534            0            0
ACT NETWORKS INC COM           COM  000975102      2008231       215649 SH       D       6        215649            0            0
ACT Networks Inc               COM  000975102        14434         1550 SH       D       7          1550            0            0
AEP INDS INC COM               COM  001031103      1623769        63059 SH       D       6         63059            0            0
AEP Industries Inc.            COM  001031103        20368          791 SH       D       7           791            0            0
AFLAC INC                      COM  001055102        13257          300 SH       D       1             0          300            0
AFLAC INC COM STOCK US$0.10    COM  001055102       281797         3740 SH       D       2          3740            0            0
AFLAC INC COM STOCK US$0.10    COM  001055102     33549069       445261 SH       D       3        413761            0        31500
AFLAC INC                      COM  001055102      3506691        74314 SH       D       5         74314            0            0
AFLAC CORP COM                 COM  001055102    318600563      6751800 SH       D       6       6208105          900       542795
AFLAC CORP COM                 COM  001055102      9946961       212126 SH       D       7        179425            0        32701
AFLAC CORP                     COM  001055102       608199        12889 SH       S       7         12889            0            0
AGCO CORP COM                  COM  001084102     17055748      1269265 SH       D       6       1269265            0            0
AGCO Corp.                     COM  001084102       219541        16338 SH       D       7         16338            0            0
AGL RESOURCES INC COM          COM  001204106     18735632      1102096 SH       D       6       1102096            0            0
AGL Resources Inc.             COM  001204106       189856        11168 SH       D       7         11168            0            0
AG SERVICES COM                COM  001250109       828314        55452 SH       D       6         55452            0            0
A G SERVICES OF AMERICA INC    COM  001250109        10949          733 SH       D       7           733            0            0
AHL SERVICES INC COM           COM  001296102      3183375       152497 SH       D       6        152497            0            0
AHL Services Inc.              COM  001296102        36051         1727 SH       D       7          1727            0            0
AES CORP COM USD.01            COM  00130H105       371335         3200 SH       D       2          3200            0            0
AES CORP COM USD.01            COM  00130H105     35102826       302500 SH       D       3        302500            0            0
AES CORPORATION                COM  00130H105      4271887        57149 SH       D       5         57149            0            0
AES CORP COM                   COM  00130H105    353691136      4731654 SH       D       6       4341947          673       389034
AES CORP COM                   COM  00130H105     12443432       167718 SH       D       7        126919            0        40799
AES CORPORATION                COM  00130H105       747500        10000 SH       S       7         10000            0            0
AHT CORP COM                   COM  00130R103        41718         8900 SH       D       6          8900            0            0
AHT CORPORATION                COM  00130R103        14062         3000 SH       D       7          3000            0            0
AK STEEL HOLDING CORP COM STOC COM  001547108      4874113       169780 SH       D       3        169780            0            0
AK STL HLDG COM                COM  001547108     33418395      1770511 SH       D       6       1765076            0         5435
AK STEEL HOLDING CORP          COM  001547108       232615        12091 SH       D       7          8396            0         3695
AMBI INC COM                   COM  00163N102        65670        26600 SH       D       6         26600            0            0
AMB PROPERTY CORP COM          COM  00163T109     31734558      1591702 SH       D       6       1000802            0       590900
AMB PROPERTY CORP              COM  00163T109       282186        14137 SH       D       7          8860            0         5277
AMC ENTERTAINMENT INC        C COM  001669100      6530955       757212 SH       D       6        725012            0        32200
AMC Entertainment Inc.         COM  001669100        24201         2806 SH       D       7          2806            0            0
AMFM INC CLASS 'A' ORD USD0.01 CLA  001693100      1557587        12400 SH       D       3         12400            0            0
AMFM INC                       COM  001693100      4531848        57915 SH       D       5         57915            0            0
AMFM INCORPORATED COM          COM  001693100    181379743      2317952 SH       D       6       2301785            0        16167
AMFM INC                       COM  001693100      2997608        38528 SH       D       7         27515            0        11013
AMFM INC.                      PFD  001693209     75211744       348800 SH       D       9        348800            0            0
AML COMMUNICATIONS INC COM     COM  001733104        17034         3450 SH       D       6          3450            0            0
AMLI RESIDENTIAL PPT COM       COM  001735109      6919911       342782 SH       D       6        340982            0         1800
AMLI Residential Properties    COM  001735109        46633         2310 SH       D       7          2310            0            0
AMR CORP                       COM  001765106       295117         4750 SH       D       1             0         4750            0
AMR CORP COM STOCK US$1        COM  001765106       241883         2240 SH       D       2          2240            0            0
AMR CORP COM STOCK US$1        COM  001765106     28099138       260216 SH       D       3        241216            0        19000
AMR CORP COM STOCK US$1        COM  001765106      1295806        12000 SH       D       4         12000            0            0
AMR CORP/DEL                   COM  001765106      2815072        42016 SH       D       5         42016            0            0
AMR CORP COM                   COM  001765106    260209709      3883727 SH       D       6       3572602          426       310699
AMR CORP COM                   COM  001765106      7565091       113452 SH       D       7        100731            0        12721
AMR CORP - DEL                 COM  001765106       490440         7320 SH       S       7          7320            0            0
APA OPTICS INC COM             COM  001853100        16120         1040 SH       D       6          1040            0            0
APA OPTICS INC                 COM  001853100         4650          300 SH       D       7           300            0            0
APAC CUSTOMER SERVICES INC     COM  00185E106      4816083       342477 SH       D       6        342477            0            0
APAC TELESERVICES INC          COM  00185E106        57065         4058 SH       D       7          4058            0            0
ANB CORP COM                   COM  001926104      2285744        57503 SH       D       6         57503            0            0
ANB CORPORATION                COM  001926104        18603          468 SH       D       7           468            0            0
APS HOLDING CORP COM           COM  001937101           71         7100 SH       D       6          7100            0            0
ARM FINL GROUP INC COM         COM  001944107         4365       174604 SH       D       6        174604            0            0
ARM FINANCIAL GROUP INC-CL A   COM  001944107           29         1057 SH       D       7          1057            0            0
AT & T CORP USD COM            COM  001957109     13020871       217259 SH       D       1         76217       141042            0
AT & T CORP USD COM            COM  001957109      4370840        53902 SH       D       2         53902            0            0
AT & T CORP USD COM            COM  001957109    438549022      5408266 SH       D       3       5166481            0       241785
AT & T CORP USD COM            COM  001957109      9708015       119721 SH       D       4        119721            0            0
A T & T CORP                   COM  001957109     45206763       889678 SH       D       5        889678            0            0
AT&T COM                       COM  001957109   4352980511     85773015 SH       D       6      78474188        10664      7288163
AT&T COM                       COM  001957109    123617197      2444801 SH       D       7       2171199            0       273602
A T & T                        COM  001957109       164580         3235 SH       D       9          3235            0            0
AT & T CORPORATION             COM  001957109      7834835       154381 SH       S       7        154381            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208      3151397        34800 SH       D       1         34800            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208      2151824        23762 SH       D       2         23762            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208    142758931      1576447 SH       D       3       1562647            0        13800
AT&T CORP - LIBERTY MEDIA-A    COM  001957208     20015952       352316 SH       D       5        352316            0            0
AT&T LIBERTY MEDIA GRP CL A CO COM  001957208    861132672     15174144 SH       D       6      15073537            0       100607
AT & T LIBERTY MEDIA GROUP     COM  001957208     16301848       304373 SH       D       7        164358            0       140015
AT&T CORP-LIBERTY MEDIA CORP   COM  001957208      4944500        88000 SH       D       9         88000            0            0
AT&T LIBERTY MEDIA GRP CL A CO COM  001957307     15311725       222716 SH       D       6        222716            0            0
AT & T CORP - LIBERTY MEDIA B  COM  001957307         6875          100 SH       D       7           100            0            0
ASV INC COM                    COM  001963107      1295764        95102 SH       D       6         95102            0            0
A.S.V. Inc                     COM  001963107        18748         1376 SH       D       7          1376            0            0
AMB FINANCIAL CORP COM         COM  001984103         7141          539 SH       D       6           539            0            0
AMB FINANCIAL CORP             COM  001984103         5300          400 SH       D       7           400            0            0
ARV ASSISTED LIVING COM        COM  00204C107         7854         5236 SH       D       6          5236            0            0
ARV ASSISTED LIVING INC        COM  00204C107         1065          710 SH       D       7           710            0            0
ASB FINANCIAL CORP COM         COM  00205P107         5263          484 SH       D       6           484            0            0
ASB FINANCIAL CORP             COM  00205P107         3900          400 SH       D       7           400            0            0
ASI SOLUTIONS INC COM          COM  00206F108         2745          646 SH       D       6           646            0            0
ASI SOLUTIONS INC              COM  00206F108         1275          300 SH       D       7           300            0            0
ATG INC COM                    COM  00206P106       701363       162635 SH       D       6        162635            0            0
ATG INCORPORATED               COM  00206P106         3493          810 SH       D       7           810            0            0
ATEC GROUP INC COM             COM  00206X604        47775        19600 SH       D       6         19600            0            0
ATEC GROUP INC                 COM  00206X604         3166         1299 SH       D       7          1299            0            0
ATMI INC COM                   COM  00207R101      9952407       301018 SH       D       6        301018            0            0
ATMI Inc.                      COM  00207R101       105138         3180 SH       D       7          3180            0            0
ASD SYSTEMS ASD SYSTEMS        COM  00207W100       669175        37700 SH       D       6         37700            0            0
ASD SYSTEMS INC.               COM  00207W100        15975          900 SH       D       7           900            0            0
ATS MED INC. COM               COM  002083103      3067893       205382 SH       D       6        205382            0            0
ATS MEDICAL INC                COM  002083103        11875          795 SH       D       7           795            0            0
AVI BIOPHARMA, INC. COM        COM  002346104        35990         6619 SH       D       6          6619            0            0
AVI BIOPHARMA INC              COM  002346104        15768         2900 SH       D       7          2900            0            0
DTI HOLDINGS                   WAR  002408323           22        22500 SH       D       9         22500            0            0
AVT CORP COM                   COM  002420107     14619867       311061 SH       D       6        311061            0            0
AVT Corp.                      COM  002420107        92026         1958 SH       D       7          1958            0            0
AVX CORP US$0.01               COM  002444107      2864071        35900 SH       D       1         35900            0            0
AVX CORP US$0.01               COM  002444107       813747        10200 SH       D       2         10200            0            0
AVX CORP US$0.01               COM  002444107      4688620        58770 SH       D       3         58770            0            0
AVX CORPORATION COM            COM  002444107     74797586      1497824 SH       D       6       1362459            0       135365
AVX CORP                       COM  002444107      2732578        54928 SH       D       7         53345            0         1583
AXA FINANCIAL INC USD0.01      COM  002451102       347059         6440 SH       D       2          6440            0            0
AXA FINANCIAL INC USD0.01      COM  002451102     31542099       585292 SH       D       3        551692            0        33600
AXA FINANCIAL INC. COM         COM  002451102     89555811      2643714 SH       D       6       2522736            0       120978
AXA FINANCIAL INC              COM  002451102      1828982        55046 SH       D       7         41762            0        13284
AARON RENTS INC COMMON         COM  002535201      9558517       538508 SH       D       6        518708            0        19800
Aaron Rents Inc.               COM  002535201        30707         1730 SH       D       7          1730            0            0
AARON RENTS INC COMM           COM  002535300        27083         1484 SH       D       6          1484            0            0
AARON RENTS INC-CL A           COM  002535300        14070          771 SH       D       7           771            0            0
AAVID THERMAL TECHNO COM       COM  002539104      4172407       169869 SH       D       6        169869            0            0
Aavid Thermal Tech. Inc.       COM  002539104        32766         1334 SH       D       7          1334            0            0
AAMES FIN COM                  COM  00253A101        73592        90575 SH       D       6         90575            0            0
AASTROM BIOSCIENCES COM        COM  00253U107         6641         8500 SH       D       6          8500            0            0
ABATIX ENVIRONMENTAL CORP      COM  002564102         1800          900 SH       D       6           900            0            0
ABAXIS INC COM                 COM  002567105      1349887       174179 SH       D       6        174179            0            0
ABBOTT LABS                    COM  002824100       222021         6320 SH       D       1             0         6320            0
ABBOTT LABORATORIES COM STOCK  COM  002824100      1419101        24000 SH       D       2         24000            0            0
ABBOTT LABORATORIES COM STOCK  COM  002824100    154504654      2612999 SH       D       3       2487399            0       125600
ABBOTT LABORATORIES COM STOCK  COM  002824100      3340802        56500 SH       D       4         56500            0            0
ABBOTT LABORATORIES            COM  002824100     15488624       426537 SH       D       5        426537            0            0
ABBOTT LABORATORIES COM        COM  002824100   1445304055     39801806 SH       D       6      36332755         5098      3463953
ABBOTT LABORATORIES COM        COM  002824100     47765190      1319238 SH       D       7        981965            0       337273
ABBOTT LABORATORIES            COM  002824100      2669077        73503 SH       S       7         73503            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207      3695154        81700 SH       D       1         81700            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207       832201        18400 SH       D       2         18400            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207      5002253       110600 SH       D       3        110600            0            0
ABERCROMBIE & FITCH CO COM     COM  002896207    120147872      4502028 SH       D       6       4143428            0       358600
ABERCROMBIE & FITCH CO.        COM  002896207      6771630       254887 SH       D       7        227628            0        27259
ABIGAIL ADAMS NATIONAL BANCO   COM  003390101        10125         1000 SH       D       6          1000            0            0
ABGENIX INC COM                COM  00339B107     27999635       211318 SH       D       6        211318            0            0
Abgenix Inc.                   COM  00339B107       212795         1606 SH       D       7          1606            0            0
ABINGTON BANCORP INC COM       COM  00350P100         4541          430 SH       D       6           430            0            0
ABINGTON BANCORP               COM  00350P100         2112          200 SH       D       7           200            0            0
ABIOMED INC COM                COM  003654100      3068698        83502 SH       D       6         83502            0            0
ABIOMED INC                    COM  003654100        14185          386 SH       D       7           386            0            0
ABLE ENERGY COM                COM  003709102         2100          400 SH       D       6           400            0            0
ABLE ENERGY INC                COM  003709102         2150          400 SH       D       7           400            0            0
ABLE TELCOM HLDG CORP COM      COM  003712304       973456       121682 SH       D       6        121682            0            0
ABLE TELECOM HOLDING CORP      COM  003712304         5560          695 SH       D       7           695            0            0
ABOUT COM INC COM              COM  003736105      6420445        71537 SH       D       6         71537            0            0
About Com Inc                  COM  003736105       103033         1148 SH       D       7          1148            0            0
ABRAMS INDS INC COM            COM  003788106         3038          715 SH       D       6           715            0            0
ABRAMS INDUSTRIES              COM  003788106         1275          300 SH       D       7           300            0            0
ABRAXAS PETE CORP COM          COM  003830106         3375         3600 SH       D       6          3600            0            0
ACACIA RESH CORP COM           COM  003881109      3362549       112319 SH       D       6        112319            0            0
ACACIA RESEARCH CORP           COM  003881109        11975          400 SH       D       7           400            0            0
ACADIA REALTY TRUST COM        COM  004239109       808126       174730 SH       D       6        174730            0            0
ACADIA REALTY TRUST            COM  004239109         6646         1437 SH       D       7          1437            0            0
ACCERL8 TECHNOLOGY CORP        COM  004304200         1900         1600 SH       D       7          1600            0            0
ACCENT COLOR SCIENCES INC      COM  004305108         1148         2800 SH       D       7          2800            0            0
ACCEPTANCE INS.CO COM          COM  004308102       997744       171655 SH       D       6        171655            0            0
Acceptance Insurance Cos. Inc. COM  004308102         9921         1707 SH       D       7          1707            0            0
ACCESS WORLDWIDE COMMUNICATION COM  004319109         7600         3200 SH       D       6          3200            0            0
ACCESS WORLDWIDE COMM INC      COM  004319109         1427          601 SH       D       7           601            0            0
ACCESS ANYTIME BANCORP COM     COM  00431F105        10604         1336 SH       D       6          1336            0            0
ACCLAIM ENTMT INC WARRANT EXP  WT   004325155          351          212 SH       D       6           212            0            0
ACCLAIM ENTMT INC COM PAR $0.0 COM  004325205      9542133      1861879 SH       D       6       1861879            0            0
Acclaim Entertainment Inc.     COM  004325205        32769         6394 SH       D       7          6394            0            0
ACCREDO HEALTH INC COM         COM  00437V104      6175707       200836 SH       D       6        200836            0            0
Accredo Health Inc             COM  00437V104        24784          806 SH       D       7           806            0            0
ACCRUE SOFTWARE INC COM        COM  00437W102      4265050        78800 SH       D       6         78800            0            0
ACCRUE SOFTWARE INC            COM  00437W102        54125         1000 SH       D       7          1000            0            0
ACCUMED INT`L INC COM          COM  004383303        91125        32400 SH       D       6         32400            0            0
ACE CASH EXPRESS COM           COM  004403101      1430882        77345 SH       D       6         77345            0            0
ACE CASH EXPRESS INC           COM  004403101         6771          366 SH       D       7           366            0            0
ACE COMM CORP COM              COM  004404109       323064        40070 SH       D       6         40070            0            0
ACE*COMM CORP                  COM  004404109        17737         2200 SH       D       7          2200            0            0
ACETO CORP COM                 COM  004446100      1013771        92161 SH       D       6         92161            0            0
ACETO CORP                     COM  004446100         3289          299 SH       D       7           299            0            0
ACKERLEY (THE) GROUP INC COM   COM  004527107      5719761       315573 SH       D       6        314573            0         1000
Ackerley Group Inc.            COM  004527107        41995         2317 SH       D       7          2317            0            0
ACMAT CORP COM                 COM  004616207         5524          762 SH       D       6           762            0            0
ACMAT CORP - CL A              COM  004616207         2175          300 SH       D       7           300            0            0
ACME COMMUNICATIONS INC COM    COM  004631107      2231075        67100 SH       D       6         67100            0            0
ACME COMMUNICATIONS INC        COM  004631107        26600          800 SH       D       7           800            0            0
ACME ELEC CORP COM             COM  004644100        15525         2700 SH       D       6          2700            0            0
ACME ELECTRIC CORP             COM  004644100         2875          500 SH       D       7           500            0            0
ACME METAL COM                 COM  004724100         2351         9044 SH       D       6          9044            0            0
AC NIELSON COM                 COM  004833109     27793203      1128658 SH       D       6       1125855            0         2803
ACNIELSON CORP                 COM  004833109       400082        16519 SH       D       7          5803            0        10716
ACORN PRODS INC COM            COM  004857108         5458         3639 SH       D       6          3639            0            0
SILICONWARE PRECISION GDR      ADR  004917140         3329          230 SH       D       9           230            0            0
ACTIVISION INC NEW COM         COM  004930202      5125843       334749 SH       D       6        334749            0            0
Activision Inc.                COM  004930202        48984         3199 SH       D       7          3199            0            0
ACTRADE INT`L COM              COM  004931101      1141374        76410 SH       D       6         76410            0            0
ACTRADE INTERNATIONAL LTD      COM  004931101         7692          515 SH       D       7           515            0            0
ACTION PERFORMANCE COM         COM  004933107      3138223       272889 SH       D       6        272889            0            0
Action Performance Cos. Inc.   COM  004933107        25852         2248 SH       D       7          2248            0            0
ACTEL CORP COM                 COM  004934105     11870064       494586 SH       D       6        494586            0            0
Actel Corp.                    COM  004934105        72936         3039 SH       D       7          3039            0            0
ACRES GAMING INC COM           COM  004936100         6525         7200 SH       D       6          7200            0            0
ACRES GAMING INC               COM  004936100         2990         3300 SH       D       7          3300            0            0
ACTIVE VOICE CORP COM          COM  004938106      1441848        49612 SH       D       6         49612            0            0
ACTIVE VOICE CORP              COM  004938106         2906          100 SH       D       7           100            0            0
ACTIVE SOFTWARE INC COM        COM  00504E100     11224736       122008 SH       D       6        122008            0            0
ACTIVE SOFTWARE INC            COM  00504E100       110400         1200 SH       D       7          1200            0            0
ACTUATE SOFTWARE CORP COM      COM  00508B102     13676867       318994 SH       D       6        318994            0            0
Actuate Corporation            COM  00508B102       154693         3608 SH       D       7          3608            0            0
ACUSON COM                     COM  005113105      6572184       523159 SH       D       6        523159            0            0
Acuson Corp.                   COM  005113105        42021         3345 SH       D       7          3345            0            0
ACX TECHNOLOGIES COM           COM  005123104      6443835       602932 SH       D       6        602932            0            0
ACX Technologies Inc.          COM  005123104        40131         3755 SH       D       7          3755            0            0
ACXIOM CORP                    COM  005125109     22333416       930559 SH       D       6        930559            0            0
ACXIOM CORP                    COM  005125109       551157        21930 SH       D       7          5372            0        16558
ADAC LABS COM                  COM  005313200      3017869       280732 SH       D       6        280732            0            0
ADAC LABORATORIES              COM  005313200         9632          896 SH       D       7           896            0            0
ADAM.COM, INC COM              COM  00547M101       295800        23200 SH       D       6         23200            0            0
ADAM.COM                       COM  00547M101         3825          300 SH       D       7           300            0            0
BASF MALAYSIA FUND             COM  006078045      3300392       162161 SH       D       3        162161            0            0
BASF S E ASIA FUND             COM  006078089      5660506       130674 SH       D       4        130674            0            0
ADAMS GOLF INC COM             COM  006228100       137741        84764 SH       D       6         84764            0            0
ADAMS GOLF INC.                COM  006228100         1347          829 SH       D       7           829            0            0
ADAMS RES & ENERGY INC COM     COM  006351308        33796         3976 SH       D       6          3976            0            0
ADAMS RESOURCES & ENERGY INC   COM  006351308         9350         1100 SH       D       7          1100            0            0
ADAPTIVE BROADBAND CORP COM    COM  00650M104     21852559       296055 SH       D       6        296055            0            0
Adaptive Broadband Corp.       COM  00650M104       160763         2178 SH       D       7          2178            0            0
ADATOM.COM INC                 COM  00650Q105        18000         4500 SH       D       6          4500            0            0
ADAPTEC INC COM USD.001        COM  00651F108     12181013       152108 SH       D       3        152108            0            0
ADAPTEC INC COM                COM  00651F108    120856452      2423187 SH       D       6       2238364          350       184473
ADAPTEC INC COM                COM  00651F108      4765829        92328 SH       D       7         68073            0        24255
ADAPTEC INC                    COM  00651F108       245883         4930 SH       S       7          4930            0            0
ADELPHIA BUSINESS SOLUTIONS IN COM  006847107     17660400       367925 SH       D       6        367925            0            0
Adelphia Business Solutions    COM  006847107       125856         2622 SH       D       7          2622            0            0
ADELPHIA COMMUNICATIONS CORP C COM  006848105     39638944       604022 SH       D       6        602627            0         1395
ADELPHIA COMMUNICATIONS CL A   COM  006848105      1049183        16082 SH       D       7          5064            0        11018
ADEPT TECHNOLOGY INC COM       COM  006854103       675291       105928 SH       D       6        105928            0            0
ADEPT TECHNOLOGY INC           COM  006854103         2428          381 SH       D       7           381            0            0
ADFORCE INC COM                COM  006867105     10196846       142863 SH       D       6        142863            0            0
AdForce Inc.                   COM  006867105       103565         1451 SH       D       7          1451            0            0
ADMINSTAFF COM                 COM  007094105      4431080       146482 SH       D       6        146482            0            0
Administaff Inc.               COM  007094105        44255         1463 SH       D       7          1463            0            0
AFP PROVIDA SPN ADR REP 1 COM  ADR  00709P108      1228799        35565 SH       D       3         35565            0            0
ADOBE SYSTEMS INC COM NPV      COM  00724F101      2063620        19400 SH       D       1         19400            0            0
ADOBE SYSTEMS INC COM NPV      COM  00724F101       361665         3400 SH       D       2          3400            0            0
ADOBE SYSTEMS INC COM NPV      COM  00724F101     23490066       220829 SH       D       3        206229            0        14600
ADOBE SYSTEMS INC              COM  00724F101      2320125        34500 SH       D       5         34500            0            0
ADOBE SYS INC COM              COM  00724F101    306881588      4563295 SH       D       6       4093943          400       468952
ADOBE SYS INC COM              COM  00724F101     23191610       346147 SH       D       7        309980            0        36167
ADOBE SYSTEMS INC              COM  00724F101       399465         5940 SH       S       7          5940            0            0
ADRIEN ARPEL, INC. COM         COM  007361108            6          514 SH       D       6           514            0            0
ADTRAN INC COM                 COM  00738A106     22029446       428276 SH       D       6        428276            0            0
Adtran Inc.                    COM  00738A106       274933         5345 SH       D       7          5345            0            0
ADVANCE PARADIGM, INC          COM  007491103      6298535       292106 SH       D       6        292106            0            0
Advance Paradigm Inc.          COM  007491103        60245         2794 SH       D       7          2794            0            0
ADVANCED AERODYNAMICS & STRU   COM  00750B107        10415         3300 SH       D       6          3300            0            0
ADVANCED COMMUNICATION COM     COM  00750X109      1146295        59937 SH       D       6         59937            0            0
ADVANCED COMMUNICATION SYS     COM  00750X109         6062          317 SH       D       7           317            0            0
ADVANCED COMMUNICATION COM     COM  00751B106      3213715       235869 SH       D       6        235869            0            0
Advanced Communications Group  COM  00751B106        29239         2146 SH       D       7          2146            0            0
ADVANCED DEPOSITION TECH COM   COM  007521107         2196         1900 SH       D       6          1900            0            0
ADVANCED DIGITAL INFO. CORP.   COM  007525108     28771947       591711 SH       D       6        561111            0        30600
Advanced Digital Information   COM  007525108       201307         4140 SH       D       7          4140            0            0
ADVANCED LTG TECHNOLOGIES COM  COM  00753C102       889766       154742 SH       D       6        154742            0            0
ADVANCED LIGHTING TECHS        COM  00753C102         4283          745 SH       D       7           745            0            0
ADVANCED MAGNETICS INC         COM  00753P103        47821        11252 SH       D       6         11252            0            0
ADVANCED MARKETING SVCS INC CO COM  00753T105        11517          405 SH       D       6           405            0            0
ADVANCED MARKETING SERVICES    COM  00753T105         8844          311 SH       D       7           311            0            0
ADVANCED MATLS GROUP COM       COM  00753U102        18134        20725 SH       D       6         20725            0            0
ADVANCED TECHNICAL PROD INC CO COM  007548100       553722        39729 SH       D       6         39729            0            0
ADVANCED TECHNICAL PRODUCTS    COM  007548100         2787          200 SH       D       7           200            0            0
ADVANCED FIBRE COMMUNICATION C COM  00754A105     84518764      1891329 SH       D       6       1875229            0        16100
Advanced Fibre Communications  COM  00754A105       791505        17712 SH       D       7         17712            0            0
ADVANCED POLYMER SYS INC COM   COM  00754G102       772584       224752 SH       D       6        224752            0            0
ADVANCED POLYMER SYSTEMS       COM  00754G102         3220          937 SH       D       7           937            0            0
ADVANCED RADIO TELECOM COM     COM  00754U101     11933328       497222 SH       D       6        497222            0            0
Advanced Radio Telecom Corp    COM  00754U101        96816         4034 SH       D       7          4034            0            0
ADVANCED TISSUE SCIENCES INC C COM  00755F103      1407495       562998 SH       D       6        562998            0            0
ADVANCED TISSUE SCIENCES INC   COM  00755F103         4500         1800 SH       D       7          1800            0            0
ADVEST GROUP INC COM           COM  007566102      2085323       113487 SH       D       6        113287            0          200
Advest Group Inc.              COM  007566102        21480         1169 SH       D       7          1169            0            0
ADVANTAGE LEAR COM             COM  00757K100      1565321       139917 SH       D       6        139917            0            0
Advantage Learning Systems Inc COM  00757K100        27409         2450 SH       D       7          2450            0            0
ADVANCED NEUROMODULATION SYSTE COM  00757T101      1264884       134921 SH       D       6        134921            0            0
ADVANCED NEUROMODULATION SYS   COM  00757T101         3206          342 SH       D       7           342            0            0
ADVO,INC. COM                  COM  007585102     20975976       883199 SH       D       6        804269            0        78930
ADVO Inc.                      COM  007585102       126445         5324 SH       D       7          5324            0            0
ADVOCAT INC COM                COM  007586100           83          597 SH       D       6           597            0            0
ADVANTICA RESTAURANT COM       COM  00758B109       951175       543529 SH       D       6        543529            0            0
Advantica Restaurant Grp. Inc. COM  00758B109         8093         4625 SH       D       7          4625            0            0
AEHR TEST SYSTEMS              COM  00760J108        16500         3300 SH       D       6          3300            0            0
AEGIS RLTY INC- COM COM        COM  00760P104       671442        76192 SH       D       6         76192            0            0
AEGIS REALTY INC               COM  00760P104         4053          460 SH       D       7           460            0            0
AERIAL COMMUNICATIONS INC COM  COM  007655103     20077731       329819 SH       D       6        329819            0            0
Aerial Communications Inc.     COM  007655103       191391         3144 SH       D       7          3144            0            0
MEZZANINE CAPITAL CORP BDR PTG PFD  007695130            0         1125 SH       D       3          1125            0            0
AEROCENTURY CORP               COM  007737109         4900          800 SH       D       6           800            0            0
AEROFLEX INC. COM              COM  007768104      3664823       353236 SH       D       6        353236            0            0
Aeroflex Inc.                  COM  007768104        28178         2716 SH       D       7          2716            0            0
ADVANCED MICRO DEVICES COM USD COM  007903107     11004481       240101 SH       D       3        220101            0        20000
ADVANCED MICRO DEVICES COM     COM  007903107    104732742      3619274 SH       D       6       3316489          445       302340
ADVANCED MICRO DEVICES COM     COM  007903107      3228060       109867 SH       D       7         95092            0        14775
ADVANCED MICRO DEVICES         COM  007903107       207105         7157 SH       S       7          7157            0            0
AEGON NEW AMER REGD CERT ( 1 S ADR  007924103       641574         4152 SH       D       3          4152            0            0
AEGON N.V.                     COM  007924103       844983         8848 SH       D       7          8848            0            0
ADVANTA CORP CL A              COM  007942105      8240130       451514 SH       D       6        443014            0         8500
Advanta Corp.                  COM  007942105        56465         3094 SH       D       7          3094            0            0
ADVANTA CORP CL B              COM  007942204      2488584       176966 SH       D       6        176966            0            0
ADVANTA CORP CLASS B           COM  007942204        15103         1074 SH       D       7          1074            0            0
ADVANCED ENERGY INDS COMMON ST COM  007973100     27164231       551558 SH       D       6        505058            0        46500
Advanced Energy Industries Inc COM  007973100       109482         2223 SH       D       7          2223            0            0
ADVENT SOFTWARE COM            COM  007974108     12835112       199187 SH       D       6        199187            0            0
Advent Software Inc.           COM  007974108       121915         1892 SH       D       7          1892            0            0
AEROSONIC CORP DEL COM PAR $0. COM  008015307         4440          370 SH       D       6           370            0            0
AEROSONIC CORP                 COM  008015307         2136          178 SH       D       7           178            0            0
AEROVOX INC COM                COM  00808M105        13125         4200 SH       D       6          4200            0            0
AETHER SYSTEMS COM             COM  00808V105      6510712        90900 SH       D       6         90900            0            0
AETHER SYSTEMS INC             COM  00808V105        85950         1200 SH       D       7          1200            0            0
AETNA INC COM STL NPV          COM  008117103       190312         2130 SH       D       2          2130            0            0
AETNA INC COM STL NPV          COM  008117103     22384062       250525 SH       D       3        238485            0        12040
AETNA INC COM STL NPV          COM  008117103      1259815        14100 SH       D       4         14100            0            0
AETNA INC                      COM  008117103      2292498        41075 SH       D       5         41075            0            0
AETNA, INC COM                 COM  008117103    209613558      3755674 SH       D       6       3442196          479       312999
AETNA, INC COM                 COM  008117103      5962695       106426 SH       D       7         93583            0        12843
AETNA INC.                     COM  008117103       401850         7200 SH       S       7          7200            0            0
AETRIUM INC COM                COM  00817R103      1261980       191389 SH       D       6        191389            0            0
AETRIUM INC                    COM  00817R103         2822          428 SH       D       7           428            0            0
AFFILIATED COMPUTER COM        COM  008190100     24942994       542239 SH       D       6        541728            0          511
AFFILIATED COMPUTER SERVICES-A COM  008190100       542566        12261 SH       D       7          3234            0         9027
AFFILIATED MANAGERS COM        COM  008252108     33880882       837858 SH       D       6        819958            0        17900
Affiliated Managers Group Inc. COM  008252108       134333         3322 SH       D       7          3322            0            0
AFFINITY TECHNOLOGY GROUP IN C COM  00826M103         9281        13500 SH       D       6         13500            0            0
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AFTERMARKET TECHNOLOGY COM     COM  008318107      3392852       284218 SH       D       6        284218            0            0
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AG-CHEM EQUIPMENT              COM  008363103         3683          355 SH       D       7           355            0            0
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Agribrands International       COM  00849R105        68402         1487 SH       D       7          1487            0            0
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Alaris Medical Inc.            COM  011637105         6596         3518 SH       D       7          3518            0            0
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Alexander & Baldwin Inc.       COM  014482103       269484        11813 SH       D       7         11813            0            0
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AMERICAN WOODMARK CORP         COM  030506109      1838804        75827 SH       D       6         75827            0            0
American Woodmark Corp         COM  030506109        19594          808 SH       D       7           808            0            0
AMERICAN XTAL TECHNOLOGY INC C COM  030514103      3607382       206875 SH       D       6        206875            0            0
American Xtal Technology Inc   COM  030514103        44134         2531 SH       D       7          2531            0            0
AMERICREDIT CORP COM           COM  03060R101     30771697      1663335 SH       D       6       1648835            0        14500
Americredit Corp.              COM  03060R101       197284        10664 SH       D       7         10664            0            0
AMERGON INC COM                COM  03070L300          960          320 SH       D       6           320            0            0
AMERISTAR CASINOS INC COM      COM  03070Q101       193049        50636 SH       D       6         50636            0            0
AMERISTAR CASINOS INC          COM  03070Q101         2668          700 SH       D       7           700            0            0
AMERON INTERNATIONAL CORP      COM  030710107      2704769        68367 SH       D       6         68367            0            0
AMERON INC DEL                 COM  030710107         5855          148 SH       D       7           148            0            0
AMERIPATH INC- COM COM         COM  03071D109      4962804       606144 SH       D       6        605244            0          900
Ameripath Inc.                 COM  03071D109        24161         2951 SH       D       7          2951            0            0
AMERIVEST PPTYS INC DEL COM    COM  03071L101         2681          600 SH       D       6           600            0            0
AMERIVEST PROPERTIES INC       COM  03071L101         3128          700 SH       D       7           700            0            0
AMERISOURCE HEALTH C COM       COM  03071P102     13561161       892916 SH       D       6        892916            0            0
Amerisource Health Corp.       COM  03071P102       124567         8202 SH       D       7          8202            0            0
AMERISOURCE HEALTH CORP-CL A   COM  03071P102       138206         9100 SH       D       9          9100            0            0
AMERITRADE HOLDING CORP COM    COM  03072H109     20070762       925453 SH       D       6        908553            0        16900
AMERITRADE HOLDING CORP CL A   COM  03072H109       665408        30262 SH       D       7         12059            0        18203
AMERUS COM                     COM  030732101      7991948       347476 SH       D       6        347476            0            0
Amerus Life Holdings Inc.      COM  030732101        59524         2588 SH       D       7          2588            0            0
AMES DEPT STORES INC COM       COM  030789507     13945970       484025 SH       D       6        484025            0            0
Ames Department Stores Inc.    COM  030789507       119082         4133 SH       D       7          4133            0            0
AMETEK INC (NEW) COM           COM  031100100     15512052       813747 SH       D       6        813747            0            0
Ametek Inc.                    COM  031100100        93749         4918 SH       D       7          4918            0            0
AMF BOWLING COM                COM  03113V109      1368456       437906 SH       D       6        437906            0            0
AMF Bowling Inc.               COM  03113V109        44784        14331 SH       D       7         14331            0            0
AMGEN                          COM  031162100        22006          360 SH       D       1             0          360            0
AMGEN COM STOCK US$0.0001      COM  031162100      1434549        13720 SH       D       2         13720            0            0
AMGEN COM STOCK US$0.0001      COM  031162100    177677799      1699306 SH       D       3       1610906            0        88400
AMGEN COM STOCK US$0.0001      COM  031162100      3764125        36000 SH       D       4         36000            0            0
AMGEN INC                      COM  031162100     17051863       283902 SH       D       5        283902            0            0
AMGEN CORP COM                 COM  031162100   1494760421     24886750 SH       D       6      22849796         3446      2033508
AMGEN CORP COM                 COM  031162100     59842833       958597 SH       D       7        660822            0       297775
AMGEN, INC                     COM  031162100      2960000        49282 SH       S       7         49282            0            0
AMKOR TECHNOLOGY INC COM       COM  031652100     28468739      1007743 SH       D       6       1007743            0            0
Amkor Technology Inc.          COM  031652100       414653        14678 SH       D       7         14678            0            0
AMNEX INC NEW                  COM  031674203           14        14900 SH       D       6         14900            0            0
AMRESCO, INC. COM              COM  031909104      1148767       816872 SH       D       6        816872            0            0
Amresco Inc.                   COM  031909104        12342         8777 SH       D       7          8777            0            0
AMRESCO CAP TR COM             COM  031919103       833637        98075 SH       D       6         98075            0            0
AMERESCO CAPITAL TRUST         COM  031919103         3136          369 SH       D       7           369            0            0
AMPAL AMERN ISRAEL CORP        COM  032015109       836153        90395 SH       D       6         90395            0            0
AMOAL-AMERICAN ISRAEL CORP-A   COM  032015109         8167          883 SH       D       7           883            0            0
AMPCO PITTSBURG CORP COM       COM  032037103      1128947       111501 SH       D       6        111501            0            0
AMPCO-PITTSBURGH CORP          COM  032037103         3574          353 SH       D       7           353            0            0
AMPEX INC COM                  COM  032092108      3878770       713337 SH       D       6        713337            0            0
Ampex Corp.                    COM  032092108        36257         6668 SH       D       7          6668            0            0
AMPHENOL CORP COM              COM  032095101      9767913       146748 SH       D       6        146748            0            0
Amphenol Corp.                 COM  032095101       165873         2492 SH       D       7          2492            0            0
AMPLICON INC COM               COM  032101107        86295         7845 SH       D       6          7845            0            0
AMPLICON INC                   COM  032101107         4741          436 SH       D       7           436            0            0
AMREP CORP COM                 COM  032159105        32243         6788 SH       D       6          6788            0            0
AMREP CORP                     COM  032159105         2375          500 SH       D       7           500            0            0
AMSOUTH BANCORP0RATION         COM  032165102      2633255        84600 SH       D       1         84600            0            0
AMSOUTH BANCORP0RATION         COM  032165102       669986        21525 SH       D       2         21525            0            0
AMSOUTH BANCORP0RATION         COM  032165102     20640866       663140 SH       D       3        642890            0        20250
AMSOUTH BANCORPORATION COM     COM  032165102    234049425     12119576 SH       D       6      10805874         1280      1312422
AMSOUTH BANCORPORATION COM     COM  032165102      8576619       444935 SH       D       7        411508            0        33427
AMSOUTH BANCORP                COM  032165102       367420        19025 SH       S       7         19025            0            0
AMSURG CORP CLASS A            COM  03232P108       561307        86355 SH       D       6         86355            0            0
AMSURG INC - CL A              COM  03232P108         2931          451 SH       D       7           451            0            0
AMWEST INS GROUP INC COM       COM  032345100        17835         2460 SH       D       6          2460            0            0
AMWEST INSURANCE GROUP INC     COM  032345100         6575          907 SH       D       7           907            0            0
AMYLIN PHARM COM               COM  032346108      2937017       352000 SH       D       6        352000            0            0
AMYLIN PHARMACEUTICALS INC     COM  032346108        18356         2200 SH       D       7          2200            0            0
AMTRAN COM                     COM  03234G106      3065764       158233 SH       D       6        153233            0         5000
Amtran Inc.                    COM  03234G106        40377         2084 SH       D       7          2084            0            0
ANACOMP INC WTS DELAWARE COM   COM  032371106      3337224       183490 SH       D       6        183490            0            0
Anacomp Inc.                   COM  032371106        29863         1642 SH       D       7          1642            0            0
ANADARKO PETROLEUM CORP COM ST COM  032511107       140024         2560 SH       D       2          2560            0            0
ANADARKO PETROLEUM CORP COM ST COM  032511107     10296395       188244 SH       D       3        188244            0            0
ANADARKO PETE CORP COM         COM  032511107    104303575      3056515 SH       D       6       2804032          336       252147
ANADARKO PETE CORP COM         COM  032511107      3268434        95582 SH       D       7         80677            0        14905
ANADARKO PETROLEUM CORP        COM  032511107       208162         6100 SH       S       7          6100            0            0
ANADIGICS INC COM              COM  032515108     24795804       525474 SH       D       6        525474            0            0
Anadigics Inc.                 COM  032515108       129010         2734 SH       D       7          2734            0            0
ANALOG DEVICES INC COM STOCK U COM  032654105       465405         3193 SH       D       2          3193            0            0
ANALOG DEVICES INC COM STOCK U COM  032654105     37317285       256022 SH       D       3        256022            0            0
ANALOG DEVICES INC COM         COM  032654105    365846754      3933836 SH       D       6       3611436          550       321850
ANALOG DEVICES INC COM         COM  032654105     14946294       163929 SH       D       7        113038            0        50891
ANALOG DEVICES                 COM  032654105       773760         8320 SH       S       7          8320            0            0
ANALOGIC CORP COM              COM  032657207      5881788       178236 SH       D       6        178236            0            0
Analogic Corp.                 COM  032657207        39996         1212 SH       D       7          1212            0            0
ANALOGY INC                    COM  032659104         5822         2700 SH       D       7          2700            0            0
ANALYSTS INTL CORP COM         COM  032681108      5455812       436465 SH       D       6        436465            0            0
Analysts International Corp.   COM  032681108        39100         3128 SH       D       7          3128            0            0
ANALYTICAL SURVEYS INC COM NEW COM  032683302       711744        62229 SH       D       6         62229            0            0
ANALYTICAL SURVEYS INC         COM  032683302         2847          249 SH       D       7           249            0            0
ANAREN MICROWAVE INC COM       COM  032744104      3839248        70933 SH       D       6         70933            0            0
ANAREN MICROWAVE INC           COM  032744104        10933          202 SH       D       7           202            0            0
ANCHOR BANCORP WIS I COM       COM  032839102      6880423       454904 SH       D       6        454904            0            0
Anchor Bancorp WI Inc.         COM  032839102        53345         3527 SH       D       7          3527            0            0
ANCHOR FINL CORP S C COM       COM  033036104      2627625        95550 SH       D       6         95550            0            0
Anchor Financial Corp S C      COM  033036104        36547         1329 SH       D       7          1329            0            0
ANCHOR GAMING COM              COM  033037102      5621333       129412 SH       D       6        129412            0            0
Anchor Gaming Inc.             COM  033037102        55122         1269 SH       D       7          1269            0            0
ANCOR COMMUNICATION INC COM    COM  03332K108     40356438       594570 SH       D       6        587770            0         6800
Ancor Communications Inc       COM  03332K108       333469         4913 SH       D       7          4913            0            0
ANDEAN DEVELOPMENT CORP        COM  033495409         1950         1300 SH       D       6          1300            0            0
ANDERSONS INC COM              COM  034164103       673571        81645 SH       D       6         81645            0            0
ANDERSONS INC                  COM  034164103         8258         1001 SH       D       7          1001            0            0
ANDOVER BANCORP INC DEL COM    COM  034258103      3000144       107148 SH       D       6        106348            0          800
Andover Bancorp Inc.           COM  034258103        25956          927 SH       D       7           927            0            0
ANDOVER.NET COM                COM  034318105      2633115        73912 SH       D       6         73912            0            0
ANDOVER.NET INC                COM  034318105        17812          500 SH       D       7           500            0            0
ANDREA RADIO CORP              COM  034393108      1069485       139120 SH       D       6        139120            0            0
ANDREA ELECTRONICS CORP        COM  034393108         6888          896 SH       D       7           896            0            0
ANDREW CORP USD0.01            COM  034425108      3707965       121889 SH       D       3        121889            0            0
ANDREW CORP COM                COM  034425108     41006203      2165344 SH       D       6       2001894          263       163187
ANDREW CORP COM                COM  034425108      1216559        64229 SH       D       7         63114            0         1115
ANDREW CORP.                   COM  034425108        75560         3990 SH       S       7          3990            0            0
ANDRIX CORP COM                COM  034551101     18063587       426909 SH       D       6        412009            0        14900
ANDRX CORP                     COM  034551101       385198         8099 SH       D       7          3250            0         4849
ANESTA COM                     COM  034603100      3013690       175342 SH       D       6        175342            0            0
Anesta Corp                    COM  034603100        29235         1701 SH       D       7          1701            0            0
ANGEION CORP COM               COM  03462H305         3468         1790 SH       D       6          1790            0            0
ANGELICA CORP COM              COM  034663104      1616784       165824 SH       D       6        165824            0            0
ANGELICA CORP                  COM  034663104         3139          322 SH       D       7           322            0            0
ANGLO AMERICAN CORP OF SOTH AF ADR  03485P102      2719039        25905 SH       D       4         25905            0            0
ANGLOGOLD LTD SPON ADR         ADR  035128206      1325140        32402 SH       D       3             0            0        32402
ANGLOGOLD LTD SPON ADR         ADR  035128206       195487         4780 SH       D       4          4780            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103      3880369        34000 SH       D       1         34000            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103      1449432        12700 SH       D       2         12700            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103     95415996       836040 SH       D       3        796740            0        39300
ANHEUSER-BUSCH COS INC COM STO COM  035229103      1529321        13400 SH       D       4         13400            0            0
ANHEUSER-BUSCH COS INC         COM  035229103      9188802       129648 SH       D       5        129648            0            0
ANHEUSER BUSCH COS INC COM     COM  035229103    924528584     13044495 SH       D       6      11929593         1573      1113329
ANHEUSER BUSCH COS INC COM     COM  035229103     29774532       415569 SH       D       7        348844            0        66725
ANHEUSER BUSCH COS INC         COM  035229103      1600357        22580 SH       S       7         22580            0            0
ANICOM INC COM                 COM  035250109      1406197       330870 SH       D       6        330870            0            0
Anicom Inc.                    COM  035250109        15312         3603 SH       D       7          3603            0            0
ANIKA THERAPEUTICS, INC COM    COM  035255108       869591       123128 SH       D       6        123128            0            0
ANIKA THERAPEUTICS INC.        COM  035255108         2825          400 SH       D       7           400            0            0
ANIXTER INT`L INC COM          COM  035290105     23504786      1139626 SH       D       6       1110826            0        28800
Anixter International Inc.     COM  035290105       147675         7160 SH       D       7          7160            0            0
ANNALY MTG MGMT INC COM        COM  035710409      1425287       162890 SH       D       6        162890            0            0
ANNALY MORTGAGE MANAGEMENT INC COM  035710409         6702          766 SH       D       7           766            0            0
ANNAPOLIS NATL BANCORP INC COM COM  035848100         3152          776 SH       D       6           776            0            0
ANNTAYLOR HLDGS INC COM        COM  036115103     16711004       485256 SH       D       6        485256            0            0
AnnTaylor Stores Corp.         COM  036115103       167297         4858 SH       D       7          4858            0            0
ANSOFT CORP COM                COM  036384105       387732        64622 SH       D       6         64622            0            0
ANSOFT CORP                    COM  036384105         3702          617 SH       D       7           617            0            0
ANSYS INC COM                  COM  03662Q105      1984114       180374 SH       D       6        180374            0            0
ANSYS INC                      COM  03662Q105         6644          604 SH       D       7           604            0            0
ANTEC CORP COM                 COM  03664P105     14757132       404305 SH       D       6        404305            0            0
Antec Corp.                    COM  03664P105       156147         4278 SH       D       7          4278            0            0
ANTENNA PRODUCTS INC           COM  036728103         1968          900 SH       D       6           900            0            0
ANTHONY & SYLVAN POOLS CORP CO COM  036762102        43896         6328 SH       D       6          6328            0            0
ANTHONY SYLVAN POOLS CORP      COM  036762102         1534          221 SH       D       7           221            0            0
ANSWERTHINK CONSULTI COM       COM  036916104      8266717       241364 SH       D       6        241364            0            0
AnswerThink Consulting Group   COM  036916104       168236         4912 SH       D       7          4912            0            0
ANTHRACITE CAP INC COM         COM  037023108      1690446       265168 SH       D       6        263968            0         1200
ANTHRACITE CAPITAL INC         COM  037023108         7248         1137 SH       D       7          1137            0            0
MOSENERGO ADR                  ADR  037376308       731475       133880 SH       D       3        133880            0            0
AO TATNEFT - SPONSORED ADR     ADR  03737P306       844716        73560 SH       D       3         73560            0            0
AON CORP COM STOCK US$1        COM  037389103       248197         3862 SH       D       2          3862            0            0
AON CORP COM STOCK US$1        COM  037389103     27801832       432602 SH       D       3        417302            0        15300
AON CORP COM STOCK US$1        COM  037389103       939898        14625 SH       D       4         14625            0            0
AON CORP                       COM  037389103      2864920        71623 SH       D       5         71623            0            0
AON CORP COM                   COM  037389103    259337760      6483444 SH       D       6       5957130          849       525465
AON CORP COM                   COM  037389103      7531958       187150 SH       D       7        167361            0        19789
AON CORP.                      COM  037389103       494600        12365 SH       S       7         12365            0            0
APACHE CORP PAR $1.25          COM  037411105      3171644        54100 SH       D       1         54100            0            0
APACHE CORP PAR $1.25          COM  037411105       568668         9700 SH       D       2          9700            0            0
APACHE CORP PAR $1.25          COM  037411105     12996530       221687 SH       D       3        221687            0            0
APACHE CORP COM                COM  037411105    171809169      4651348 SH       D       6       4154166          376       496806
APACHE CORP COM                COM  037411105     11284758       305646 SH       D       7        288171            0        17475
APACHE CORP.                   COM  037411105       203858         5519 SH       S       7          5519            0            0
APACHE MED SYS INC COM         COM  03746E102         1437         1000 SH       D       6          1000            0            0
APCO ARGENTINA INC             COM  037489101        23515          771 SH       D       7           771            0            0
APARTMENT INV&MGMT             COM  03748R101       113185         2930 SH       D       1             0         2930            0
APARTMENT INVT & MGMT CO COM   COM  03748R101     51808603      1301315 SH       D       6        853283            0       448032
APARTMENT INVT & MGMT CO CL A  COM  03748R101       471510        11933 SH       D       7          7170            0         4763
APEX, INC. COM                 COM  037548104     10840031       336125 SH       D       6        336125            0            0
Apex Inc.                      COM  037548104        86204         2673 SH       D       7          2673            0            0
APEX MORTGAGE CAPITAL COM      COM  037564101       694267        68149 SH       D       6         68149            0            0
APEX MORTGAGE CAPITAL INC.     COM  037564101         3636          357 SH       D       7           357            0            0
APOGEE ENTERPRISES INC COM     COM  037598109      2642609       521997 SH       D       6        521997            0            0
Apogee Enterprises Inc.        COM  037598109        20639         4077 SH       D       7          4077            0            0
APHTON CORP COM                COM  03759P101      1928301       126446 SH       D       6        126446            0            0
APHTON CORP                    COM  03759P101         8113          532 SH       D       7           532            0            0
APOLLO GROUP COM               COM  037604105     17334140       864007 SH       D       6        864007            0            0
APOLLO GROUP INC CLASS A       COM  037604105       594211        29686 SH       D       7          7857            0        21829
APPLE COMPUTER CO INC COM STOC COM  037833100       376699         2330 SH       D       2          2330            0            0
APPLE COMPUTER CO INC COM STOC COM  037833100     42528093       263049 SH       D       3        249449            0        13600
APPLE COMPUTER CO INC COM STOC COM  037833100      1665238        10300 SH       D       4         10300            0            0
APPLE COMPUTER INC             COM  037833100      4570426        44454 SH       D       5         44454            0            0
APPLE COMPUTER INC COM         COM  037833100    411280433      4000296 SH       D       6       3666522          540       333234
APPLE COMPUTER INC COM         COM  037833100     12089274       118088 SH       D       7        102624            0        15464
APPLE COMPUTERS                COM  037833100       131746         1300 SH       D       9          1300            0            0
APPLE COMPUTER INC             COM  037833100       800703         7788 SH       S       7          7788            0            0
APPLE ORTHDONTIX COM           COM  037849106         2647         6052 SH       D       6          6052            0            0
APPLEBEES INTL INC COM         COM  037899101     15255128       517123 SH       D       6        517123            0            0
Applebee's International Inc.  COM  037899101       115404         3912 SH       D       7          3912            0            0
APPLIED INNOVATION INC COM     COM  037916103      1146202       137889 SH       D       6        137889            0            0
APPLIED INNOVATION             COM  037916103         5876          707 SH       D       7           707            0            0
APRIA HEALTHCARE GROUP COM     COM  037933108     56136643      3129569 SH       D       6       2975069            0       154500
Apria Healthcare Group Inc.    COM  037933108       505532        28183 SH       D       7         28183            0            0
APPLIED MICROSYSTEMS COM       COM  037935103        50050         4400 SH       D       6          4400            0            0
APPLIED GRAPHICS TECHNOLOGY CO COM  037937109      3114444       361095 SH       D       6        361095            0            0
Applied Graphics Techologies   COM  037937109        23589         2735 SH       D       7          2735            0            0
APPLIED ANALYTICAL COM         COM  037939105      1309683       143527 SH       D       6        143527            0            0
Applied Analytical Inds. Inc.  COM  037939105        15914         1744 SH       D       7          1744            0            0
APPLE TREE COMPANIES, INC. COM COM  03814E307         5745      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         1253          472 SH       D       6           472            0            0
APPLIED BIOMETRICS INC         COM  03814L103          796          300 SH       D       7           300            0            0
APPLIED COMPUTER TECHNOLOGY    COM  038153102           85         5700 SH       D       7          5700            0            0
APPLIED DIGITAL SOLUTIONS INC  COM  038188108      4077600       543680 SH       D       6        543680            0            0
APPLIED DIGITAL SOLUTIONS      COM  038188108        15750         2100 SH       D       7          2100            0            0
APPLIED ENERGY GROUP INC COM   COM  038196101       955947       156073 SH       D       6        156073            0            0
APPLIED EXTRUSION TECH INC     COM  038196101         3038          496 SH       D       7           496            0            0
APPLIED INDUSTRIAL TECH INC.   COM  03820C105      7815844       470126 SH       D       6        470126            0            0
Applied Industrial Techs. Inc. COM  03820C105        49758         2993 SH       D       7          2993            0            0
APPLIED IMAGING CORP           COM  03820G106         4625         3700 SH       D       6          3700            0            0
APPLIED MAGNETICS CORP COM     COM  038213104        14032        37421 SH       D       6         37421            0            0
APPLIED MAGNETICS CORP         COM  038213104          995         2654 SH       D       7          2654            0            0
APPLIED MATERIALS INC COM STOC COM  038222105      1070430         5340 SH       D       2          5340            0            0
APPLIED MATERIALS INC COM STOC COM  038222105    128037343       638733 SH       D       3        608733            0        30000
APPLIED MATERIALS INC COM STOC COM  038222105      1222776         6100 SH       D       4          6100            0            0
APPLIED MATERIALS INC          COM  038222105     13308775       105052 SH       D       5        105052            0            0
APPLIED MATERIALS INC COM      COM  038222105   1161447816      9167817 SH       D       6       8425161         1243       741413
APPLIED MATERIALS INC COM      COM  038222105     43657036       352750 SH       D       7        242438            0       110312
APPLIED MATERIALS INC          COM  038222105      2300645        18160 SH       S       7         18160            0            0
APPLIED PWR INC COM            COM  038225108     27819897       757004 SH       D       6        757004            0            0
Applied Power Inc. Class A     COM  038225108       210908         5739 SH       D       7          5739            0            0
APPLIED MICRO CIRCUIT COM      COM  03822W109     72396342       568930 SH       D       6        568930            0            0
APPLIED MICRO CIRCUITS CORP    COM  03822W109      2221041        18166 SH       D       7          5074            0        13092
APPLIED SCIENCE & TECHNOLOGY C COM  038236105      5568357       167548 SH       D       6        167548            0            0
APPLIED SCIENCE & TECHNOLOGY   COM  038236105        17148          516 SH       D       7           516            0            0
APPLIED SIGNAL COM             COM  038237103      1882476       133865 SH       D       6        133865            0            0
APPLIED SIGNAL TECHNOLOGY      COM  038237103         5273          375 SH       D       7           375            0            0
APPLIEDTHEORY CORP COM         COM  03828R104      2153122        77590 SH       D       6         77590            0            0
AppliedTheory Corp.            COM  03828R104        33633         1212 SH       D       7          1212            0            0
APPLIX INC COM                 COM  038316105      2484514       137551 SH       D       6        137551            0            0
APPLIX, INC                    COM  038316105         8272          458 SH       D       7           458            0            0
APPNET INC                     COM  03831Q101      7739462       176902 SH       D       6        176902            0            0
APPNET SYSTEMS INC             COM  03831Q101        70000         1600 SH       D       7          1600            0            0
APTARGROUP INC COM             COM  038336103     19206831       764451 SH       D       6        764451            0            0
Aptargroup Inc.                COM  038336103       124318         4948 SH       D       7          4948            0            0
AQUA CARE SYSTEMS INC          COM  038373304         1250          800 SH       D       7           800            0            0
AQUAGENIX INC                  COM  03838R102           21         2100 SH       D       6          2100            0            0
AQUARION CO. COM               COM  03838W101      8750093       236489 SH       D       6        236489            0            0
Aquarion Co.                   COM  03838W101        65009         1757 SH       D       7          1757            0            0
AQUILA BIOPHARMACEUTICALS INC. COM  03839F107         7823         3294 SH       D       6          3294            0            0
ARACRUZ CELULOSE SA ADR 1 R 10 ADR  038496105      2173168        54070 SH       D       3         18320            0        35750
ARADIGM CORP COM               COM  038505103      1442860       151880 SH       D       6        151880            0            0
ARADIGM CORP                   COM  038505103        12806         1348 SH       D       7          1348            0            0
ARCADIA FINANCIAL LTD COM      COM  039101100      3066037       690938 SH       D       6        690938            0            0
Arcadia Financial Ltd.         COM  039101100        23381         5269 SH       D       7          5269            0            0
ARCH CHEMICALS INC COM         COM  03937R102      8775053       419107 SH       D       6        419107            0            0
Arch Chemicals Inc.            COM  03937R102       127760         6102 SH       D       7          6102            0            0
ARCH COAL INC COM              COM  039380100      4068902       359682 SH       D       6        354382            0         5300
Arch Coal Inc.                 COM  039380100        43349         3832 SH       D       7          3832            0            0
WARRANTS ARCH COMMUNICATIONS E WT   039381116       235521       443292 SH       D       6        443292            0            0
WARRANTS ARCH COMMUNICATIONS E COM  039381504      1571981       238403 SH       D       6        238403            0            0
ARCH COMMUNICATIONS GROUP INC  COM  039381504        20875         3166 SH       D       7          3166            0            0
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102       209723        10732 SH       D       2         10732            0            0
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102     20572168      1052723 SH       D       3        996112            0        56611
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102       462927        23689 SH       D       4         23689            0            0
ARCHER-DANIELS-MIDLAND CO      COM  039483102      2029506       167382 SH       D       5        167382            0            0
ARCHER DANIELS MIDLAND CO COM  COM  039483102    191524710     15711069 SH       D       6      14414561         2055      1294453
ARCHER DANIELS MIDLAND CO COM  COM  039483102      5574076       458275 SH       D       7        405951            0        52324
ARCHER-DANIELS-MIDLAND         COM  039483102       364479        29906 SH       S       7         29906            0            0
ARCHSTONE COMMUNITIES TRUST IN COM  039581103      5559531       167756 SH       D       3        167756            0            0
ARCHSTONE COMMUNITIES TRUST CO COM  039581103     44375243      2164646 SH       D       6       1235507            0       929139
ARCHSTONE COMMUNITIES TRUST    COM  039581103       566614        27417 SH       D       7         21329            0         6088
ARCTIC CAT INC COM             COM  039670104      6758970       675897 SH       D       6        641397            0        34500
Arctic Cat Inc.                COM  039670104       152860        15286 SH       D       7         15286            0            0
ARDEN GROUP INC COM            COM  039762109       371412        10317 SH       D       6         10317            0            0
ARDEN GROUP  INC               COM  039762109        11520          320 SH       D       7           320            0            0
ARDEN RLTY GROUP INC COM       COM  039793104     26047344      1298310 SH       D       6        865374            0       432936
ARDEN REALTY GROUP INC         COM  039793104       381582        18810 SH       D       7         14851            0         3959
ARDENT SOFTWARE, INC COM       COM  039794102     33039045       847155 SH       D       6        837555            0         9600
ARDENT Software Inc.           COM  039794102        84825         2175 SH       D       7          2175            0            0
AREA BANCSHARES CORP NEW COM   COM  039872106      4651055       189839 SH       D       6        189839            0            0
Area Bancshares Corp.          COM  039872106        47064         1921 SH       D       7          1921            0            0
AREMISSOFT CORP DEL COM        COM  040026106      4901000       150800 SH       D       6        150800            0            0
AREMISSOFT CORPORATION         COM  040026106        26000          800 SH       D       7           800            0            0
ARGONAUT GROUP INC COM         COM  040157109      7477869       376245 SH       D       6        376245            0            0
Argonaut Group Inc.            COM  040157109        65726         3307 SH       D       7          3307            0            0
ARGSY GAMING COM               COM  040228108     11900908       764717 SH       D       6        686517            0        78200
Argosy Gaming Co.              COM  040228108        91398         5873 SH       D       7          5873            0            0
ARGUSS HLDGS INC COM           COM  040282105      1414452       108804 SH       D       6        108804            0            0
Arguss Holdings Inc            COM  040282105        19864         1528 SH       D       7          1528            0            0
ARIAD PHARMACEUTICAL COM       COM  04033A100        46648        16586 SH       D       6         16586            0            0
ARIEL CORP COM                 COM  04033M104       127125        18000 SH       D       6         18000            0            0
ARIEL CORPORATION              COM  04033M104         4943          700 SH       D       7           700            0            0
ARIBA COM                      COM  04033V104     94794166       534428 SH       D       6        526028            0         8400
ARIBA INC                      COM  04033V104       833662         4700 SH       D       7          4700            0            0
ARIL GROUP INC                 COM  040394108            0        48976 SH       D       3         48976            0            0
ARISTA INVS CORP COM           COM  040408106         1586         1410 SH       D       6          1410            0            0
ARIS CORP COM                  COM  04040A101      1015235        86403 SH       D       6         86403            0            0
ARIS CORP                      COM  04040A101        17754         1511 SH       D       7          1511            0            0
ARISTOTLE CORP COM             COM  040448201         4188         1117 SH       D       6          1117            0            0
ARIZONA LD INCOME CORP         COM  040515108         2250          500 SH       D       6           500            0            0
ARIZONA LAND INCOME CL-A       COM  040515108         2250          500 SH       D       7           500            0            0
ARK RESTAURANTS CORP COM       COM  040712101         4140          480 SH       D       6           480            0            0
ARK RESTAURANTS CORP           COM  040712101         6900          800 SH       D       7           800            0            0
ARKANSAS BEST COM              COM  040790107      8883096       740258 SH       D       6        732858            0         7400
ARKANSAS BEST CORP             COM  040790107        14676         1223 SH       D       7          1223            0            0
ARMOR HOLDINGS INC COM         COM  042260109      2687724       204779 SH       D       6        204779            0            0
ARMSTRONG WORLD INDUSTRIES INC COM  042476101      3387179        63088 SH       D       3         63088            0            0
ARMSTRONG WORLD INDS INC       COM  042476101       384379        11517 SH       D       5         11517            0            0
ARMSTRONG WORLD IND INC COM    COM  042476101     35078361      1051037 SH       D       6        962931          119        87987
ARMSTRONG WORLD IND INC COM    COM  042476101       988547        29570 SH       D       7         26477            0         3093
ARMSTRONG WORLD INDS INC       COM  042476101        64747         1940 SH       S       7          1940            0            0
ARNOLD INDUSTRIES INC COM      COM  042595108      7968445       566645 SH       D       6        563645            0         3000
Arnold Industries Inc.         COM  042595108        42665         3034 SH       D       7          3034            0            0
ARONEX PHARMACEUTICALS INC COM COM  042666206       564853       180753 SH       D       6        180753            0            0
ARONEX PHARMACEUTICALS INC     COM  042666206         4375         1400 SH       D       7          1400            0            0
ARQULE INC COM                 COM  04269E107      1552670       151480 SH       D       6        151480            0            0
ARQULE INC.                    COM  04269E107         8651          844 SH       D       7           844            0            0
ARROW ELECTRONICS INC COM STOC COM  042735100      4072418       116174 SH       D       3        116174            0            0
ARROW ELECTRONICS INC COM      COM  042735100     35725614      1407906 SH       D       6       1397743            0        10163
ARROW ELECTRONICS, INC         COM  042735100       521792        21455 SH       D       7         14624            0         6831
ARROW FINL CORP COM            COM  042744102      2180674       112189 SH       D       6        112189            0            0
ARROW FINANCIAL CORP           COM  042744102         5578          287 SH       D       7           287            0            0
ARROW INT`L COM                COM  042764100     11013881       379789 SH       D       6        370289            0         9500
Arrow International Inc.       COM  042764100       106401         3669 SH       D       7          3669            0            0
ARROW-MAGNOLIA INTERNATIONAL   COM  042768101         3448         1452 SH       D       6          1452            0            0
ART TECHNOLOGY GROUP INC COM   COM  04289L107     17460490       136277 SH       D       6        136277            0            0
ART TECHNOLOGY GROUP           COM  04289L107       192187         1500 SH       D       7          1500            0            0
ARTISAN COMPONENTS INC         COM  042923102      1974087        95641 SH       D       6         95641            0            0
ARTISAN COMPONENTS INC         COM  042923102        20599          998 SH       D       7           998            0            0
ARTESIAN RESOURCES CORP CL A   COM  043113208        18900          600 SH       D       6           600            0            0
ARTESYN TECHNOLOGIES, INC COM  COM  043127109     17353980       826380 SH       D       6        826380            0            0
Artesyn Technologies Inc.      COM  043127109       106428         5068 SH       D       7          5068            0            0
ARTHROCARE CORP COM            COM  043136100      2952461        48401 SH       D       6         48401            0            0
ARTHOCARE CORP                 COM  043136100        26230          430 SH       D       7           430            0            0
ARTISOFT COM                   COM  04314L106      2901222       161179 SH       D       6        161179            0            0
ARTISOFT INC                   COM  04314L106        11844          658 SH       D       7           658            0            0
ARTIFICIAL LIFE INC COM        COM  04314Q105      1132828        63375 SH       D       6         63375            0            0
ARTIFICIAL LIFE INC            COM  04314Q105         6095          341 SH       D       7           341            0            0
ARVIN INDUSTRIES INC COM       COM  043339100     25983810       915729 SH       D       6        890129            0        25600
Arvin Industries Inc.          COM  043339100       117273         4133 SH       D       7          4133            0            0
ASAHI COM                      COM  04338D106            0         1124 SH       D       6          1124            0            0
ASANTE TECHN0LOGIES INC COM    COM  043412105        11781         6500 SH       D       6          6500            0            0
ASCENT ENTMT GROUP INC COM     COM  043628106      8549561       673857 SH       D       6        670657            0         3200
Ascent Entertainment Group     COM  043628106        85183         6714 SH       D       7          6714            0            0
ASCENT ENTERTAINMENT GROUP     COM  043628106      1272600       100800 SH       D       9        100800            0            0
ASCHE TRANSPORTATION SERVICE   COM  04362T100        10725         5200 SH       D       6          5200            0            0
AASCHE TRANSPORTATION SERVICES COM  04362T100          618          300 SH       D       7           300            0            0
ASECO CORP COM                 COM  043659101         8575         2800 SH       D       6          2800            0            0
ASHFORD.COM COM                COM  044093102      1322046       120186 SH       D       6        120186            0            0
ASHFORDCOM                     COM  044093102        23100         2100 SH       D       7          2100            0            0
ASHLAND INC COM STOCK U$1      COM  044204105      6523501       122887 SH       D       3        122887            0            0
ASHLAND INC COM                COM  044204105     60510339      1837126 SH       D       6       1685620          232       151274
ASHLAND INC COM                COM  044204105      1794037        54288 SH       D       7         48169            0         6119
ASHLAND INC                    COM  044204105       115281         3500 SH       S       7          3500            0            0
COMPAQ COMPUTER CORP           COM  044931002         1366           50 SH       D       9            50            0            0
ASHTON TECHNOLOGY GROUP INC CO COM  045084100      4880919       758201 SH       D       6        758201            0            0
Ashton Technology Group Inc    COM  045084100        24655         3830 SH       D       7          3830            0            0
ASHWORTH INC COM               COM  04516H101       711624       172515 SH       D       6        172515            0            0
ASHWORTH INC                   COM  04516H101         2594          629 SH       D       7           629            0            0
ASIA PULP & PAPER CO LTD - ADR ADR  04516V100        39647         3200 SH       D       3          3200            0            0
ASK JEEVES COM                 COM  045174109     17922390       158693 SH       D       6        152993            0         5700
ASK JEEVES, INC                COM  045174109       158112         1400 SH       D       7          1400            0            0
ASPEC TECHNOLOGY INC COM       COM  045233103       112701        22400 SH       D       6         22400            0            0
ASPEC TECHNOLOGY INC.          COM  045233103        15093         3000 SH       D       7          3000            0            0
ASPECT DEV INC COM             COM  045234101     31668714       462317 SH       D       6        462317            0            0
Aspect Development Inc.        COM  045234101       254135         3710 SH       D       7          3710            0            0
ASPECT COMMUNICATION CORP. COM COM  04523Q102     35788654       914726 SH       D       6        914726            0            0
Aspect Communications Inc.     COM  04523Q102       346960         8868 SH       D       7          8868            0            0
ASPEN TECHNOLOGY INC COM       COM  045327103     10485456       396613 SH       D       6        396613            0            0
Aspen Technology Inc.          COM  045327103        93826         3549 SH       D       7          3549            0            0
ASSET INVESTORS CORP DELAWARE  COM  04541W107       571380        51360 SH       D       6         51360            0            0
ASSET INVESTOR CORPORATION     COM  04541W107         3604          324 SH       D       7           324            0            0
ASSISTED LIVING CONC COM       COM  04543L109        15468         7500 SH       D       6          7500            0            0
ASSISTED LIVING CONCEPTS INC   COM  04543L109         1701          778 SH       D       7           778            0            0
ASSOCIATED BANC CORP           COM  045487105     31028719       905948 SH       D       6        899246            0         6702
ASSOCIATED BANC CORP           COM  045487105       455299        13459 SH       D       7          8922            0         4537
ASSOCIATED ESTATES RLTY CORP C COM  045604105      4212101       539149 SH       D       6        394449            0       144700
Associated Estates Rlty. Corp. COM  045604105        21828         2794 SH       D       7          2794            0            0
ASSOCIATED GROUP A COM         COM  045651106     30511445       334372 SH       D       6        331171            0         3201
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ASSOCIATED GROUP A COM         COM  045651205     15777448       171494 SH       D       6        171494            0            0
ASSOCIATED GROUP INC-CL B      COM  045651205        18400          200 SH       D       7           200            0            0
ASSOCIATED MATLS INC COM       COM  045709102       650447        39722 SH       D       6         39722            0            0
ASSOCIATED MATERIALS INC       COM  045709102         6648          406 SH       D       7           406            0            0
AT HOME CORP COM               COM  045919107    112124117      2615006 SH       D       6       2547606            0        67400
AT HOME CORP -SERIES A         COM  045919107      2348188        58046 SH       D       7         22355            0        35691
AT ENTERTAINMENT               CNV  045920105      6600000     10000000 SH       D       9      10000000            0            0
AT ENTERTAINMENT 14.5% CB 09   CNV  045920AF2      7750000     12500000 SH       D       9      12500000            0            0
ASSOCS FIRST CAP               CLA  046008108         4455          180 SH       D       1             0          180            0
ASSOCIATES 1ST CAP A $.01      COM  046008108       438123         9774 SH       D       2          9774            0            0
ASSOCIATES 1ST CAP A $.01      COM  046008108     52790522      1177692 SH       D       3       1127582            0        50110
ASSOCIATES 1ST CAP A $.01      COM  046008108      1827711        40774 SH       D       4         40774            0            0
ASSOCIATES FIRST CAPITAL CORP  COM  046008108    494480390     18022065 SH       D       6      16505478         2434      1514153
ASSOCIATES FIRST CAPITAL CORP  COM  046008108     15708846       581190 SH       D       7        472487            0       108703
ASSOCIATES FIRST CAPITAL CRP   COM  046008108       964428        35150 SH       S       7         35150            0            0
ASTA FUNDING INC               COM  046220109       160425        27900 SH       D       6         27900            0            0
ASTEC INDS INC COM             COM  046224101      5024197       267067 SH       D       6        267067            0            0
Astec Industries Inc.          COM  046224101        43946         2336 SH       D       7          2336            0            0
ASTEA INTL INC COM             COM  04622E109        44612         8300 SH       D       6          8300            0            0
ASTORIA FINL CORP COM          COM  046265104     25636441       842265 SH       D       6        834070            0         8195
ASTORIA FINANCIAL CORP.        COM  046265104       360594        12214 SH       D       7          8329            0         3885
ASTRAZENECA PLC                COM  046353108      5060893       121219 SH       D       7        121219            0            0
ASTRO MED INC NEW              COM  04638F108        23887         3900 SH       D       6          3900            0            0
ASTRONICS CORP COM             COM  046433108         4191          414 SH       D       6           414            0            0
ASTRONICS CORP                 COM  046433108         3027          299 SH       D       7           299            0            0
ASTROPOWER INC COM             COM  04644A101       750974        53641 SH       D       6         53641            0            0
ASTROPOWER INC                 COM  04644A101         7196          514 SH       D       7           514            0            0
ASYST TECHNOLOGY COM           COM  04648X107     13753963       209784 SH       D       6        209784            0            0
Asyst Technology Corp.         COM  04648X107       128961         1967 SH       D       7          1967            0            0
ATALANTA SOSNOFF CAP CORP COM  COM  046499109        17839         2068 SH       D       6          2068            0            0
ATALANTA SOSNOFF CAPITAL CP    COM  046499109         4250          500 SH       D       7           500            0            0
ATCHISON CASTING COM           COM  046613105      1281214       140407 SH       D       6        140407            0            0
ATCHISON CASTING CORP          COM  046613105         4170          457 SH       D       7           457            0            0
ATLANTIC AMERICAN CORP COM     COM  048209100        42938        18568 SH       D       6         18568            0            0
ATLANTIC AMERICAN CORP         COM  048209100         6243         2700 SH       D       7          2700            0            0
ATLANTIC COAST AIRLINES HLDGS  COM  048396105      5720520       240864 SH       D       6        240864            0            0
Atlantic Coast Airlines Hldgs. COM  048396105        46573         1961 SH       D       7          1961            0            0
ATLANTIC DATA SERVICES INC     COM  048523104         3300          574 SH       D       7           574            0            0
ATLANTIC FINL CORP COM         COM  04853R100       297121        20316 SH       D       6         20316            0            0
ATLANTIC FINANCIAL CORP        COM  04853R100         2720          186 SH       D       7           186            0            0
ATLANTIC GULF COMM CORP COM    COM  048556104          390         7800 SH       D       6          7800            0            0
ATLANTIC PHARMACEUTICALS INC   COM  048785109         2012         1400 SH       D       6          1400            0            0
ATLANTIC RLTY TR COM           COM  048798102         4820          622 SH       D       6           622            0            0
ATLANTIC REALTY TRUST INC      COM  048798102         3100          400 SH       D       7           400            0            0
ATLANTIC RICHFIELD CO COM STOC COM  048825103      2010414        14600 SH       D       1         14600            0            0
ATLANTIC RICHFIELD CO COM STOC COM  048825103       385558         2800 SH       D       2          2800            0            0
ATLANTIC RICHFIELD CO COM STOC COM  048825103     14967948       108700 SH       D       3        108700            0            0
ATLANTIC RICHFIELD CO          COM  048825103      7740798        89489 SH       D       5         89489            0            0
ATLANTIC RICHFIELD CO COM      COM  048825103    771755508      8922029 SH       D       6       8136320         1091       784618
ATLANTIC RICHFIELD CO COM      COM  048825103     22464782       261371 SH       D       7        233807            0        27564
ATLANTIC RICHFIELD CO.         COM  048825103      1348794        15593 SH       S       7         15593            0            0
ATLANTIC TELE-NETWORK INC      COM  049079205        31200         2400 SH       D       6          2400            0            0
ATLANTIC TELE-NETWORK          COM  049079205         2930          319 SH       D       7           319            0            0
ATLANTIS PLASTICS COM          COM  049156102        22778         1627 SH       D       6          1627            0            0
ATLANTIS PLASTICS INC CL A     COM  049156102         8400          600 SH       D       7           600            0            0
ATLAS AIR INC COM              COM  049164106      7455427       271724 SH       D       6        271724            0            0
Atlas Air Inc.                 COM  049164106        83245         3034 SH       D       7          3034            0            0
ATMEL CORP NPV                 COM  049513104     12939017       267606 SH       D       3        245806            0        21800
ATMEL CORP COM                 COM  049513104     79236723      2680312 SH       D       6       2669714            0        10598
ATMEL CORP                     COM  049513104      1972522        69916 SH       D       7         34802            0        35114
ATMOS ENERGY CORP COM          COM  049560105     12149889       594490 SH       D       6        594490            0            0
Atmos Energy Corp.             COM  049560105        94605         4629 SH       D       7          4629            0            0
ATRIX LABS INC COM             COM  04962L101       676268       130365 SH       D       6        130365            0            0
ATRIX LABS INC                 COM  04962L101         6826         1316 SH       D       7          1316            0            0
ATPLAN INC COM                 COM  04962Q100       555962        56300 SH       D       6         56300            0            0
  @PLAN.INC                    COM  04962Q100         6912          700 SH       D       7           700            0            0
ATRION CORP COM                COM  049904105         5482          516 SH       D       6           516            0            0
ATWOOD OCEANICS INC COM        COM  050095108     14235668       368561 SH       D       6        357661            0        10900
Atwood Oceanics Inc.           COM  050095108        69409         1797 SH       D       7          1797            0            0
AUDIBLE INC COM                COM  05069A104      1927500       128500 SH       D       6        128500            0            0
AUDIBLE INC                    COM  05069A104        15000         1000 SH       D       7          1000            0            0
AUDIOHIGHWAY COM COM           COM  050740109       401581        46900 SH       D       6         46900            0            0
AUDIOHIGHWAY.COM               COM  050740109          856          100 SH       D       7           100            0            0
AUDIOVOX INC COM               COM  050757103      4267049       140479 SH       D       6        140479            0            0
AUDIOVOX CORPORATION           COM  050757103        22356          736 SH       D       7           736            0            0
AULT INC                       COM  051503100         1800          200 SH       D       7           200            0            0
AURA SYS INC COM               COM  051526101         9100        26000 SH       D       6         26000            0            0
AURORA FOODS COM               COM  05164B106      7407852       795474 SH       D       6        795474            0            0
Aurora Foods Inc.              COM  05164B106        56284         6044 SH       D       7          6044            0            0
AURORA BIOSCIENCES COM         COM  051920106      4728050       178417 SH       D       6        178417            0            0
AURORA BIOSCIENCES CORP        COM  051920106        16589          626 SH       D       7           626            0            0
AUSPEX SYS INC COM             COM  052116100      4932494       481219 SH       D       6        481219            0            0
Auspex Systems Inc.            COM  052116100        39524         3856 SH       D       7          3856            0            0
AUSPEX SYSTEMS INC             COM  052116100      7400000       800000 SH       D       9        800000            0            0
AUTOBYTEL COM INC COM          COM  05275N106      2676083       176203 SH       D       6        176203            0            0
Autobytel Com Inc              COM  05275N106        27367         1802 SH       D       7          1802            0            0
AUTODESK INC COM STOCK PAR $.0 COM  052769106      4663460        90422 SH       D       3         90422            0            0
AUTODESK INC COM               COM  052769106     45977456      1362295 SH       D       6       1244721          216       117358
AUTODESK INC COM               COM  052769106      1509613        45369 SH       D       7         36009            0         9360
AUTODESK INC                   COM  052769106        96862         2870 SH       S       7          2870            0            0
AUTOIMMUNE INC COM             COM  052776101         8182        10071 SH       D       6         10071            0            0
AUTOLIV INC COM                COM  052800109     36964687      1263750 SH       D       6       1252912            0        10838
AUTOLIV INC                    COM  052800109       532364        17919 SH       D       7         10600            0         7319
AUTOLOGIC INFORMATION INTL INC COM  052803103         2930         1172 SH       D       6          1172            0            0
AUTOLOGIC INFORMATION INTL     COM  052803103         5250         2100 SH       D       7          2100            0            0
AUTOCAM CORP COM               COM  052907102       767565        42495 SH       D       6         42495            0            0
AUTOCAM CORP                   COM  052907102         4931          273 SH       D       7           273            0            0
AUTOBOND ACCEPTANCE CORP       COM  052918109          527         3100 SH       D       6          3100            0            0
AUTOMATIC COM EXCHANGE PFD, RT PFD  05300A202        25703         2688 SH       D       6          2688            0            0
REPUBLIC INDUSTRIES            COM  05300A202         5689          595 SH       D       7           595            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103       717458         8140 SH       D       2          8140            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103     92581563      1050394 SH       D       3        994794            0        55600
AUTOMATIC DATA PROCESSING INC  COM  053015103      3305244        37500 SH       D       4         37500            0            0
AUTOMATIC DATA PROCESSING      COM  053015103      9356094       173663 SH       D       5        173663            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103    813420429     15098291 SH       D       6      13888261         2062      1207968
AUTOMATIC DATA PROCESSING INC  COM  053015103     31115507       579173 SH       D       7        396940            0       182233
AUTOMATIC DATA PROCESSING INC. COM  053015103      1609407        29873 SH       S       7         29873            0            0
AUTONATION INC COM USD 0.10    COM  05329W102       108034         7500 SH       D       2          7500            0            0
AUTONATION INC COM USD 0.10    COM  05329W102      8124940       564053 SH       D       3        533353            0        30700
AUTONATION INC COM             COM  05329W102     42755895      4622259 SH       D       6       4599349            0        22910
AUTONATION INC                 COM  05329W102      1176555       129355 SH       D       7         65423            0        63932
AUTOTOTE CORP CL A COM         COM  053323101      1213751       373462 SH       D       6        373462            0            0
AUTOTOTE CORP                  COM  053323101         3900         1200 SH       D       7          1200            0            0
AUTOWEB.COM COM                COM  053331104      1006165        92521 SH       D       6         92521            0            0
Autoweb.com Inc.               COM  053331104        16888         1553 SH       D       7          1553            0            0
AUTOZONE COM STOCK US$0.01     COM  053332102       131502         2580 SH       D       2          2580            0            0
AUTOZONE COM STOCK US$0.01     COM  053332102     11570447       227005 SH       D       3        211505            0        15500
AUTOZONE INC. COM              COM  053332102    121196302      3750756 SH       D       6       3435360          525       314871
AUTOZONE INC. COM              COM  053332102      4075014       127296 SH       D       7        105119            0        22177
AUTOZONE INC.                  COM  053332102       232650         7200 SH       S       7          7200            0            0
AVADO BRANDS INC COM           COM  05336P108      1744528       413513 SH       D       6        413513            0            0
Avado Brands Inc.              COM  05336P108        12863         3049 SH       D       7          3049            0            0
AVALON CAP INC COM             COM  05342P100         7295          411 SH       D       6           411            0            0
AVALON CAPITAL INC             COM  05342P100         7100          400 SH       D       7           400            0            0
AVALONBAY COMMUNITIES, INC. CO COM  053484101     46378148      1351640 SH       D       6        904131            0       447509
AVALONBAY COMMUNITIES INC      COM  053484101       576367        16636 SH       D       7         11967            0         4669
AVANT CORP COM                 COM  053487104     18364455      1224297 SH       D       6       1196197            0        28100
Avant! Corp.                   COM  053487104       116565         7771 SH       D       7          7771            0            0
AVANIR PHARMACEUTICALS COM     COM  05348P104        45750        18300 SH       D       6         18300            0            0
AVANT IMMUNOTHERAPEUTICS, INC. COM  053491106      1087274       440406 SH       D       6        440406            0            0
WTS AVANT IMMUNOTHERAPEUTICS   COM  053491114            0          400 SH       D       6           400            0            0
AVATAR HOLDINGS INC COM        COM  053494100      2179766       120263 SH       D       6        120263            0            0
AVATAR HOLDINGS                COM  053494100         6126          338 SH       D       7           338            0            0
AVAX TECHNOLOGIES INC          COM  053495305        13187         2000 SH       D       7          2000            0            0
AVENTIS                        COM  053561106      3509870        61712 SH       D       7         61712            0            0
AVERT, INC COM                 COM  053596102        32697         2552 SH       D       6          2552            0            0
AVERT INC                      COM  053596102         2562          200 SH       D       7           200            0            0
AVERY DENNISON CP              COM  053611109         5648           75 SH       D       1             0           75            0
AVERY DENNISON CORPCOM STOCK U COM  053611109       241897         2090 SH       D       2          2090            0            0
AVERY DENNISON CORPCOM STOCK U COM  053611109     21582886       186477 SH       D       3        186477            0            0
AVERY DENNISON CORP            COM  053611109      2019512        27712 SH       D       5         27712            0            0
AVERY DENNISON CORP COM        COM  053611109    206782741      2837499 SH       D       6       2563085          382       274032
AVERY DENNISON CORP COM        COM  053611109      7847237       106744 SH       D       7         80022            0        26722
AVERY-DENNISON CORP.           COM  053611109       403727         5540 SH       S       7          5540            0            0
AVIALL INC COM                 COM  05366B102      2961860       361754 SH       D       6        361754            0            0
Aviall Inc.                    COM  05366B102        23203         2834 SH       D       7          2834            0            0
AVIATION SALES CO COM          COM  053672101      2973019       180183 SH       D       6        180183            0            0
Aviation Sales Co.             COM  053672101        29040         1760 SH       D       7          1760            0            0
AVID TECHNOLOGY INC COM        COM  05367P100      5218286       399486 SH       D       6        399486            0            0
Avid Technology Inc.           COM  05367P100        43184         3306 SH       D       7          3306            0            0
AVIGEN INC COM                 COM  053690103      4656200       150200 SH       D       6        150200            0            0
AVIGEN INC                     COM  053690103        15500          500 SH       D       7           500            0            0
AVIRON COM COM                 COM  053762100      3779076       238993 SH       D       6        238993            0            0
Aviron                         COM  053762100        31735         2007 SH       D       7          2007            0            0
AVIS RENT A CAR COM            COM  053790101     50169191      1962609 SH       D       6       1823609            0       139000
Avis Rent A Car Inc.           COM  053790101        93430         3655 SH       D       7          3655            0            0
AVISTA CORP COM                COM  05379B107     11703292       758108 SH       D       6        758108            0            0
Avista Corp.                   COM  05379B107        93041         6027 SH       D       7          6027            0            0
AVNET INC COM STOCK US$1       COM  053807103      4787582        50996 SH       D       3         50996            0            0
AVNET INC                      COM  053807103       692725        11450 SH       D       5         11450            0            0
AVNET INC COM                  COM  053807103     44370127       733387 SH       D       6        729036            0         4351
AVNET INC.                     COM  053807103       532680         9132 SH       D       7          6114            0         3018
AVON PRODUCTS INC              COM  054303102         5580          180 SH       D       1             0          180            0
AVON PRODUCTS INC COM STOCK US COM  054303102       209575         3860 SH       D       2          3860            0            0
AVON PRODUCTS INC COM STOCK US COM  054303102     24134018       444505 SH       D       3        418505            0        26000
AVON PRODUCTS INC              COM  054303102      2212914        67058 SH       D       5         67058            0            0
AVON PRODUCTS INC COM          COM  054303102    208863963      6329211 SH       D       6       5819345          895       508971
AVON PRODUCTS INC COM          COM  054303102      7642258       233646 SH       D       7        162592            0        71054
AVON PRODUCTS INC              COM  054303102       401940        12180 SH       S       7         12180            0            0
AVTEAM INC- CL A COM           COM  054527205       729349       135693 SH       D       6        135693            0            0
AVTEAM, INC.- CL A             COM  054527205         3638          677 SH       D       7           677            0            0
AXA                            COM  054536107      4126378        58118 SH       D       7         58118            0            0
AWARE INC MASS COM             COM  05453N100     13073647       359413 SH       D       6        359413            0            0
Aware Inc.                     COM  05453N100        94538         2599 SH       D       7          2599            0            0
AXENT TECHNOLOGIES INC COM     COM  05459C108     11586120       551720 SH       D       6        551720            0            0
AXENT Technologies Inc.        COM  05459C108        88053         4193 SH       D       7          4193            0            0
AXIOHM TRANSACTION COM         COM  054602107          203         1128 SH       D       6          1128            0            0
AXIOHM TRANSACTION SOLUTIONS   COM  054602107           54          300 SH       D       7           300            0            0
AXSYS TECHNOLOGIES INC COM     COM  054615109        29587         2233 SH       D       6          2233            0            0
AXSYS TECHNOLOGIES INC         COM  054615109         2371          179 SH       D       7           179            0            0
AXYS PHARMACEUTICALS COM       COM  054635107      1363854       335718 SH       D       6        335718            0            0
AXYS PHARMACEUTICALS INC       COM  054635107        12232         3011 SH       D       7          3011            0            0
AZTAR CORP COM                 COM  054802103     13323310      1225132 SH       D       6       1162832            0        62300
Aztar Corp.                    COM  054802103        71405         6566 SH       D       7          6566            0            0
AZTEC TECH PARTNERS COM        COM  05480L101        71790        15735 SH       D       6         15735            0            0
AZTEC TECHNOLOGY PARTNERS      COM  05480L101        11586         2539 SH       D       7          2539            0            0
AZTEC MFG CO                   COM  054825104         9800          800 SH       D       7           800            0            0
BB & T CORPORATION COM STK US$ COM  054937107       222738         5060 SH       D       2          5060            0            0
BB & T CORPORATION COM STK US$ COM  054937107     21667570       492226 SH       D       3        492226            0            0
BB&T CORP COM                  COM  054937107    216383882      7904434 SH       D       6       7197551         1054       705829
BB&T CORP COM                  COM  054937107      7327937       268223 SH       D       7        240949            0        27274
BB&T CORPORATION               COM  054937107       423819        15482 SH       S       7         15482            0            0
BCSB BANKCORP INC              COM  054948104         1808          273 SH       D       7           273            0            0
AZURIX CORP COM                COM  05501M104      2394329       267897 SH       D       6        267897            0            0
AZURIX CORP                    COM  05501M104        55412         6200 SH       D       7          6200            0            0
BCT INTERNATIONAL INC          COM  055355101         4062         2500 SH       D       6          2500            0            0
BF ENTERPRISES INC             COM  055387104         4810          740 SH       D       6           740            0            0
BF ENTERPRISES INC             COM  055387104         1400          200 SH       D       7           200            0            0
BEI TECHNOLOGIES INC COM       COM  05538P104      1019477        66851 SH       D       6         66851            0            0
BEI TECHNOLOGIES INC           COM  05538P104         4148          272 SH       D       7           272            0            0
BHA GROUP INC COM              COM  055446108       629244        79904 SH       D       6         79904            0            0
BHA GROUP, INC.                COM  055446108         2512          319 SH       D       7           319            0            0
BHC COMMUNICATIONS INC CL A    COM  055448104     21150080       132188 SH       D       6        128633            0         3555
BHC COMMUNICATIONS INC.        COM  055448104       296995         1857 SH       D       7          1607            0          250
B I INC COM NEW                COM  055467203       722995        94819 SH       D       6         94819            0            0
B I INC                        COM  055467203         7625         1000 SH       D       7          1000            0            0
BIOSYS GROUP COM               COM  055472104     20840784       319399 SH       D       6        319399            0            0
BISYS GROUP INC                COM  055472104       600001         9372 SH       D       7          1691            0         7681
BJ SVCS CO COM                 COM  055482103     43354252      1036873 SH       D       6       1030574            0         6299
BJ SERVICES COMPANY            COM  055482103       808650        18939 SH       D       7         13351            0         5588
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106       437133         7600 SH       D       1          7600            0            0
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106       184056         3200 SH       D       2          3200            0            0
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106       425629         7400 SH       D       3          7400            0            0
BJ`S WHOLESALE CLUB COM        COM  05548J106     51803902      1419285 SH       D       6       1344493            0        74792
BJ'S WHOLESALE CLUB INC        COM  05548J106      2060059        56227 SH       D       7         48910            0         7317
BMC INDUSTRIES INC COM         COM  055607105      5421170      1112035 SH       D       6       1106535            0         5500
BMC Industries Inc.            COM  055607105        18715         3839 SH       D       7          3839            0            0
BOK FINANCIAL CORP COM         COM  05561Q201      1752376        86738 SH       D       6         86738            0            0
BOK Financial Corp.            COM  05561Q201        70266         3478 SH       D       7          3478            0            0
BP AMOCO SPON ADR (1 ADS = 6 S ADR  055622104     75133687       786796 SH       D       3        786796            0            0
BP AMOCO PLC - SPONS ADR       COM  055622104      7189623       121216 SH       D       7        121216            0            0
BP AMOCO ADR NY REG            ADR  055622104       448593         7500 SH       D       9          7500            0            0
BP PRUDHOE BAY RTY TR UNIT BEN COM  055630107      2252040       248501 SH       D       6        248501            0            0
BP PRUDHOE BAY ROYALTY TRUST   COM  055630107        10775         1189 SH       D       7          1189            0            0
BRT RLTY TR SH BEN INT NEW     COM  055645303       272648        34081 SH       D       6         34081            0            0
BRT REALTY TRUST               COM  055645303         4000          500 SH       D       7           500            0            0
BRE PPTYS INC CL A             COM  05564E106     31341352      1381437 SH       D       6       1079783            0       301654
BRE Properties Inc.            COM  05564E106       149556         6592 SH       D       7          6592            0            0
BSB BANCORP INC COM            COM  055652101      3593243       186662 SH       D       6        151325            0        35337
BSB Bancorp Inc.               COM  055652101        29760         1546 SH       D       7          1546            0            0
BT FINL CORP COM               COM  055763106      5327982       242181 SH       D       6        242181            0            0
BT Financial Corp.             COM  055763106        53592         2436 SH       D       7          2436            0            0
BTG INC. COM                   COM  05576J101       884065       108808 SH       D       6        108808            0            0
BTG INC.                       COM  05576J101         3193          393 SH       D       7           393            0            0
BMC SOFTWARE INC               COM  055921100         7160          160 SH       D       1             0          160            0
BMC SOFTWARE                   COM  055921100       435642         3400 SH       D       2          3400            0            0
BMC SOFTWARE                   COM  055921100     48541082       378842 SH       D       3        378842            0            0
BMC SOFTWARE INC               COM  055921100      5322398        66582 SH       D       5         66582            0            0
BMC SOFTWARE INC               COM  055921100    464965424      5816612 SH       D       6       5346008          774       469830
BMC SOFTWARE INC               COM  055921100     15290763       222425 SH       D       7        151953            0        70472
BMC SOFTWARE INC               COM  055921100       927594        11604 SH       S       7         11604            0            0
BNCCORP, INC COM               COM  055936108         3184          542 SH       D       6           542            0            0
BMJ MEDICAL MANAGEMENT INC     COM  055950109           88         4400 SH       D       6          4400            0            0
BTU INTL INC. COM              COM  056032105        25875         4500 SH       D       6          4500            0            0
BTU INTERNATIONAL INC          COM  056032105         2300          400 SH       D       7           400            0            0
BROADWAY HOLDINGS COM          COM  056039100       391663        63945 SH       D       6         63945            0            0
BWAY CORPORATION               COM  056039100         2713          443 SH       D       7           443            0            0
BWC FINANCIAL CORP COM         COM  056042104       117526         6027 SH       D       6          6027            0            0
B W C FINANCIAL CORP           COM  056042104         3875          200 SH       D       7           200            0            0
BACOU USA INC COM              COM  056439102      1298990        86240 SH       D       6         86040            0          200
Bacou USA Inc.                 COM  056439102        18285         1214 SH       D       7          1214            0            0
BADGER METER INC COM           COM  056525108       808283        26831 SH       D       6         26831            0            0
BADGER METER INC               COM  056525108         3374          112 SH       D       7           112            0            0
BAIRNCO CORP COM               COM  057097107       617436       102906 SH       D       6        102906            0            0
BAIRNCO CORP                   COM  057097107         2262          377 SH       D       7           377            0            0
BAKER MICHAEL CORP COM         COM  057149106        90702        13691 SH       D       6         13691            0            0
MICHAEL BAKER CORP             COM  057149106         2650          400 SH       D       7           400            0            0
BAKER FENTRESS & CO            COM  057213100      8271600       585600 SH       D       9        585600            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107        10959          340 SH       D       1           340            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107       159848         4959 SH       D       2          4959            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107     18514758       574386 SH       D       3        542836            0        31550
BAKER HUGHES INC COM STOCK US$ COM  057224107       667243        20700 SH       D       4         20700            0            0
BAKER HUGHES INC               COM  057224107      1934148        91829 SH       D       5         91829            0            0
BAKER HUGHES INC            CO COM  057224107    179176253      8506884 SH       D       6       7761740         1099       744045
BAKER HUGHES INC            CO COM  057224107      5422688       254022 SH       D       7        223814            0        30208
BAKER HUGHES, INC              COM  057224107       334872        15899 SH       S       7         15899            0            0
BAKER J INC COM                COM  057232100      1221960       203660 SH       D       6        203660            0            0
BAKER J. INC.                  COM  057232100         4374          729 SH       D       7           729            0            0
BALANCE BAR CO COM             COM  057623100       941487        69100 SH       D       6         69100            0            0
BALANCE BAR CO                 COM  057623100        22045         1618 SH       D       7          1618            0            0
BALANCED CARE CORP COM         COM  057630105        13163        10029 SH       D       6         10029            0            0
BALCHEM CORP -CL B             COM  057665200         1600          200 SH       D       7           200            0            0
BALDOR ELECTRIC CO COM         COM  057741100     10991562       606431 SH       D       6        606431            0            0
Baldor Electric Co.            COM  057741100        92274         5091 SH       D       7          5091            0            0
BALDWIN & LYONS INC CL B COM   COM  057755209      5348032       241719 SH       D       6        238219            0         3500
Baldwin & Lyons Inc. Class B   COM  057755209        42612         1926 SH       D       7          1926            0            0
BALDWIN PIANO & ORGAN CO COM   COM  058246109        69088         8128 SH       D       6          8128            0            0
BALDWIN TECHNOLOGY INC CL A CO COM  058264102        29386        13829 SH       D       6         13829            0            0
BALDWIN TECHNOLOGY CO INC CL A COM  058264102         1436          676 SH       D       7           676            0            0
BALL CORP COM STOCK NPV        COM  058498106      2729793        44793 SH       D       3         44793            0            0
BALL CORP COM                  COM  058498106     52100175      1323179 SH       D       6       1204475          101       118603
BALL CORP COM                  COM  058498106      1350101        34328 SH       D       7         31686            0         2642
BALL CORP.                     COM  058498106        58275         1480 SH       S       7          1480            0            0
BALLANTYNE OF OMAHA INC COM    COM  058516105       586822       102056 SH       D       6        102056            0            0
BALLANTYNE OF OMAHA INC        COM  058516105         3024          526 SH       D       7           526            0            0
BALLY TOTAL FITNESS HLDG CORP  COM  05873K108      9995429       374536 SH       D       6        374536            0            0
Bally Total Fitness Hldg Corp. COM  05873K108       105095         3938 SH       D       7          3938            0            0
BAMBOO COM INC COM             COM  05942K105       977187        59000 SH       D       6         59000            0            0
BANC STOCK GROUP INC COM       COM  05943C102         2100          700 SH       D       6           700            0            0
BANC STOCK GROUP INC-CL A      COM  05943C102         2400          800 SH       D       7           800            0            0
BANC CORP COM                  COM  05944B103       963723       126390 SH       D       6        126390            0            0
BANC CORPORATION               COM  05944B103         2973          390 SH       D       7           390            0            0
BANCFIRST COR ZANES COM        COM  059450106      2291076        99612 SH       D       6         99612            0            0
Bancfirst Ohio Corp.           COM  059450106        20861          907 SH       D       7           907            0            0
BANCO BILBAO VIZCAYA           COM  059458208      1618751       114097 SH       D       7        114097            0            0
BANCFIRST CORP COM             COM  05945F103      3528006       103956 SH       D       6        103956            0            0
Bancfirst Corp.                COM  05945F103        28575          842 SH       D       7           842            0            0
BANCINSURANCE CORP COM         COM  05945K102         9024         1719 SH       D       6          1719            0            0
BANCINSURANCE CORP             COM  05945K102         5512         1050 SH       D       7          1050            0            0
BANCO DE EDWARDS -SP ADR NPV   ADR  059504100      2347092        87596 SH       D       3         87596            0            0
BANCO DE GALICIA BUENOS AIRES- ADR  059538207       764354        23787 SH       D       3         23787            0            0
BANCO GANADERO SA ADR          ADR  059594507       332614        25400 SH       D       3         25400            0            0
BANCO SANTANDER P R SAN JUAN C COM  059646109       448521        29054 SH       D       6         29054            0            0
Banco Santander PR San Juan    COM  059646109        38038         2464 SH       D       7          2464            0            0
BRANCO SANTANDER CENTRAL HISP  COM  05964H105      4105281       351254 SH       D       7        351254            0            0
BANCO SANTANDER CHILE-SP ADR   ADR  05965F108     11256181       457970 SH       D       3        457970            0            0
BANCORP CONNECTICUT INC COM    COM  059684100       984963        63546 SH       D       6         63546            0            0
BANCORP CONNECTICUT INC        COM  059684100         3549          229 SH       D       7           229            0            0
BANCORPSOUTH INC COM           COM  059692103     14672816       899483 SH       D       6        899483            0            0
Bancorpsouth Inc.              COM  059692103       137204         8411 SH       D       7          8411            0            0
BANCWEST CORP. COM             COM  059790105     26152347      1341146 SH       D       6       1307546            0        33600
Bancwest Corp.                 COM  059790105       299325        15350 SH       D       7         15350            0            0
BANDAG INC COM                 COM  059815100      6654225       266169 SH       D       6        266169            0            0
Bandag Inc.                    COM  059815100        75725         3029 SH       D       7          3029            0            0
BANDAG INC CL A                COM  059815308      1280036        60237 SH       D       6         60237            0            0
BANDAG INC CLASS A             COM  059815308        19018          895 SH       D       7           895            0            0
BANGOR HYDRO ELEC CO           COM  060077104      1811829       111070 SH       D       6        111070            0            0
BANGOR HYDRO-ELECTRIC CO       COM  060077104         4420          271 SH       D       7           271            0            0
BANK OF AMERICA CORP COM STK U COM  060505104     16496539       246069 SH       D       1        134486       111583            0
BANK OF AMERICA CORP COM STK U COM  060505104      4346233        53202 SH       D       2         53202            0            0
BANK OF AMERICA CORP COM STK U COM  060505104    250233717      3063097 SH       D       3       2944728            0       118369
BANK OF AMERICA CORP COM STK U COM  060505104      5841379        71504 SH       D       4         71504            0            0
BANK OF AMERICA CORP           COM  060505104     24405478       486286 SH       D       5        486286            0            0
BANK OF AMERICA CORP COM       COM  060505104   2472861737     49272453 SH       D       6      44811435         3471      4457547
BANK OF AMERICA CORP COM       COM  060505104     77710012      1552198 SH       D       7       1404568            0       147630
BANK OF AMERICA CORP.          COM  060505104      4146993        82630 SH       S       7         82630            0            0
BANK GRANITE CORP              COM  062401104      3856089       179353 SH       D       6        179353            0            0
Bank of Granite Corp.          COM  062401104        35539         1653 SH       D       7          1653            0            0
BANK OF THE OZARKS COM         COM  063904106       848971        43537 SH       D       6         43537            0            0
BANK OF THE OZARKS             COM  063904106         3295          169 SH       D       7           169            0            0
BK OF NEW YORK CO              COM  064057102        24120          670 SH       D       1             0          670            0
BANK OF NEW YORK CO INC COM ST COM  064057102       639683         9800 SH       D       2          9800            0            0
BANK OF NEW YORK CO INC COM ST COM  064057102     80414968      1231963 SH       D       3       1171763            0        60200
BANK OF NEW YORK CO INC COM ST COM  064057102      2251947        34500 SH       D       4         34500            0            0
BANK OF NEW YORK CO INC        COM  064057102      8179240       204481 SH       D       5        204481            0            0
BANK OF NEW YORK CO INC COM    COM  064057102    752614040     18815351 SH       D       6      17293099         2434      1519818
BANK OF NEW YORK CO INC COM    COM  064057102     21625493       543520 SH       D       7        480496            0        63024
BANK OF NEW YORK               COM  064057102      1422400        35560 SH       S       7         35560            0            0
BK ONE CORP                    COM  06423A103       277343         8875 SH       D       1             0         8875            0
BANK ONE CORP COM STK US$5     COM  06423A103       848664        16296 SH       D       2         16296            0            0
BANK ONE CORP COM STK US$5     COM  06423A103    102134338      1961178 SH       D       3       1874531            0        86647
BANK ONE CORP COM STK US$5     COM  06423A103      3058804        58735 SH       D       4         58735            0            0
BANK ONE CORP                  COM  06423A103     10440800       326275 SH       D       5        326275            0            0
BANC ONE CORP COM              COM  06423A103    942448025     29394090 SH       D       6      26936157         2371      2455562
BANC ONE CORP COM              COM  06423A103     27519394       857810 SH       D       7        759493            0        98317
BANK ONE CORP                  COM  06423A103      1789087        55800 SH       S       7         55800            0            0
BANK PLUS CORP COM             COM  064446107       700632       243698 SH       D       6        243698            0            0
BANK PLUS CORPORATION          COM  064446107         2495          868 SH       D       7           868            0            0
BANK SANTA CLARA CALIF COM     COM  064781107       568888        17174 SH       D       6         17174            0            0
BANK SANTA CLARA CALIFORNIA    COM  064781107         3366          102 SH       D       7           102            0            0
BANK OF SOUTH CAROLINA CORP CO COM  065066102         5229          367 SH       D       6           367            0            0
BANK OF SOUTH CAROLINA         COM  065066102         5700          400 SH       D       7           400            0            0
BANK UID CORP COM              COM  065412108     23585883       865537 SH       D       6        857437            0         8100
Bank UTD Corp.                 COM  065412108       124995         4587 SH       D       7          4587            0            0
BANK WEST FINANCIAL CORP       COM  065631103        10562         1300 SH       D       6          1300            0            0
BANKATLANTIC BANCORP CL B      COM  065908105       966810       188646 SH       D       6        188646            0            0
Bankatlantic Bancorp Inc.      COM  065908105        21601         4215 SH       D       7          4215            0            0
BANKATLANTIC BANCORP A COM     COM  065908501      1260016       305458 SH       D       6        305458            0            0
BANKATLANTIC BANCORP INC - A   COM  065908501         4672         1132 SH       D       7          1132            0            0
BANKERS TRUST CORP             COM  066365107       752287         8100 SH       D       6          8100            0            0
BANKFIRST CORP COM             COM  066442104       356272        41307 SH       D       6         41307            0            0
BANKFIRST CORP                 COM  066442104         3613          419 SH       D       7           419            0            0
BANKNORTH GROUP INC DEL COM    COM  06646L100     11740441       438895 SH       D       6        438895            0            0
Banknorth Group Inc.           COM  06646L100        90174         3371 SH       D       7          3371            0            0
BANKUNITED FINL CORP CLA COM   COM  06652B103      2467077       310813 SH       D       6        310813            0            0
BANKUNITED FINANCIAL CORP-A    COM  06652B103         5214          657 SH       D       7           657            0            0
BANTA CORP USD0.1              COM  066821109       266192         7300 SH       D       1          7300            0            0
BANTA CORP USD0.1              COM  066821109        51050         1400 SH       D       2          1400            0            0
BANTA CORP COM                 COM  066821109     29155150      1292195 SH       D       6       1193295            0        98900
Banta Corp.                    COM  066821109       375733        16653 SH       D       7         16653            0            0
BANYAN STRTEGIC RLTY T-MISC CO COM  06683M102       736926       122821 SH       D       6        122821            0            0
BANYAN STRATEGIC REALTY TRUST  COM  06683M102         4782          797 SH       D       7           797            0            0
BAR HBR BANKSHARES COM         COM  066849100       421260        23733 SH       D       6         23733            0            0
BAR HARBOR BANKSHARES          COM  066849100         2893          163 SH       D       7           163            0            0
BANYAN SYS INC COM             COM  066908104      9583780       479189 SH       D       6        479189            0            0
Banyan Systems Inc.            COM  066908104        73100         3655 SH       D       7          3655            0            0
BARD CR INC                    COM  067383109      1139794        13600 SH       D       3         13600            0            0
BARD C R INC COM               COM  067383109     69051845      1302865 SH       D       6       1196077          149       106639
BARD C R INC COM               COM  067383109      2054556        38646 SH       D       7         34335            0         4311
BARD C.R.                      COM  067383109       131440         2480 SH       S       7          2480            0            0
BARCLAYS                       ADR  06738E204        92504          800 SH       D       1             0          800            0
BARNES & NOBILE INC COM        COM  067774109     15711217       761756 SH       D       6        758675            0         3081
BARNES & NOBLE INC.            COM  067774109       404848        18285 SH       D       7          9045            0         9240
BARNES GROUP INC               COM  067806109      7267691       445529 SH       D       6        444529            0         1000
Barnes Group Inc.              COM  067806109        44369         2720 SH       D       7          2720            0            0
BARNESANDNOBLE.COM COM         COM  067846105      9016283       635509 SH       D       6        633809            0         1700
Barnsandnoble.com inc.         COM  067846105        58452         4120 SH       D       7          4120            0            0
BARRICK GOLD CORP COM NPV      COM  067901108      2970935       103851 SH       D       3        103851            0            0
Barrick Gold Corp.             COM  067901108      4273880       241652 SH       D       7        236090            0         5562
BARRICK GOLD CORP ADR          ADR  067901108       230680        12640 SH       D       9         12640            0            0
BARRICK GOLD CORP              COM  067901108       334399        18906 SH       S       7         18906            0            0
BARNETT INC COM                COM  068062108      1914011       184483 SH       D       6        184483            0            0
BARNETT INC                    COM  068062108         7231          697 SH       D       7           697            0            0
BARNWELL INDUSTRIES INC COM    COM  068221100         4998          392 SH       D       6           392            0            0
BARR LABS INC COM              COM  068306109      8259123       263239 SH       D       6        263239            0            0
Barr Laboratories Inc.         COM  068306109        71691         2285 SH       D       7          2285            0            0
BARRA INC. COM                 COM  068313105      9537446       300392 SH       D       6        300392            0            0
Barra Inc.                     COM  068313105        55594         1751 SH       D       7          1751            0            0
BARRETT BUSINESS SER COM       COM  068463108       453487        68451 SH       D       6         68451            0            0
BARRETT BUSINESS SVCS INC      COM  068463108         6625         1000 SH       D       7          1000            0            0
BARRETT RES CORP COM PAR $0.01 COM  068480201     18819599       639307 SH       D       6        639307            0            0
Barrett Resources Corp.        COM  068480201       136354         4632 SH       D       7          4632            0            0
BARRINGER RES INC COM          COM  068509603        15925         2600 SH       D       6          2600            0            0
BARRINGER TECHNOLOGIES INC     COM  068509603         3920          640 SH       D       7           640            0            0
BARRY R G CORP OHIO          C COM  068798107       440980       111995 SH       D       6        111995            0            0
BARRY  (RG)                    COM  068798107         5744         1459 SH       D       7          1459            0            0
BASE TEN SYS INC COM           COM  069779304            2            1 SH       D       6             1            0            0
BASE TEN SYSTEMS               COM  069779304          522          220 SH       D       7           220            0            0
BASIN EXPL COM                 COM  070107107      3895530       221023 SH       D       6        221023            0            0
Basin Exploration Inc          COM  070107107        37312         2117 SH       D       7          2117            0            0
BASSETT FURNITURE INDUSTRIES   COM  070203104      3380416       211276 SH       D       6        211276            0            0
Bassett Furniture Industries   COM  070203104        38160         2385 SH       D       7          2385            0            0
BATTLE MOUNTAIN GOLD CO COM ST COM  071593107       982829       295665 SH       D       3        268965            0        26700
BATTLE MTN GOLD CO CL A     CO COM  071593107      5073554      2459905 SH       D       6       2459905            0            0
Battle Mountain Gold Co.       COM  071593107        65220        31622 SH       D       7         31622            0            0
BAUSCH & LOMB INC COM STOCK US COM  071707103     10413846        96349 SH       D       3         86549            0         9800
BAUSCH & LOMB INC COM          COM  071707103     96989010      1417191 SH       D       6       1302419          202       114570
BAUSCH & LOMB INC COM          COM  071707103      3449787        49801 SH       D       7         38899            0        10902
BAUSCH & LOMB, INC.            COM  071707103       192309         2810 SH       S       7          2810            0            0
BAXTER INTL INC                COM  071813109        13363          209 SH       D       1             0          209            0
BAXTER INTERNATIONAL INC US$1  COM  071813109       430676         4250 SH       D       2          4250            0            0
BAXTER INTERNATIONAL INC US$1  COM  071813109     49622440       489684 SH       D       3        462884            0        26800
BAXTER INTERNATIONAL INC US$1  COM  071813109      1337630        13200 SH       D       4         13200            0            0
BAXTER INTERNATIONAL INC       COM  071813109      5077322        80833 SH       D       5         80833            0            0
BAXTER INTL INC COM            COM  071813109    470429581      7489426 SH       D       6       6884458          967       604001
BAXTER INTL INC COM            COM  071813109     14332278       225545 SH       D       7        187300            0        38245
BAXTER INTERNATIONAL, INC.     COM  071813109       883771        14070 SH       S       7         14070            0            0
BAY BANCSHARES INC             COM  07203N109        25025         1400 SH       D       6          1400            0            0
BAY STATE BANCORP INC          COM  072611106         2203          113 SH       D       7           113            0            0
BAY VIEW CAP CORP DEL COM      COM  07262L101     10994684       774964 SH       D       6        762263            0        12701
Bay View Capital Corp.         COM  07262L101        53763         3789 SH       D       7          3789            0            0
BAYCORP HOLDINGS LTD COM       COM  072728108       642426        66315 SH       D       6         66315            0            0
BAYOU STL CORP LA PLACE        COM  073051104         4328         1082 SH       D       6          1082            0            0
BAYOU STEEL CORP -CL A         COM  073051104         2400          600 SH       D       7           600            0            0
BE AEROSPACE COM               COM  073302101      4466070       529312 SH       D       6        529312            0            0
BE Aerospace Inc.              COM  073302101        27852         3301 SH       D       7          3301            0            0
BE FREE INC COM                COM  073308108      6893243        95906 SH       D       6         95906            0            0
BE FREE, INC.                  COM  073308108        93437         1300 SH       D       7          1300            0            0
BE INC COM                     COM  073309106      4229437       185400 SH       D       6        185400            0            0
BE INCORPORATED                COM  073309106        38781         1700 SH       D       7          1700            0            0
BEA SYS INC COM                COM  073325102    125796161      1798694 SH       D       6       1798694            0            0
BEA SYSTEMS INC                COM  073325102      5670451        83298 SH       D       7         39192            0        44106
BEARD CO COM                   COM  07384R309         1803          931 SH       D       6           931            0            0
BEAR STEARNS COS INC COM STOCK COM  073902108     12921040       187259 SH       D       3        187259            0            0
BEAR STEARNS CO INC COM        COM  073902108    134640699      3148814 SH       D       6       2895398          420       252996
BEAR STEARNS CO INC COM        COM  073902108      3845884        90926 SH       D       7         80699            0        10227
BEAR STEARNS COMPANIES,INC     COM  073902108       250087         5850 SH       S       7          5850            0            0
BEAUTICONTROL COSMETICS INC CO COM  074655101        16843         7700 SH       D       6          7700            0            0
BEAZER HOMES COM               COM  07556Q105      5838505       303299 SH       D       6        303299            0            0
Beazer Homes USA, Inc.         COM  07556Q105         4446          231 SH       D       7           231            0            0
BEBE STORES INC COM            COM  075571109      1998999        74037 SH       D       6         74037            0            0
BEBE Stores Inc.               COM  075571109        38367         1421 SH       D       7          1421            0            0
BECKMAN COULTER INC COM        COM  075811109     19182113       377044 SH       D       6        377044            0            0
BECKMAN COULTER INC            COM  075811109       650240        12101 SH       D       7          4517            0         7584
BECTON (DICKINSON) & CO COM ST COM  075887109       178002         4100 SH       D       2          4100            0            0
BECTON (DICKINSON) & CO COM ST COM  075887109     18662704       429866 SH       D       3        405466            0        24400
BECTON (DICKINSON) & CO COM ST COM  075887109       768448        17700 SH       D       4         17700            0            0
BECTON DICKINSON & CO          COM  075887109      1882419        69881 SH       D       5         69881            0            0
BECTON DICKINSON & CO COM      COM  075887109    166043670      6207240 SH       D       6       5702904          817       503519
BECTON DICKINSON & CO COM      COM  075887109      6019819       223267 SH       D       7        166062            0        57205
BECTON DICKINSON & CO          COM  075887109       323675        12100 SH       S       7         12100            0            0
BED BATH & BEYOND COM STK US$  COM  075896100      2034730        37200 SH       D       3         37200            0            0
BED & BATH BEYOND COM          COM  075896100    104238706      2999675 SH       D       6       2750425          450       248800
BED & BATH BEYOND COM          COM  075896100      3915051       113781 SH       D       7         79398            0        34383
BED BATH & BEYOND INC          COM  075896100       236300         6800 SH       S       7          6800            0            0
BEDFORD BANKSHARES INC COM     COM  076014109        15718         1515 SH       D       6          1515            0            0
BEDFORD PROPERTY INVESTORS, IN COM  076446301     10804589       633236 SH       D       6        480703            0       152533
Bedford Property Investors     COM  076446301        51852         3039 SH       D       7          3039            0            0
BEL FUSE INC COM/ CLASS A      COM  077347201       798367        28641 SH       D       6         28641            0            0
BEL FUSE INC CL A              COM  077347201         5324          191 SH       D       7           191            0            0
BEL FUSE INC COM/ CLASS B      COM  077347300      2236456        93429 SH       D       6         93429            0            0
BELCO OIL & GAS CORP COM       COM  077410108       881364       160248 SH       D       6        160248            0            0
Belco Oil & Gas Corp.          COM  077410108        12424         2259 SH       D       7          2259            0            0
BELDEN INC COM                 COM  077459105     22328964      1063284 SH       D       6       1033684            0        29600
Belden Inc.                    COM  077459105        74088         3528 SH       D       7          3528            0            0
BELL & HOWELL CO. COM          COM  077852101     10461445       328847 SH       D       6        328847            0            0
Bell & Howell Co.              COM  077852101        80485         2530 SH       D       7          2530            0            0
BELL ATLANTIC CORP COM STOCK   COM  077853109     15240235       153600 SH       D       1        153600            0            0
BELL ATLANTIC CORP COM STOCK   COM  077853109      4864175        49024 SH       D       2         49024            0            0
BELL ATLANTIC CORP COM STOCK   COM  077853109    276714648      2788892 SH       D       3       2664116            0       124776
BELL ATLANTIC CORP COM STOCK   COM  077853109      4597470        46336 SH       D       4         46336            0            0
BELL ATLANTIC CORP             COM  077853109     26613284       432297 SH       D       5        432297            0            0
BELL ATLANTIC CORP COM         COM  077853109   2717113142     44135848 SH       D       6      40076178         5176      4054494
BELL ATLANTIC CORP COM         COM  077853109     88740377      1446578 SH       D       7       1313704            0       132874
BELL ATLANTIC CORP.            COM  077853109      4622112        75080 SH       S       7         75080            0            0
BELL INDUSTRIES INC DEL COM    COM  078107109       252056        33890 SH       D       6         33890            0            0
BELL INDUSTRIES INC            COM  078107109         2595          349 SH       D       7           349            0            0
BELL BUSINESS SER COM          COM  078137106      1353220       123020 SH       D       6        123020            0            0
BELL MICROPRODUCTS INC         COM  078137106         4345          395 SH       D       7           395            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102     15021638       199100 SH       D       1        199100            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102      5208155        69030 SH       D       2         69030            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102    259245938      3436101 SH       D       3       3281301            0       154800
BELLSOUTH CORP COM STOCK US$1  COM  079860102      5952824        78900 SH       D       4         78900            0            0
BELLSOUTH CORP                 COM  079860102     24701224       527663 SH       D       5        527663            0            0
BELLSOUTH CORP COM             COM  079860102   2635513181     56299347 SH       D       6      50985282         6273      5307792
BELLSOUTH CORP COM             COM  079860102     85477503      1827991 SH       D       7       1666903            0       161088
BELLSOUTH CORPORATION          COM  079860102      4264618        91100 SH       S       7         91100            0            0
BELLWETHER EXPL CO COM         COM  079895207       631486       131218 SH       D       6        131218            0            0
BELLWETHER EXPLORATION CO      COM  079895207         3046          633 SH       D       7           633            0            0
BELMONT BANCORP COM            COM  080162100         1600          251 SH       D       6           251            0            0
BELMONT BANCORP                COM  080162100         5692          893 SH       D       7           893            0            0
"BELO, A H CORP CLASS 'A' COM  CLA  080555105      3573637       119451 SH       D       3        119451            0            0
BELO A H CORP SER A          C COM  080555105     26475830      1388896 SH       D       6       1379318            0         9578
A.H. BELO CORPORATION          COM  080555105       606684        32425 SH       D       7         25901            0         6524
BEMIS CO INC COM STOCK US$0.10 COM  081437105       820989        14900 SH       D       3         14900            0            0
BEMIS CO INC COM               COM  081437105     45506052      1304833 SH       D       6       1196119          161       108553
BEMIS CO INC COM               COM  081437105      1360066        39024 SH       D       7         34829            0         4195
BEMIS CO                       COM  081437105        89628         2570 SH       S       7          2570            0            0
BEN & JERRYS HOMEMADE INC COM  COM  081465106      4218849       169602 SH       D       6        169602            0            0
BEN & JERRY'S                  COM  081465106         6641          267 SH       D       7           267            0            0
BENCHMARK ELECTRS INC COM      COM  08160H101      5789425       252400 SH       D       6        252400            0            0
Benchmark Electronics Inc.     COM  08160H101        52572         2292 SH       D       7          2292            0            0
BENETTON                       COM  081795403      2755466        60643 SH       D       7         60643            0            0
BENIHANA ,INC CLA COM          COM  082047200         6699          464 SH       D       6           464            0            0
BENIHANA INC                   COM  082047200         3927          272 SH       D       7           272            0            0
BENTON OIL & GAS CO COM        COM  083288100       847977       437666 SH       D       6        437666            0            0
BENTON OIL & GAS CO.           COM  083288100         4650         2400 SH       D       7          2400            0            0
BERGEN BRUNSWIG CORP CLASS A C COM  083739102     15232275      1832454 SH       D       6       1827450            0         5004
BERGEN BRUNSWIG CORP           COM  083739102       425405        48180 SH       D       7         19720            0        28460
BERGER HLDGS LTD COM           COM  084037407         5711         2202 SH       D       6          2202            0            0
BERINGER WINE ESTATE COM       COM  084102102      7148909       179283 SH       D       6        179283            0            0
Beringer Wine Estates          COM  084102102       102359         2567 SH       D       7          2567            0            0
BERKLEY W R CORP COM           COM  084423102      9197817       440614 SH       D       6        440614            0            0
WR Berkley Corp.               COM  084423102        60474         2897 SH       D       7          2897            0            0
BELL ATLANTIC 5.75% CB         CNV  084574259     40300000     40000000 SH       D       9      40000000            0            0
BERKSHIRE BANCORP INC COM      COM  084597103      1168895        33397 SH       D       6         33397            0            0
BERKSHIRE BANCORP INC          COM  084597103         3325           95 SH       D       7            95            0            0
BERKSHIRE ENERGY RESOURCES COM COM  084644103      1261785        36051 SH       D       6         36051            0            0
BERKSHIRE HATHAWAY             CNV  084670108       550000           10 SH       D       1             0           10            0
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108      1525957           18 SH       D       2            18            0            0
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108    149713391         1766 SH       D       3          1652            0          114
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108      4408321           52 SH       D       4            52            0            0
BERKSHIRE HATHAWAY INC COM     COM  084670108    338675700         6037 SH       D       6          6037            0            0
BERKSHIRE HATHAWAY INC-C       COM  084670108      5273400          940 SH       D       7           940            0            0
BERKSHIRE HATHAWAY CLASS B     COM  084670207       446473          162 SH       D       2           162            0            0
BERKSHIRE HATHAWAY CLASS B     COM  084670207     17765221         6446 SH       D       3          6427            0           19
BERKSHIRE HATHAWAY B COM       COM  084670207     37423500        20450 SH       D       6         20450            0            0
BERKSHIRE HATHAWAY INC-CL B    COM  084670207       102480           56 SH       D       7            56            0            0
BERLITZ IMTL INC NEW BERLITZ I COM  08520F100      1134804        66025 SH       D       6         66025            0            0
Berlitz International Inc.     COM  08520F100        14867          865 SH       D       7           865            0            0
BERRY PETROLEUM CO CL A        COM  085789105      4942592       326783 SH       D       6        326783            0            0
Berry Petroleum Co. Class A    COM  085789105        40580         2683 SH       D       7          2683            0            0
BESICORP GROUP INC EC COM      COM  086338993            0        60307 SH       D       6         60307            0            0
BESICORP LTD COM               COM  086339108       108495         2411 SH       D       6          2411            0            0
BEST BUY COMPANY               COM  086516101      3556054        44800 SH       D       1         44800            0            0
BEST BUY COMPANY               COM  086516101       571508         7200 SH       D       2          7200            0            0
BEST BUY COMPANY               COM  086516101      8963083       112919 SH       D       3        112919            0            0
BEST BUY INC COM               COM  086516101    344902252      6872274 SH       D       6       6227214          680       644380
BEST BUY INC COM               COM  086516101     16322276       317684 SH       D       7        268306            0        49378
BEST BUY COMPANY INC.          COM  086516101       492640         9816 SH       S       7          9816            0            0
BEST SOFTWARE INC COM          COM  086579109      6938459       235202 SH       D       6        235202            0            0
Best Software Inc.             COM  086579109        33305         1129 SH       D       7          1129            0            0
BESTWAY RENT INC COM           COM  086584208         3555          711 SH       D       6           711            0            0
BESTWAY INC                    COM  086584208         7000         1400 SH       D       7          1400            0            0
BESTFOODS                      COM  08658U101        80096         1600 SH       D       1             0         1600            0
BESTFOODS INC USD0.25          COM  08658U101       337348         3940 SH       D       2          3940            0            0
BESTFOODS INC USD0.25          COM  08658U101     37390336       436693 SH       D       3        417293            0        19400
BESTFOODS INC USD0.25          COM  08658U101       582226         6800 SH       D       4          6800            0            0
BESTFOODS INC COM              COM  08658U101    358933123      6828692 SH       D       6       6263185          927       564580
BESTFOODS INC COM              COM  08658U101     12248224       234782 SH       D       7        180414            0        54368
BESTFOODS                      COM  08658U101       710645        13520 SH       S       7         13520            0            0
BETHLEHEM CORP COM             COM  087257101          618          900 SH       D       6           900            0            0
BETHLEHEM STEEL CORP COM STOCK COM  087509105      2963178       221178 SH       D       3        196178            0        25000
BETHLEHEM STEEL CORP           COM  087509105       314916        37602 SH       D       5         37602            0            0
BETHLEHEM STEEL CORP COM       COM  087509105     28405799      3391737 SH       D       6       3135654          485       255598
BETHLEHEM STEEL CORP COM       COM  087509105       828371        98882 SH       D       7         96895            0         1987
BETHLEHEM STEEL CORP.          COM  087509105        53348         6370 SH       S       7          6370            0            0
BEVERLY ENTERPRISES INC COM ST COM  087851309       830988       116191 SH       D       3        116191            0            0
BEVERLY ENTERPRISES INC COM    COM  087851309     11205368      2561227 SH       D       6       2561227            0            0
Beverly Enterprises            COM  087851309       116510        26631 SH       D       7         26631            0            0
BEYOND.COM CORP. COM           COM  08860E101      3173734       406238 SH       D       6        406238            0            0
Beyond.com Corp.               COM  08860E101        31742         4063 SH       D       7          4063            0            0
BIG BUCK BREWERY AND STEAKHO   COM  089072102         4375         2500 SH       D       6          2500            0            0
BIG CITY RADIO INC COM         COM  089098107        20401         4295 SH       D       6          4295            0            0
BIG CITY RADIO                 COM  089098107         6650         1400 SH       D       7          1400            0            0
BIG DOG HLDGS- COM COM         COM  089128102       460365        66359 SH       D       6         66359            0            0
BIG DOG HOLDINGS INC.          COM  089128102         3753          541 SH       D       7           541            0            0
BIG FOOT FINL CORP COM         COM  089165104        22150         1772 SH       D       6          1772            0            0
BIG FOOT FINANCIAL CORP        COM  089165104         5000          400 SH       D       7           400            0            0
BIGMAR INC                     COM  089893101         6000         2000 SH       D       6          2000            0            0
BIGSTAR ENTMT INC COM          COM  089896104       333250        43000 SH       D       6         43000            0            0
BELL ATLANTIC                  CNV  089909302    129470427    105493000 SH       D       9     105493000            0            0
BIKERS DREAM INC               COM  090008202        14381        17700 SH       D       6         17700            0            0
BILLING CONCEPTS CORP COM      COM  090063108      4027432       619605 SH       D       6        619605            0            0
Billing Concepts Corp.         COM  090063108        34710         5340 SH       D       7          5340            0            0
BINDLEY WESTERN INDUSTRIES INC COM  090324104      9217105       611924 SH       D       6        611924            0            0
Bindley Western Inds. Inc.     COM  090324104        59135         3926 SH       D       7          3926            0            0
BINDVIEW DEV CORP COM          COM  090327107     11888877       239273 SH       D       6        239273            0            0
Bindview Dev Corp              COM  090327107       142652         2871 SH       D       7          2871            0            0
BIO RAD LABS CL A COM          COM  090572207      5589383       239118 SH       D       6        223718            0        15400
Bio Rad Labs Inc.              COM  090572207        37283         1595 SH       D       7          1595            0            0
BIO TECHNOLOGY GEN CORP COM    COM  090578105     14576422       955831 SH       D       6        955831            0            0
Bio Technology General Corp.   COM  090578105       112499         7377 SH       D       7          7377            0            0
BID-PLEXUS INC COM             COM  09057C106        12400         3100 SH       D       6          3100            0            0
BIO-PLEXUS INC                 COM  09057C106         2800          700 SH       D       7           700            0            0
BIOANALYTICAL SYSTEMS INC      COM  09058M103         3587         1400 SH       D       6          1400            0            0
BIOCRYST PHARMACEUTICALS COM   COM  09058V103      3756323       127333 SH       D       6        127333            0            0
BIOCRYST PHARMACEUTICALS INC   COM  09058V103        19617          665 SH       D       7           665            0            0
BIOFIELD CORP COM              COM  090591108          795         5300 SH       D       6          5300            0            0
BIOGEN INC                     COM  090597105    180665732      2138056 SH       D       6       2138056            0            0
BIOGEN, INC                    COM  090597105      4989876        63069 SH       D       7         21290            0        41779
BIOGEN INC                     COM  090597105     36866250       435000 SH       D       9        435000            0            0
BIOJECT MEDICAL TECHNOLOGIES   COM  09059T206         5381         4100 SH       D       6          4100            0            0
BIOMATRIX INC COM              COM  09060P102      5384148       279696 SH       D       6        279696            0            0
Biomatrix Inc.                 COM  09060P102        47913         2489 SH       D       7          2489            0            0
BIOMET INC                     COM  090613100      1898391        29962 SH       D       3         29962            0            0
BIOMET INC COM                 COM  090613100    105557120      2638928 SH       D       6       2417003          400       221525
BIOMET INC COM                 COM  090613100      4146062       103696 SH       D       7         73925            0        29771
Biomet, Inc.                   COM  090613100       218000         5450 SH       S       7          5450            0            0
BIOMARIN PHARMACEUTICAL INC CO COM  09061G101        16450         1400 SH       D       6          1400            0            0
BIOMARIN PHARMACEUTICAL INC    COM  09061G101        17625         1500 SH       D       7          1500            0            0
BIONOVA HLDG CORP COM          COM  09063Q107       169797       113198 SH       D       6        113198            0            0
BIONOVA HOLDING CORP           COM  09063Q107         3750         2500 SH       D       7          2500            0            0
BIONX IMPLANTS INC COM         COM  09064Q106        14221         4551 SH       D       6          4551            0            0
BIONX IMPLANTS INC             COM  09064Q106         1246          399 SH       D       7           399            0            0
BIOPURE CORP COM               COM  09065H105       545300        32800 SH       D       6         32800            0            0
BIOPURE CORP                   COM  09065H105        11637          700 SH       D       7           700            0            0
BIOSPHERICS INC                COM  090662107        27500         5000 SH       D       6          5000            0            0
BIOSPHERICS INC                COM  090662107         2161          393 SH       D       7           393            0            0
BIOSOURCE INTL INC COM         COM  09066H104        31750         4000 SH       D       6          4000            0            0
BIOSOURCE INTL INC COM NEW     COM  09066H104        19843         2500 SH       D       7          2500            0            0
BIOTIME COM                    COM  09066L105       959387       108100 SH       D       6        108100            0            0
BIOTIME INC                    COM  09066L105         4171          470 SH       D       7           470            0            0
BIOTRANSPLANT INC              COM  09066Y107        34337         4100 SH       D       6          4100            0            0
BIOSHIELD TECHNOLOGIES INC COM COM  09068A107       257687        21700 SH       D       6         21700            0            0
BIOSHIELD TECHNOLOGIES INC     COM  09068A107         7125          600 SH       D       7           600            0            0
BIOLASE TECHNOLOGY INC COM     COM  090911108        16931         6300 SH       D       6          6300            0            0
BIO VASCULAR INC COM           COM  090923103        13750         5000 SH       D       6          5000            0            0
BIOSPECIFICS COM               COM  090931106         1848          870 SH       D       6           870            0            0
BIOSITE DIAGNOSTICS INC. COM   COM  090945106      2570608       160663 SH       D       6        160663            0            0
BIOSITE DIAGNOSTICS INC        COM  090945106         9232          577 SH       D       7           577            0            0
BIORELIANCE CORP COM           COM  090951104       310565        54306 SH       D       6         54306            0            0
BIORELIANCE CORP               COM  090951104         8286         1449 SH       D       7          1449            0            0
BIRMINGHAM STEEL CORP COM      COM  091250100      1926689       362671 SH       D       6        362671            0            0
BIRMINGHAM STEEL CORP          COM  091250100         5732         1079 SH       D       7          1079            0            0
BITWISE COM                    COM  091747105        79800         4800 SH       D       6          4800            0            0
BLACK & DECKER CORP COM STOCK  COM  091797100       165612         2050 SH       D       2          2050            0            0
BLACK & DECKER CORP COM STOCK  COM  091797100     11306711       139958 SH       D       3        139958            0            0
BLACK & DECKER CORP            COM  091797100      1287283        24637 SH       D       5         24637            0            0
BLACK & DECKER CORP COM        COM  091797100    111708775      2137967 SH       D       6       1965713          307       171947
BLACK & DECKER CORP COM        COM  091797100      4198270        81603 SH       D       7         57279            0        24324
BLACK & DECKER CORP            COM  091797100       219450         4200 SH       S       7          4200            0            0
BLACK BOX CORP COM             COM  091826107     25241714       376742 SH       D       6        376742            0            0
Black Box Corp.                COM  091826107       180431         2693 SH       D       7          2693            0            0
BLACK HAWK GAMING COM          COM  092067107         3225          549 SH       D       6           549            0            0
BLACK HILLS PWR & LIGHT CO COM COM  092113109     11073692       499096 SH       D       6        499096            0            0
Black Hills Corp.              COM  092113109        67405         3038 SH       D       7          3038            0            0
BLACKROCK INC COM              COM  09247X101      3153046       183450 SH       D       6        183450            0            0
BLAIR CORP COM                 COM  092828102       977368        69812 SH       D       6         69812            0            0
BLAIR CORPORATION              COM  092828102         4592          328 SH       D       7           328            0            0
BLANCH E W HLDGS COM           COM  093210102     21032086       343381 SH       D       6        343381            0            0
EW Blanch Holdings Inc.        COM  093210102       113190         1848 SH       D       7          1848            0            0
BLIMPIE INTL COM               COM  093538106        14250         7600 SH       D       6          7600            0            0
BLOCK DRUG INC CL A COM        COM  093644102     10769369       347399 SH       D       6        336658            0        10741
Block Drug CompanyInc.         COM  093644102        82193         2651 SH       D       7          2651            0            0
BLOCK (H & R) INC COM STOCK NP COM  093671105      1598121        22600 SH       D       1         22600            0            0
BLOCK (H & R) INC COM STOCK NP COM  093671105     12831783       181462 SH       D       3        171162            0        10300
BLOCK (H & R) INC COM STOCK NP COM  093671105       989986        14000 SH       D       4         14000            0            0
BLOCK H & R INC                COM  093671105      1190262        27206 SH       D       5         27206            0            0
BLOCK H & R INC COM            COM  093671105    125291425      2863804 SH       D       6       2611332          332       252140
BLOCK H & R INC COM            COM  093671105      4586324       104318 SH       D       7         90777            0        13541
BLOCK, H,& R. INC              COM  093671105       207812         4750 SH       S       7          4750            0            0
BLOCKBUSTER INC                COM  093679108     13125000      1000000 SH       D       1       1000000            0            0
BLOCKBUSTER INC COM            COM  093679108       958987        71700 SH       D       6         71700            0            0
BLOCKBUSTER INC CL A           COM  093679108        25412         1900 SH       D       7          1900            0            0
BLONDER TONGUE LABS COM        COM  093698108       257580        51516 SH       D       6         51516            0            0
BLONDER TONGUE LABORATORIES    COM  093698108         1850          370 SH       D       7           370            0            0
BLOUNT INT`L-NEW COM           COM  095180105      1589637        99742 SH       D       6         99742            0            0
Blount Int'l Inc. New          COM  095180105        72375         4541 SH       D       7          4541            0            0
BLUE DOLPHIN ENERGY CO COM     COM  095395208         8562         1398 SH       D       6          1398            0            0
BLUE DOLPHIN ENERGY            COM  095395208         3062          500 SH       D       7           500            0            0
BLUE RHINO CORP COM            COM  095811105       682675        70018 SH       D       6         70018            0            0
BLUE RHINO CORP                COM  095811105         4689          481 SH       D       7           481            0            0
BLUE WAVE SYSTEMS INC          COM  096081104        22200         2400 SH       D       6          2400            0            0
BLUE WAVE SYSTEMS INC          COM  096081104         5383          582 SH       D       7           582            0            0
BLUEFLY INC                    COM  096227103         2062          200 SH       D       7           200            0            0
BLUEGREEN CORP COM             COM  096231105      1234110       246822 SH       D       6        246822            0            0
BLUEGREEN CORP                 COM  096231105         4400          880 SH       D       7           880            0            0
BLUE STONE SOFTWARE COM        COM  09623P102      8464000        73600 SH       D       6         73600            0            0
BLUESTONE SOFTWARE             COM  09623P102       126500         1100 SH       D       7          1100            0            0
BLYTH LNDS INC COM             COM  09643P108     11255323       458232 SH       D       6        458232            0            0
BLYTH INDUSTRIES INC           COM  09643P108       296161        12795 SH       D       7          2800            0         9995
BOB EVANS FARMS INC COM        COM  096761101     22832911      1479055 SH       D       6       1470555            0         8500
Bob Evans Farms Inc.           COM  096761101       136421         8837 SH       D       7          8837            0            0
BOCA RESH INC COM              COM  096888102       672165       101459 SH       D       6        101459            0            0
BOCA RESEARCH INC              COM  096888102        17225         2600 SH       D       7          2600            0            0
BOCA RESORTS INC COM           COM  09688T106      6427492       659230 SH       D       6        659230            0            0
Boca Resorts                   COM  09688T106        45932         4711 SH       D       7          4711            0            0
BODDIE-NOELL RESTAURANT PPTYS  COM  096903109       669907        79989 SH       D       6         79989            0            0
BODDIE-NOELL PROPERTIES INC    COM  096903109         3065          366 SH       D       7           366            0            0
BOEING CO COM STOCK US$5       COM  097023105      4047183        61485 SH       D       1         59500         1985            0
BOEING CO COM STOCK US$5       COM  097023105      1538741        23110 SH       D       2         23110            0            0
BOEING CO COM STOCK US$5       COM  097023105    110806556      1664178 SH       D       3       1583450            0        80728
BOEING CO COM STOCK US$5       COM  097023105      3416791        51316 SH       D       4         51316            0            0
BOEING CO                      COM  097023105     10632116       256582 SH       D       5        256582            0            0
BOEING CO COM                  COM  097023105   1082337252     26041197 SH       D       6      23727890         3200      2310107
BOEING CO COM                  COM  097023105     31720133       757205 SH       D       7        655541            0       101664
BOEING COMPANY                 COM  097023105      1889015        45450 SH       S       7         45450            0            0
BOGEN COMMUNICATIONS INTL COM  COM  097189104        26419         3409 SH       D       6          3409            0            0
BOGEN COMMUNICATIONS INTL      COM  097189104         2325          300 SH       D       7           300            0            0
BOISE CASCADE CORP COM STOCK U COM  097383103        32032          500 SH       D       2           500            0            0
BOISE CASCADE CORP COM STOCK U COM  097383103      5541885        86504 SH       D       3         86504            0            0
BOISE CASCADE CORP COM         COM  097383103     73121049      1805458 SH       D       6       1659885          179       145394
BOISE CASCADE CORP COM         COM  097383103      1736251        42787 SH       D       7         38238            0         4549
BOISE CASCADE CORP.            COM  097383103       109350         2700 SH       S       7          2700            0            0
BOISE CASCADE OFFICE PRODUCTS  COM  097403109      4686465       312431 SH       D       6        312431            0            0
Boise Cascade Office Prods.    COM  097403109        87345         5823 SH       D       7          5823            0            0
BOLDER TECHNOLOGIES CORP COM   COM  097519102       987117        77421 SH       D       6         77421            0            0
BOLDER TECHNOLOGIES CORP       COM  097519102         5469          429 SH       D       7           429            0            0
BOLT TECHNOLOGY CORP           COM  097698104         3050          800 SH       D       7           800            0            0
BOND-TON STORES IINC. COM      COM  09776J101       462777       125499 SH       D       6        125499            0            0
THE BON-TON STORES             COM  09776J101         1865          506 SH       D       7           506            0            0
BONDED MOTORS INC              COM  097894109         1050         1400 SH       D       6          1400            0            0
BOMBAY INC COM                 COM  097924104      3026268       672504 SH       D       6        672504            0            0
Bombay Company Inc.            COM  097924104        23283         5174 SH       D       7          5174            0            0
BOLLE INC COM                  COM  097937106        14169         2799 SH       D       6          2799            0            0
BONE CARE INTERNATIONAL COM    COM  098072101       875480        69345 SH       D       6         69345            0            0
BONE CARE INTERNATIONAL INC    COM  098072101        14809         1173 SH       D       7          1173            0            0
BOOKS-A-MILLION COM            COM  098570104      1190857       143261 SH       D       6        143261            0            0
BOOKS-A-MILLION INC            COM  098570104         8669         1043 SH       D       7          1043            0            0
BOOTS & COOTS/INTL COM         COM  099469108        13650        31200 SH       D       6         31200            0            0
BORDERS GROUP COM              COM  099709107     30621421      1906392 SH       D       6       1906392            0            0
Borders Group Inc.             COM  099709107       313042        19489 SH       D       7         19489            0            0
BORG-WARNER AUTO COM           COM  099724106     22221621       548682 SH       D       6        540797            0         7885
BORG-WARNER AUTOMOTIVE INC.    COM  099724106       179005         4465 SH       D       7          2745            0         1720
BOREL BK & TR CO SAN MATEO CAL COM  09972F101        22728         1254 SH       D       6          1254            0            0
BOREL BANK & TRUST SAN MATEO   COM  09972F101         2338          129 SH       D       7           129            0            0
BORON LEPORE & ASSOC COM       COM  10001P102       951847       146438 SH       D       6        146438            0            0
BORON LEPORE & ASSOCIATES      COM  10001P102         3029          466 SH       D       7           466            0            0
BOSTON ACOUSTICS INC COM       COM  100534106       634282        45509 SH       D       6         45509            0            0
BOSTON ACOUSTICS INC           COM  100534106         2564          184 SH       D       7           184            0            0
BOSTON BEER INC COM            COM  100557107      2439868       339460 SH       D       6        339460            0            0
BOSTON BEER COMPANY INC        COM  100557107         4341          604 SH       D       7           604            0            0
BOSTON BIOMEDICA INC           COM  100560101         6037         2100 SH       D       6          2100            0            0
BOSTON BIOMEDICA INC           COM  100560101         8337         2900 SH       D       7          2900            0            0
BOSTON CHICKEN INC COM         COM  100578103         2036        30852 SH       D       6         30852            0            0
BOSTON CHICKEN INC             COM  100578103          378         5400 SH       D       7          5400            0            0
BOSTON COMMUNICATION COM       COM  100582105      1716498       326952 SH       D       6        326952            0            0
BOSTON COMMUNICATIONS GROUP    COM  100582105         4725          900 SH       D       7           900            0            0
BOSTON LIFE SCIENCES, INC COM  COM  100843408       715074       197262 SH       D       6        197262            0            0
BOSTON LIFE SCIENCES INC       COM  100843408         2149          593 SH       D       7           593            0            0
BOSTON PRIVATE FINL COM        COM  101119105       419390        49340 SH       D       6         49340            0            0
BOSTON PRIVATE FIN HOLDING     COM  101119105        11050         1300 SH       D       7          1300            0            0
BOSTON PROPERTIES COM          COM  101121101     36680221      1178481 SH       D       6        730477            0       448004
BOSTON PROPERTIES INC          COM  101121101       724559        22743 SH       D       7          7913            0        14830
BOSTON SCIENTIFIC              COM  101137107       219976         6100 SH       D       2          6100            0            0
BOSTON SCIENTIFIC              COM  101137107     23559273       653303 SH       D       3        616903            0        36400
BOSTON SCIENTIFIC              COM  101137107       580594        16100 SH       D       4         16100            0            0
BOSTON SCIENTIFIC COM          COM  101137107    204809191      9362705 SH       D       6       8560444         1333       800928
BOSTON SCIENTIFIC COM          COM  101137107      7683954       340934 SH       D       7        259060            0        81874
BOSTON SCIENTIFIC CORPORATION  COM  101137107       436471        19953 SH       S       7         19953            0            0
BOSTONFED BANCORP INC COM      COM  101178101      1116790        70349 SH       D       6         70349            0            0
BOSTONFED BANCORP INC          COM  101178101         3048          192 SH       D       7           192            0            0
BOTTOMLINE TECH DEL INC COM    COM  101388106      3032712        84242 SH       D       6         84242            0            0
Bottomline Tech DE Inc.        COM  101388106        40284         1119 SH       D       7          1119            0            0
BOUNDLESS CORP                 COM  101706208        83046         9916 SH       D       6          9916            0            0
BOUNDLESS CORPORATION          COM  101706208        12562         1500 SH       D       7          1500            0            0
BOWATER INC                    COM  102183100        18193          311 SH       D       1             0          311            0
BOWATER INC COM STOCK US$1     COM  102183100      5922721        69665 SH       D       3         69665            0            0
BOWATER INC                  C COM  102183100     40940002       753786 SH       D       6        748365            0         5421
BOWATER, INC.                  COM  102183100       694499        12465 SH       D       7          8733            0         3732
BOWL AMERICA INC OLD         C COM  102565108         4459          637 SH       D       6           637            0            0
BOWLING OUTDOOR ADVERTIS COM   COM  102595105        14727         2740 SH       D       6          2740            0            0
BOWLIN OUTDOOR ADV & TRAVEL    COM  102595105         1050          200 SH       D       7           200            0            0
BOWNE & CO INC COM             COM  103043105      9786325       724913 SH       D       6        724913            0            0
Bowne & Co. Inc.               COM  103043105        70969         5257 SH       D       7          5257            0            0
BOYD BROS TRANSPORTATION INC C COM  103255105        24433         3759 SH       D       6          3759            0            0
BOYD BROTHERS TRANSPORTATION   COM  103255105         1950          300 SH       D       7           300            0            0
BOYD GAMING CORP COM           COM  103304101      2907459       500208 SH       D       6        500208            0            0
Boyd Gaming Corp.              COM  103304101        42716         7349 SH       D       7          7349            0            0
BOYDS COLLECTION LTD COM       COM  103354106      3126224       450627 SH       D       6        450627            0            0
Boyds Collection Ltd.          COM  103354106        54875         7910 SH       D       7          7910            0            0
BOYKIN LODGING CO COM          COM  103430104      4087409       373706 SH       D       6        364606            0         9100
Boykin Lodging Co.             COM  103430104        28251         2583 SH       D       7          2583            0            0
BRADLEES INC COM               COM  104499207       861900       101400 SH       D       6        101400            0            0
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Bradley Real Estate Inc.       COM  104580105        63925         3666 SH       D       7          3666            0            0
BRADY CORP COM                 COM  104674106     19570093       576651 SH       D       6        535551            0        41100
Brady Corp. Class A            COM  104674106       103916         3062 SH       D       7          3062            0            0
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Brandywine Realty Trust        COM  105368203        92928         5675 SH       D       7          5675            0            0
BRANTLEY CAPITAL CORP          COM  105494108        14400         1800 SH       D       6          1800            0            0
BRASS EAGLE INC- CO COM        COM  10553F106       206390        41278 SH       D       6         41278            0            0
BRASS EAGLE                    COM  10553F106         1000          200 SH       D       7           200            0            0
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BRAUN CONSULTING               COM  105651103        57200          800 SH       D       7           800            0            0
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BRAUN'S FASHIONS CORP          COM  105658108         9450          450 SH       D       7           450            0            0
BRAZIL FUND INC                COM  105759104       725063        24400 SH       D       2         24400            0            0
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BREAKAWAY SOLUTIONS INC        COM  106372105        58400          800 SH       D       7           800            0            0
BREED TECHNOLOGIES INC COM     COM  106702103        12507        89342 SH       D       6         89342            0            0
BREED TECHNOLOGIES INC.        COM  106702103          342         2448 SH       D       7          2448            0            0
BRENTON BKS INC                COM  107211104      3736439       369031 SH       D       6        369031            0            0
Brenton Banks Inc.             COM  107211104        25920         2560 SH       D       7          2560            0            0
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BRODGE VIEW BANCORP            COM  108058108         1951          123 SH       D       7           123            0            0
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BRIDGFORD FOODS CORP           COM  108763103       764963        78964 SH       D       6         78964            0            0
BRIDGEFORD FOOD CORP.          COM  108763103        10840         1119 SH       D       7          1119            0            0
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BRIGGS & STRATTON              COM  109043109       353871         6599 SH       D       5          6599            0            0
BRIGGS & STRATTON CORP COM     COM  109043109     65760875      1226310 SH       D       6       1145839           66        80405
BRIGGS & STRATTON CORP COM     COM  109043109      2386104        44604 SH       D       7         42668            0         1936
BRIGGS & STRATTON COMMO        COM  109043109        57915         1080 SH       S       7          1080            0            0
BRIGHAM EXPLORATION COM        COM  109178103        10826         7070 SH       D       6          7070            0            0
BRIGHAM EXPLORATION CO         COM  109178103         4287         2800 SH       D       7          2800            0            0
BRIGHT HORIZONS FAMILY SOLUTIO COM  109195107      3142331       167591 SH       D       6        167591            0            0
Bright Horizon Family Solution COM  109195107        32043         1709 SH       D       7          1709            0            0
BRIGHT POINT INC COM           COM  109473108     15175203      1156206 SH       D       6       1151306            0         4900
Brightpoint Inc.               COM  109473108       103005         7848 SH       D       7          7848            0            0
BRIGHTSTAR INFO TECH GROUP 1 C COM  10947N104       162525        19700 SH       D       6         19700            0            0
BRIGHTSTAR INFORMATION TECH    COM  10947N104         8629         1046 SH       D       7          1046            0            0
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BRINKER INTERNATIONAL INC. COM COM  109641100     44960664      1873361 SH       D       6       1842469            0        30892
BRINKER INTERNATIONAL INC.     COM  109641100       349145        14463 SH       D       7          9815            0         4648
BRIO TECHNOLOGY INC COM        COM  109704106      6410040       152620 SH       D       6        152620            0            0
Brio Technology Inc.           COM  109704106        69468         1654 SH       D       7          1654            0            0
BRISTOL HOTEL & RESORTS, INC.  COM  110041100       439541        86823 SH       D       6         86823            0            0
BRISTOL HOTEL & RESORTS INC    COM  110041100         3315          655 SH       D       7           655            0            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108     14073397       142355 SH       D       1        122600        19755            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108      5634656        53580 SH       D       2         53580            0            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108    367424075      3493839 SH       D       3       3340839            0       153000
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108      7151112        68000 SH       D       4         68000            0            0
BRISTOL-MYERS SQUIBB CO        COM  110122108     35511670       553249 SH       D       5        553249            0            0
BRISTOL MYERS SQUIBB CO COM    COM  110122108   3441397728     53614765 SH       D       6      48882733         6613      4725419
BRISTOL MYERS SQUIBB CO COM    COM  110122108    138808103      2124341 SH       D       7       1577638            0       546703
BRISTOL-MYERS SQUIBB CO        COM  110122108       380555         5810 SH       D       9          5810            0            0
BRISTOL-MYERS SQUIBB CO        COM  110122108      6155581        95900 SH       S       7         95900            0            0
BRITESMILE INC COM             COM  110415106       776766        95602 SH       D       6         95602            0            0
BriteSmile Inc.                COM  110415106        13536         1666 SH       D       7          1666            0            0
BRITISH AIRWAYS P.L.C.         COM  110419306      1169243        18163 SH       D       7         18163            0            0
BRITISH AMERICAN TOB-SP ADR    COM  110448107       465924        45456 SH       D       7         45456            0            0
BRITISH SKY BROADCASTING       COM  111013108      1787560        19430 SH       D       7         19430            0            0
BRITISH TELECOMMUNICATIONS PLC COM  111021408     14297017        60071 SH       D       7         60071            0            0
BROADBASE SOFTWARE COM         COM  11130R100     11955037       106267 SH       D       6        106267            0            0
BROADBASE SOFTWARE INC.        COM  11130R100       123750         1100 SH       D       7          1100            0            0
BROADCOM CORP COM              COM  111320107    144965873       532229 SH       D       6        526829            0         5400
BROADCOM CORP - CL A           COM  111320107      5789474        21568 SH       D       7          7128            0        14440
BROADVISION INC COM            COM  111412102    173553202      1020526 SH       D       6       1020526            0            0
Broadvision Inc.               COM  111412102      1697563         9982 SH       D       7          9982            0            0
BROADWAY FINL CORP DEL COM     COM  111444105         3070          638 SH       D       6           638            0            0
BROADWING INC                  COM  111620100     15673748       263282 SH       D       3        263282            0            0
BROADWING INC COM              COM  111620100    102847054      2789643 SH       D       6       2789643            0            0
BROADWING INC.                 COM  111620100      1902099        51321 SH       D       7         12770            0        38551
BROCADE COM                    COM  111621108     43120209       243617 SH       D       6        243539            0           78
BROCADE COMMUNICATIONS INC     COM  111621108       743292         4360 SH       D       7          2700            0         1660
BROKEN HILL PROPRIETARY        COM  112169602       495337        18648 SH       D       7         18648            0            0
BROKEN HILL PROP ADR           ADR  112169602       289815        11120 SH       D       9         11120            0            0
BROOKDALE LIVING CMN COM       COM  112462106      1510839       122088 SH       D       6        122088            0            0
BROOKDALE LIVING CMNTYS INC    COM  112462106         5271          426 SH       D       7           426            0            0
BROOKE GROUP LTD COM           COM  112525100      2606205       174474 SH       D       6        174474            0            0
Brooke Group Ltd.              COM  112525100        32802         2196 SH       D       7          2196            0            0
BROOKLINE BANCORP IN COM       COM  113739106      3701139       379604 SH       D       6        376504            0         3100
Brookline Bancorp Inc.         COM  113739106        25428         2608 SH       D       7          2608            0            0
BROOKS AUTOMATION INC COM      COM  11434A100      5038884       154745 SH       D       6        154745            0            0
Brooks Automation Inc.         COM  11434A100        52881         1624 SH       D       7          1624            0            0
BROOKSTONE INC COM             COM  114537103      1575268        89695 SH       D       6         89695            0            0
BROOKSTONE INC                 COM  114537103         6972          397 SH       D       7           397            0            0
BROOKTROUT INC. COM            COM  114580103      3097542       166871 SH       D       6        166871            0            0
Brooktrout Technology Inc.     COM  114580103        29959         1614 SH       D       7          1614            0            0
BROTHERS GOURMET COFFEES INC C COM  114822109           45        45154 SH       D       6         45154            0            0
BROWN & SHARPE MFG CO COM      COM  115223109        29305        13791 SH       D       6         13791            0            0
BROWN & SHARPE MFG             COM  115223109         1011          476 SH       D       7           476            0            0
BROWN & BROWN INC COM          COM  115236101      8106848       211598 SH       D       6        211598            0            0
Brown & Brown Inc.             COM  115236101        65131         1700 SH       D       7          1700            0            0
BROWN-FORMAN CORP              CLA  115637100         5400          100 SH       D       1             0          100            0
BROWN-FORMAN 'A'               CLA  115637100      2998470        35269 SH       D       3         35269            0            0
BROWN-FORMAN CORP              CLA  115637209        57380         1000 SH       D       1             0         1000            0
BROWN-FORMAN CORP COM STOCK 'B CLA  115637209      6073945        66924 SH       D       3         66924            0            0
BROWN FORMAN INC         CLASS COM  115637209     94597209      1652353 SH       D       6       1511990          216       140147
BROWN FORMAN INC         CLASS COM  115637209      2814837        49119 SH       D       7         44655            0         4464
BROWN FORMAN CORP              COM  115637209       190642         3330 SH       S       7          3330            0            0
BROWN TOM INC                  COM  115660201      6244225       466858 SH       D       6        466858            0            0
Tom Brown Inc.                 COM  115660201        51266         3833 SH       D       7          3833            0            0
BROWN SHOE COMPANY INC COM     COM  115736100      7551055       534588 SH       D       6        525288            0         9300
Brown Shoe Company Inc.        COM  115736100        49098         3476 SH       D       7          3476            0            0
BROWNING-FERRIS INDUSTRIES INC COM  115885105       587862        13100 SH       D       6         13100            0            0
BRUNSWICK CORP COM STOCK US$0. COM  117043109      3615446        99700 SH       D       1         99700            0            0
BRUNSWICK CORP COM STOCK US$0. COM  117043109       830428        22900 SH       D       2         22900            0            0
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BRUNSWICK CORP                 COM  117043109       570957        25661 SH       D       5         25661            0            0
BRUNSWICK CORP COM             COM  117043109    114821570      5160520 SH       D       6       4567357          326       592837
BRUNSWICK CORP COM             COM  117043109      6732027       302829 SH       D       7        294923            0         7906
BRUNSWICK CORP.                COM  117043109       100125         4500 SH       S       7          4500            0            0
BRUNSWICK TECHNOLOGIES INC     COM  117394106         7837         2200 SH       D       6          2200            0            0
BRUNSWICK TECHNOLOGIES         COM  117394106         6056         1700 SH       D       7          1700            0            0
BRUSH WELLMAN INC COM          COM  117421107      4940252       293844 SH       D       6        293844            0            0
Brush Wellman Inc.             COM  117421107        38635         2298 SH       D       7          2298            0            0
BRYN MAWR BK CORP COM          COM  117665109      1169779        48996 SH       D       6         48996            0            0
BRYN MAWR BANK CORP            COM  117665109        10934          458 SH       D       7           458            0            0
BUCA INC COM                   COM  117769109       498570        48641 SH       D       6         48641            0            0
BUCA, INC                      COM  117769109         8200          800 SH       D       7           800            0            0
BSQUARE CORP COM               COM  11776U102      2382050        56800 SH       D       6         56800            0            0
B-SQUARE CORP                  COM  11776U102        75487         1800 SH       D       7          1800            0            0
BUCKEYE TECHNOLOGY INC COM     COM  118255108      9811788       659616 SH       D       6        659616            0            0
Buckeye Technologies Inc.      COM  118255108        62713         4216 SH       D       7          4216            0            0
BUCKHEAD AMER CORP COM         COM  11835A105         5640         1014 SH       D       6          1014            0            0
BUCKLE INC COM                 COM  118440106      2801606       189138 SH       D       6        189138            0            0
Buckle Inc.                    COM  118440106        26706         1803 SH       D       7          1803            0            0
BUDGET GROUP COM               COM  119003101      4556742       502813 SH       D       6        502813            0            0
Budget Group Inc.              COM  119003101        38044         4198 SH       D       7          4198            0            0
SEACOR HOLDINGS                COM  119041015       227700         4400 SH       D       9          4400            0            0
SEACOR 5.375%CB06              CNV  11904AE19       966966      1000000 SH       D       9       1000000            0            0
EMBOTELLADORA -ADR- REPR 2 'B' ADR  119424208         1088        13510 SH       D       3         13510            0            0
BUFFETS INC COM                COM  119882108     19066750      1906675 SH       D       6       1819175            0        87500
Buffets Inc.                   COM  119882108       144650        14465 SH       D       7         14465            0            0
BUILDERS TRANS INC COM         COM  120084108            1          200 SH       D       6           200            0            0
BUILDING MATERIAL HOLDINGS COM COM  120113105      4265957       416191 SH       D       6        416191            0            0
BUILDING MATERIALS HLDG CORP   COM  120113105         5801          566 SH       D       7           566            0            0
BUILDING ONE SERVICES, CORP CO COM  120114103      4532416       480256 SH       D       6        480256            0            0
Building One Services          COM  120114103        44007         4663 SH       D       7          4663            0            0
BULLRUN CORP GA COM            COM  120182100        96303        16392 SH       D       6         16392            0            0
BULL RUN CORP                  COM  120182100         2937          500 SH       D       7           500            0            0
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Burlington Coat Factory        COM  121579106        55902         4029 SH       D       7          4029            0            0
BURLINGTON INDUSTRIES COM      COM  121693105      9409360      2352340 SH       D       6       2339480            0        12860
Burlington Inds. Inc.          COM  121693105        51187        12797 SH       D       7         12797            0            0
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BURLINGTON NORTHERN SANTA FE   COM  12189T104      3138726       129432 SH       D       5        129432            0            0
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BURLINGTON RES INC             COM  122014103       710172        21645 SH       D       1             0        21645            0
BURLINGTON RESOURCES INC COM S COM  122014103       255998         4850 SH       D       2          4850            0            0
BURLINGTON RESOURCES INC COM S COM  122014103     19526766       369943 SH       D       3        349966            0        19977
BURLINGTON RESOURCES INC COM S COM  122014103       733686        13900 SH       D       4         13900            0            0
BURLINGTON RESOURCES INC       COM  122014103       464528        14050 SH       D       5         14050            0            0
BURLINGTON RES INC             COM  122014103    161970544      4898920 SH       D       6       4514047          602       384271
BURLINGTON RES INC             COM  122014103      4675099       141252 SH       D       7        122806            0        18446
BURLINGTON RESOURCES           COM  122014103       135300         4100 SH       D       9          4100            0            0
BURLINGTON RESOURCES INC       COM  122014103       347156        10500 SH       S       7         10500            0            0
BURNHAM PAC PPTYS INC COM      COM  12232C108      8329284       888457 SH       D       6        670346            0       218111
Burnham Pacific Ppty. Inc.     COM  12232C108        45196         4821 SH       D       7          4821            0            0
BURNS INTL SVCS CORP COM       COM  122374101      6624008       612625 SH       D       6        612625            0            0
Burns International Services   COM  122374101        22987         2126 SH       D       7          2126            0            0
BURR BROWN COM                 COM  122574106     30649642       848433 SH       D       6        848433            0            0
Burr-Brown Corp.               COM  122574106       241730         6691 SH       D       7          6691            0            0
BURNS PHILP NTS 7.5% 15/08/03  PFD  122990AA2            0      2246960 SH       D       3       2246960            0            0
BUSH BOAKE ALLEN INC COM       COM  123162109      2493560       101519 SH       D       6        101519            0            0
Bush Boake Allen Inc.          COM  123162109        39226         1597 SH       D       7          1597            0            0
BUSH INDS INC CL A             COM  123164105      2876001       167331 SH       D       6        167331            0            0
Bush Industries Inc.           COM  123164105        21639         1259 SH       D       7          1259            0            0
BUSINESS RESOURCE GROUP        COM  12329K104        12218         2300 SH       D       6          2300            0            0
BUSINESS RESOURCE GROUP        COM  12329K104         2125          400 SH       D       7           400            0            0
BUTLER INT`L INC. COM          COM  123649105      1262107       114737 SH       D       6        114737            0            0
BUTLER INTL INC                COM  123649105         9900          900 SH       D       7           900            0            0
BUTLER MFG CO COM              COM  123655102      4121966       184738 SH       D       6        184738            0            0
Butler Mfg. Co.                COM  123655102        17983          806 SH       D       7           806            0            0
C & D TECHNOLOGIES, INC        COM  124661109     20477477       481823 SH       D       6        473923            0         7900
C&D Technologies Inc.          COM  124661109        77732         1829 SH       D       7          1829            0            0
C&F FINL GROUP COM             COM  12466Q104       581119        33934 SH       D       6         33934            0            0
CAIS INTERNET COM              COM  12476Q102      4953102       139524 SH       D       6        139524            0            0
CAIS Internet Inc.             COM  12476Q102        52114         1468 SH       D       7          1468            0            0
LA ELECTRICIDAD DE CARACAS ADR ADR  12477A106      5914709       236765 SH       D       3        236765            0            0
CB BANCSHARES INC COM          COM  124785106      1190158        40430 SH       D       6         40430            0            0
CB BANCSHARES INC/HAWAII       COM  124785106         3856          131 SH       D       7           131            0            0
CBL & ASSOC PPTYS INC COM      COM  124830100     15156178       734845 SH       D       6        568057            0       166788
CBL & Associates Properties    COM  124830100        71465         3465 SH       D       7          3465            0            0
CCBT BANCORP INC COM           COM  124875105     31216059       716581 SH       D       6        698422            0        18159
CCB FINANCIAL CORP             COM  124875105       342021         7957 SH       D       7          5122            0         2835
CCC INFORMATION SVCS COM       COM  12487Q109      4567049       266689 SH       D       6        266689            0            0
CCC Information Svcs. Group    COM  12487Q109        56512         3300 SH       D       7          3300            0            0
CCF HLDG CO COM                COM  12487X104         3842          265 SH       D       6           265            0            0
CB RICHARD ELLIS S             COM  12489L108       206285        16333 SH       D       1             0        16333            0
CB RICHARD ELLIS SERVICES, INC COM  12489L108      3548816       286773 SH       D       6        286773            0            0
CB Richard Ellis Services Inc. COM  12489L108        37409         3023 SH       D       7          3023            0            0
CBRL GROUP, INC COM            COM  12489V106     12165339      1253758 SH       D       6       1253758            0            0
CBRL Group Inc.                COM  12489V106       153570        15827 SH       D       7         15827            0            0
CBS CORPORATION                COM  12490K107      1140561        21145 SH       D       1             0        21145            0
CBS CORP                       COM  12490K107       979204         9760 SH       D       2          9760            0            0
CBS CORP                       COM  12490K107    126235406      1258223 SH       D       3       1205065            0        53158
CBS CORP                       COM  12490K107      2849324        28400 SH       D       4         28400            0            0
CBS CORPORATION                COM  12490K107     13315687       208261 SH       D       5        208261            0            0
CBS CORPORATION COM            COM  12490K107   1222400613     19118680 SH       D       6      17562053         2569      1554058
CBS CORPORATION COM            COM  12490K107     40923164       653732 SH       D       7        497309            0       156423
CBS CORP                       COM  12490K107      2356416        36855 SH       S       7         36855            0            0
CFW COMMUNICATIONS CO COM      COM  124923103      6834143       196666 SH       D       6        196666            0            0
CFW Communication Co.          COM  124923103        64530         1857 SH       D       7          1857            0            0
C-BRIDGE COM                   COM  12500B105       298995         6149 SH       D       6          6149            0            0
C-BRIDGE INTERNET SOLUTIONS    COM  12500B105         2479           51 SH       D       7            51            0            0
CCBT FINANCIAL COMPANIES INC C COM  12500Q102      1652474       107478 SH       D       6        107478            0            0
CCBT FINANCIAL COMPANIES INC   COM  12500Q102         5135          334 SH       D       7           334            0            0
C-COR.NET CORPORATION          COM  125010108     14236235       185791 SH       D       6        185791            0            0
C-COR.net Inc.                 COM  125010108       123596         1613 SH       D       7          1613            0            0
C-CUBE MICROSYSTEMS INC COM    COM  125015107     46961835       754407 SH       D       6        754407            0            0
C-Cube Microsystems Inc.       COM  125015107       472788         7595 SH       D       7          7595            0            0
C D I CORP COM                 COM  125071100     11950729       495367 SH       D       6        495367            0            0
CDI Corp.                      COM  125071100        87453         3625 SH       D       7          3625            0            0
CD NOW/ N2K, INC COM           COM  125086108      3344721       338706 SH       D       6        338706            0            0
CDnow Inc.                     COM  125086108        29427         2980 SH       D       7          2980            0            0
CDN COMPUTER CTRS COM          COM  125129106     27868080       354443 SH       D       6        354443            0            0
CDW COMPUTER CENTERS INC       COM  125129106       706826         9943 SH       D       7          3012            0         6931
CD WAREHOUSE INC               COM  12512W105         2925          900 SH       D       6           900            0            0
CD WAREHOUSE INC               COM  12512W105         1300          400 SH       D       7           400            0            0
CEC ENTERTAINMENT, INC. COM    COM  125137109     19913859       701810 SH       D       6        701810            0            0
CEC Entertainment Inc.         COM  125137109       121672         4288 SH       D       7          4288            0            0
CE FRANKLIN LTD COM            COM  125151100       487139       152828 SH       D       6        152828            0            0
CEM CORP COM                   COM  125165100        36528         3398 SH       D       6          3398            0            0
CE SOFTWARE HOLDINGS INC       COM  125175307         1725          200 SH       D       7           200            0            0
CET ENVIRONMENTAL SERVICES I   COM  125180109         5950         2800 SH       D       6          2800            0            0
CFC INTL INC COM               COM  125252106         2162          353 SH       D       6           353            0            0
CFC INTERNATIONAL INC          COM  125252106         4900          800 SH       D       7           800            0            0
CFS BANCORP INC. COM           COM  12525D102      2532245       271919 SH       D       6        271919            0            0
CFS Bancorp Inc                COM  12525D102        25916         2783 SH       D       7          2783            0            0
CFM TECHNOLOGIES INC COM       COM  12525K106       869646        89770 SH       D       6         89770            0            0
CFM TECHNOLOGIES INC           COM  12525K106         4378          452 SH       D       7           452            0            0
CFI PROSERVICES COM            COM  12525N100       636185        77702 SH       D       6         77702            0            0
CFI PROSERVICES INC            COM  12525N100         1842          225 SH       D       7           225            0            0
CH ENERGY GROUP INC COM        COM  12541M102     13122186       397642 SH       D       6        397642            0            0
CH Energy Group Inc            COM  12541M102        79794         2418 SH       D       7          2418            0            0
C H ROBINSON COM               COM  12541W100     24409481       614075 SH       D       6        614075            0            0
CH Robinson Worldwide Inc.     COM  12541W100       250743         6308 SH       D       7          6308            0            0
CHS ELECTRONICS INC FLORIDA CO COM  12542A206       380181       337939 SH       D       6        337939            0            0
CHS Electronics Inc.           COM  12542A206         9648         8576 SH       D       7          8576            0            0
CIGNA CORP COM STOCK US$1      COM  125509109       359450         2790 SH       D       2          2790            0            0
CIGNA CORP COM STOCK US$1      COM  125509109     39591979       307307 SH       D       3        301307            0         6000
CIGNA CORP COM STOCK US$1      COM  125509109      1520256        11800 SH       D       4         11800            0            0
CIGNA CORP                     COM  125509109      4473152        55524 SH       D       5         55524            0            0
CIGNA CORP COM                 COM  125509109    389213712      4831202 SH       D       6       4419628          679       410895
CIGNA CORP COM                 COM  125509109     11147725       137599 SH       D       7        121706            0        15893
CIGNA CORP                     COM  125509109       721034         8950 SH       S       7          8950            0            0
CIT GROUP INC, CLASS A COM     COM  125577106     26805724      1268910 SH       D       6       1222175            0        46735
C.I.T. GROUP INC-A             COM  125577106       584689        27542 SH       D       7         24846            0         2696
CKE RESTAURANTS, INC. COM      COM  12561E105      5047917       859220 SH       D       6        859220            0            0
CKE Restaurants Inc.           COM  12561E105        67186        11436 SH       D       7         11436            0            0
CKF BANCORP INC COM            COM  12561J104         4437          306 SH       D       6           306            0            0
CKF BANCORP INC                COM  12561J104         5400          400 SH       D       7           400            0            0
CLECO CORPORATION COM          COM  12561W105     18060261       563283 SH       D       6        563283            0            0
Cleco Inc.                     COM  12561W105       105549         3292 SH       D       7          3292            0            0
CK WITCO CORPORATION US$10     COM  12562C108      2809047       130311 SH       D       3        130311            0            0
CK WITCO CORP COM              COM  12562C108     29799166      2227975 SH       D       6       2212575            0        15400
CK Witco Corp.                 COM  12562C108       450951        33716 SH       D       7         33716            0            0
CMGI INC USD0.01               COM  125750109      4505749        10400 SH       D       3         10400            0            0
CMGI INC                       COM  125750109      8796872        31772 SH       D       5         31772            0            0
CMG INFORMATION SVCS COM       COM  125750109    283075615      1022395 SH       D       6       1004895            0        17500
CMGI INC.                      COM  125750109      9431300        34205 SH       D       7         13530            0        20675
CMI CORP CL A                  COM  125761304      1517229       214829 SH       D       6        214829            0            0
CMI Corp                       COM  125761304        18955         2684 SH       D       7          2684            0            0
CML GROUP INC COM              COM  125820100           52        26400 SH       D       6         26400            0            0
CMP GROUP INC. COM             COM  125887109     19260316       698787 SH       D       6        698787            0            0
CMP Group Inc.                 COM  125887109       139989         5079 SH       D       7          5079            0            0
CMS ENERGY CORP COM STOCK US$0 COM  125896100      8848244       177814 SH       D       3        177814            0            0
CMS ENERGY CORP COM            COM  125896100     89397099      2866440 SH       D       6       2624121          410       241909
CMS ENERGY CORP COM            COM  125896100      2461022        78926 SH       D       7         69829            0         9097
CMS ENERGY CORPORATION         COM  125896100       177145         5680 SH       S       7          5680            0            0
CPI CORP COM                   COM  125902106      5097184       225914 SH       D       6        225914            0            0
CPI Corp.                      COM  125902106        30730         1362 SH       D       7          1362            0            0
CPB INC COM                    COM  125903104      3887856       136416 SH       D       6        136416            0            0
CPB Inc.                       COM  125903104        34912         1225 SH       D       7          1225            0            0
CSS INDS INC                   COM  125906107      2370915       110920 SH       D       6        110920            0            0
CSS Industries Inc.            COM  125906107        23320         1091 SH       D       7          1091            0            0
CNB FINL CORP COM              COM  125921106       779045        50261 SH       D       6         50261            0            0
CNB FINANCIAL CORP/N Y         COM  125921106        12090          780 SH       D       7           780            0            0
C-NET INC DEL COM              COM  125945105     36545070       643966 SH       D       6        638366            0         5600
C/NET INC                      COM  125945105      1259473        22233 SH       D       7         10140            0        12093
CTG RESOURCES INC COM          COM  125957100      6095289       175404 SH       D       6        175404            0            0
CTG Resources Inc.             COM  125957100        41317         1189 SH       D       7          1189            0            0
CTB INTL CORP COM              COM  125960104       425870        73268 SH       D       6         73268            0            0
CTB INTERNATIONAL CORP         COM  125960104         2638          454 SH       D       7           454            0            0
CSK AUTO CORP - COM COM        COM  125965103      7384650       421980 SH       D       6        421980            0            0
CSK Auto Corp.                 COM  125965103        55247         3157 SH       D       7          3157            0            0
CNBT BANCSHARES INC COM        COM  125972109       287379        26733 SH       D       6         26733            0            0
CNBT BANCSHARES INC            COM  125972109         3429          319 SH       D       7           319            0            0
CNA FINANCIAL CORP COM STOCK U COM  126117100        49801          800 SH       D       2           800            0            0
CNA FINANCIAL CORP COM         COM  126117100     17724895       455214 SH       D       6        421386            0        33828
CNA FINANCIAL CORP.            COM  126117100       641270        16509 SH       D       7         15270            0         1239
CNB FLORIDA BANCSHARES INC COM COM  12612H107       636751        66156 SH       D       6         66156            0            0
CNA SECURITY CORPORATION COM   COM  12612L108      5085691       391207 SH       D       6        391207            0            0
CNA Surety Corp.               COM  12612L108        47671         3667 SH       D       7          3667            0            0
CNF TRANSPORTATION INC COM STO COM  12612W104      2985684        60490 SH       D       3         60490            0            0
CNF TRANSPORTATION INC         COM  12612W104       478618        13873 SH       D       5         13873            0            0
CNF TRANSPORTATION INC COM     COM  12612W104     25856887       749475 SH       D       6        744681            0         4794
CNF TRANSPORTATION INC         COM  12612W104       380577        11114 SH       D       7          7850            0         3264
CNS INC COM                    COM  126136100       749760       181760 SH       D       6        181760            0            0
CNS INC.                       COM  126136100         3229          783 SH       D       7           783            0            0
CNS BANCORP INC COM            COM  12613P108        18197         1174 SH       D       6          1174            0            0
CNY FINL CORP COM              COM  12613U107       765450        42525 SH       D       6         42525            0            0
CNY FINANCIAL CORP             COM  12613U107         4302          239 SH       D       7           239            0            0
CPAC INC COM                   COM  126145101        42445         5224 SH       D       6          5224            0            0
CPAC INC                       COM  126145101         2461          303 SH       D       7           303            0            0
C P CLARE CORP COM             COM  12615K107      1279173       121826 SH       D       6        121826            0            0
C. P. CLARE CORP               COM  12615K107         7350          700 SH       D       7           700            0            0
CPX CORPORATION COM            COM  12616N100          931        11500 SH       D       6         11500            0            0
C-PHONE CORPORATION            COM  12616P105          546          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     28347855       710918 SH       D       6        710918            0            0
CSG SYSTEMS INTL INC           COM  126349109       642026        16591 SH       D       7          2998            0        13593
CSK CORP                       COM  126375302      8424906        48419 SH       D       7         48419            0            0
C S P INC COM                  COM  126389105         4071          534 SH       D       6           534            0            0
CSX CORP STOCK US$1            COM  126408103       173604         3440 SH       D       2          3440            0            0
CSX CORP STOCK US$1            COM  126408103     18648529       369524 SH       D       3        348424            0        21100
CSX CORP STOCK US$1            COM  126408103       666155        13200 SH       D       4         13200            0            0
CSX CORP                       COM  126408103      1908321        60823 SH       D       5         60823            0            0
CSX CORP COM                   COM  126408103    176200558      5615954 SH       D       6       5165520          717       449717
CSX CORP COM                   COM  126408103      5072220       161344 SH       D       7        142656            0        18688
CSX CORP.                      COM  126408103       330378        10530 SH       S       7         10530            0            0
CTZ COMMUNICATIONS COM         COM  126419100      7504533       192347 SH       D       6        192347            0            0
CTC Communications Group Inc.  COM  126419100        60201         1543 SH       D       7          1543            0            0
CT COMMUNICATIONS INC COM      COM  126426402      7653240       136665 SH       D       6        136665            0            0
CT Communications Inc          COM  126426402        84112         1502 SH       D       7          1502            0            0
CTN MEDIA GROUP INC COM        COM  12643W107        97000         9700 SH       D       6          9700            0            0
COLLEGE TELEVISION NETWORK     COM  12643W107         6380          638 SH       D       7           638            0            0
CTS CORP COM                   COM  126501105     46745012       620166 SH       D       6        620166            0            0
CTS Corp.                      COM  126501105       307228         4076 SH       D       7          4076            0            0
C21 SOLUTIONS INC COM          COM  12652N105            0         1000 SH       D       6          1000            0            0
CUNO INC COM                   COM  126583103      6681780       322743 SH       D       6        322743            0            0
Cuno Inc.                      COM  126583103        47389         2289 SH       D       7          2289            0            0
CVB FINL CORP                  COM  126600105      5584548       241494 SH       D       6        241494            0            0
CVB Financial Corp.            COM  126600105        49279         2131 SH       D       7          2131            0            0
CNF TECHNOLOGIES CORP COM      COM  12660F102        14666         3911 SH       D       6          3911            0            0
CV REIT INC COM                COM  126640101       933147       103683 SH       D       6        103683            0            0
C V REIT INC                   COM  126640101         4437          493 SH       D       7           493            0            0
CVS CORP COM STOCK US$1        COM  126650100       322464         5180 SH       D       2          5180            0            0
CVS CORP COM STOCK US$1        COM  126650100     40266778       646836 SH       D       3        624836            0        22000
CVS CORP COM STOCK US$1        COM  126650100      1655900        26600 SH       D       4         26600            0            0
CVS CORP                       COM  126650100      4329188       108569 SH       D       5        108569            0            0
CVS CORP COMMON STOCK          COM  126650100    382127543      9568136 SH       D       6       8797365         1325       769446
CVS CORP COMMON STOCK          COM  126650100     14566547       371090 SH       D       7        256643            0       114447
CVS CORP                       COM  126650100       756016        18930 SH       S       7         18930            0            0
CV THERAPEUTICS INC COM        COM  126667104      3370272       129315 SH       D       6        129315            0            0
CV THERAPEUTICS INC            COM  126667104        18243          700 SH       D       7           700            0            0
CABLE & WIRELESS HKT LTD.      COM  126828102      9545429       327740 SH       D       7        327740            0            0
CABLEVISION SYS CORP COM       COM  12686C109     80264125      1063101 SH       D       6       1058867            0         4234
CABLEVISION SYSTEMS CORP.      COM  12686C109      2517084        33729 SH       D       7         10165            0        23564
CABLETRON SYSTEMS INC COM STOC COM  126920107     12274578       292920 SH       D       3        269220            0        23700
CABLETRON SYS INC COM          COM  126920107    113244560      4355560 SH       D       6       4002311          573       352676
CABLETRON SYS INC COM          COM  126920107      3270462       127767 SH       D       7        108152            0        19615
CABLETRON SYSTEMS              COM  126920107       218244         8394 SH       S       7          8394            0            0
CABLE DESIGN TECHNOLOGIES CO C COM  126924109     14579907       633909 SH       D       6        633909            0            0
Cable Design Technologies Co.  COM  126924109        94829         4123 SH       D       7          4123            0            0
CVC INC COM                    COM  126945104       280087        29100 SH       D       6         29100            0            0
CVC INC                        COM  126945104         5775          600 SH       D       7           600            0            0
CACHEFLOW COM                  COM  126946102     13472574       103090 SH       D       6        103090            0            0
CACHEFLOW INC                  COM  126946102       211713         1620 SH       D       7          1620            0            0
CABOT CORP COM STOCK US$1      COM  127055101      2610533        79741 SH       D       3         79741            0            0
CABOT CORP COM                 COM  127055101     21465205      1053507 SH       D       6       1047278            0         6229
Cabot Corporation              COM  127055101       381116        18745 SH       D       7         12245            0         6500
CABOT COM                      COM  127072106     17827590       970209 SH       D       6        792809            0       177400
Cabot Industrial Trust         COM  127072106       111315         6058 SH       D       7          6058            0            0
CABOT OIL & GAS CORP CL A      COM  127097103      7036435       438066 SH       D       6        438066            0            0
Cabot Oil & Gas Corp.          COM  127097103        53745         3346 SH       D       7          3346            0            0
CACHE INC COM                  COM  127150308         7189         1106 SH       D       6          1106            0            0
CACHE INC                      COM  127150308         2600          400 SH       D       7           400            0            0
CACI INC CL A COM N/K/A CACI I COM  127190304      4265943       188550 SH       D       6        188550            0            0
CACI International Inc.        COM  127190304        28937         1279 SH       D       7          1279            0            0
CADBURY SCHWEPPES PLC          COM  127209302      2002821        82804 SH       D       7         82804            0            0
CADENCE DESIGN SYSTEMS INC COM COM  127387108       158530         4300 SH       D       2          4300            0            0
CADENCE DESIGN SYSTEMS INC COM COM  127387108     10770142       292130 SH       D       3        292130            0            0
CADENCE DESIGN SYS INC COM     COM  127387108     96157392      4006558 SH       D       6       3974451            0        32107
CADENCE DESIGN SYSTEMS, INC    COM  127387108      1802993        78280 SH       D       7         33405            0        44875
CADIZ, INC. COM                COM  127537108      5009435       527309 SH       D       6        527309            0            0
Cadiz Land Inc.                COM  127537108        46417         4886 SH       D       7          4886            0            0
CADMUS COMMUNICATIONS CORP     COM  127587103      1097987       129175 SH       D       6        129175            0            0
CADMUS COMMUNICATIONS CORP     COM  127587103         7565          890 SH       D       7           890            0            0
CADUS PHARMACEUTICAL COM       COM  127639102         2095         6704 SH       D       6          6704            0            0
CAERE CORP COM                 COM  127646107      1176595       160902 SH       D       6        160902            0            0
CAERE CORP                     COM  127646107         4043          553 SH       D       7           553            0            0
CAGLES INC                     COM  127703106       732515        64397 SH       D       6         64397            0            0
CAGLE'S INC CL A               COM  127703106         6984          614 SH       D       7           614            0            0
CAL DIVE INTL COM              COM  127914109      7526165       227205 SH       D       6        227205            0            0
Cal Dive International Inc.    COM  127914109        44718         1350 SH       D       7          1350            0            0
CALCOMP TECHNOLOGY COM         COM  128701109            0        12000 SH       D       6         12000            0            0
CALGON CARBON CORP COM         COM  129603106      4740078       798329 SH       D       6        798329            0            0
Calgon Carbon Corp.            COM  129603106        29871         5031 SH       D       7          5031            0            0
CALICO COMM INC COM            COM  129897104      9381000       177000 SH       D       6        177000            0            0
CALICO COMMERCE INC            COM  129897104        84800         1600 SH       D       7          1600            0            0
CALIFORNIA AMPLIFIER INC COM   COM  129900106      3912089       148678 SH       D       6        148678            0            0
CALIFORNIA AMPLIFIER, INC      COM  129900106        13156          500 SH       D       7           500            0            0
CALIFORNIA CULINARY COM        COM  129905105         4434          972 SH       D       6           972            0            0
CALIBER LEARNING NETWORK INC.  COM  129914107          862          300 SH       D       7           300            0            0
CALIFORNIA COASTAL CMNTYS INCS COM  129915203       136363        20202 SH       D       6         20202            0            0
CALIFORNIA COASTAL COMMUNITIES COM  129915203         3611          535 SH       D       7           535            0            0
CALIFORNIA INDFT BANCORP COM   COM  130334105         4692          274 SH       D       6           274            0            0
CALIFORNIA INDEPENDENT BNCRP   COM  130334105         6284          367 SH       D       7           367            0            0
CALIFORNIA MICRO DEVICES CORP  COM  130439102       219161        18652 SH       D       6         18652            0            0
CALIFORNIA WATER SERVICE CORP  COM  130788102      7494341       247236 SH       D       6        247236            0            0
California Water Service Group COM  130788102        52440         1730 SH       D       7          1730            0            0
CALIPER TECHNOLOGIES CORP COM  COM  130876105      1834490        27483 SH       D       6         27483            0            0
CALIPER TECHNOLOGIES CORP      COM  130876105        31239          468 SH       D       7           468            0            0
CALLAWAY GOLF CO               COM  131193104      1304882        46100 SH       D       1         46100            0            0
CALLAWAY GOLF CO               COM  131193104       342496        12100 SH       D       2         12100            0            0
CALLAWAY GOLF CO               COM  131193104      1538402        54350 SH       D       3         54350            0            0
CALLAWAY GOLF COMPANY          COM  131193104       359250        20311 SH       D       5         20311            0            0
CALLAWAY GOLF COM              COM  131193104     90354153      5108362 SH       D       6       4738462            0       369900
Callaway Golf Co.              COM  131193104      2201686       124477 SH       D       7        124477            0            0
CALLON PETE CO DEL COM         COM  13123X102      1206714        81466 SH       D       6         81466            0            0
CALLON PETROLEUM CORP          COM  13123X102         5317          359 SH       D       7           359            0            0
CALPINE CORP COM               COM  131347106     44908096       701689 SH       D       6        699939            0         1750
CALPINE CORPORATION            COM  131347106      1097764        15230 SH       D       7          3002            0        12228
CALYPTE BIOMEDICAL COM         COM  131722100        23344        16600 SH       D       6         16600            0            0
CAMBRIDGE HEART INC COM        COM  131910101        36547        10632 SH       D       6         10632            0            0
CAMBRIDGE HEART INC            COM  131910101         1378          401 SH       D       7           401            0            0
CAMBREX CORP COM               COM  132011107     28103169       816063 SH       D       6        809863            0         6200
Cambrex Corp.                  COM  132011107       162648         4723 SH       D       7          4723            0            0
CAMBRIDGE NEUROSCIENCE INC COM COM  132426107         8910         9900 SH       D       6          9900            0            0
CAMBRIDGE TECHN                COM  132524109       333474        14697 SH       D       1             0        14697            0
CAMBRIDGE TECH  COM            COM  132524109     25564245       973876 SH       D       6        973876            0            0
Cambridge Tech Partners        COM  132524109       272921        10397 SH       D       7         10397            0            0
CAMCO FINL CORP COM            COM  132618109       290864        28377 SH       D       6         28377            0            0
CAMCO FINANCIAL CORP           COM  132618109         2634          257 SH       D       7           257            0            0
CAMDEN NATL CORP COM           COM  133034108      1009522        60270 SH       D       6         60270            0            0
CAMDEN NATIONAL CORP           COM  133034108        13433          802 SH       D       7           802            0            0
CAMDEN PPTY TR COM             COM  133131102     36117671      1319367 SH       D       6       1046506            0       272861
Camden Property Trust          COM  133131102       184945         6756 SH       D       7          6756            0            0
CAMERON ASHLEY BUILDING PRODUC COM  133290106      2275710       227571 SH       D       6        227571            0            0
CAMERON ASHLEY BUILDING PRODS  COM  133290106         4180          418 SH       D       7           418            0            0
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109       371571         5940 SH       D       2          5940            0            0
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109     45122528       721336 SH       D       3        681936            0        39400
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109       781926        12500 SH       D       4         12500            0            0
CAMPBELL SOUP CO               COM  134429109      4637741       119877 SH       D       5        119877            0            0
CAMPBELL SOUP CO COM           COM  134429109    411569734     10638313 SH       D       6       9752116         1456       884741
CAMPBELL SOUP CO COM           COM  134429109     13329952       347286 SH       D       7        279491            0        67795
CAMPBELL SOUP CO               COM  134429109       813636        21031 SH       S       7         21031            0            0
CANADIAN NATL RAILWAY COMPANY  COM  136375102         2947          112 SH       D       7           112            0            0
CANDELA CORP COM               COM  136907102      1141805        61305 SH       D       6         61305            0            0
CANDELA LASER CORP.            COM  136907102         5587          300 SH       D       7           300            0            0
CANANDAIGUA BRANDS INC CV COM  COM  137219101        33712          600 SH       D       6           600            0            0
CANANDAIGUA BRANDS INC CL A    COM  137219200     11536098       226198 SH       D       6        226198            0            0
Canandaigua Brands Inc.        COM  137219200       126939         2489 SH       D       7          2489            0            0
CANARGO ENERGY INC. COM        COM  137225108         5016         6600 SH       D       6          6600            0            0
CANDIES INC COM                COM  137409108         6810         7515 SH       D       6          7515            0            0
CANDIES'S INC                  COM  137409108          601          770 SH       D       7           770            0            0
CANDLEWOOD HOTEL COM           COM  13741M108        10787         6164 SH       D       6          6164            0            0
CANNON EXPRESS INC COM         COM  137694105         2378          906 SH       D       6           906            0            0
CANNONDALE CORP COM            COM  137798104       658877       100880 SH       D       6        100880            0            0
CANNONDALE CORP                COM  137798104         1789          274 SH       D       7           274            0            0
CANON INC                      COM  138006309      1557194        38390 SH       D       7         38390            0            0
CANTERBURY PARK HOLDING CORP C COM  13811E101         5124          901 SH       D       6           901            0            0
CAPITAL CITY BK GROUP INC COM  COM  139674105       587165        27310 SH       D       6         27310            0            0
Capital City Bank Group Inc.   COM  139674105        19264          896 SH       D       7           896            0            0
CAPITAL ALLIANCE INCM TR REI C COM  13971R108         1950          800 SH       D       6           800            0            0
CAPITAL ALLIANCE INCOME TST    COM  13971R108         1950          800 SH       D       7           800            0            0
CAPTIAL ASSOC INC COM          COM  139730204         7187         2300 SH       D       6          2300            0            0
CAPITAL AUTOMOTIVE R COM       COM  139733109      5788818       474980 SH       D       6        472880            0         2100
Capital Automotive REIT        COM  139733109        39207         3217 SH       D       7          3217            0            0
CAPITAL BANK COM               COM  139793103         4293          554 SH       D       6           554            0            0
CAPITAL BANK CORP.             COM  139793103         1550          200 SH       D       7           200            0            0
CAPITAL CORP OF THE WEST COM   COM  140065103       216333        22188 SH       D       6         22188            0            0
CAPITAL CORP OF THE WEST       COM  140065103         2925          300 SH       D       7           300            0            0
CAPITAL CROSSING BANK COM      COM  140071101       500375        40030 SH       D       6         40030            0            0
CAPITAL CROSSING BANK          COM  140071101         2262          181 SH       D       7           181            0            0
CAPITAL ENVIRONMENTAL RESOU CO COM  14008M104         1187          200 SH       D       6           200            0            0
CAPITAL ENVIRON RES INC        COM  14008M104         1187          200 SH       D       7           200            0            0
CAPITAL ONE FINANCIAL CORP COM COM  14040H105       222888         2900 SH       D       2          2900            0            0
CAPITAL ONE FINANCIAL CORP COM COM  14040H105     22398479       291427 SH       D       3        291427            0            0
CAPITAL ONE FINANCE COM        COM  14040H105    229251358      4757486 SH       D       6       4363697          657       393132
CAPITAL ONE FINANCE COM        COM  14040H105      8790108       185504 SH       D       7        127743            0        57761
CAPITAL ONE FINANCIAL CORP     COM  14040H105       460046         9547 SH       S       7          9547            0            0
CAPITAL PACIFIC HOLDINGS INC C COM  14040M104         1250          500 SH       D       6           500            0            0
CAPITAL PPTYS INC R I COM      COM  140430109         7668          858 SH       D       6           858            0            0
CAPITAL RE COM                 COM  140432105      6562270       477256 SH       D       6        477256            0            0
Capital Re Corp.               COM  140432105        36110         2527 SH       D       7          2527            0            0
CAPITAL SR LIVING CO COM       COM  140475104       855476       168983 SH       D       6        168983            0            0
Capital Senior Living Corp.    COM  140475104         9213         1820 SH       D       7          1820            0            0
CAPITAL SOUTHWEST CORP COM     COM  140501107        59575          995 SH       D       6           995            0            0
CAPITAL TRUST INC MD COM       COM  14052H100       809160       161832 SH       D       6        161832            0            0
CAPITAL TRUST CL/A             COM  14052H100         5355         1071 SH       D       7          1071            0            0
CAPITAL BANCORP COM            COM  14056D105       697314        67211 SH       D       6         67211            0            0
CAPITOL BANCORP LTD            COM  14056D105         7594          732 SH       D       7           732            0            0
CAPITOL FED FINL COM           COM  14057C106      8800184       902583 SH       D       6        902583            0            0
Capitol Fed Finl               COM  14057C106       127237        13050 SH       D       7         13050            0            0
CAPITOL TRANSAMERICA CORP      COM  140640103      1130361       112334 SH       D       6        112334            0            0
CAPITOL TRANSAMERICA CORP      COM  140640103         4155          413 SH       D       7           413            0            0
CAPBOCK COMMUNICATIONS CORP CO COM  140667106      9211860       283988 SH       D       6        283988            0            0
CapRock Communications Corp    COM  140667106       153202         4723 SH       D       7          4723            0            0
CAPSTEAD MTG CORP COM          COM  14067E100      5289704      1263213 SH       D       6       1260913            0         2300
Capstead Mortgage Corp.        COM  14067E100        50706        12109 SH       D       7         12109            0            0
CAPTEC NET LEASE RLT COM       COM  140724105       762915       101722 SH       D       6        101722            0            0
CAPTEC NET LEASE RLT           COM  140724105         4125          550 SH       D       7           550            0            0
CARBIDE COM                    COM  140777103       695435       106990 SH       D       6        106990            0            0
THE CARBIDE/GRAPHITE GROUP     COM  140777103         2424          373 SH       D       7           373            0            0
CARBO CERAMICS INC COM         COM  140781105      1560803        71351 SH       D       6         71351            0            0
Carbo Ceramics Inc.            COM  140781105        28546         1305 SH       D       7          1305            0            0
CARAUSTAR INDS INC COM         COM  140909102     11700720       487530 SH       D       6        487530            0            0
Caraustar Industries Inc.      COM  140909102        87888         3662 SH       D       7          3662            0            0
CAPITAL TITLE GROUP INC COM    COM  140919101         5321         3041 SH       D       6          3041            0            0
CAPITAL TITLE GROUP INC        COM  140919101         1750         1000 SH       D       7          1000            0            0
CARDIAC PATHWAYS CORP COM      COM  141408302        17726         4727 SH       D       6          4727            0            0
CARDIA INC COM                 COM  14140R102            0          761 SH       D       6           761            0            0
CARDIMA INC                    COM  14147M106         7068         3900 SH       D       6          3900            0            0
CARDINAL BERGEN HEALTH INC     COM  14149Y108       321468         4150 SH       D       2          4150            0            0
CARDINAL BERGEN HEALTH INC     COM  14149Y108     34721328       448235 SH       D       3        435385            0        12850
CARDINAL HEALTH INC            COM  14149Y108      3720653        77716 SH       D       5         77716            0            0
CORDINAL HEALTH INC. COM       COM  14149Y108    320412915      6692683 SH       D       6       6159386          907       532390
CORDINAL HEALTH INC. COM       COM  14149Y108     13443318       263000 SH       D       7        182284            0        80716
CARDINAL HEALTH INC            COM  14149Y108       629221        13143 SH       S       7         13143            0            0
CARDIODYNAMICS INTL GROUP COM  COM  141597104       548900        99800 SH       D       6         99800            0            0
CARDIODYNAMICS INTL CORP       COM  141597104         9350         1700 SH       D       7          1700            0            0
CAREER EDUCATION CORP COM      COM  141665109      4199337       109429 SH       D       6        109429            0            0
Career Education Corp.         COM  141665109        41176         1073 SH       D       7          1073            0            0
CAREDATA.COM, INC. COM         COM  14166W100       714208       107805 SH       D       6        107805            0            0
CAREDATA.COM INC               COM  14166W100        18550         2800 SH       D       7          2800            0            0
CAREERBUILDER INC COM          COM  141684100       842025       130800 SH       D       6        130800            0            0
CareerBuilder Inc.             COM  141684100         6740         1047 SH       D       7          1047            0            0
CAREMARK RX INC COM            COM  141705103      6401941      1264581 SH       D       6       1264581            0            0
Caremark RX                    COM  141705103       236358        46688 SH       D       7         46688            0            0
CAREMATRIX CORP COM            COM  141706101       402245       160898 SH       D       6        160898            0            0
Carematrix Corp.               COM  141706101         4132         1653 SH       D       7          1653            0            0
CAREINSITE INC COM             COM  14170M106     35371700       439400 SH       D       6        431700            0         7700
CAREINSITE INC                 COM  14170M106       313950         3900 SH       D       7          3900            0            0
CAREY DIVERSIFIED LLC COM      COM  14174P105      4829574       286197 SH       D       6        286197            0            0
CAREY DIVERSIFIED LLC          COM  14174P105        22477         1332 SH       D       7          1332            0            0
CAREY INTERNATIONAL COM        COM  141750109      3613715       148255 SH       D       6        148255            0            0
Carey International            COM  141750109        32857         1348 SH       D       7          1348            0            0
CARIBBEAN CIGAR CO COM         COM  141834200            7          125 SH       D       6           125            0            0
CARIBINER INTL INC COM         COM  141888107       969122       267344 SH       D       6        267344            0            0
CARIBINER INTERNATIONAL, INC   COM  141888107         3889         1073 SH       D       7          1073            0            0
CARLETON CORP COM              COM  142209204         4417         1860 SH       D       6          1860            0            0
CARLISLE COS INC COM           COM  142339100     15861384       440594 SH       D       6        437643            0         2951
CARLISLE CORP                  COM  142339100       248560         6978 SH       D       7          4330            0         2648
CARLYLE INDUSTRIES INC COM     COM  143093102          851         1362 SH       D       6          1362            0            0
CARMIKE CINEMAS INC CL A C0M   COM  143436103      1625281       208036 SH       D       6        204736            0         3300
Carmike Cinemas Inc.           COM  143436103        10210         1307 SH       D       7          1307            0            0
CARNIVAL CORP                  COM  143658102         8740          180 SH       D       1             0          180            0
CARNIVAL CORP CLASS 'A' COM ST CLA  143658102       643400         8460 SH       D       2          8460            0            0
CARNIVAL CORP CLASS 'A' COM ST CLA  143658102     78719392      1035072 SH       D       3        982072            0        53000
CARNIVAL CORP CLASS 'A' COM ST CLA  143658102      3004057        39500 SH       D       4         39500            0            0
CARNIVAL CORP                  COM  143658102      8154278       170547 SH       D       5        170547            0            0
CARNIVAL CRUISE LINES INC      COM  143658102    678357773     14187875 SH       D       6      12965124         2048      1220703
CARNIVAL CRUISE LINES INC      COM  143658102     19159060       400707 SH       D       7        392029            0         8678
CARNIVAL CORP                  COM  143658102      1416827        29633 SH       S       7         29633            0            0
CAROLINA FINCORP INC COM       COM  143874105        15627         1534 SH       D       6          1534            0            0
CAROLINA FIRST BANCSHARES INC  COM  143875102      1745021        56291 SH       D       6         56291            0            0
CAROLINA FIRST CORP            COM  143877108      7306022       400330 SH       D       6        400330            0            0
Carolina First Corp.           COM  143877108        66138         3624 SH       D       7          3624            0            0
CARRIAGE SERVICES COM          COM  143905107      1053027       177352 SH       D       6        177352            0            0
Carriage Services Inc.         COM  143905107         9785         1648 SH       D       7          1648            0            0
CAROLINA POWER & LIGHT CO COM  COM  144141108       158268         3200 SH       D       2          3200            0            0
CAROLINA POWER & LIGHT CO COM  COM  144141108     12987648       262594 SH       D       3        246494            0        16100
CAROLINA POWER & LIGHT CO COM  COM  144141108       276970         5600 SH       D       4          5600            0            0
CAROLINA POWER & LIGHT         COM  144141108      1368013        44945 SH       D       5         44945            0            0
CAROLINA POWER & LIGHT CO COM  COM  144141108    119807308      3936344 SH       D       6       3605408          538       330398
CAROLINA POWER & LIGHT CO COM  COM  144141108      3528256       116064 SH       D       7        102323            0        13741
CAROLINA POWER & LIGHT         COM  144141108       235586         7740 SH       S       7          7740            0            0
CAROLINA SOUTHN BK SPARTANBURG COM  144162104         4277          329 SH       D       6           329            0            0
CAROLINA SOUTHERN BANK         COM  144162104         2074          159 SH       D       7           159            0            0
CARPENTER TECHNOLOGY CORP COM  COM  144285103     13279557       483993 SH       D       6        480593            0         3400
Carpenter Technology Corp.     COM  144285103        81160         2958 SH       D       7          2958            0            0
CARRAMERICA REALTY COM         COM  144418100     25699492      1216544 SH       D       6        754184            0       462360
CARRAMERCIA REALTY CORP        COM  144418100       413209        19617 SH       D       7         14817            0         4800
CARREKER ANTINORI INC COM      COM  144433109      1368401       150996 SH       D       6        150996            0            0
CARREKER-ANTINORI INC          COM  144433109         8274          913 SH       D       7           913            0            0
CARRIER ACCESS CORP COM        COM  144460102      9601522       142641 SH       D       6        142641            0            0
Carrier Access Corp.           COM  144460102       142365         2115 SH       D       7          2115            0            0
CARRINGTON LABS INC COM        COM  144525102        14114         7057 SH       D       6          7057            0            0
CARRIZO OIL & GAS INC          COM  144577103        10000         5000 SH       D       6          5000            0            0
CARSON INC COM                 COM  145845103         9750         3000 SH       D       6          3000            0            0
CARSON INC                     COM  145845103         7150         2200 SH       D       7          2200            0            0
CARTER-WALLACE INC COM         COM  146285101     11082379       617833 SH       D       6        617833            0            0
Carter Wallace Inc.            COM  146285101        85221         4751 SH       D       7          4751            0            0
CASCADE BANCORP COM            COM  147154108       682550        54604 SH       D       6         54604            0            0
CASCADE BANCORP                COM  147154108         9387          751 SH       D       7           751            0            0
CASCADE CORP COM               COM  147195101      2436515       265199 SH       D       6        265199            0            0
CASCADE CORP.                  COM  147195101         3923          427 SH       D       7           427            0            0
CASCADE FINANCIAL CORP COM     COM  147272108       278554        26372 SH       D       6         26372            0            0
CASCADE FINANCIAL CORP         COM  147272108         2640          250 SH       D       7           250            0            0
CASCADE NATURAL GAS CORP COM   COM  147339105      5573509       345644 SH       D       6        345644            0            0
Cascade Natural Gas Corp       COM  147339105        24719         1533 SH       D       7          1533            0            0
CASELLA WASTE SYS IN COM       COM  147448104      5226959       276925 SH       D       6        276925            0            0
Casella Waste Systems Inc.     COM  147448104        35522         1882 SH       D       7          1882            0            0
CASEYS GEN STORES INC COM      COM  147528103     10601421      1015705 SH       D       6       1015705            0            0
Casey's General Stores Inc.    COM  147528103        81997         7856 SH       D       7          7856            0            0
CASH AMER INT. INC. COM        COM  14754D100      5029098       515805 SH       D       6        515805            0            0
Cash America Intl. Inc.        COM  14754D100        34768         3566 SH       D       7          3566            0            0
CASINO DATA COM                COM  147583108       845544       211386 SH       D       6        211386            0            0
CASINO DATA SYSTEMS            COM  147583108         4000         1000 SH       D       7          1000            0            0
CASS COML CORP COM             COM  147741102       364095        17980 SH       D       6         17980            0            0
CASH TECHNOLOGIES INC          COM  147910103         1431          100 SH       D       7           100            0            0
CASTLE A M & CO COM            COM  148411101      2458805       209260 SH       D       6        209260            0            0
AM Castle & Co.                COM  148411101        18709         1581 SH       D       7          1581            0            0
CASTLE & COOKE COM             COM  148433105      3997196       315050 SH       D       6        315050            0            0
Castle & Cooke Inc.            COM  148433105        38443         3030 SH       D       7          3030            0            0
CASTLE ENERGY CORP NEW COM     COM  148449309       131950         5200 SH       D       6          5200            0            0
CASTLE ENERGY CORPORATION      COM  148449309         3324          131 SH       D       7           131            0            0
CASTLE DENTAL CTRS I COM       COM  14844P105        10728         3576 SH       D       6          3576            0            0
CASTLE DENTAL CENTERS INC      COM  14844P105         1500          500 SH       D       7           500            0            0
CATALINA LTG INC COM           COM  148865108        22618         4700 SH       D       6          4700            0            0
CATALINA LIGHTING              COM  148865108         1443          300 SH       D       7           300            0            0
CATALINA MARKETING COM         COM  148867104     35907965       310220 SH       D       6        310220            0            0
CATALINA MARKETING CORP.       COM  148867104       576857         5400 SH       D       7           917            0         4483
CATALYST INTL INC COM          COM  14887T105       694900        54502 SH       D       6         54502            0            0
CATALYST INTL INC              COM  14887T105         7127          559 SH       D       7           559            0            0
CATALYST SEMICONDUCTOR INC     COM  148881105         6412         1900 SH       D       7          1900            0            0
CATALYTICA COM                 COM  148885106     11435723       843187 SH       D       6        843187            0            0
Catalytica Inc.                COM  148885106       114738         8460 SH       D       7          8460            0            0
CATAPULT COMMUNICATIONS CORP C COM  149016107      1529312       153893 SH       D       6        153893            0            0
Catapult Communications Corp.  COM  149016107        11418         1149 SH       D       7          1149            0            0
CATELLUS DEV CORP COM          COM  149111106     15860376      1237883 SH       D       6       1233117            0         4766
CATELLUS DEVELOPMENT CORP      COM  149111106       449321        35274 SH       D       7         14258            0        21016
CATERPILLAR INC                COM  149123101        12391          240 SH       D       1             0          240            0
CATERPILLAR INC COM STOCK US$1 COM  149123101       375880         5070 SH       D       2          5070            0            0
CATERPILLAR INC COM STOCK US$1 COM  149123101     44452375       599588 SH       D       3        565988            0        33600
CATERPILLAR INC COM STOCK US$1 COM  149123101       934141        12600 SH       D       4         12600            0            0
CATERPILLAR INC                COM  149123101      4648551        98774 SH       D       5         98774            0            0
CATERPILLAR INC COM            COM  149123101    432041186      9180158 SH       D       6       8432669         1201       746288
CATERPILLAR INC COM            COM  149123101     12601674       264298 SH       D       7        233954            0        30344
CATERPILLAR. INC               COM  149123101       125043         2700 SH       D       9          2700            0            0
CATERPILLAR                    COM  149123101       807874        17166 SH       S       7         17166            0            0
CATHAY BANCORP COM             COM  149150104      5168665       126065 SH       D       6        126065            0            0
Cathay Bancorp Inc.            COM  149150104        52234         1274 SH       D       7          1274            0            0
CATHERINES STORES INC COM      COM  14916F100      3726177       177437 SH       D       6        177437            0            0
CATHERINES STORES CORP         COM  14916F100         6825          325 SH       D       7           325            0            0
CATO CORP NEW CL A             COM  149205106     10644428       843123 SH       D       6        834823            0         8300
Cato Corp.                     COM  149205106        38417         3043 SH       D       7          3043            0            0
CATSKILL FINL CORP COM         COM  149348104       329725        24200 SH       D       6         24200            0            0
CAVALIER HOMES INC COM         COM  149507105       899230       228376 SH       D       6        228376            0            0
CAVALIER HOMES INC             COM  149507105         2850          724 SH       D       7           724            0            0
CAVALRY BANCORP COM            COM  149547101       896890        54357 SH       D       6         54357            0            0
CAVALRY BANCORP INC            COM  149547101         4521          274 SH       D       7           274            0            0
CAVANAUGHS HOSPITALITY CORP CO COM  149564106       650215        78814 SH       D       6         78814            0            0
CAVANAUGHS HOSPITALITY CORP    COM  149564106         4669          566 SH       D       7           566            0            0
CAVION TECHNOLOGIES COM        COM  149649105          775          100 SH       D       6           100            0            0
CAVION TECHNOLOGIES, INC       COM  149649105         3100          400 SH       D       7           400            0            0
CEDAR INCOME FD LTD COM        COM  150438109         3450          600 SH       D       6           600            0            0
CEDAR INCOME FUND LTD          COM  150438109         3450          600 SH       D       7           600            0            0
CEL-SCI CORP COM               COM  150837409        14625         6500 SH       D       6          6500            0            0
CELADON GROUP COM              COM  150838100       415828        72318 SH       D       6         72318            0            0
CELADON GROUP INC              COM  150838100         2558          445 SH       D       7           445            0            0
CELL GENESYS COM               COM  150921104      4531153       353651 SH       D       6        353651            0            0
CELL GENESYS INC               COM  150921104        13568         1059 SH       D       7          1059            0            0
CELLSTAR CORP COM              COM  150925105      6338831       641907 SH       D       6        641907            0            0
CellStar Corporation           COM  150925105        61541         6232 SH       D       7          6232            0            0
CELEBRITEK INC COM             COM  150926103        79462         4075 SH       D       6          4075            0            0
CELERITEK INC                  COM  150926103         3900          200 SH       D       7           200            0            0
CELL THERAPEUTICS INC COM      COM  150934107        98287        14041 SH       D       6         14041            0            0
CELL THERAPEUTICS INC          COM  150934107         4830          690 SH       D       7           690            0            0
CENTENNIAL HEALTHCARE COM      COM  150937100        21570         7190 SH       D       6          7190            0            0
CENTENNIAL HEALTHCARE CORP     COM  150937100         1917          639 SH       D       7           639            0            0
CELERIS CORP                   COM  15100K201         2394         1666 SH       D       6          1666            0            0
CELESTIAL SEASONINGS COM       COM  151016102      2418756       129975 SH       D       6        129975            0            0
CELESTIAL SEASONINGS INC       COM  151016102         5713          307 SH       D       7           307            0            0
CELGENE CORP COM               COM  151020104     18017090       257387 SH       D       6        257387            0            0
Celgene Corp.                  COM  151020104       171150         2445 SH       D       7          2445            0            0
CELL PATHWAYS INC COM          COM  15114R101      3641752       393703 SH       D       6        393703            0            0
Cell Pathways Inc.             COM  15114R101        25872         2797 SH       D       7          2797            0            0
CELL TECH INTERNATIONAL INC    COM  15115B105          468          341 SH       D       6           341            0            0
CELLEGY PHARMACEUDICALS INC CO COM  15115L103       213725        63326 SH       D       6         63326            0            0
CELLEGY PHARMACEUTICALS INC    COM  15115L103         7762         2300 SH       D       7          2300            0            0
CELLNET DATA SYS INC. COMMON S COM  15115M101       738842       656749 SH       D       6        656749            0            0
CellNet Data Systems Inc.      COM  15115M101         7315         6503 SH       D       7          6503            0            0
CELLULAR TECH COM              COM  151167301       112065        14460 SH       D       6         14460            0            0
CELLULAR TECHNICAL SERVICES    COM  151167301        12400         1600 SH       D       7          1600            0            0
CEMENTOS LIMA (1 ADR REP 1 COM ADR  151263100       162345         6421 SH       D       3          6421            0            0
CENDANT CORP                   COM  151313103       438653        10468 SH       D       2         10468            0            0
CENDANT CORP                   COM  151313103     50625511      1208125 SH       D       3       1149925            0        58200
CENDANT CORPORATION            COM  151313103      5347031       201300 SH       D       5        201300            0            0
CENDANT CORP COM               COM  151313103    479192607     18040192 SH       D       6      16565228         2447      1472517
CENDANT CORP COM               COM  151313103     16146663       620187 SH       D       7        486993            0       133194
CENDANT CORP.                  COM  151313103       924906        34820 SH       S       7         34820            0            0
CENIT BANCORP INC COM          COM  15131W109       937177        54133 SH       D       6         54133            0            0
CENIT BANCORP INC              COM  15131W109         3081          178 SH       D       7           178            0            0
CENTENNIAL BANCORP COM         COM  15133T104      2766286       257329 SH       D       6        257329            0            0
Centennial Bancorp             COM  15133T104        25585         2380 SH       D       7          2380            0            0
CENTENNIAL COM                 COM  15133V208      7153604        86318 SH       D       6         79718            0         6600
CENTENNIAL CELLULAR CORP - A   COM  15133V208       590808         7203 SH       D       7          2824            0         4379
CENTENNIAL TECHNOLDIES INC COM COM  151392206         1386          132 SH       D       6           132            0            0
CENTER BANCORP INC COM         COM  151408101         5675          376 SH       D       6           376            0            0
CENTER BANCORP INC             COM  151408101         3169          210 SH       D       7           210            0            0
CENTER TRUST INC COM           COM  151845104      5540339       571906 SH       D       6        568006            0         3900
Center Trust Inc.              COM  151845104        36357         3753 SH       D       7          3753            0            0
CENTERPOINT PPYYS CORP COM     COM  151895109     21933867       611397 SH       D       6        474218            0       137179
Centerpoint Properties Trust   COM  151895109       109562         3054 SH       D       7          3054            0            0
CENTERSPAN COMMUNICATIONS CORP COM  152012100       948781        29306 SH       D       6         29306            0            0
CENTERSPAN COMMUNICATIONS      COM  152012100        19295          596 SH       D       7           596            0            0
CENTEX CORP                    COM  152312104       825512        20800 SH       D       3         20800            0            0
CENTEX CORP                    COM  152312104       426180        17263 SH       D       5         17263            0            0
CENTEX CORP COM                COM  152312104     41064398      1663368 SH       D       6       1484468          204       178696
CENTEX CORP COM                COM  152312104      1436568        58740 SH       D       7         48607            0        10133
CENTEX CORP                    COM  152312104        71346         2890 SH       S       7          2890            0            0
CENTIGRAM COMM COM             COM  152317103      1522524        90897 SH       D       6         90897            0            0
CENTIGRAM COMMUNICATIONS CORP  COM  152317103         5360          320 SH       D       7           320            0            0
CENTEX CONSTRUCTION PRODUCTS C COM  15231R109     26088660       668940 SH       D       6        592110            0        76830
Centex Construction Products   COM  15231R109       103779         2661 SH       D       7          2661            0            0
CENTRAL & SOUTHWESTERN CORP CO COM  152357109       376483        11500 SH       D       1         11500            0            0
CENTRAL & SOUTHWESTERN CORP CO COM  152357109       232437         7100 SH       D       2          7100            0            0
CENTRAL & SOUTHWESTERN CORP CO COM  152357109     12055085       368233 SH       D       3        347733            0        20500
CENTRAL & SOUTHWESTERN CORP CO COM  152357109       664574        20300 SH       D       4         20300            0            0
CENTRAL & SOUTH WEST CORP      COM  152357109      1200780        60039 SH       D       5         60039            0            0
CENTRAL & SOUTH WEST CORP COM  COM  152357109    122374300      6118715 SH       D       6       5580495          729       537491
CENTRAL & SOUTH WEST CORP COM  COM  152357109      3726387       186025 SH       D       7        167764            0        18261
CENTRAL & SOUTH WEST CORP      COM  152357109       206000        10300 SH       S       7         10300            0            0
CENTRAL BANCORP INC COM        COM  152418109         3910          237 SH       D       6           237            0            0
CENTRAL COAST BANCORP COM      COM  153145107       957561        58034 SH       D       6         58034            0            0
CENTRAL COAST BANCORP          COM  153145107         5577          338 SH       D       7           338            0            0
PERSONAL GROUP OF AMERICA INC  COM  153381097        49375         5000 SH       D       9          5000            0            0
PERSONNEL GROUP AMERICA        CNV  15338AE91      1613227      2000000 SH       D       9       2000000            0            0
CENTRAL FINANCIAL AC COM       COM  153470109        23349         3166 SH       D       6          3166            0            0
CENTRAL FINL ACCEPTANCE CORP   COM  153470109         2212          300 SH       D       7           300            0            0
CENTRAL GARDEN & PET COM       COM  153527106      5283655       509268 SH       D       6        509268            0            0
Central Garden & Pet Co.       COM  153527106        34600         3335 SH       D       7          3335            0            0
CENTRAL NEWSPAPERS INC CL A    COM  154647101     22581326       573494 SH       D       6        566192            0         7302
CENTRAL NEWSPAPERS CL A        COM  154647101       480553        12828 SH       D       7          5937            0         6891
CENTRAL PACKAGE CORP COM       COM  154785109      3629542       189780 SH       D       6        189780            0            0
Central Parking Corp.          COM  154785109        58579         3063 SH       D       7          3063            0            0
CENTRAL VERMONT PUB SERVICE CO COM  155771108      2280603       214645 SH       D       6        214645            0            0
CTRL VERMONT PUB SERV          COM  155771108         4483          422 SH       D       7           422            0            0
CENTURA BKS INC COM            COM  15640T100     17081670       387120 SH       D       6        384143            0         2977
CENTURA BANKS INC              COM  15640T100       276938         6420 SH       D       7          4390            0         2030
CENTURA SOFTWARE CORP          COM  15640W103       217500        40000 SH       D       6         40000            0            0
CENTURA SOFTWARE CORPORATION   COM  15640W103        10875         2000 SH       D       7          2000            0            0
CENTURY ALUM CO COM            COM  156431108      2429880       161992 SH       D       6        161992            0            0
CENTURY ALUMINUM COMPANY       COM  156431108        11055          737 SH       D       7           737            0            0
CENTURY BANCORP INC MASS CL A  COM  156432106       339511        20893 SH       D       6         20893            0            0
CENTURY BANCORP INC CL A       COM  156432106         2616          161 SH       D       7           161            0            0
CENTURY BUSINESS SERV COM      COM  156490104      9643295      1142909 SH       D       6       1142909            0            0
Century Business Services      COM  156490104        89243        10577 SH       D       7         10577            0            0
CENTURY SOUTH BKS INC COM      COM  156683104      3561943       159193 SH       D       6        159193            0            0
Century South Banks Inc.       COM  156683104        32041         1432 SH       D       7          1432            0            0
CENTURYTEL INC                 COM  156686107         7785          180 SH       D       1             0          180            0
CENTURYTEL INC USD$1           COM  156700106      2764728        36990 SH       D       3         36990            0            0
CENTURYTEL INC COM             COM  156700106    183830540      3880328 SH       D       6       3504784          483       375061
CENTURYTEL INC COM             COM  156700106      5807136       123559 SH       D       7        111570            0        11989
CENTURYTEL INC                 COM  156700106       315517         6660 SH       S       7          6660            0            0
CEPHALON INC. COM              COM  156708109     19087728       552267 SH       D       6        552267            0            0
Cephalon Inc.                  COM  156708109       156015         4514 SH       D       7          4514            0            0
CERADYNE INC CALIF COM         COM  156710105         3955          867 SH       D       6           867            0            0
CERADYNE INC                   COM  156710105        12775         2800 SH       D       7          2800            0            0
CERBCO INC COM                 COM  156713109         3415          643 SH       D       6           643            0            0
CERAMICA CARABOBO CA ADR B SHR ADR  15671P506        83823        33184 SH       D       3         33184            0            0
CERES GROUP INC COM            COM  156772105       560392        80056 SH       D       6         80056            0            0
CERES GROUP, INC.              COM  156772105         2961          423 SH       D       7           423            0            0
CERIDIAN CORP COM STOCK US$0.5 COM  15677T106      7752612       221159 SH       D       3        221159            0            0
CERIDIAN CORP                  COM  15677T106       869227        40312 SH       D       5         40312            0            0
CERIDIAN CORP COM              COM  15677T106     75254441      3490061 SH       D       6       3205935          506       283620
CERIDIAN CORP COM              COM  15677T106      2818673       131766 SH       D       7         93976            0        37790
CERIDIAN CORP                  COM  15677T106       150075         6960 SH       S       7          6960            0            0
CERNER CORP COM                COM  156782104     10908450       554080 SH       D       6        554080            0            0
Cerner Corp.                   COM  156782104        81092         4119 SH       D       7          4119            0            0
CERPROBE CORP COM              COM  156787103        32671         4430 SH       D       6          4430            0            0
CERPROBE CORP                  COM  156787103         2094          284 SH       D       7           284            0            0
CERION TECNOLOGIES INC COM     COM  156916108          180         3000 SH       D       6          3000            0            0
CERUS CORP COM                 COM  157085101      3361021       126831 SH       D       6        126831            0            0
CERUS CORP                     COM  157085101        11845          447 SH       D       7           447            0            0
CHAD THERAPEUTICS INC COM      COM  157228107         6371         9268 SH       D       6          9268            0            0
CHALONE INC COM                COM  157639105       419971        48342 SH       D       6         48342            0            0
CHALONE WINE GROUP LTD         COM  157639105         9730         1120 SH       D       7          1120            0            0
CHAMPION ENTERPRISES INC COM   COM  158496109      7933010       926483 SH       D       6        926483            0            0
Champion Enterprises Inc.      COM  158496109        85068         9935 SH       D       7          9935            0            0
CHAMPION INDS INC COM          COM  158520106       352432        84163 SH       D       6         84163            0            0
CHAMPION INDUSTRIES INC/WV     COM  158520106         6834         1632 SH       D       7          1632            0            0
CHAMPION INTERNATIONAL CORP CO COM  158525105       191792         2000 SH       D       2          2000            0            0
CHAMPION INTERNATIONAL CORP CO COM  158525105     15899965       165804 SH       D       3        153004            0        12800
CHAMPION INTERNATIONAL CORP CO COM  158525105      1006909        10500 SH       D       4         10500            0            0
CHAMPION INTERNATIONAL CORP    COM  158525105      1658934        26784 SH       D       5         26784            0            0
CHAMPION INTERNATIONAL CORP CO COM  158525105    153013001      2470442 SH       D       6       2271324          330       198788
CHAMPION INTERNATIONAL CORP CO COM  158525105      4426245        71214 SH       D       7         63023            0         8191
CHAMPION INTERNATIONAL         COM  158525105       283673         4580 SH       S       7          4580            0            0
CHAMPIONSHIP AUTO RA COM       COM  158711101      3665165       159355 SH       D       6        159355            0            0
Championship Auto Racing       COM  158711101        36547         1589 SH       D       7          1589            0            0
CHAMPPS ENTERTAINMENT INC COM  COM  158787101        34244         9784 SH       D       6          9784            0            0
CHAMPPS ENTERTAINMENT INC      COM  158787101         1816          519 SH       D       7           519            0            0
CHANNELL COML CORP COM         COM  159186105       192150        16800 SH       D       6         16800            0            0
CHANNELL COMMERCIAL CORP       COM  159186105         4666          408 SH       D       7           408            0            0
CHARLES RIVER ASSOCIATES COM   COM  159852102      3067394        91564 SH       D       6         91564            0            0
Charles River Associates       COM  159852102        37118         1108 SH       D       7          1108            0            0
CHART HOUSE ENTERPRISES INC CO COM  160902102       435256        98086 SH       D       6         98086            0            0
CHART HOUSE ENTERPRISES INC.   COM  160902102         2334          526 SH       D       7           526            0            0
CHARTER ONE FINL INC           COM  160903100     59171612      3093940 SH       D       6       3075552            0        18388
CHARTER ONE FIN INC            COM  160903100       718407        38539 SH       D       7         26105            0        12434
CHARTER MUN MTG ACCE COM       COM  160908109      3416077       290730 SH       D       6        290730            0            0
Charter Municipal Mtg. Accept. COM  160908109        34169         2908 SH       D       7          2908            0            0
CHARLOTTE RUSSE HLDG. INC COM  COM  161048103       793800        37800 SH       D       6         37800            0            0
CHARMING SHOPPES INC COM       COM  161133103     12524257      1890454 SH       D       6       1890454            0            0
Charming Shoppes Inc.          COM  161133103       139926        21121 SH       D       7         21121            0            0
CHART INDS. COM                COM  16115Q100      1203016       300754 SH       D       6        300754            0            0
Chart Industries Inc.          COM  16115Q100        10476         2619 SH       D       7          2619            0            0
CHARTER COMMUNICATIONS COM     COM  16117M107     27135937      1240500 SH       D       6       1240500            0            0
CHARTER COMMUNICATIONS INC-A   COM  16117M107       105000         4800 SH       D       7          4800            0            0
CHARTER FED SVGS ESCROW COM    COM  161223987            0        95852 SH       D       6         95852            0            0
CHASE CORP                     COM  16150R104        19575         1800 SH       D       6          1800            0            0
CHASE CORP                     COM  16150R104         1087          100 SH       D       7           100            0            0
CHASE INDUSTRIES INC. COM      COM  161568100       890207       109564 SH       D       6        109564            0            0
CHASE INDUSTRIES               COM  161568100         3298          406 SH       D       7           406            0            0
"CHASE MANHATTAN ""NEW"" COM S COM  16161A108      9713705        82845 SH       D       1         69800        13045            0
"CHASE MANHATTAN ""NEW"" COM S COM  16161A108      4031059        32040 SH       D       2         32040            0            0
"CHASE MANHATTAN ""NEW"" COM S COM  16161A108    188624252      1499239 SH       D       3       1431087            0        68152
"CHASE MANHATTAN ""NEW"" COM S COM  16161A108      5021964        39916 SH       D       4         39916            0            0
CHASE MANHATTAN CORP           COM  16161A108     18018683       231938 SH       D       5        231938            0            0
CHASE MANHATTAN CORP COM       COM  16161A108   1811350720     23315858 SH       D       6      21290941         2796      2022121
CHASE MANHATTAN CORP COM       COM  16161A108     49106313       636001 SH       D       7        564785            0        71216
CHASE MANHATTAN BANK           COM  16161A108         7756          100 SH       D       9           100            0            0
CHASE MANHATTAN CORPORATION    COM  16161A108      3105169        39970 SH       S       7         39970            0            0
CHASTAIN CAP CORP COM          COM  161697107          175          400 SH       D       6           400            0            0
CHASTAIN CAPITAL CORP          COM  161697107           87          200 SH       D       7           200            0            0
CHATEAU COMMUNITIES INC COM    COM  161726104     17951940       692123 SH       D       6        504093            0       188030
Chateau Communities Inc.       COM  161726104        91092         3512 SH       D       7          3512            0            0
CHATTEM INC                    COM  162456107      9572333       503807 SH       D       6        474707            0        29100
Chattem Inc.                   COM  162456107        75487         3973 SH       D       7          3973            0            0
CHAUS BERNARD INC COM          COM  162510200        45837        19300 SH       D       6         19300            0            0
CHAUS (BERNARD) INC            COM  162510200         1900          800 SH       D       7           800            0            0
CHEAP TICKETS INC COM          COM  162672109      1442443       105384 SH       D       6        105384            0            0
Cheap Tickets Inc.             COM  162672109        19039         1391 SH       D       7          1391            0            0
CHECKER`S DRIVE-IN REST WTS    RT   162809115          152         2434 SH       D       6          2434            0            0
CHECKER`S DRIVE-IN REST COM    COM  162809305        12273         5455 SH       D       6          5455            0            0
CHECKFREE HOLDINGS CORP COM    COM  162816102     58212456       557057 SH       D       6        557057            0            0
CHECKFREE HOLDINGS CORP        COM  162816102      1481473        15703 SH       D       7          4981            0        10722
CHECKPOINT SYSTEMS INC COM     COM  162825103      5577218       547457 SH       D       6        547457            0            0
Checkpoint Systems Inc.        COM  162825103        42390         4161 SH       D       7          4161            0            0
CHEESECAKE FACTORY COM         COM  163072101     11978085       342231 SH       D       6        342231            0            0
Cheesecake Factory Inc.        COM  163072101        90685         2591 SH       D       7          2591            0            0
CHELSEA GCA RLTY INC C0M       COM  163262108     13148548       441968 SH       D       6        333171            0       108797
Chelsea GCA Realty Inc.        COM  163262108        70924         2384 SH       D       7          2384            0            0
CHEMDEX CORP COM               COM  163595101     19712490       177590 SH       D       6        177590            0            0
CHEMDEX CORP                   COM  163595101       188700         1700 SH       D       7          1700            0            0
CHEMED CORP COM                COM  163596109      4761225       166331 SH       D       6        166331            0            0
Chemed Corp.                   COM  163596109        38500         1345 SH       D       7          1345            0            0
CHEMFIRST INC COM              COM  16361A106      7150587       326884 SH       D       6        326884            0            0
Chemfirst Inc.                 COM  16361A106        77371         3537 SH       D       7          3537            0            0
CHEMFAB CORP COM               COM  16361L102      1660109       106247 SH       D       6        106247            0            0
CHEMFAB CORP                   COM  16361L102         4515          289 SH       D       7           289            0            0
CHEMICAL FINL CORP COM         COM  163731102      6835180       214437 SH       D       6        214437            0            0
Chemical Financial Corp.       COM  163731102        60721         1905 SH       D       7          1905            0            0
CHEQUEMATE INTL INC COM        COM  164126104       445318       165700 SH       D       6        165700            0            0
CHEROKEE INC DEL NEW COM       COM  16444H102       384037        46200 SH       D       6         46200            0            0
CHEROKEE INC                   COM  16444H102         3233          389 SH       D       7           389            0            0
CHERRY CORP COM                COM  164541401       936221        88115 SH       D       6         88115            0            0
CHESTER BANCORP INC            COM  164903106        14962          900 SH       D       6           900            0            0
CHESAPEAKE BIOLOGICAL LABS INC COM  165146101        11055         3610 SH       D       6          3610            0            0
CHESAPEAKE CORP             CO COM  165159104     13082426       428932 SH       D       6        428932            0            0
Chesapeake Corp.               COM  165159104       147162         4825 SH       D       7          4825            0            0
CHESAPEAKE ENERGY COM          COM  165167107      2794745      1176735 SH       D       6       1176735            0            0
Chesapeake Energy Corp.        COM  165167107        35114        14785 SH       D       7         14785            0            0
CHESAPEAKE UTILS CORP COM      COM  165303108      1011966        55073 SH       D       6         55073            0            0
CHESAPEAKE UTILITIES CORP      COM  165303108         3436          187 SH       D       7           187            0            0
CHESTER VALLEY BANCORP         COM  166335109        10977          697 SH       D       7           697            0            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107      2626647        19094 SH       D       1         19002           92            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107      1327017         9630 SH       D       2          9630            0            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107    155088506      1125458 SH       D       3       1065458            0        60000
CHEVRON CORP COM STOCK US$1.50 COM  166751107      3100507        22500 SH       D       4         22500            0            0
CHEVRON CORP                   COM  166751107     15826560       182702 SH       D       5        182702            0            0
CHEVRON CORP COM               COM  166751107   1545103444     17836692 SH       D       6      16154265         2194      1680233
CHEVRON CORP COM               COM  166751107     42188779       485007 SH       D       7        428905            0        56102
CHEVRON CORPORATION            COM  166751107      2750343        31750 SH       S       7         31750            0            0
CHIC BY HIS COM                COM  167113109         4048         6478 SH       D       6          6478            0            0
CHIC BY HIS INC                COM  167113109         2000         3200 SH       D       7          3200            0            0
CHICAGO TITLE CORP COM         COM  168228104     27371628       591819 SH       D       6        587619            0         4200
Chicago Title Corp.            COM  168228104       213813         4623 SH       D       7          4623            0            0
CHICOS FAS INC COM             COM  168615102      8737540       232227 SH       D       6        232227            0            0
Chico's FAS Inc.               COM  168615102        40446         1075 SH       D       7          1075            0            0
CHIEF CONSOLIDATED MINING CO C COM  168628105        11556         4300 SH       D       6          4300            0            0
CHIEF CONSOLIDATED MINING CO   COM  168628105          806          300 SH       D       7           300            0            0
CHILDRENS COMPREHENS COMMON ST COM  16875K202        23681         4210 SH       D       6          4210            0            0
CHILDRENS COMPREHENSIVE SVCS   COM  16875K202         8268         1470 SH       D       7          1470            0            0
CHILDTIME LEARNING CTRS INC CO COM  168820108       191886        15506 SH       D       6         15506            0            0
CHILDTIME LEARNING CENTERS     COM  168820108         8662          700 SH       D       7           700            0            0
CHILECTRA SPON ADR 144A        COM  168884104      1269042        39350 SH       D       3         39350            0            0
CHILDRENS PL RETAIL COM        COM  168905107      3950243       240319 SH       D       6        240319            0            0
Childrens Place                COM  168905107        45137         2746 SH       D       7          2746            0            0
CHOICE HOTELS INTERNATIONAL CO COM  169905106     13121911       766243 SH       D       6        766243            0            0
Choice Hotels Intl. Inc.       COM  169905106       196903        11498 SH       D       7         11498            0            0
CHIQUITA BRANDS INTL INC COM   COM  170032106      4218817       888172 SH       D       6        888172            0            0
Chiquita Brands Intl. Inc.     COM  170032106        52440        11040 SH       D       7         11040            0            0
CHIREX INC COM                 COM  170038103      5091825       348159 SH       D       6        348159            0            0
Chirex Inc.                    COM  170038103        29835         2040 SH       D       7          2040            0            0
CHIRON CORP COM STOCK US$0.01  COM  170040109       214146         3090 SH       D       2          3090            0            0
CHIRON CORP COM STOCK US$0.01  COM  170040109     16549718       238802 SH       D       3        221002            0        17800
CHIRON CORP COM                COM  170040109     81553739      1924572 SH       D       6       1918883            0         5689
CHIRON CORPORATION             COM  170040109      1590804        36566 SH       D       7         19168            0        17398
CHITTENDEN CORP COM            COM  170228100     16173531       545942 SH       D       6        545942            0            0
Chittenden Corp.               COM  170228100       129313         4365 SH       D       7          4365            0            0
CHOICEPOINT INC COM            COM  170388102     23618587       570842 SH       D       6        570842            0            0
ChoicePoint Inc.               COM  170388102       289459         6996 SH       D       7          6996            0            0
CHOLESTECH CORP COM            COM  170393102       927771       142734 SH       D       6        142734            0            0
CHRIS-CRAFT INDUSTRIES INC COM COM  170520100      4651764        40052 SH       D       3         30437            0         9615
CHRIS-CRAFT INDUSTRIES INC COM COM  170520100     36582738       507213 SH       D       6        505470            0         1743
CHRIS-CRAFT INDUSTRIES INC.    COM  170520100       304316         4249 SH       D       7          3047            0         1202
CHROMATICS COLOR SCIENCES INTL COM  171116304      1339399       190491 SH       D       6        190491            0            0
CHROMATICS COLOR SCIENCES      COM  171116304         6806          968 SH       D       7           968            0            0
CHROMCRAFT REVINGTON COM       COM  171117104      1190017       113335 SH       D       6        113335            0            0
CHROMCRAFT REVINGTON INC       COM  171117104         4221          402 SH       D       7           402            0            0
CHROMAVISION MEDICAL SYSTEMS I COM  17111P104      1919700       125882 SH       D       6        125882            0            0
CHROMAVISION MEDICAL SYSTEMS   COM  17111P104        12749          836 SH       D       7           836            0            0
CHRONOMED COM                  COM  171164106      1225710       159442 SH       D       6        159442            0            0
CHRONIMED, INC                 COM  171164106         4197          546 SH       D       7           546            0            0
CHUBB CORP                     COM  171232101        53560         1000 SH       D       1             0         1000            0
CHUBB CORP COM STOCK US$1      COM  171232101       249507         2740 SH       D       2          2740            0            0
CHUBB CORP COM STOCK US$1      COM  171232101     26853175       294892 SH       D       3        283392            0        11500
CHUBB CORP COM STOCK US$1      COM  171232101       937928        10300 SH       D       4         10300            0            0
CHUBB CORP                     COM  171232101      2750471        48843 SH       D       5         48843            0            0
CHUBB CORP COM                 COM  171232101    250437061      4447273 SH       D       6       4083074          594       363605
CHUBB CORP COM                 COM  171232101      7110361       126151 SH       D       7        111084            0        15067
CHUBB CORP                     COM  171232101       477755         8484 SH       S       7          8484            0            0
CHURCH & DWIGHT CO INC COM     COM  171340102     22260043       834100 SH       D       6        834100            0            0
Church & Dwight Co. Inc.       COM  171340102       160872         6028 SH       D       7          6028            0            0
CHURCHILL DOWNS INC COM        COM  171484108      2851922       126401 SH       D       6        126401            0            0
Churchill Downs Inc.           COM  171484108        28609         1268 SH       D       7          1268            0            0
CHYRON CORP COM                COM  171605207        25999        17333 SH       D       6         17333            0            0
CIBER COM                      COM  17163B102     23424830       851812 SH       D       6        851812            0            0
Ciber Inc.                     COM  17163B102       289987        10545 SH       D       7         10545            0            0
CIDCO INC COM                  COM  171768104       827201       152129 SH       D       6        152129            0            0
CIDCO INC.                     COM  171768104        14295         2629 SH       D       7          2629            0            0
CIENA CORP USD0.01             COM  171779101       191228         2100 SH       D       2          2100            0            0
CIENA CORP USD0.01             COM  171779101     15247171       167439 SH       D       3        167439            0            0
CIENA CORP COM                 COM  171779101     88586800      1540640 SH       D       6       1535940            0         4700
CIENA CORPORATION              COM  171779101      3181626        55175 SH       D       7         18919            0        36256
CIFRA SA ADR REP 10 'V' SHS    ADR  171785405      3938156       122174 SH       D       3         51816            0        70358
CILCORP INC COM                COM  171794100       104300         1600 SH       D       6          1600            0            0
CIMA LABS COM                  COM  171796105      1328155       101677 SH       D       6        101677            0            0
CIMA LABS INC                  COM  171796105        27431         2100 SH       D       7          2100            0            0
CINCINNATI FINANCIAL CORP COM  COM  172062101       153000         3050 SH       D       2          3050            0            0
CINCINNATI FINANCIAL CORP COM  COM  172062101     13717490       273452 SH       D       3        248477            0        24975
CINCINNATI FINANCIAL CORP COM  COM  172062101    128859172      4131757 SH       D       6       3790150          557       341050
CINCINNATI FINANCIAL CORP COM  COM  172062101      3822898       122418 SH       D       7        109035            0        13383
CINCINNATI FINANCIAL CORP      COM  172062101       249967         8015 SH       S       7          8015            0            0
CINEMASTAR LUXURY THEATERS COM COM  17244C202         1546          825 SH       D       6           825            0            0
CINERGY CORP COM STOCK US$0.01 COM  172474108     10159274       261283 SH       D       3        241783            0        19500
CINERGY CORP COM               COM  172474108     97464472      4039978 SH       D       6       3710749          513       328716
CINERGY CORP COM               COM  172474108      2850683       117878 SH       D       7        104984            0        12894
 CINERGY CORP                  COM  172474108       184797         7660 SH       S       7          7660            0            0
CIPRICO INC COM                COM  172529109       854884        73936 SH       D       6         73936            0            0
CIPRICO INC                    COM  172529109         2520          218 SH       D       7           218            0            0
CIRCLE INTERNATIONAL GROUP INC COM  172574105      5814970       261347 SH       D       6        261347            0            0
Circle International Grp. Inc. COM  172574105        44188         1986 SH       D       7          1986            0            0
CIRCUIT CITY STORES            COM  172737108       209442         2860 SH       D       2          2860            0            0
CIRCUIT CITY STORES            COM  172737108     23524559       321235 SH       D       3        298235            0        23000
CIRCUIT CITY GROUP COM         COM  172737108    221823492      4922574 SH       D       6       4516820          654       405100
CIRCUIT CITY GROUP COM         COM  172737108      8245103       179962 SH       D       7        131441            0        48521
CIRCUIT CITY STORES            COM  172737108       438368         9728 SH       S       7          9728            0            0
CIRCUIT CITY GROUP COM         COM  172737306       413340       178742 SH       D       6        178742            0            0
CIRCON INTL INC COM            COM  17273K109      3123295       302843 SH       D       6        302843            0            0
CIRCOR INTERNATIONAL INC       COM  17273K109        11410         1106 SH       D       7          1106            0            0
CIRRUS LOGIC INC COM           COM  172755100     17666619      1327070 SH       D       6       1327070            0            0
Cirrus Logic Inc.              COM  172755100       189756        14254 SH       D       7         14254            0            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102     62434975       476587 SH       D       1        207700       268887            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102     15641387        91394 SH       D       2         91394            0            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102   1008177079      5890867 SH       D       3       5653117            0       237750
CISCO SYSTEMS COM STOCK NPV    COM  17275R102     20425844       119350 SH       D       4        119350            0            0
CISCO SYSTEMS INC              COM  17275R102     99392181       927815 SH       D       5        927815            0            0
CISCO SYS INC COM              COM  17275R102   9224363870     86072211 SH       D       6      78557512        10828      7503871
CISCO SYS INC COM              COM  17275R102    362111094      3390931 SH       D       7       2451459            0       939472
CISCO SYSTEMS NPV              COM  17275R102       890126         8390 SH       D       9          8390            0            0
CISCO SYSTEMS, INC             COM  17275R102     16835872       157161 SH       S       7        157161            0            0
CITADEL COMMUNICATIONS CORP CO COM  172853202     19304205       297560 SH       D       6        297560            0            0
Citadel Communications Corp.   COM  172853202       244124         3763 SH       D       7          3763            0            0
CITADEL HLDG CORP COM          COM  172862104         4747         1381 SH       D       6          1381            0            0
CITADEL HOLDING CORP           COM  172862104         5156         1500 SH       D       7          1500            0            0
BIG 4 RANCH INC COM            COM  172862971            0       116610 SH       D       6        116610            0            0
CINTAS CORP COM                COM  172908105     60363972      1136263 SH       D       6       1136263            0            0
CINTAS CORP                    COM  172908105      1839463        34463 SH       D       7         13253            0        21210
CITIGROUP INC COM STK          COM  172967101     34025663       474498 SH       D       1        238200       236298            0
CITIGROUP INC COM STK          COM  172967101      8492514        95264 SH       D       2         95264            0            0
CITIGROUP INC COM STK          COM  172967101    532751072      5976086 SH       D       3       5733799            0       242287
CITIGROUP INC COM STK          COM  172967101     12429342       139425 SH       D       4        139425            0            0
CITIGROUP INC                  COM  172967101     52351039       940086 SH       D       5        940086            0            0
CITIGROUP, INC COM             COM  172967101   5218485229     93920994 SH       D       6      85417857         6081      8497056
CITIGROUP, INC COM             COM  172967101    157401203      2837555 SH       D       7       2552310            0       285245
CITIGROUP                      COM  172967101      9050020       162880 SH       S       7        162880            0            0
CITIZENS BKG CORP MICH         COM  174420109     15155594       677345 SH       D       6        677345            0            0
Citizens Banking Corp.         COM  174420109       142036         6348 SH       D       7          6348            0            0
CITZENS FINL CORP KY COM       COM  174613109         6842          622 SH       D       6           622            0            0
CITIZENS FINANCIAL CORP-A/KY   COM  174613109         2200          200 SH       D       7           200            0            0
CITIZENS FINL SVCS INC COM     COM  174615104         3434          202 SH       D       6           202            0            0
CITIZENS FINANCIAL SERVICES    COM  174615104         3768          225 SH       D       7           225            0            0
CITIZENS FIRST FINL CORP COM   COM  174623108        19668         1639 SH       D       6          1639            0            0
CITIZENS FIRST FINANCIAL CRP   COM  174623108         8664          722 SH       D       7           722            0            0
CITIZENS INC AMER CL A         COM  174740100      1298859       187223 SH       D       6        187223            0            0
CITIZENS INC                   COM  174740100         5849          843 SH       D       7           843            0            0
CITIZENS UTILITIES 'B'         CLA  177342201      7007374       309178 SH       D       3        309178            0            0
CITIZENS UTILITIES CO SER B CO COM  177342201     44997401      3171623 SH       D       6       3144082            0        27541
CITIZENS UTILITIES CLASS B     COM  177342201       452865        31674 SH       D       7         13057            0        18617
CITRIX SYSTEMS INC USD0.001    COM  177376100      4603438        23400 SH       D       3         23400            0            0
CITRIX SYS INC COM             COM  177376100    242859687      1974469 SH       D       6       1817934            0       156535
CITRIX SYS INC COM             COM  177376100     10407039        86762 SH       D       7         62557            0        24205
CITRIX SYSTEMS INC.            COM  177376100       520536         4232 SH       S       7          4232            0            0
CITY BK LYNNWOOD WASH COM      COM  17770A109      3638873        88753 SH       D       6         88753            0            0
CITY HLDG CO                   COM  177835105      3478888       248492 SH       D       6        248492            0            0
City Holding Co.               COM  177835105        33264         2376 SH       D       7          2376            0            0
CITY NATIONAL CORP COM         COM  178566105     33806588      1026386 SH       D       6        989603            0        36783
CITY NATIONAL CORP.            COM  178566105       566897        17360 SH       D       7         14658            0         2702
CIVIC BANCORP COM              COM  178788105       833729        53789 SH       D       6         53789            0            0
CIVIC BANCORP                  COM  178788105         3208          207 SH       D       7           207            0            0
CLAIRES STORES INC COM         COM  179584107     26471594      1183088 SH       D       6       1160538            0        22550
CLAIRE'S STORES INC.           COM  179584107       452018        19641 SH       D       7          9072            0        10569
CLARCOR INC COM                COM  179895107      8931006       496167 SH       D       6        496167            0            0
Clarcor Inc.                   COM  179895107        62676         3482 SH       D       7          3482            0            0
CLARENT COM                    COM  180461105     12240027       157428 SH       D       6        152628            0         4800
CLARENT CORP                   COM  180461105       108850         1400 SH       D       7          1400            0            0
CLARIFY INC COMMON STCOK       COM  180492100     84854322       673447 SH       D       6        673447            0            0
Clarify Inc.                   COM  180492100       418824         3324 SH       D       7          3324            0            0
CLARIFY INC                    COM  180492100     19901400       161800 SH       D       9        161800            0            0
CLARK/BARDES HLDGS INC COM     COM  180668105      1521852       105868 SH       D       6        105868            0            0
CLARK/BARDES HOLDINGS INC      COM  180668105         4269          297 SH       D       7           297            0            0
CLARK DICK PRODTNS INC COM     COM  181512104      1242925        83558 SH       D       6         83558            0            0
CLARK (DICK) PROD INC          COM  181512104         4596          309 SH       D       7           309            0            0
CLARUS CORP COM                COM  182707109      6843540       103690 SH       D       6        103690            0            0
CLARUS CORPORATION             COM  182707109        66000         1000 SH       D       7          1000            0            0
CLASSIS COMMUNICATIONS INC COM COM  182728204      3591534        98230 SH       D       6         98230            0            0
CLASSIC COMM INC               COM  182728204        64715         1770 SH       D       7          1770            0            0
CLASIC BANCSHARES INC COM      COM  18272M104        10504          894 SH       D       6           894            0            0
CLAYTON MOTOR HOMES INC COM ST COM  184190106        51826         3500 SH       D       3          3500            0            0
CLAYTON HOMES INC              COM  184190106       381198        41491 SH       D       5         41491            0            0
CLAYTON HOMES INC COM          COM  184190106     17468285      1901310 SH       D       6       1870522            0        30788
CLAYTON HOMES                  COM  184190106       281104        30662 SH       D       7         21021            0         9641
CLEAN HBRS INC COM             COM  184496107         9625         7700 SH       D       6          7700            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102       657976         4600 SH       D       2          4600            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102     75599929       528529 SH       D       3        528529            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102      8383252        93930 SH       D       5         93930            0            0
CLEAR CHANNEL COMMUNICATIONS I COM  184502102    727024341      8145931 SH       D       6       7469203         1129       675599
CLEAR CHANNEL COMMUNICATIONS I COM  184502102     25300937       284176 SH       D       7        214269            0        69907
CLEAR CHANNEL COMMUNICATIONS   COM  184502102      1455935        16313 SH       S       7         16313            0            0
CLEVELAND CLIFFS INC COM       COM  185896107      7147233       229630 SH       D       6        229630            0            0
Cleveland Cliffs Inc.          COM  185896107        53068         1705 SH       D       7          1705            0            0
CLEVELAND INDIANS BASEBALL COM COM  186202107       690141        32962 SH       D       6         32962            0            0
CLEVELAND INDIANS BASEBALL     COM  186202107        12562          600 SH       D       7           600            0            0
CLICKACTION INC COM            COM  18681E107       714801        24282 SH       D       6         24282            0            0
CLICKACTION INC                COM  18681E107        10656          362 SH       D       7           362            0            0
CLICK2LEARN.COM COM            COM  18681S106       959308        86230 SH       D       6         86230            0            0
CLICK2LEARN.COM                COM  18681S106         6764          608 SH       D       7           608            0            0
CLINTRIALS INC COM             COM  188767107       708151       171673 SH       D       6        171673            0            0
CLINTRIALS INC                 COM  188767107         2772          672 SH       D       7           672            0            0
CLOROX CO COM STOCK US$1       COM  189054109       278098         3400 SH       D       2          3400            0            0
CLOROX CO COM STOCK US$1       COM  189054109     33147172       405253 SH       D       3        374453            0        30800
CLOROX COMPANY                 COM  189054109      3303642        65581 SH       D       5         65581            0            0
CLOROX CO COM                  COM  189054109    291477356      5786151 SH       D       6       5311439          774       473938
CLOROX CO COM                  COM  189054109     11227822       220359 SH       D       7        151890            0        68469
CLOROX COMPANY                 COM  189054109       572814        11371 SH       S       7         11371            0            0
CLOSURE MEDICAL CORP COM       COM  189093107      1256664        97605 SH       D       6         97605            0            0
Closure Medical Corp.          COM  189093107        15836         1230 SH       D       7          1230            0            0
COACH USA INC COM              COM  18975L106        96743         2300 SH       D       6          2300            0            0
COACHMEN INDUSTRIES INC COM    COM  189873102      4300476       284329 SH       D       6        284329            0            0
Coachmen Industries Inc.       COM  189873102        36088         2386 SH       D       7          2386            0            0
CREATIVE MARKETING GRP COM     COM  189875107         1017          552 SH       D       6           552            0            0
COAST BANCORP COM              COM  190297101        26537         1100 SH       D       6          1100            0            0
COAST BANCORP                  COM  190297101         5838          242 SH       D       7           242            0            0
COAST DISTRIBUTION SYSTEM/DE   COM  190345108          750          300 SH       D       7           300            0            0
CREDIT MGMT SOLUTION COM       COM  19034H102        10515         4314 SH       D       6          4314            0            0
COAST DENTAL SERVICES INC      COM  19034H102          831          341 SH       D       7           341            0            0
COAST FED/CONTINGENT PAYMT RTS RT   19034Q110       161815       107877 SH       D       6        107877            0            0
COASTAL BAN SVGS AS COM        COM  19041P105      2234365       127678 SH       D       6        120978            0         6700
COASTAL BANCORP INC            COM  19041P105         4585          262 SH       D       7           262            0            0
COASTAL CORP COM STOCK US$0.33 COM  190441105       200100         3560 SH       D       2          3560            0            0
COASTAL CORP COM STOCK US$0.33 COM  190441105     21247537       378016 SH       D       3        354416            0        23600
COASTAL CORP                   COM  190441105      2112748        59619 SH       D       5         59619            0            0
COASTAL CORP COM               COM  190441105    196527445      5545748 SH       D       6       5023982          703       521063
COASTAL CORP COM               COM  190441105      5516732       155980 SH       D       7        140118            0        15862
COASTAL CORP                   COM  190441105       366423        10340 SH       S       7         10340            0            0
COASTAL FINL CORP DEL COM      COM  19046E105       976062        84875 SH       D       6         84875            0            0
COASTAL FINANCIAL CORP         COM  19046E105         8820          767 SH       D       7           767            0            0
COASTCAST CORP COM             COM  19057T108      1803097       108457 SH       D       6        108457            0            0
COASTCAST CORP                 COM  19057T108         5935          357 SH       D       7           357            0            0
CPBALT GROUP INC COM           COM  19074Q103       616875        65800 SH       D       6         65800            0            0
COBALT NETWORKS COM            COM  19074R101     14482801       133636 SH       D       6        133636            0            0
COBALT NETWORKS INC            COM  19074R101       108375         1000 SH       D       7          1000            0            0
COCA COLA BOTTLING CO CONSOL C COM  191098102      3526500        74438 SH       D       6         74438            0            0
Coca-Cola Bottling Co. Cons.   COM  191098102        31457          664 SH       D       7           664            0            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100     11901507       130040 SH       D       1        118800        11240            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100      5604820        59130 SH       D       2         59130            0            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100    401648391      4237329 SH       D       3       4054029            0       183300
COCA-COLA CO COM STOCK US$0.25 COM  191216100      7611484        80300 SH       D       4         80300            0            0
COCA-COLA COMPANY (THE)        COM  191216100     40062719       687772 SH       D       5        687772            0            0
COCA COLA CO COM               COM  191216100   3687266707     63300716 SH       D       6      57679697         8136      5612883
COCA COLA CO COM               COM  191216100    133121822      2259337 SH       D       7       1591872            0       667465
COCA-COLA CO                   COM  191216100      6949807       119310 SH       S       7        119310            0            0
COCA COLA ENTERPRISES          COM  191219104       205568         6260 SH       D       2          6260            0            0
COCA COLA ENTERPRISES          COM  191219104     22548544       686652 SH       D       3        642252            0        44400
COCA COLA ENTERPRISES INC COM  COM  191219104    199538391      9914951 SH       D       6       9080477         1400       833074
COCA COLA ENTERPRISES INC COM  COM  191219104      7094227       350191 SH       D       7        277274            0        72917
COCA-COLA ENTERPRISES, INC     COM  191219104       413951        20569 SH       S       7         20569            0            0
CODORUS VY BANCORP INC COM     COM  192025104        20803         1172 SH       D       6          1172            0            0
CODORUS VALLEY BANCORP INC     COM  192025104         7297          420 SH       D       7           420            0            0
COEUR D ALENE MINES CORP IDA C COM  192108108      1057574       307658 SH       D       6        307658            0            0
COUER D'ALENE MINES CORP       COM  192108108        11024         3207 SH       D       7          3207            0            0
COGNEX CORP COM                COM  192422103     31092750       797250 SH       D       6        797250            0            0
Cognex Corp.                   COM  192422103       319176         8184 SH       D       7          8184            0            0
COGNITRONICS CORP COM          COM  192432102      1404000        83200 SH       D       6         83200            0            0
COGNITRONICS CORP              COM  192432102        15187          900 SH       D       7           900            0            0
COGNIZANT TECHNOLOGY SOLUTION  COM  192446102      5780663        52882 SH       D       6         52882            0            0
Cognizant Technology Solutions COM  192446102        51158          468 SH       D       7           468            0            0
COHERENT INC COM               COM  192479103     11622741       434495 SH       D       6        434495            0            0
Coherent Inc.                  COM  192479103        90869         3397 SH       D       7          3397            0            0
COHEN & STEERS RLTY INCOME F C COM  19247P107        22750         3500 SH       D       6          3500            0            0
COHEN & STEERS REALTY INC FD   COM  19247P107         1950          300 SH       D       7           300            0            0
COHO ENERGY INC COM            COM  192481109         6138        14275 SH       D       6         14275            0            0
COHESION TECHNOLOGIES INC. COM COM  19248N101        60279         6606 SH       D       6          6606            0            0
COHESION TECHNOLOGIES INC      COM  19248N101         5347          586 SH       D       7           586            0            0
COHOES BANCORP INC COM         COM  192513109       783848        77898 SH       D       6         77898            0            0
COHU INC COM                   COM  192576106     10325418       333078 SH       D       6        333078            0            0
Cohu Inc.                      COM  192576106        84630         2730 SH       D       7          2730            0            0
COINMACH LAUNDRY COR COM       COM  19259L101      1327041       124898 SH       D       6        124898            0            0
COINMATCH LAUNDRY              COM  19259L101         4961          467 SH       D       7           467            0            0
COINSTAR INC - COM COM         COM  19259P300      8851024       632216 SH       D       6        632216            0            0
Coinstar Inc.                  COM  19259P300        38724         2766 SH       D       7          2766            0            0
COLD METAL PRODS INC COM       COM  192861102         6496         1856 SH       D       6          1856            0            0
COLDWATER CREEK INC. COM       COM  193068103      3572309       174259 SH       D       6        174259            0            0
Coldwater Creek Inc.           COM  193068103        15846          773 SH       D       7           773            0            0
COLE NATIONAL CORP NEW COM     COM  193290103       911800       182360 SH       D       6        182360            0            0
COLE NATIONAL CORP             COM  193290103         3290          658 SH       D       7           658            0            0
COLE KENNETH PRODTNS INC COM   COM  193294105      3884541        84908 SH       D       6         84908            0            0
Kenneth Cole Productions Inc.  COM  193294105        29600          647 SH       D       7           647            0            0
COLEMAN INC. NEW COM           COM  193559101      2190207       235190 SH       D       6        235190            0            0
Coleman Company Inc.           COM  193559101        35434         3805 SH       D       7          3805            0            0
COLES MYER LTD                 COM  193870409      1194749        29319 SH       D       7         29319            0            0
COLLATERAL THERAPEUTICS COM    COM  193921103      1370210        71645 SH       D       6         71645            0            0
COLLATERAL THERAPEUTICS INC    COM  193921103         7401          387 SH       D       7           387            0            0
COLGATE-PALMOLIVE CO COM STOCK COM  194162103       776406         7700 SH       D       2          7700            0            0
COLGATE-PALMOLIVE CO COM STOCK COM  194162103     92577774       918139 SH       D       3        880939            0        37200
COLGATE-PALMOLIVE CO COM STOCK COM  194162103      2258636        22400 SH       D       4         22400            0            0
COLGATE PALMOLIVE CO COM       COM  194162103    905524945     13931153 SH       D       6      12778991         1930      1150232
COLGATE PALMOLIVE CO COM       COM  194162103     35036252       546702 SH       D       7        376697            0       170005
COLGATE-PALMOLIVE CO           COM  194162103      1832350        28190 SH       S       7         28190            0            0
COLLAGENEX PHARMACEUTICALS COM COM  19419B100      1534200        61368 SH       D       6         61368            0            0
COLLAGENEX PHARMACEUTICALS     COM  19419B100        27900         1116 SH       D       7          1116            0            0
COLLECTORS UNIVERSE INC COM    COM  19421R101       105625        16900 SH       D       6         16900            0            0
COLLECTORS UNIVERSE            COM  19421R101         8125         1300 SH       D       7          1300            0            0
COLLINS & AIKMAN CORP COM      COM  194830105      2639807       459097 SH       D       6        459097            0            0
Collins & Aikman Corp.         COM  194830105        55119         9586 SH       D       7          9586            0            0
COLLINS INDUSTRIES INC         COM  194858106         2000          400 SH       D       7           400            0            0
COLONELS INTL INC COM          COM  195405105        10037         1361 SH       D       6          1361            0            0
THE COLONEL'S INTERNATIONAL    COM  195405105         7350         1089 SH       D       7          1089            0            0
COLONIAL BANCGROUP INC COM     COM  195493309     12015982      1158167 SH       D       6       1147870            0        10297
COLONIAL BANCGROUP INC         COM  195493309       144049        14179 SH       D       7          7191            0         6988
COLONIAL DOWNS HOLDINGS INC    COM  19564H100         1950         2400 SH       D       6          2400            0            0
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CONE MILLS CORP                COM  206814105         4216          937 SH       D       7           937            0            0
CONECTIV INC COM               COM  206829103      4248734       157384 SH       D       3        129684            0        27700
CONECTIVITY COM COM            COM  206829103     33537221      1994779 SH       D       6       1813195            0       181584
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CONEXANT SYSTEMS               COM  207142100      4874866        75607 SH       D       7         30715            0        44892
CONGOLEUM CORP-CL A            COM  207195108         3600          900 SH       D       7           900            0            0
CONMED CORP COM                COM  207410101      9053222       349883 SH       D       6        349883            0            0
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CONNETICS CORP                 COM  208192104         8788          837 SH       D       7           837            0            0
CONNING CORP-COM COM           COM  208215103       892864       108226 SH       D       6        108226            0            0
Conning Corp.                  COM  208215103        14726         1785 SH       D       7          1785            0            0
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CONOCO INC.                    COM  208251306        59400         2400 SH       D       7          2400            0            0
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CONOCO INC COM                 COM  208251405    425306954     17097767 SH       D       6      15541984         2080      1553703
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CONSECO INC COM                COM  208464107    187497366     10489363 SH       D       6       9194936         1056      1293371
CONSECO INC COM                COM  208464107      5497067       309131 SH       D       7        281086            0        28045
CONSECO INC                    COM  208464107       282425        15800 SH       S       7         15800            0            0
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Consol Energy Inc.             COM  20854P109        69801         6894 SH       D       7          6894            0            0
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CONSO PRODUCTS COMPANY         COM  20854R105        15525         1800 SH       D       7          1800            0            0
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CONSOLIDATED EDISON INC        COM  209115104       229328         4080 SH       D       2          4080            0            0
CONSOLIDATED EDISON INC        COM  209115104     21759086       387117 SH       D       3        365617            0        21500
CONSOLIDATED EDISON INC        COM  209115104       309144         5500 SH       D       4          5500            0            0
CONSOLIDATED EDISON INC        COM  209115104      2124993        61594 SH       D       5         61594            0            0
CONSOLIDATED EDISON COM        COM  209115104    202591107      5872206 SH       D       6       5305067          722       566417
CONSOLIDATED EDISON COM        COM  209115104      5708689       164732 SH       D       7        145813            0        18919
CONSOLIDATED EDISON INC.       COM  209115104       369150        10700 SH       S       7         10700            0            0
CONSOLIDATED FREIGHTWAY WI COM COM  209232107      2999027       377830 SH       D       6        377830            0            0
Consolidated Freightways Corp. COM  209232107        37226         4690 SH       D       7          4690            0            0
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Consolidated Graphics Inc.     COM  209341106        32339         2165 SH       D       7          2165            0            0
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CONSOLIDATED NATURAL GAS CO CO COM  209615103     16626350       159014 SH       D       3        148614            0        10400
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CONSOLIDATED NATURAL GAS CO CO COM  209615103    161390792      2485325 SH       D       6       2257921          330       227074
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CONSOLIDATED PAPERS INC COM    COM  209759109     31273882       983069 SH       D       6        977064            0         6005
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CONSOLIDATED STORES CORP COM   COM  210149100      1474084        92571 SH       D       7         72622            0        19949
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CONSTELLATION ENERGY CORPORATI COM  210371100     11701810       249825 SH       D       3        230525            0        19300
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CONSTELLATION ENERGY GROUP INC COM  210371100      3666993       126068 SH       D       7        113277            0        12791
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CONSUMER PORTFOLIO COM         COM  210502100        15129         9683 SH       D       6          9683            0            0
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CONSYGEN INC                   COM  210728101         1414         1400 SH       D       7          1400            0            0
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Contifinancial Corp.           COM  21075V107         1173         5006 SH       D       7          5006            0            0
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CONTOUR ENERGY COM             COM  21220C103        11195        21530 SH       D       6         21530            0            0
CONTOUR ENERGY CO.             COM  21220C103           93          180 SH       D       7           180            0            0
CONTROL CHIEF HOLDINGS INC     COM  212343107          900          200 SH       D       7           200            0            0
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CONVERGYS CORP                 COM  212485106      3699843       120585 SH       D       7        117623            0         2962
CONVERSE INC COM               COM  212540108        19013        13828 SH       D       6         13828            0            0
CONVERSE INC                   COM  212540108         1064          774 SH       D       7           774            0            0
COOKER RESTAURANT CORP COM     COM  216284208        48578        16897 SH       D       6         16897            0            0
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COOPER CAMERON CORP            COM  216640102       622722        12897 SH       D       7          8083            0         4814
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Cooper Companies Inc.          COM  216648402        61816         2052 SH       D       7          2052            0            0
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COOPER INDUSTRIES INC COM      COM  216669101      2886406        70959 SH       D       7         63775            0         7184
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COPART INC COM                 COM  217204106     14869735       341833 SH       D       6        341833            0            0
Copart Inc.                    COM  217204106       132588         3048 SH       D       7          3048            0            0
COPENE PETROQUIMICA SA ADR     ADR  217252105       171680         6710 SH       D       3          6710            0            0
CPPER MOUNTAIN COM             COM  217510106     14375497       294882 SH       D       6        281990            0        12892
COPPER MOUNTAIN NETWORKS INC   COM  217510106       306634         6142 SH       D       7          3800            0         2342
COPYTELE INC COM               COM  217721109       523778       644651 SH       D       6        644651            0            0
COPYTELE INC                   COM  217721109         1381         1700 SH       D       7          1700            0            0
COR THERAPEUTICS INC COM       COM  217753102     12158142       452396 SH       D       6        452396            0            0
Cor Therapeutics Inc.          COM  217753102        84978         3162 SH       D       7          3162            0            0
CORAM HEALTHCARE CORP COM      COM  218103109        30042        26704 SH       D       6         26704            0            0
CORDANT TECHNOLOGIES, INC COM  COM  218412104     38690058      1172426 SH       D       6       1087553            0        84873
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CORE INC. MASS COM             COM  21867P102       788590        82467 SH       D       6         82467            0            0
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CORE MATLS CORP COM            COM  218683100        13250         5730 SH       D       6          5730            0            0
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CORIMON ADR 1 ADR REP. 250 SHA ADR  218728509        61198        43396 SH       D       3         43396            0            0
CORINTHIAN COLLEGES INC COM    COM  218868107      3043107       127460 SH       D       6        127460            0            0
Corinthian Colleges Inc.       COM  218868107        24495         1026 SH       D       7          1026            0            0
CORIXA CORP- COM COM           COM  21887F100      5311208       312424 SH       D       6        312424            0            0
Corixa Corp.                   COM  21887F100        34986         2058 SH       D       7          2058            0            0
CORNERSTONE BANCORP INC COM    COM  218925105        10023          891 SH       D       6           891            0            0
CORNERSTONE BANCORP            COM  218925105         1125          100 SH       D       7           100            0            0
CORN PRODUCTS INTL             COM  219023108         6150          200 SH       D       1             0          200            0
CORN PRODUCTS INTL INC COM     COM  219023108     29538404       901936 SH       D       6        901936            0            0
Corn Products Intl. Inc.       COM  219023108       273626         8355 SH       D       7          8355            0            0
CORNELL CORRECTIONS COM        COM  219141108      1085810       129649 SH       D       6        129649            0            0
Cornell Corrections Inc.       COM  219141108        11256         1344 SH       D       7          1344            0            0
CORNERSTONE PPTYS INC COM      COM  21922H103     28444075      1944894 SH       D       6       1072363            0       872531
CORNERSTONE PROPERTIES INC.    COM  21922H103       377782        25549 SH       D       7         19544            0         6005
CORNERSTONE REALTY COM         COM  21922V102     11055359      1133883 SH       D       6        866899            0       266984
Cornerstone Realty IncomeTrust COM  21922V102        57203         5867 SH       D       7          5867            0            0
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CORNERSTONE INTERNET SOLUTN    COM  21923C103         3796          500 SH       D       7           500            0            0
CORNICHE GROUP INC. PFD        PFD  219269206         4273        22789 SH       D       6         22789            0            0
CORNING INC COM STOCK US$0.50  COM  219350105       689101         3510 SH       D       2          3510            0            0
CORNING INC COM STOCK US$0.50  COM  219350105     82277145       419086 SH       D       3        395486            0        23600
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CORNING INC                    COM  219350105      8758595        67929 SH       D       5         67929            0            0
CORNING INC COM                COM  219350105    768999110      5964123 SH       D       6       5486223          816       477084
CORNING INC COM                COM  219350105     28469162       227873 SH       D       7        156454            0        71419
CORNING INCORPORATED           COM  219350105      1528167        11852 SH       S       7         11852            0            0
CORPORATE DATA SCIENCES INC DE COM  219884103            0        30000 SH       D       3         30000            0            0
CORPORATE EXECUTIVE BRD CO COM COM  21988R102      7970792       142654 SH       D       6        142654            0            0
Corporate Executive Board Co.  COM  21988R102        82806         1482 SH       D       7          1482            0            0
CORRECTIONAL SVCS CO COM       COM  219921103       443244       101313 SH       D       6        101313            0            0
CORRECTIONAL SERVICES CORP     COM  219921103         6068         1387 SH       D       7          1387            0            0
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CORRPRO COS COM                COM  220317101       618214       105228 SH       D       6        105228            0            0
CORRPRO COMPANIES INC          COM  220317101         7050         1200 SH       D       7          1200            0            0
CORSAIR COMMUNICATION COM      COM  220406102      1141213       140457 SH       D       6        140457            0            0
COSAIR COMMUNICATIONS INC      COM  220406102         8604         1059 SH       D       7          1059            0            0
CORT BUSINESS SVCS C COM       COM  220493100      4587283       263070 SH       D       6        261370            0         1700
Cort Business Services Corp.   COM  220493100        29748         1706 SH       D       7          1706            0            0
CORUS BANKSHARES INC COM       COM  220873103      3865032       161043 SH       D       6        161043            0            0
Corus Bankshares Inc.          COM  220873103        37416         1559 SH       D       7          1559            0            0
CORUS GROUP PLC                COM  22087M101       437934        16925 SH       D       7         16925            0            0
CORVAS COM                     COM  221005101        37643         8483 SH       D       6          8483            0            0
CORVEL CORP COM                COM  221006109      1829757        77862 SH       D       6         77862            0            0
CORVEL CORP                    COM  221006109         7050          300 SH       D       7           300            0            0
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Cost Plus Inc.                 COM  221485105       102172         2868 SH       D       7          2868            0            0
COST-U-LESS INC                COM  221492101         1600          400 SH       D       7           400            0            0
COSTCO WHOLESALE CORP USD0.01  COM  22160K105       420901         2860 SH       D       2          2860            0            0
COSTCO WHOLESALE CORP USD0.01  COM  22160K105     54937947       373300 SH       D       3        352500            0        20800
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COSTCO WHOLESALE CORP          COM  22160K105      5593168        61295 SH       D       5         61295            0            0
COSTCO WHOLESALE CORP COM      COM  22160K105    495151243      5426315 SH       D       6       4990467          736       435112
COSTCO WHOLESALE CORP COM      COM  22160K105     18359361       200140 SH       D       7        144222            0        55918
COSTCO WHOLESALE CORPORATION   COM  22160K105       969987        10630 SH       S       7         10630            0            0
COSTAR GROUP INC COM           COM  22160N109      6081996       169533 SH       D       6        169533            0            0
CoStar Group Inc.              COM  22160N109        43624         1216 SH       D       7          1216            0            0
COSTILLA ENERGY INC A          COM  22161G103          282         6288 SH       D       6          6288            0            0
COTELLIGENT INC COM            COM  221630106      1565538       291263 SH       D       6        291263            0            0
Cotelligent Group Inc.         COM  221630106        10782         2006 SH       D       7          2006            0            0
COTT CORPORATION               COM  22163N106        27132         4670 SH       D       1             0         4670            0
COTTON STS LIFE & HEALTH INS C COM  221774102       423133        49059 SH       D       6         49059            0            0
COTTON STATES LIFE INSURANCE   COM  221774102         2475          287 SH       D       7           287            0            0
COULTER PHARMACEUTICAL COM     COM  222116105      4771816       210328 SH       D       6        210328            0            0
Coulter Pharmaceutical Inc.    COM  222116105        54132         2386 SH       D       7          2386            0            0
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COUNTRYWIDE CREDIT INDUSTRIES  COM  222372104      7307795       176945 SH       D       3        176945            0            0
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COUNTRYWIDE CR IND INC COM     COM  222372104     75736693      2999473 SH       D       6       2765470          366       233637
COUNTRYWIDE CR IND INC COM     COM  222372104      2286492        90328 SH       D       7         80670            0         9658
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COURIER CORP COM               COM  222660102       821298        34581 SH       D       6         34581            0            0
COURIER CORP                   COM  222660102         7125          300 SH       D       7           300            0            0
COUSINS PROPERTIES INC COM     COM  222795106     18618078       548599 SH       D       6        548399            0          200
Cousins Properties Inc.        COM  222795106       133408         3931 SH       D       7          3931            0            0
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COVAD COMMUNICATIONS GROUP     COM  222814204      1459585        25328 SH       D       7          8174            0        17154
COVANCE INC COM                COM  222816100     21244367      1964797 SH       D       6       1939197            0        25600
Covance Inc.                   COM  222816100       133264        12325 SH       D       7         12325            0            0
COVENANT TRANS INC COM         COM  22284P105      2146090       123516 SH       D       6        123516            0            0
Covenant Transport Inc.        COM  22284P105        24950         1436 SH       D       7          1436            0            0
COVENTRY COM                   COM  222862104      5761138       853502 SH       D       6        851702            0         1800
Coventry Health Care Inc.      COM  222862104        57996         8592 SH       D       7          8592            0            0
COVER-ALL TECHNOLOGIES INC COM COM  222892101        24061        19249 SH       D       6         19249            0            0
COVER-ALL TECHNOLOGIES INC     COM  222892101          875          700 SH       D       7           700            0            0
COVEST BANCSHARES COM          COM  223032103       778781        58500 SH       D       6         58500            0            0
COVEST BANCSHARES INC          COM  223032103         2662          200 SH       D       7           200            0            0
COVOL TECHNOLOGIES INC COM     COM  223575101          418          582 SH       D       6           582            0            0
COVOL TECHNOLOGIES INC         COM  223575101          401          559 SH       D       7           559            0            0
COX COMMUNICATIONS INC CLASS ' CLA  224044107       666578         8200 SH       D       2          8200            0            0
COX COMMUNICATIONS INC CLASS ' CLA  224044107     60867927       748774 SH       D       3        748774            0            0
COX COMMUNICATIONS INC CLASS ' CLA  224044107      1967220        24200 SH       D       4         24200            0            0
COX COMMUNICATIONS INC-CL A    COM  224044107      8491577       164885 SH       D       5        164885            0            0
COX COMMUNICATIONS INC CL A CO COM  224044107    147273605      2859681 SH       D       6       2845876            0        13805
COX COMMUNICATIONS-CL A        COM  224044107      3262903        66165 SH       D       7         43259            0        22906
COX RADIO INC COM              COM  224051102     17864327       179091 SH       D       6        179091            0            0
COX RADIO INC CLASS A          COM  224051102       260283         2918 SH       D       7           455            0         2463
COYOTE NETWORK SYSTEM COM      COM  22406P108       591224       108731 SH       D       6        108731            0            0
COYOTE NETWORK SYSTEMS INC     COM  22406P108         2555          470 SH       D       7           470            0            0
COYOTE SPORTS INC COM          COM  224071100           29          932 SH       D       6           932            0            0
CRAFTMATIC CONTOUR INDS INC WT COM  224128918            0        19289 SH       D       6         19289            0            0
CRAFTMADE INTL INC COM         COM  22413E104       513459        70822 SH       D       6         70822            0            0
CRAFTMADE INTERNATIONAL INC    COM  22413E104         2015          278 SH       D       7           278            0            0
CRAIG CORP COM                 COM  224174102         7418         1079 SH       D       6          1079            0            0
CRAIG CORP                     COM  224174102         6875         1000 SH       D       7          1000            0            0
CRAIG CORP CL A PFD PFD        PFD  224174201         3750          600 SH       D       6           600            0            0
CRAIG JENNY INC. COM           COM  224206102       178150        49145 SH       D       6         49145            0            0
JENNY CRAIG INC                COM  224206102        11828         3263 SH       D       7          3263            0            0
CRANE CO                       COM  224399105       538831        17200 SH       D       3         17200            0            0
CRANE CO COM                   COM  224399105     34206823      1721098 SH       D       6       1579795          207       141096
CRANE CO COM                   COM  224399105      1002412        50492 SH       D       7         45222            0         5270
CRANE COMPANY                  COM  224399105        65388         3290 SH       S       7          3290            0            0
CRAWFORD & CO COM              COM  224633107      4660090       342025 SH       D       6        337825            0         4200
Crawford & Co. Class B         COM  224633107        81613         5990 SH       D       7          5990            0            0
CRAWFORD & CO CL A             COM  224633206       847335        74491 SH       D       6         74491            0            0
CREDIT MGMT SOLUTION COM       COM  224905109        50150         5900 SH       D       6          5900            0            0
CREDIT MGMT SOLUTIONS INC      COM  224905109        21250         2500 SH       D       7          2500            0            0
CRAZY WOMAN CREEK BANCORP      COM  225233105         5500          500 SH       D       6           500            0            0
CREATIVE BIOMOLECULE COM       COM  225270107      1649060       333987 SH       D       6        333987            0            0
CREATIVE BIOMOLECULES INC      COM  225270107         9875         2000 SH       D       7          2000            0            0
CREATIVE COMPUTERS COM         COM  22527E107      1051647       143815 SH       D       6        143815            0            0
Creative Computers Inc.        COM  22527E107         8168         1117 SH       D       7          1117            0            0
CREATIVE HOST SERVICES INC     COM  22527P102        60000         9600 SH       D       6          9600            0            0
CREDENCE SYS CORP COM          COM  225302108     52406198       605852 SH       D       6        534552            0        71300
Credence Systems Corp.         COM  225302108       310362         3588 SH       D       7          3588            0            0
CREDIT ACCEP CORP COM          COM  225310101      1937825       525512 SH       D       6        516712            0         8800
Credit Acceptance Corp.        COM  225310101        20259         5494 SH       D       7          5494            0            0
CS  HOLDINGS                   ADR  225401108            2            2 SH       D       9             2            0            0
CREDITRUST CORP COM            COM  225429109       738530        96069 SH       D       6         96069            0            0
Creditrust Corp.               COM  225429109         6519          848 SH       D       7           848            0            0
CREE RESH COM                  COM  225447101     40482434       474172 SH       D       6        474172            0            0
Cree Research Inc.             COM  225447101       333133         3902 SH       D       7          3902            0            0
CRESCENDO PHARMACEUTICALS      COM  225637107       535221        29428 SH       D       6         29428            0            0
CRESCENDO PHARMACEUTICALS CORP COM  225637107         3637          200 SH       D       7           200            0            0
CRESCENT REAL ESTATE EQUITIES  COM  225756105       119769         4100 SH       D       3          4100            0            0
CRESCENT REAL ESTATE EQT CO    COM  225756105       657714        35794 SH       D       5         35794            0            0
CRESCENT REAL ESTATE EQUITIE C COM  225756105     42783707      2328365 SH       D       6       1524398            0       803967
CRESCENT REAL ESTATE EQT CO    COM  225756105       485133        26192 SH       D       7         18482            0         7710
CRESCENT OPERATING INC. COM    COM  22575M100        16797         6108 SH       D       6          6108            0            0
CRESCENT OPERATING INC         COM  22575M100         5904         2147 SH       D       7          2147            0            0
CRESTLINE CAPITAL CORP COM     COM  226153104     13091409       634735 SH       D       6        592465            0        42270
Crestline Capital Corp.        COM  226153104        97329         4719 SH       D       7          4719            0            0
CRIIMI MAE INC COM             COM  226603108       260762       181400 SH       D       6        179700            0         1700
CRIIMI MAE INC                 COM  226603108         2645         1840 SH       D       7          1840            0            0
CRIIMI MAE INC COM             COM  226603306        40099         4788 SH       D       6          4737            0           51
CRISTALES DE CHILE -ADR- REPR  ADR  226714103       821443        35150 SH       D       3         35150            0            0
CRITICAL PATH INC COM          COM  22674V100      9968359       105625 SH       D       6        105625            0            0
CRITICAL PATH INC              COM  22674V100       490505         6351 SH       D       7          2300            0         4051
CRITICARE SYS INC COM          COM  226901106       297366       135939 SH       D       6        135939            0            0
CROSS A T & CO CL A COM        COM  227478104       624591       138798 SH       D       6        138798            0            0
A.T. CROSS                     COM  227478104         2745          610 SH       D       7           610            0            0
CROSS TIMBERS OIL CO COM       COM  227573102      8017376       884676 SH       D       6        884676            0            0
Cross Timbers Oil Co.          COM  227573102        63736         7033 SH       D       7          7033            0            0
CROSS TIMBERS COM              COM  22757R109       774970        78478 SH       D       6         78478            0            0
CROSS TIMBERS ROYALTY TRUST    COM  22757R109         3634          368 SH       D       7           368            0            0
GROSSMANN COM                  COM  22764E109      1804897       116445 SH       D       6        116445            0            0
Crossmann Communities Inc.     COM  22764E109        19809         1278 SH       D       7          1278            0            0
CROSSROADS SYS INC COM         COM  22765D100      7064200        83600 SH       D       6         83600            0            0
CROSSROADS SYSTEMS INC         COM  22765D100       101400         1200 SH       D       7          1200            0            0
CROSSWALK.COM INC COM          COM  227685104        61500        12000 SH       D       6         12000            0            0
CROSSWALK.COM INC              COM  227685104         3075          600 SH       D       7           600            0            0
CROWN AMERN RLTY TR COM        COM  228186102      3121101       567473 SH       D       6        564073            0         3400
Crown American Realty          COM  228186102        20223         3677 SH       D       7          3677            0            0
CROWN ANDERSON INC             COM  228190104          750          100 SH       D       7           100            0            0
CROWN BOOK CORP COM            COM  228210100          396         4400 SH       D       6          4400            0            0
CROWN CENTRAL PETROL CORP CL B COM  228219309       109095        20780 SH       D       6         20780            0            0
CROWN CENTRAL PETE CL B        COM  228219309         2362          450 SH       D       7           450            0            0
CROWN CASTLE INTL CORP COM     COM  228227104     29895139       930588 SH       D       6        921891            0         8697
CROWN CASTLE INTL CORP         COM  228227104       433620        13801 SH       D       7          7809            0         5992
CROWN CORK & SEAL CO INC COM S COM  228255105       100412         2840 SH       D       2          2840            0            0
CROWN CORK & SEAL CO INC COM S COM  228255105      7354929       208021 SH       D       3        193221            0        14800
CROWN CORK & SEAL CO INC COM S COM  228255105       427815        12100 SH       D       4         12100            0            0
CROWN CORK & SEAL CO INC       COM  228255105       770416        34432 SH       D       5         34432            0            0
CROWN CORK & SEAL CO INC COM   COM  228255105     71459061      3193701 SH       D       6       2937995          431       255275
CROWN CORK & SEAL CO INC COM   COM  228255105      2060564        91612 SH       D       7         81093            0        10519
CROWN CORK & SEAL              COM  228255105       132012         5900 SH       S       7          5900            0            0
CROWN CRAFTS INC COM           COM  228309100        18897         6573 SH       D       6          6573            0            0
CROWN CRAFTS                   COM  228309100         1106          385 SH       D       7           385            0            0
CROWN GROUP INC COM            COM  228359105         3209          650 SH       D       6           650            0            0
CROWN GROUP INC                COM  228359105         2192          444 SH       D       7           444            0            0
CROWN RES CORP COM             COM  228569109        15230         8123 SH       D       6          8123            0            0
CROWN VANTAGE COM              COM  228622106        12721         6168 SH       D       6          6168            0            0
CROWN VANTAGE INC              COM  228622106         7307         3543 SH       D       7          3543            0            0
CRUSADER COM                   COM  228840104        17391         2244 SH       D       6          2244            0            0
CRYO-CELL INTL INC             COM  228895108         2900          400 SH       D       7           400            0            0
CRYOLIFE INC COM               COM  228903100      1500275       127683 SH       D       6        127683            0            0
CRYOLIFE INC                   COM  228903100         5487          467 SH       D       7           467            0            0
CRYSTAL GAS STORAGE INC COM    COM  229241104      1211831        21401 SH       D       6         21401            0            0
CRYSTAL GAS STORAGE INC        COM  229241104        16874          298 SH       D       7           298            0            0
C3 INC NC-COM COM              COM  22942P109       386102        63687 SH       D       6         63687            0            0
C3 INC/N C                     COM  22942P109         1885          311 SH       D       7           311            0            0
CUBIC CORP COM                 COM  229669106      2878596       131593 SH       D       6        131593            0            0
Cubic Corp.                    COM  229669106        18790          859 SH       D       7           859            0            0
CUBIST PHARMACEUTICAL COM      COM  229678107      2875815       149393 SH       D       6        149393            0            0
CUBIST PHARMACEUTICALS INC     COM  229678107        14322          744 SH       D       7           744            0            0
CULLEN FROST BANKERS INC COM   COM  229899109     35115609      1363713 SH       D       6       1277109            0        86604
CULLEN/FROST BANKERS, INC      COM  229899109       202044         7959 SH       D       7          4092            0         3867
CUISINE SOLUTIONS INC COM      COM  229904107        11100         7400 SH       D       6          7400            0            0
CULP INC COM                   COM  230215105       692935       109772 SH       D       6        109772            0            0
CULP INC.                      COM  230215105         3667          581 SH       D       7           581            0            0
CUMMINS ENGINE CO INC COM STCK COM  231021106      4947576        64373 SH       D       3         64373            0            0
CUMMINS ENGINE                 COM  231021106       570667        11812 SH       D       5         11812            0            0
CUMMINS ENGINE CO INC COM      COM  231021106     92834788      1921548 SH       D       6       1740315          139       181094
CUMMINS ENGINE CO INC COM      COM  231021106      3043361        62949 SH       D       7         59397            0         3552
CUMMINS ENGINE COMM            COM  231021106        96625         2000 SH       S       7          2000            0            0
CUMULUS MEDIA INC COM          COM  231082108     19828278       390705 SH       D       6        390705            0            0
Cumulus Media Inc.             COM  231082108       127585         2514 SH       D       7          2514            0            0
CUNNINGHAM GRAPHICS COM        COM  231157108       344256        24700 SH       D       6         24700            0            0
CUNNINGHAM GRAPHICS INTL INC   COM  231157108         3289          236 SH       D       7           236            0            0
CURATIVE HEALTH SERVICES INC C COM  231264102       282875        36500 SH       D       6         36500            0            0
CURATIVE HEALTH SERVICES, INC  COM  231264102         3642          470 SH       D       7           470            0            0
CURAGEN CORP COM               COM  23126R101      7796097       111772 SH       D       6        111772            0            0
CURAGEN CORP                   COM  23126R101        48825          700 SH       D       7           700            0            0
CURTISS WRIGHT CORP COM        COM  231561101      3668804        99493 SH       D       6         99493            0            0
Curtiss-Wright Corp.           COM  231561101        34220          928 SH       D       7           928            0            0
CYBERIAN OUTPOST INC COM       COM  231914102      2530544       254646 SH       D       6        254646            0            0
Cyberian Outpost Inc.          COM  231914102        23820         2397 SH       D       7          2397            0            0
CUTTER & BUCK INC COM          COM  232217109      1635209       108113 SH       D       6        108113            0            0
CUTTER & BUCK INC              COM  232217109         4598          304 SH       D       7           304            0            0
CYANOTECH CORP COM NEW         COM  232437202        10625         6800 SH       D       6          6800            0            0
CYBEAR INC COM                 COM  23243P103      1275300       187200 SH       D       6        187200            0            0
CYBER-CARE INC                 COM  23243T105       356787        39100 SH       D       6         39100            0            0
CYBER CARE INC                 COM  23243T105        10037         1100 SH       D       7          1100            0            0
CYBERCASH INC COM              COM  232462101      1839899       198908 SH       D       6        198908            0            0
Cybercash Inc.                 COM  232462101        21996         2378 SH       D       7          2378            0            0
CYBERGOLD INC COM              COM  23246N105      1600718        90500 SH       D       6         90500            0            0
CYBERGOLD                      COM  23246N105        24762         1400 SH       D       7          1400            0            0
CYBEROPTICS CORP COM           COM  232517102      1858917        67597 SH       D       6         67597            0            0
Cyberoptics Corporation        COM  232517102         6077          221 SH       D       7           221            0            0
CYPERSOURCE CORP COM           COM  23251J106      8461539       163508 SH       D       6        163508            0            0
CYBERSOURCES CORP              COM  23251J106        67275         1300 SH       D       7          1300            0            0
CYBERONICS COM                 COM  23251P102      4335462       272029 SH       D       6        272029            0            0
Cyberonics Inc.                COM  23251P102        38871         2439 SH       D       7          2439            0            0
CYBERSHOP.COM INC              COM  23251X105       430650        78300 SH       D       6         78300            0            0
CYBERSHOP INTL INC             COM  23251X105         4526          823 SH       D       7           823            0            0
CYBEX COMPUTER PRODUCTS CORP.  COM  232522102      7115769       175698 SH       D       6        175698            0            0
Cybex Computer Products Corp   COM  232522102        65569         1619 SH       D       7          1619            0            0
CYBEX INTL INC COM             COM  23252E106        14642         5578 SH       D       6          5578            0            0
CYBEX INTERNATIONAL INC        COM  23252E106         4987         1900 SH       D       7          1900            0            0
CYCOMM INTERNATIONAL           COM  23255B208         1098         1800 SH       D       7          1800            0            0
CYGNUS, INC. COM               COM  232560102      7285892       399227 SH       D       6        399227            0            0
Cygnus Inc.                    COM  232560102        79040         4331 SH       D       7          4331            0            0
CYLINK CORP COM                COM  232565101      2778975       205850 SH       D       6        205850            0            0
CYLINK CORPORATION             COM  232565101        18535         1373 SH       D       7          1373            0            0
CYMER INC COM                  COM  232572107     29081154       632199 SH       D       6        626499            0         5700
Cymer Inc.                     COM  232572107       191866         4171 SH       D       7          4171            0            0
CYPRESS BIOSCIENCES INC. COM   COM  232674101       625136       344903 SH       D       6        344903            0            0
CYPRESS BIOSCIENCE INC         COM  232674101         3199         1765 SH       D       7          1765            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109       773616        15000 SH       D       1         15000            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109       324918         6300 SH       D       2          6300            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109      7858442       152371 SH       D       3        137071            0        15300
CYPRESS SEMICONDUCTOR CORP COM COM  232806109    107719038      3327229 SH       D       6       3302529            0        24700
Cypress Semiconductor Corp.    COM  232806109      1138369        35162 SH       D       7         35162            0            0
CYRK INK COM                   COM  232817106      2177388       183359 SH       D       6        183359            0            0
CYRK INTERNATIONAL INC         COM  232817106         8205          691 SH       D       7           691            0            0
CYSIVE INC COM                 COM  23281T108      1902450        26400 SH       D       6         26400            0            0
CYSIVE INC                     COM  23281T108        36031          500 SH       D       7           500            0            0
CYTEC INDUSTRIES INC. COM      COM  232820100     20673565       893992 SH       D       6        893992            0            0
Cytec Inds Inc.                COM  232820100       225769         9763 SH       D       7          9763            0            0
CYTOGEN CORP COM               COM  232824102      1508235       581477 SH       D       6        581477            0            0
CYTRX CORP COM                 COM  232828301         5822         6425 SH       D       6          6425            0            0
CYTOCLONAL PHARMACEUTICALS COM COM  23282G105       422572        56343 SH       D       6         56343            0            0
CYTOCLONAL PHARMACEUTICALS     COM  23282G105         3420          456 SH       D       7           456            0            0
D+E COMMUNICATIONS COM         COM  232860106         5700          300 SH       D       6           300            0            0
D&E COMMUNICATIONS INC         COM  232860106         5187          273 SH       D       7           273            0            0
D&K HEALTHCARE RES INC COM     COM  232861104      1011830        69185 SH       D       6         69185            0            0
D&K HEALTHCARE RESOURCES       COM  232861104         6405          438 SH       D       7           438            0            0
CYTOTHERAPEUTICS INC. COM      COM  232923102        15422        10500 SH       D       6         10500            0            0
CYTLC CORP COM                 COM  232946103     19795180       324179 SH       D       6        324179            0            0
Cytyc Corp.                    COM  232946103       166517         2727 SH       D       7          2727            0            0
DII GROUP INC COM              COM  232949107     38043109       536054 SH       D       6        536054            0            0
DII Group Inc.                 COM  232949107       337456         4755 SH       D       7          4755            0            0
DSI TOYS INC                   COM  232968107         1451          505 SH       D       7           505            0            0
DA CONSULTING GROUP INC        COM  233027101         1043          293 SH       D       7           293            0            0
DBT ONLINE INC COM             COM  233044106      4803557       197069 SH       D       6        197069            0            0
DBT Online Inc.                COM  233044106        44947         1844 SH       D       7          1844            0            0
DIY HOME WHSE INC COM          COM  23321D105         1434         2700 SH       D       6          2700            0            0
DHB CAPITAL GROUP COM          COM  23321E103        80428       111706 SH       D       6        111706            0            0
D H B CAPITAL GROUP            COM  23321E103          800         1112 SH       D       7          1112            0            0
DMI FURNITURE INC COM          COM  233230101         1593          879 SH       D       6           879            0            0
DPL INC COM                    COM  233293109     40246715      2324720 SH       D       6       2307726            0        16994
DPL,INC                        COM  233293109       336125        19169 SH       D       7          7804            0        11365
DQE INC COM STOCK US$1         COM  23329J104      5961103       108187 SH       D       3        108187            0            0
DQE INC COM                    COM  23329J104     40247303      1162377 SH       D       6       1154366            0         8011
DQE, INC                       COM  23329J104       317264         8917 SH       D       7          3678            0         5239
DRS TECHNOLOGIES INC COM       COM  23330X100      1048983       107588 SH       D       6        107588            0            0
DRS TECHNOLOGIES INC           COM  23330X100         2759          283 SH       D       7           283            0            0
D.R. HORTON COM                COM  23331A109     12728426       921515 SH       D       6        921515            0            0
D.R. Horton Inc.               COM  23331A109       114118         8262 SH       D       7          8262            0            0
DST SYSTEMS                    COM  233326107      1259563        10300 SH       D       1         10300            0            0
DST SYSTEMS                    COM  233326107       317948         2600 SH       D       2          2600            0            0
DST SYSTEMS                    COM  233326107       831556         6800 SH       D       3          6800            0            0
DST SYSTEMS COM                COM  233326107    100033248      1310837 SH       D       6       1184698            0       126139
DST SYSTEMS INC                COM  233326107      2802321        37136 SH       D       7         31696            0         5440
DSP GROUP COM                  COM  23332B106     14713437       158209 SH       D       6        158209            0            0
DSP Group Inc.                 COM  23332B106       161820         1740 SH       D       7          1740            0            0
DTE ENERGY CO COM STOCK US$0.0 COM  233331107       364083         7200 SH       D       2          7200            0            0
DTE ENERGY CO COM STOCK US$0.0 COM  233331107     12679798       250752 SH       D       3        234652            0        16100
DTE ENERGY CO COM STOCK US$0.0 COM  233331107       480387         9500 SH       D       4          9500            0            0
DTE ENERGY COMPANY             COM  233331107      1262786        39930 SH       D       5         39930            0            0
DTE HOLDINGS INC COM           COM  233331107    165464315      5273763 SH       D       6       4746316          475       526972
DTE HOLDINGS INC COM           COM  233331107      7985134       254634 SH       D       7        242216            0        12418
DTE ENERGY COMPANY             COM  233331107       219625         7000 SH       S       7          7000            0            0
DT INDUSTRIES INC COM          COM  23333J108      1460576       185470 SH       D       6        185470            0            0
DT INDUSTRIES INC              COM  23333J108         3685          468 SH       D       7           468            0            0
DVI,INC COM                    COM  233343102      2921209       192343 SH       D       6        192343            0            0
DVI Inc.                       COM  233343102        21885         1441 SH       D       7          1441            0            0
DAILEY INTERNATIONAL INC       COM  23380G106            0         2100 SH       D       6          2100            0            0
DAIN RAUSCHER CORP COM         COM  233856103     14190079       305163 SH       D       6        305163            0            0
Dain Rauscher Corp.            COM  233856103        83328         1792 SH       D       7          1792            0            0
DAILY JOURNAL CORP             COM  233912104       801060        24648 SH       D       6         24648            0            0
DAILY JOURNAL CORP-SC          COM  233912104         3837          119 SH       D       7           119            0            0
DAISEYTEK INTL CORP COM        COM  234053106      5605863       240466 SH       D       6        240466            0            0
Daisytek International Corp.   COM  234053106        57092         2449 SH       D       7          2449            0            0
DAKTRONICS COM                 COM  234264109       803328        31815 SH       D       6         31815            0            0
DAKTRONICS INC                 COM  234264109        20200          800 SH       D       7           800            0            0
DAI-TILE INTL COM              COM  23426R108     14422566      1424451 SH       D       6       1353051            0        71400
Dal-Tile International Inc.    COM  23426R108        86902         8583 SH       D       7          8583            0            0
DALEEN TECHNOLOGIES COM        COM  23437N104      1620937        74100 SH       D       6         74100            0            0
DALEEN TECHNOLOGIES            COM  23437N104        17500          800 SH       D       7           800            0            0
DALLAS GOLD & SILVER EXCH      COM  235077104         2400          400 SH       D       7           400            0            0
DALLAS SEMICONDUCTOR CORP COM  COM  235204104     34901218       541629 SH       D       6        541629            0            0
Dallas Semiconductor Corp.     COM  235204104       282816         4389 SH       D       7          4389            0            0
DAMARK INTL COM                COM  235691102       449473        28538 SH       D       6         28538            0            0
DAMARK INTERNATIONAL INC       COM  235691102         4473          284 SH       D       7           284            0            0
DAN RIV INC GA - CL COM        COM  235774106      1126428       219791 SH       D       6        219791            0            0
Dan River Inc.                 COM  235774106         8671         1692 SH       D       7          1692            0            0
DANA CORP COM STOCK US$1       COM  235811106       143785         2980 SH       D       2          2980            0            0
DANA CORP COM STOCK US$1       COM  235811106     13323346       276130 SH       D       3        260330            0        15800
DANA CORP                      COM  235811106      1391554        46482 SH       D       5         46482            0            0
DANA CORP COM                  COM  235811106    128523288      4293093 SH       D       6       3948549          564       343980
DANA CORP COM                  COM  235811106      3721214       123665 SH       D       7        109510            0        14155
DANA CORP                      COM  235811106       239500         8000 SH       S       7          8000            0            0
DANAHER CORP US$0.01           COM  235851102      2916195        37893 SH       D       3         37893            0            0
DANAHER CORP COM               COM  235851102    159439905      3304454 SH       D       6       3029963          446       274045
DANAHER CORP COM               COM  235851102      5593587       117077 SH       D       7         88541            0        28536
DANAHER CORPORATION            COM  235851102       332394         6889 SH       S       7          6889            0            0
DANIELSON HLDG CORP COM        COM  236274106       975090       169581 SH       D       6        169581            0            0
DANIELSON HOLDING CORP         COM  236274106         4025          700 SH       D       7           700            0            0
AMERICA ONLINE                 COM  2364JI043      4470025        57400 SH       D       9         57400            0            0
UAOU SYS INC COM               COM  237015102       717926       234425 SH       D       6        234425            0            0
DAOU SYSTEMS INC               COM  237015102         6896         2252 SH       D       7          2252            0            0
DARDEN RESTAURANTS             COM  237194105      1785118        62400 SH       D       1         62400            0            0
DARDEN RESTAURANTS             COM  237194105       469165        16400 SH       D       2         16400            0            0
DARDEN RESTAURANTS             COM  237194105      8854218       309505 SH       D       3        279105            0        30400
DARDEN RESTAURANTE INC COM     COM  237194105    114187501      6300000 SH       D       6       5577158          413       722429
DARDEN RESTAURANTE INC COM     COM  237194105      5800524       320429 SH       D       7        309203            0        11226
DARDEN RESTAURANTS INC         COM  237194105       115981         6399 SH       S       7          6399            0            0
DARLING INTL INC COM           COM  237266101        27225        12812 SH       D       6         12812            0            0
DATA BROADCASTING CO COM       COM  237596101      4413164       534929 SH       D       6        534929            0            0
Data Broadcasting Corp.        COM  237596101        36654         4443 SH       D       7          4443            0            0
DATA CRITICAL COM              COM  237622105       771804        51886 SH       D       6         51886            0            0
DATA CRITICAL CORP             COM  237622105         8925          600 SH       D       7           600            0            0
DATA DIMENSIONS INC COM        COM  237654207        64318        25100 SH       D       6         25100            0            0
DATA DIMENSIONS INC.           COM  237654207         5401         2108 SH       D       7          2108            0            0
DATA I O CORP COM              COM  237690102        45100        16400 SH       D       6         16400            0            0
DATA RACE COM                  COM  237842109        72339        26607 SH       D       6         26607            0            0
DATA RACE INC                  COM  237842109         3558         1309 SH       D       7          1309            0            0
DATA RESEARCH ASSOC COM        COM  237853106        44056         5507 SH       D       6          5507            0            0
DATA RESEARCH ASSOCIATES INC   COM  237853106         1600          200 SH       D       7           200            0            0
DATA RETURN COM                COM  23785M104      6741000       126000 SH       D       6        126000            0            0
DATA RETURN CORP               COM  23785M104        85600         1600 SH       D       7          1600            0            0
DATA SYSTEMS & SOFTWARE, INC C COM  237887104        15525         4600 SH       D       6          4600            0            0
DATA SYSTEMS NETWORK CORP. COM COM  237891106         2084         2300 SH       D       6          2300            0            0
DATAWATCH CORP COM             COM  237917109        10156         5000 SH       D       6          5000            0            0
DATAWARE TECHNOLOGIES COM      COM  237920103       267651        15516 SH       D       6         15516            0            0
DATALINK CORP COM              COM  237934104       535150        27800 SH       D       6         27800            0            0
DATALINK CORP.                 COM  237934104        15400          800 SH       D       7           800            0            0
DATA TRANSLATION INC           COM  238016109        19912         2700 SH       D       7          2700            0            0
DATA TRANSMISSION NETWORK CORP COM  238017107      4772281       276654 SH       D       6        276654            0            0
Data Transmission Netwk. Corp. COM  238017107        49697         2881 SH       D       7          2881            0            0
DATAMETRICS CORP COM           COM  238085104         8662         6600 SH       D       6          6600            0            0
DATAPOINT CORP COM             COM  238100200          423         1232 SH       D       6          1232            0            0
DATAPOINT CORP                 COM  238100200          446         1300 SH       D       7          1300            0            0
DATARAM CORP                   COM  238108203         3365          150 SH       D       7           150            0            0
DATASCOPE CORP COM             COM  238113104     13274080       331852 SH       D       6        331852            0            0
Datascope Inc.                 COM  238113104        88000         2200 SH       D       7          2200            0            0
DATASTREAM SYS INC COM         COM  238124101      7297887       297115 SH       D       6        297115            0            0
Datastream Systems Inc.        COM  238124101        61479         2503 SH       D       7          2503            0            0
DATATEC SYS INC COM            COM  238128102      1657867       294732 SH       D       6        294732            0            0
DATATEC SYSTEMS INC            COM  238128102         6091         1083 SH       D       7          1083            0            0
DATATRAK INTERNATIONAL INC COM COM  238134100        10164         2804 SH       D       6          2804            0            0
DATATRAK INTERNATIONAL         COM  238134100         5752         1587 SH       D       7          1587            0            0
DATRON SYS INC CALIF COM       COM  238173108         3663          431 SH       D       6           431            0            0
DATUM INC COM                  COM  238208102       378859        39362 SH       D       6         39362            0            0
DATUM INC                      COM  238208102         1925          200 SH       D       7           200            0            0
DAVE AND BUSTERS INC COM       COM  23833N104      1650821       201627 SH       D       6        201627            0            0
Dave & Buster's Inc.           COM  23833N104        17586         2148 SH       D       7          2148            0            0
DAVEL COMMUNICATIONS INC COM   COM  238341101       125894        26504 SH       D       6         26504            0            0
DAVEL COMMUNICATION GROUP      COM  238341101         2626          553 SH       D       7           553            0            0
DAVID BRIDAL INC COM           COM  238576102      1552847       138802 SH       D       6        138802            0            0
David's Bridal Inc.            COM  238576102         8905          796 SH       D       7           796            0            0
DAVOX CORP COM                 COM  239208101      3190554       162576 SH       D       6        162576            0            0
DAVOX CORP                     COM  239208101        14954          762 SH       D       7           762            0            0
DAW TECHNOLOGIES COM           COM  239220106         6000         9600 SH       D       6          9600            0            0
DAWSON GEOPHYSICAL CO COM      COM  239359102       195329        22165 SH       D       6         22165            0            0
DAWSON GEOPHYSICAL CO          COM  239359102         4406          500 SH       D       7           500            0            0
DAXOR CORP COM                 COM  239467103       839506        57897 SH       D       6         57897            0            0
DAXOR CORP                     COM  239467103         3088          213 SH       D       7           213            0            0
DAY RUNNER COM                 COM  239545106       534725       136888 SH       D       6        136888            0            0
DAY RUNNER INC                 COM  239545106         1710          438 SH       D       7           438            0            0
DAYTON-HUDSON CORP             COM  239753106      5106828        79558 SH       D       1             0        79558            0
DAYTON-HUDSON CORP COM STOCK U COM  239753106       675713         5680 SH       D       2          5680            0            0
DAYTON-HUDSON CORP COM STOCK U COM  239753106     89139073       749297 SH       D       3        706497            0        42800
DAYTON-HUDSON CORP COM STOCK U COM  239753106      2200826        18500 SH       D       4         18500            0            0
DAYTON HUDSON CORP             COM  239753106      9022457       122859 SH       D       5        122859            0            0
DAYTON HUDSON CORP COM         COM  239753106    866912576     11804767 SH       D       6      10827499         1490       975778
DAYTON HUDSON CORP COM         COM  239753106     28812866       401023 SH       D       7        288426            0       112597
DAYTON-HUDSON CORP             COM  239753106      1571562        21400 SH       S       7         21400            0            0
DAYTON SUPERIOR CORP COM       COM  240028100      1458486        89753 SH       D       6         89753            0            0
DAYTON SUPERIOR CORP           COM  240028100         5801          357 SH       D       7           357            0            0
DE BEERS CONS.MINES ADR. 1 ADR ADR  240253302      6207593       133100 SH       D       3         35800            0        97300
DE BEERS CONS.MINES ADR. 1 ADR ADR  240253302       219201         4700 SH       D       4          4700            0            0
DEAN FOODS CO COM              COM  242361103     28146537       708089 SH       D       6        703906            0         4183
Dean Foods Company             COM  242361103       355890         9059 SH       D       7          6256            0         2803
DEB SHOPS INC COM              COM  242728103      1057053        57138 SH       D       6         57138            0            0
Deb Shops Inc.                 COM  242728103        17445          943 SH       D       7           943            0            0
DECISIONONE HLDGS CO COM       COM  243458106         4766         9533 SH       D       6          9533            0            0
DECISIONONE HOLDINGS CORP      COM  243458106          300          600 SH       D       7           600            0            0
DECKERS OUTDOOR COM            COM  243537107        23307         8879 SH       D       6          8879            0            0
DECORA INDUSTRIES INC          COM  243593308         4250         3400 SH       D       6          3400            0            0
DECORA INDUSTRIES INC          COM  243593308          881          328 SH       D       7           328            0            0
DECORATOR INDS INC COM PAR $0. COM  243631207         3469          653 SH       D       6           653            0            0
DECORATOR INDUSTRIES INC       COM  243631207          531          100 SH       D       7           100            0            0
DEERE & CO COM STOCK US$1      COM  244199105       264500         3800 SH       D       2          3800            0            0
DEERE & CO COM STOCK US$1      COM  244199105     27758243       398795 SH       D       3        373395            0        25400
DEERE & CO COM STOCK US$1      COM  244199105      1092803        15700 SH       D       4         15700            0            0
DEERE & CO                     COM  244199105      2816989        64945 SH       D       5         64945            0            0
DEERE & CO COM                 COM  244199105    259985110      5993893 SH       D       6       5511320          782       481791
DEERE & CO COM                 COM  244199105      7596146       174084 SH       D       7        154073            0        20011
DEERE & CO.                    COM  244199105       488359        11259 SH       S       7         11259            0            0
DEL GLOBAL TECHNOLOGIES CORP C COM  245073101       713178        92023 SH       D       6         92023            0            0
DEL GLOBAL TECHNOLOGIES CORP   COM  245073101         2635          340 SH       D       7           340            0            0
DEL LABS INC COM               COM  245091103       640064        81278 SH       D       6         81278            0            0
DEL LABORATORIES INC           COM  245091103         2706          343 SH       D       7           343            0            0
DEL MONTE FOODS CO COM         COM  24522P103      3457842       280840 SH       D       6        280840            0            0
Del Monte Foods Co.            COM  24522P103        94818         7701 SH       D       7          7701            0            0
DELCO REMY INTLINC COM         COM  246626105      1559472       189027 SH       D       6        189027            0            0
Delco Remy International Inc.  COM  246626105        24519         2972 SH       D       7          2972            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105       733524        22000 SH       D       1         22000            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105       310081         9300 SH       D       2          9300            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105      4500075       134967 SH       D       3        134967            0            0
DELHAIZE AMERICA INC CLASS B C COM  246688105     27482081      1352964 SH       D       6       1115031            0       237933
DELHAIZE AMERICA INC.          COM  246688105       633242        31175 SH       D       7         31175            0            0
DELHAIZE AMERICA INC B USD0.50 COM  246688204      3011367        89239 SH       D       3         89239            0            0
DELHAIZE AMERICA INC CLASS B C COM  246688204     18618057       891883 SH       D       6        879107            0        12776
DELHAIZE AMERICA INC           COM  246688204       342143        16287 SH       D       7          7678            0         8609
DELIA*S INC COM                COM  246885107       901465       124340 SH       D       6        124340            0            0
DELIA*s Inc.                   COM  246885107        11890         1640 SH       D       7          1640            0            0
DELICIOUS BRANDS INC           COM  246890107         6827         4855 SH       D       6          4855            0            0
DELICIOUS BRANDS INC           COM  246890107          268          191 SH       D       7           191            0            0
DELL COMPUTERS COM STOCK US$0. COM  247025109     24581337       328825 SH       D       1        245000        83825            0
DELL COMPUTERS COM STOCK US$0. COM  247025109      7387359        88040 SH       D       2         88040            0            0
DELL COMPUTERS COM STOCK US$0. COM  247025109    386945364      4611481 SH       D       3       4422081            0       189400
DELL COMPUTERS COM STOCK US$0. COM  247025109      8600685       102500 SH       D       4        102500            0            0
DELL COMPUTER CORP             COM  247025109     36103512       707912 SH       D       5        707912            0            0
DELL COMPUTER CORP COM         COM  247025109   3522470295     69068045 SH       D       6      62794033         8273      6265739
DELL COMPUTER CORP COM         COM  247025109    133428672      2672179 SH       D       7       2054574            0       617605
DELL COMPUTER CORP.            COM  247025109      6262290       122790 SH       S       7        122790            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105       229193         9325 SH       D       2          9325            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105     23196724       943784 SH       D       3        902478            0        41306
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105       532516        21666 SH       D       4         21666            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105      2487507       157937 SH       D       5        157937            0            0
DELPHI AUTOMOTIVE SYS CORP COM COM  247126105    238729716     15158012 SH       D       6      13927024         1859      1229129
DELPHI AUTOMOTIVE SYS CORP COM COM  247126105      7007756       440666 SH       D       7        392531            0        48135
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105       430447        27330 SH       S       7         27330            0            0
DELPHI FINL GROUP INC CL A     COM  247131105      9252630       308421 SH       D       6        308421            0            0
Delphi Financial Group Inc.    COM  247131105        74688         2489 SH       D       7          2489            0            0
DELPHOS CTZNS BANCORP COM      COM  247179104        20183         1205 SH       D       6          1205            0            0
DELPHOS CITIZENS BANCORP INC   COM  247179104         6700          400 SH       D       7           400            0            0
DELTA & PINE LD CO COM         COM  247357106     11117393       639850 SH       D       6        639850            0            0
Delta & Pine Ld Co.            COM  247357106       106769         6145 SH       D       7          6145            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108      4280715        52400 SH       D       1         52400            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108      1099588        13460 SH       D       2         13460            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108     25270681       309337 SH       D       3        294537            0        14800
DELTA AIRLINES INC COM STOCK U COM  247361108       555512         6800 SH       D       4          6800            0            0
DELTA AIR LINES INC            COM  247361108      1948515        39117 SH       D       5         39117            0            0
DELTA AIR LINES INC COM        COM  247361108    277341654      5567712 SH       D       6       5030838          447       536427
DELTA AIR LINES INC COM        COM  247361108     12148337       243721 SH       D       7        232244            0        11477
DELTA AIR LINES, INC           COM  247361108       334740         6720 SH       S       7          6720            0            0
DELTA NAT GAS INC COM          COM  247748106        15625         1000 SH       D       6          1000            0            0
DELTA THREE COM                COM  24783N102      2977575       115634 SH       D       6        115634            0            0
DELTATHREE.COM                 COM  24783N102        27372         1063 SH       D       7          1063            0            0
DELTIC TIMBER CORP. COMMON STO COM  247850100      5452103       249239 SH       D       6        249239            0            0
Deltic Timber Corp.            COM  247850100        50006         2286 SH       D       7          2286            0            0
DELTEK SYSTEMS INC. COM        COM  24785A108      1886179       139717 SH       D       6        139717            0            0
DELTEK SYSTEMS INC             COM  24785A108        10786          799 SH       D       7           799            0            0
DELTA WOODSIDE INDS INC NEW CO COM  247909104        42656        22750 SH       D       6         22750            0            0
DELTA WOODSIDE INDUSTRIES      COM  247909104         1670          891 SH       D       7           891            0            0
DENBURY RES INC COM            COM  247916208      2331587       540658 SH       D       6        540658            0            0
DENBURY RESOURCES INC          COM  247916208         8180         1897 SH       D       7          1897            0            0
DELTA FINANCIAL CORP COM       COM  247918105       294331        71353 SH       D       6         71353            0            0
DELTA FINANCIAL CORP           COM  247918105         2838          688 SH       D       7           688            0            0
DELUXE CORP COM STOCK US$1     COM  248019101      6319283       141293 SH       D       3        129493            0        11800
DELUXE CORPORATION             COM  248019101     77050646      2808224 SH       D       6       2459733          251       348240
DELUXE CORPORATION             COM  248019101      2714900        99111 SH       D       7         92732            0         6379
DELUXE CORPORATION             COM  248019101        98775         3600 SH       S       7          3600            0            0
DENALI INC-COM COM             COM  248221103         6875         2200 SH       D       6          2200            0            0
DENALI INC                     COM  248221103          625          200 SH       D       7           200            0            0
DENDRITE INTL COM              COM  248239105     28610757       844598 SH       D       6        844598            0            0
Dendrite International Inc.    COM  248239105       167833         4954 SH       D       7          4954            0            0
DENSE PAC MICROSYSTEMS INC COM COM  248719304        73084         9100 SH       D       6          9100            0            0
DENSE-PAC MICROSYSTEMS INC     COM  248719304         5621          700 SH       D       7           700            0            0
DENTSPLY INTL COM              COM  249030107     27526928      1165161 SH       D       6       1156366            0         8795
DENTSPLY INTERNATIONAL INC     COM  249030107       403660        17039 SH       D       7         12583            0         4456
DEPARTMENT 56 INC COM          COM  249509100      6723245       297160 SH       D       6        297160            0            0
Department 56 Inc.             COM  249509100        88260         3901 SH       D       7          3901            0            0
DEPOMED INC COM                COM  249908104        42600         7100 SH       D       6          7100            0            0
DESERT CMNTY BK VICTORVILLE CO COM  25037Y109         5940          264 SH       D       6           264            0            0
DESERT COMMUNITY BANK          COM  25037Y109         7522          354 SH       D       7           354            0            0
DESIGNS INC COM                COM  25057L102        17478        11900 SH       D       6         11900            0            0
DESTRON FEARING CORP COM       COM  250637105        13812         6500 SH       D       6          6500            0            0
DETECTION SYSTEMS INC COM      COM  250644101       777999        82437 SH       D       6         82437            0            0
DETECTION SYSTEMS INC          COM  250644101         2670          283 SH       D       7           283            0            0
DETREX CHEMICAL INDS INC COM   COM  250685104         2437          629 SH       D       6           629            0            0
DETREX CORP                    COM  250685104          775          200 SH       D       7           200            0            0
DETROIT DIESEL COM             COM  250837101      8813720       459347 SH       D       6        424407            0        34940
Detroit Diesel Corp.           COM  250837101        37492         1954 SH       D       7          1954            0            0
DEUTSCHE TELEKOM AG            COM  251566105      9099289       128159 SH       D       7        128159            0            0
DEVCON INTL CORP COM           COM  251588109        20475         3600 SH       D       6          3600            0            0
DEVELOPERS DIVERSIFIED COM     COM  251591103     24414244      1896252 SH       D       6       1489426            0       406826
Developers Diversified Realty  COM  251591103       113956         8851 SH       D       7          8851            0            0
DEVON ENERGY CORP COM          COM  25179M103     29667222       902425 SH       D       6        900211            0         2214
DEVON ENERGY CORPORATION       COM  25179M103       471077        14111 SH       D       7          8066            0         6045
DEVRY INC DEL COM              COM  251893103     15992151       858639 SH       D       6        858639            0            0
DEVRY INC                      COM  251893103       392625        21772 SH       D       7          4601            0        17171
DEXTER CORP COM                COM  252165105     18807831       473153 SH       D       6        473153            0            0
Dexter Corp.                   COM  252165105       138091         3474 SH       D       7          3474            0            0
DIACRIN INC COM                COM  25243N103       641056        98624 SH       D       6         98624            0            0
DIACRIN INC                    COM  25243N103         4160          640 SH       D       7           640            0            0
DIAGEO PLC                     COM  25243Q205      3352159       104755 SH       D       7        104755            0            0
DIAGNOSTIC HEALTH SVCS COM     COM  252446406          710         4900 SH       D       6          4900            0            0
DIAGNOSTIC PRODUCTS CORP COM   COM  252450101      6117821       249707 SH       D       6        249707            0            0
Diagnostic Products Corp.      COM  252450101        41184         1681 SH       D       7          1681            0            0
THE DIAL CORP NEW COM          COM  25247D101     32515781      1337410 SH       D       6       1337410            0            0
DIAL CORP                      COM  25247D101      1012399        42782 SH       D       7         16676            0        26106
DIAMETRICS MED INC COM         COM  252532106      2955321       345147 SH       D       6        345147            0            0
DIAMETRICS MEDICAL INC         COM  252532106         7380          862 SH       D       7           862            0            0
DIAMOND HOME SVCS INC COM      COM  252648100         2991         5983 SH       D       6          5983            0            0
DIAMOND HOME SERVICES INC.     COM  252648100          200          400 SH       D       7           400            0            0
DIAMOND OFFSHORE DRILLING      COM  25271C102       110999         2380 SH       D       2          2380            0            0
DIAMOND OFFSHORE DRILLING      COM  25271C102      7619809       163380 SH       D       3        163380            0            0
DIAMOND OFFSHORE COM           COM  25271C102     29785387       974573 SH       D       6        969600            0         4973
DIAMOND OFFSHORE DRILING, INC  COM  25271C102       707869        23197 SH       D       7         14484            0         8713
DIAMOND TECHNOLOGY PARTNERS CO COM  252762109     18131007       210979 SH       D       6        210979            0            0
Diamond Tech Partners Inc.     COM  252762109       171187         1992 SH       D       7          1992            0            0
DIANON SYSTEMS INC COM         COM  252826102       804650        58520 SH       D       6         58520            0            0
DIANON SYSTEMS INC             COM  252826102         4166          303 SH       D       7           303            0            0
DIEBOLD INC COM STOCK US$1.25  COM  253651103      3092162        82298 SH       D       3         82298            0            0
DIEBOLD INC COM                COM  253651103     27602677      1174582 SH       D       6       1152915            0        21667
DIEBOLD, INC.                  COM  253651103       408068        17027 SH       D       7         11949            0         5078
DIEDRICH COFFEE COM            COM  253675102       337593        83100 SH       D       6         83100            0            0
DIEDRICH COFFEE INC            COM  253675102          812          200 SH       D       7           200            0            0
DIEHL GRAPHSOFT INC            COM  253676308        10687         1500 SH       D       6          1500            0            0
DIGENE CORP COMMON STOCK       COM  253752109      2237928       128340 SH       D       6        128340            0            0
DIGENE CORP                    COM  253752109        10950          628 SH       D       7           628            0            0
DIGEX INC DEL COM              COM  253756100      4314750        62760 SH       D       6         62760            0            0
DIGEX INC                      COM  253756100        41250          600 SH       D       7           600            0            0
DIGI INTL INC COM              COM  253798102      2130993       204167 SH       D       6        204167            0            0
DIGI INTERNATIONAL, INC.       COM  253798102        21010         2013 SH       D       7          2013            0            0
DIGIMARK COM                   COM  253807101      3525650        70513 SH       D       6         70513            0            0
DIGITAL BIOMETRICS INC COM     COM  253833107        14175         4200 SH       D       6          4200            0            0
DIGITAL COURIER TECHNOLOGIES C COM  253838106       993906       103263 SH       D       6        103263            0            0
DIGITAL COURIER TECH INC       COM  253838106         9596          997 SH       D       7           997            0            0
DIGITAL LIGHTWAVE INC COM      COM  253855100      6702336       104724 SH       D       6        104724            0            0
DIGITAL LIGHTWARE INC.         COM  253855100       126528         1977 SH       D       7          1977            0            0
DIGITAL MICROWAVE CORP COM     COM  253859102     45099234      1924234 SH       D       6       1876034            0        48200
Digital Microwave Corp.        COM  253859102       392906        16764 SH       D       7         16764            0            0
DIGITAL IMPACT COM             COM  25385G106      5643874       112596 SH       D       6        112596            0            0
DIGITAL IMPACT INC             COM  25385G106        70325         1403 SH       D       7          1403            0            0
DIGITIAL ISLAND COM            COM  25385N101     16913225       177800 SH       D       6        177800            0            0
DIGITAL ISLAND INC             COM  25385N101       180737         1900 SH       D       7          1900            0            0
DIGITAL INSIGHT CORP COM       COM  25385P106      2127937        58500 SH       D       6         58500            0            0
DIGITAL INSIGHT                COM  25385P106        25462          700 SH       D       7           700            0            0
DIGITAL ORIGIN INC             COM  25385X109         7003        24900 SH       D       6         24900            0            0
DIGITAL ORIGIN                 COM  25385X109         3637          300 SH       D       7           300            0            0
DIGITAL POWER CORP             COM  253862106         1868         1300 SH       D       6          1300            0            0
DIGITAL VIDEO SYSTEMS INC      COM  25387R407        79987         7900 SH       D       6          7900            0            0
DIGITAL RIO INC COM            COM  25388B104     13361577       401098 SH       D       6        401098            0            0
Digital River Inc.             COM  25388B104        80682         2422 SH       D       7          2422            0            0
DIGITAL GENERATION COM         COM  253921100      1313123       184298 SH       D       6        184298            0            0
DITGITAL GENERATION SYSTEMS    COM  253921100         7274         1021 SH       D       7          1021            0            0
DIME COUNTY BANCORP COM        COM  253922108      7328627       396142 SH       D       6        373242            0        22900
Dime Community Bancshares      COM  253922108        31487         1702 SH       D       7          1702            0            0
DIGITAL LAVA INC.              COM  253928105         1425          200 SH       D       7           200            0            0
DILLARD DEPARTMENT STORES INC  CLA  254067101      5581686       168938 SH       D       3        155938            0        13000
DILLARD`S INC COM              COM  254067101     54940081      2721490 SH       D       6       2499035          337       222118
DILLARD`S INC COM              COM  254067101      1617059        80102 SH       D       7         71179            0         8923
DILLARDS INC. CLASS A STOCK    COM  254067101       105378         5220 SH       S       7          5220            0            0
DIME BANCORP INC COM           COM  25429Q102     30067335      1987923 SH       D       6       1950474            0        37449
DIME BANCORP, INC              COM  25429Q102       639924        42930 SH       D       7         35021            0         7909
DIMON INC. COM                 COM  254394109      1987693       611598 SH       D       6        611598            0            0
DIMON Inc.                     COM  254394109        21440         6597 SH       D       7          6597            0            0
DIODES INC                     COM  254543101         6450          300 SH       D       7           300            0            0
DIONEX CORP COM                COM  254546104     23359655       567154 SH       D       6        567154            0            0
Dionex Corp.                   COM  254546104       138843         3371 SH       D       7          3371            0            0
DISC GRAPHICS INC              COM  254590102         1225          400 SH       D       7           400            0            0
DISCOUNT AUTO PARTS COM        COM  254642101      2786538       154272 SH       D       6        154272            0            0
Discount Auto Parts Inc.       COM  254642101        28773         1593 SH       D       7          1593            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106      6947232       148000 SH       D       1        148000            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106      3611622        76940 SH       D       2         76940            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106    175984016      3749066 SH       D       3       3604028            0       145038
DISNEY (WALT) COMPANY HOLDING  COM  254687106      4263629        90830 SH       D       4         90830            0            0
THE WALT DISNEY CO.            COM  254687106     16786838       573909 SH       D       5        573909            0            0
WALT DISNEY HOLDING COMPANY CO COM  254687106   1688029170     57710399 SH       D       6      52365162         6878      5338359
WALT DISNEY HOLDING COMPANY CO COM  254687106     54662678      1854725 SH       D       7       1617515            0       237210
WALT DISNEY COMPANY            COM  254687106      2915523        99676 SH       S       7         99676            0            0
GO.COM COM STK NPV             COM  254687205        37874         1000 SH       D       3          1000            0            0
GO.COM                         COM  254687205       356250        15000 SH       D       5         15000            0            0
WALT DISNEY HOLDING COMPANY CO COM  254687205     13372981       561595 SH       D       6        561095            0          500
GO.COM                         COM  254687205       429919        15438 SH       D       7           560            0        14878
DISPLAY TECHNOLOGIES INC       COM  25469V102         7111         1764 SH       D       6          1764            0            0
DISPLAY TECHNOLOGIES INC       COM  25469V102         1269          315 SH       D       7           315            0            0
DISPATCH MNGM SVCS COM         COM  254927106        20562         7000 SH       D       6          7000            0            0
DISPATCH MANAGEMENT SVCS CORP  COM  254927106         4112         1400 SH       D       7          1400            0            0
DIRECT FOCUS INC COM           COM  254931108       865800        31200 SH       D       6         31200            0            0
Direct Focus Inc.              COM  254931108        34548         1245 SH       D       7          1245            0            0
DITECH COMMUNICATIONS CORP COM COM  25500M103      6679640        71440 SH       D       6         71440            0            0
DITECH COMMUNICATIONS CO.      COM  25500M103        65450          700 SH       D       7           700            0            0
DIVA SYSTEMS CW                WAR  255013104            6         6000 SH       D       9          6000            0            0
DIVIDEND RECEIVABLE            COM  25537AAA4            0      2676691 SH       D       6       2676691            0            0
THE DIXIE GROUP INC COM        COM  255519100       938078       127197 SH       D       6        127197            0            0
DIXIE GROUP INC                COM  255519100         3746          508 SH       D       7           508            0            0
DIXON TICONDEROGA CO COM       COM  255860108         3068          472 SH       D       6           472            0            0
DOCUCORP INTL INC EXP. 3/31/98 COM  255911109      1186236       168708 SH       D       6        168708            0            0
DUCOCORP INTERNATIONAL         COM  255911109         6314          898 SH       D       7           898            0            0
DOCUMENT SCIENCE CO COM        COM  25614R105        15750         6000 SH       D       6          6000            0            0
DOCUMENTUM INC COM             COM  256159104     20386180       340479 SH       D       6        340479            0            0
Documentum Inc.                COM  256159104       136335         2277 SH       D       7          2277            0            0
DOLE FOOD COM STOCK NPV        COM  256605106      1799307        72908 SH       D       3         68008            0         4900
DOLE FOOD COMPANY INC. COM     COM  256605106     11448076       704497 SH       D       6        699582            0         4915
DOLE FOOD COMPANY              COM  256605106       183514        11510 SH       D       7          8194            0         3316
DOLLAR GENERAL CORPORATION     COM  256669102       147175         4025 SH       D       2          4025            0            0
DOLLAR GENERAL CORPORATION     COM  256669102     13865433       379195 SH       D       3        379195            0            0
DOLLAR GENERAL CORP COM        COM  256669102    121523265      5341682 SH       D       6       4902575          763       438344
DOLLAR GENERAL CORP COM        COM  256669102      4244730       187018 SH       D       7        144636            0        42382
DOLLAR GENERAL                 COM  256669102       247633        10885 SH       S       7         10885            0            0
DOLLAR THRIFTY AUTOM COM       COM  256743105     29083320      1214969 SH       D       6       1169569            0        45400
Dollar Thrifty Automotive      COM  256743105        81579         3408 SH       D       7          3408            0            0
DOLLAR TREE STORES I COM       COM  256747106     39551980       816557 SH       D       6        816557            0            0
DOLLAR TREE STORES INC         COM  256747106      1228937        24248 SH       D       7          6830            0        17418
DOMINION BRIDGE CORP COM       COM  257192104           12        12300 SH       D       6         12300            0            0
DOMINION HOMES INC. COM        COM  257386102        27937         4470 SH       D       6          4470            0            0
DOMINION HOMES INC             COM  257386102         8125         1300 SH       D       7          1300            0            0
DOMINION RESOURCES INC (VIRGIN COM  257470104       215859         3380 SH       D       2          3380            0            0
DOMINION RESOURCES INC (VIRGIN COM  257470104     20164871       315749 SH       D       3        298849            0        16900
DOMINION RESOURCES INC/VA      COM  257470104      2109648        53749 SH       D       5         53749            0            0
DOMINION RESOURCES INC VA COM  COM  257470104    193734977      4935923 SH       D       6       4538850          643       396430
DOMINION RESOURCES INC VA COM  COM  257470104      5620766       142733 SH       D       7        126353            0        16380
DOMINION RESOURCES INC/VA      COM  257470104       365613         9315 SH       S       7          9315            0            0
DONALDSON COMPANY INC COM      COM  257651109     21413026       889892 SH       D       6        889892            0            0
Donaldson Inc.                 COM  257651109       149861         6228 SH       D       7          6228            0            0
DLJ COM                        COM  257661108     30386127       628137 SH       D       6        597055            0        31082
DONALDSON LUFKIN & JENRETTE    COM  257661108       569102        11954 SH       D       7          9508            0         2446
DLJ DIRECT COM                 COM  257661504      2721342       200652 SH       D       6        196350            0         4302
DLJDIRECT                      COM  257661504        27084         1997 SH       D       7           800            0         1197
DONEGAL GROUP INC COM          COM  257701102       640196       100423 SH       D       6        100423            0            0
DONEGAL GROUP INC              COM  257701102         2326          365 SH       D       7           365            0            0
DONNA KARAN INTL INC COM       COM  257826107      1337523       203813 SH       D       6        203813            0            0
Donna Karan Intl. Inc.         COM  257826107        13663         2082 SH       D       7          2082            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101      1201623        30200 SH       D       1         30200            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101       351335         8830 SH       D       2          8830            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101      9578726       240739 SH       D       3        223039            0        17700
DONNELLEY (R R) & SONS CO COM  COM  257867101       580917        14600 SH       D       4         14600            0            0
DONNELLEY (R.R.) & SONS CO     COM  257867101       907417        36571 SH       D       5         36571            0            0
DONNELLY R R & SONS CO COM     COM  257867101     93983603      3787752 SH       D       6       3441182          428       346142
DONNELLY R R & SONS CO COM     COM  257867101      3065516       124003 SH       D       7        115538            0         8465
R.R. DONNELLEY & SONS          COM  257867101       151356         6100 SH       S       7          6100            0            0
DONNELY CORP CL A          COM COM  257870105      1012410        72315 SH       D       6         72315            0            0
DONNELLY CORPORATION           COM  257870105         5194          371 SH       D       7           371            0            0
DONNKENNY INC COM              COM  258006105         6650        11200 SH       D       6         11200            0            0
DORAL FINANCIAL CORP COM       COM  25811P100      3401560       716118 SH       D       6        716118            0            0
Doral Financial Corp.          COM  25811P100        61464         4992 SH       D       7          4992            0            0
DOT HILL SYSTEMS CORP COM      COM  25848T109      1410801       285732 SH       D       6        285732            0            0
DOT HILL SYSTEMS CORP          COM  25848T109         5135         1040 SH       D       7          1040            0            0
DOUBLECLICK INC - CO COM       COM  258609304    112103569       442988 SH       D       6        435088            0         7900
DOUBLECLICK INC                COM  258609304      3089963        12779 SH       D       7          4122            0         8657
DOUGHTIE S FOODS INC COM       COM  258715978            0         1557 SH       D       6          1557            0            0
DOVER CORP COM STOCK US$1      COM  260003108       261816         3620 SH       D       2          3620            0            0
DOVER CORP COM STOCK US$1      COM  260003108     26620676       368070 SH       D       3        339670            0        28400
DOVER CORP COM STOCK US$1      COM  260003108       969155        13400 SH       D       4         13400            0            0
DOVER CORP                     COM  260003108      2639509        58171 SH       D       5         58171            0            0
DOVER CORP COM                 COM  260003108    241285284      5317582 SH       D       6       4886807          673       430102
DOVER CORP COM                 COM  260003108      7045190       155514 SH       D       7        138034            0        17480
DOVER CORP                     COM  260003108       456926        10070 SH       S       7         10070            0            0
DOVER DOWNS ENTMT IN COM       COM  260086103      3225825       172044 SH       D       6        172044            0            0
Dover Downs Entertainment Inc. COM  260086103        54300         2896 SH       D       7          2896            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103     11042159        52200 SH       D       1         52200            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103      2953037        13960 SH       D       2         13960            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103     94299408       445785 SH       D       3        426485            0        19300
DOW CHEMICAL CO CM STOCK US$2. COM  260543103      1649977         7800 SH       D       4          7800            0            0
DOW CHEMICAL                   COM  260543103      8180255        61218 SH       D       5         61218            0            0
DOW CHEMICAL CO COM            COM  260543103   1006336958      7531053 SH       D       6       6766858          741       763454
DOW CHEMICAL CO COM            COM  260543103     37546373       280214 SH       D       7        261471            0        18743
DOW CHEMICALS                  COM  260543103      1417761        10610 SH       S       7         10610            0            0
DOW JONES & CO INC COM STOCK U COM  260561105     13674572       125118 SH       D       3        113018            0        12100
DOW JONES & CO INC             COM  260561105      1724140        25355 SH       D       5         25355            0            0
DOW JONES & CO INC COM         COM  260561105    149537032      2199074 SH       D       6       2018808          300       179966
DOW JONES & CO INC COM         COM  260561105      4740498        70429 SH       D       7         59099            0        11330
DOW JONES & CO INC             COM  260561105       296888         4366 SH       S       7          4366            0            0
LENNAR CORP                    COM  260571048       119531         7500 SH       D       9          7500            0            0
DOWNEY FINANCIAL CORP COM      COM  261018105     12004396       594645 SH       D       6        594645            0            0
Downey Financial               COM  261018105        66820         3310 SH       D       7          3310            0            0
DRESS BARN INC COM             COM  261570105     10811536       650318 SH       D       6        649518            0          800
Dress Barn Inc.                COM  261570105        43441         2613 SH       D       7          2613            0            0
DREW INDS INC COM NEW          COM  26168L205      1099485       122165 SH       D       6        122165            0            0
DREW INDUSTRIES INC            COM  26168L205         4545          505 SH       D       7           505            0            0
DREXLER TECHNOLOGY CORP COM    COM  261876106      1191888       122245 SH       D       6        122245            0            0
DREXLER TECHNOLOGY CORP        COM  261876106         3510          360 SH       D       7           360            0            0
DREYERS GRAND ICE CREAM INC CO COM  261878102      8537570       502210 SH       D       6        502210            0            0
Dreyer's Grand Ice Cream Inc.  COM  261878102        43333         2549 SH       D       7          2549            0            0
GOLD FIELDS LTD SPONS ADR      ADR  262026503      1013450       137821 SH       D       3         15500            0       122321
DRIL-QUIP INC - COM COM        COM  262037104      3179563       104677 SH       D       6        104677            0            0
Dril-Quip Inc.                 COM  262037104        52366         1724 SH       D       7          1724            0            0
DRIVER HARRIS CO               COM  262093206         9425         2900 SH       D       7          2900            0            0
DRKOOP COM INC COM             COM  262098106      2741747       230884 SH       D       6        230884            0            0
DRKOOP COM INC                 COM  262098106        15437         1300 SH       D       7          1300            0            0
DROVERS BANCSHARES CORP PA COM COM  262120108       879880        42921 SH       D       6         42921            0            0
DROVERS BANCSHARES CORP/PA     COM  262120108         5576          272 SH       D       7           272            0            0
DRUG EMPORIUM INC              COM  262175102       650941       146691 SH       D       6        146691            0            0
DRUG EMPORIUM INC              COM  262175102         2662          600 SH       D       7           600            0            0
DRUGSTORE COM COM              COM  262241102      1764502        48760 SH       D       6         41960            0         6800
DRUGSTORE.COM                  COM  262241102        75993         2100 SH       D       7          2100            0            0
DRYPERS COM                    COM  262497308        25988        10800 SH       D       6         10800            0            0
DSET CORP COM                  COM  262504103      4498940       120373 SH       D       6        120373            0            0
DSET CORP.                     COM  262504103        20892          559 SH       D       7           559            0            0
DSL.NET INC COM                COM  262506108      3481603       241150 SH       D       6        241150            0            0
DSL.NET INC                    COM  262506108        37537         2600 SH       D       7          2600            0            0
DU PONT (E I) DE NEMOURS & CO  COM  263534109      1625537        17774 SH       D       1         10600         7174            0
DU PONT (E I) DE NEMOURS & CO  COM  263534109      1797578        17126 SH       D       2         17126            0            0
DU PONT (E I) DE NEMOURS & CO  COM  263534109    191389531      1823418 SH       D       3       1724852            0        98566
DU PONT (E I) DE NEMOURS & CO  COM  263534109      3915081        37300 SH       D       4         37300            0            0
DU PONT (E.I.) DE NEMOURS      COM  263534109     19242943       292113 SH       D       5        292113            0            0
DU PONT DE NEMOURS EI CO COM   COM  263534109   1793810246     27230516 SH       D       6      24815483         3465      2411568
DU PONT DE NEMOURS EI CO COM   COM  263534109     52355219       786023 SH       D       7        676618            0       109405
DU PONT(E.I.)DE NEMOURS & CO   COM  263534109     16600362       254900 SH       D       9        254900            0            0
DU PONT (E.I.) DE NEMOURS      COM  263534109      3322076        50430 SH       S       7         50430            0            0
DUALSTAR TECHNOLOGIES CORP     COM  263572109         3050          400 SH       D       7           400            0            0
DUANE READE INC - CO COM       COM  263578106      4749184       172306 SH       D       6        172306            0            0
Duane Reade Inc.               COM  263578106        67032         2432 SH       D       7          2432            0            0
DUCKWALL - AUTO STORES COM     COM  264142100         2851          374 SH       D       6           374            0            0
DUCKWALL-ALCO STORES, INC.     COM  264142100         1730          227 SH       D       7           227            0            0
DUCOMMUN INC DEL COM           COM  264147109      1484644       136519 SH       D       6        136519            0            0
DUCOMMUN INC                   COM  264147109         4491          413 SH       D       7           413            0            0
DUFF & PHELPS CREDIT RATING CO COM  26432F109      6728922        75659 SH       D       6         75659            0            0
Duff & Phelps Cr. Rating Co.   COM  26432F109        54340          611 SH       D       7           611            0            0
DUKE ENERGY CORP COM STK NPV   COM  264399106       527739         6476 SH       D       2          6476            0            0
DUKE ENERGY CORP COM STK NPV   COM  264399106     50006167       613636 SH       D       3        579166            0        34470
DUKE ENERGY CORP COM STK NPV   COM  264399106       505247         6200 SH       D       4          6200            0            0
DUKE ENERGY CORP               COM  264399106      5069291       101133 SH       D       5        101133            0            0
DUKE ENERGY CORP COM           COM  264399106    468889853      9354411 SH       D       6       8589178         1209       764024
DUKE ENERGY CORP COM           COM  264399106     13615761       269688 SH       D       7        238397            0        31291
DUKE ENERGY CORP               COM  264399106       882300        17602 SH       S       7         17602            0            0
DUKE RLTY INVTS INC COM        COM  264411505     51270063      2629234 SH       D       6       1777716            0       851518
DUKE-WEEKS REALTY CORP         COM  264411505       617402        31547 SH       D       7         22603            0         8944
DUN & BRADSTREET DEL CORP NEW  COM  26483B106       123567         2610 SH       D       2          2610            0            0
DUN & BRADSTREET DEL CORP NEW  COM  26483B106     13055353       275757 SH       D       3        260957            0        14800
DUN & BRADSTREET DEL CORP NEW  COM  26483B106       700686        14800 SH       D       4         14800            0            0
DUN & BRADSTREET CORP          COM  26483B106      1343371        45538 SH       D       5         45538            0            0
DUN & BRADSTREET COR COM       COM  26483B106    123741644      4194632 SH       D       6       3856401          538       337693
DUN & BRADSTREET COR COM       COM  26483B106      3528312       120158 SH       D       7        106346            0        13812
DUN & BRADSTREET CORP          COM  26483B106       227150         7700 SH       S       7          7700            0            0
DUNN COMPUTER CORP             COM  265771105         7800         2400 SH       D       6          2400            0            0
DUNN COMPUTER CORP             COM  265771105         1625          500 SH       D       7           500            0            0
DURA AUTOMOTIVE SYS COM        COM  265903104      4316513       247542 SH       D       6        247542            0            0
Dura Automotive Sys Corp       COM  265903104        36862         2114 SH       D       7          2114            0            0
DUPONT PHOTOMASKS INC COM      COM  26613X101      9153845       189717 SH       D       6        189717            0            0
Dupont Photomasks Inc.         COM  26613X101        55101         1142 SH       D       7          1142            0            0
DURA PHARMACEUTICAL COM        COM  26632S109     12428013       891696 SH       D       6        891696            0            0
Dura Pharmaceuticals Inc.      COM  26632S109       141660        10164 SH       D       7         10164            0            0
DURAMED PHARMACEUTICALS INC CO COM  266354109      2569432       360622 SH       D       6        360622            0            0
Duramed Pharmaceuticals Inc    COM  266354109        21168         2971 SH       D       7          2971            0            0
DUSA PHARMACEUTICALS COM       COM  266898105      3541039       124247 SH       D       6        124247            0            0
DURASWITCH INDUSTRIES INC      COM  266905207        37762         5700 SH       D       6          5700            0            0
DYCOM INDS INC COM             COM  267475101     19734932       447885 SH       D       6        447885            0            0
Dycom Inds. Inc.               COM  267475101       174355         3957 SH       D       7          3957            0            0
DYERSBURG CORP COM             COM  267575108        12393        14164 SH       D       6         14164            0            0
DYNAMEX INC                    COM  26784F103         7656         3500 SH       D       6          3500            0            0
DYNAMIC MATERIALS CORP         COM  267888105          237          200 SH       D       7           200            0            0
DYNATEC INTERNATIONAL INC      COM  267907509         1100         1100 SH       D       6          1100            0            0
DYNAGEN INC NEW                COM  267917607          432         1170 SH       D       6          1170            0            0
DYNACQ INTL INC COM            COM  267919306        23130         1285 SH       D       6          1285            0            0
DYNACQ INTERNATIONAL INC       COM  267919306         9000          500 SH       D       7           500            0            0
DYNAMIC HEALTHCARE TECH INC    COM  267927101          650          400 SH       D       7           400            0            0
DYNAMICS RESH CORP COM         COM  268057106         5499          647 SH       D       6           647            0            0
DYNATECH CORP NEW COM          COM  268140100         6412          950 SH       D       6           950            0            0
DYNEGY INC COM                 COM  26816L102     16108319       662553 SH       D       6        634021            0        28532
DYNEGY INC                     COM  26816L102       328721        12533 SH       D       7          8013            0         4520
DYNEX CAPITAL INC NEW          COM  26817Q506      1193244       185358 SH       D       6        184881            0          477
DYNEX CAPITAL INC.             COM  26817Q506        13190         2049 SH       D       7          2049            0            0
EAC INDS INC                   COM  268226107            3          167 SH       D       6           167            0            0
EA INDUSTRIES INC. COM         COM  26822P204           64         2150 SH       D       6          2150            0            0
ECC INTL CORP COM              COM  268255106        19825         6100 SH       D       6          6100            0            0
ECC INTERNATIONAL CORP         COM  268255106          975          300 SH       D       7           300            0            0
ECCS INC COM                   COM  26825H100        92162         7300 SH       D       6          7300            0            0
ECCS INC                       COM  26825H100         5050          400 SH       D       7           400            0            0
EFC BANCORP COM                COM  268423100       333030        33303 SH       D       6         33303            0            0
EFC BANCORP INC                COM  268423100         3350          335 SH       D       7           335            0            0
EEX CORP COM                   COM  26842V207      2241456       763049 SH       D       6        763049            0            0
EEX Corp.                      COM  26842V207        27923         9506 SH       D       7          9506            0            0
EFTC CORP COM                  COM  268443108         1087          600 SH       D       6           600            0            0
EFTC CORPORATION               COM  268443108         2165         1195 SH       D       7          1195            0            0
E4L, INC COM                   COM  268452109      1287057       514823 SH       D       6        514823            0            0
E4L Inc.                       COM  268452109         7180         2872 SH       D       7          2872            0            0
EIS INTERNATIONAL COM          COM  268539103        34242         5923 SH       D       6          5923            0            0
ELXSI CORP COM                 COM  268613205         5253          408 SH       D       6           408            0            0
ELXSI CORP                     COM  268613205         8793          700 SH       D       7           700            0            0
E-LOAN COM                     COM  26861P107      2076880       127808 SH       D       6        127808            0            0
E-LOAN INC                     COM  26861P107        30875         1900 SH       D       7          1900            0            0
EMC CORP. MASS                 COM  268648102      2372176        13480 SH       D       2         13480            0            0
EMC CORP. MASS                 COM  268648102    300150380      1705618 SH       D       3       1622018            0        83600
EMC CORP. MASS                 COM  268648102      6194407        35200 SH       D       4         35200            0            0
EMC CORP/MASS                  COM  268648102     31167604       285287 SH       D       5        285287            0            0
E M C CORP MASS COM            COM  268648102   2700117444     24718052 SH       D       6      22725602         3378      1989072
E M C CORP MASS COM            COM  268648102    102896276       948682 SH       D       7        652167            0       296515
EMC CORP./MASS                 COM  268648102      5354342        49010 SH       S       7         49010            0            0
EMC CORP 3.25% CB              CNV  268657AA2       390150         3600 SH       D       9          3600            0            0
EMC INS GROUP INC COM          COM  268664109       558039        61155 SH       D       6         61155            0            0
EMC INS GROUP INC              COM  268664109         3859          423 SH       D       7           423            0            0
EMS TECHNOLOGIES INC. COM      COM  26873N108      1347372       114670 SH       D       6        114670            0            0
EMS TECHNOLOGIES               COM  26873N108         3760          320 SH       D       7           320            0            0
E NET INC COM                  COM  268745106       125618        10100 SH       D       6         10100            0            0
E-NET INC                      COM  268745106        13681         1100 SH       D       7          1100            0            0
ENSCO INTL                     COM  26874Q100      2647378        76400 SH       D       1         76400            0            0
ENSCO INTL                     COM  26874Q100       554424        16000 SH       D       2         16000            0            0
ENSCO INTL                     COM  26874Q100      7452439       215068 SH       D       3        215068            0            0
ENSCO INT`L INC COM            COM  26874Q100     65796895      2876367 SH       D       6       2759328            0       117039
ENSCO INTERNATIONAL, INC       COM  26874Q100      2397478       104265 SH       D       7         86205            0        18060
EOG RESOURCES INC COM          COM  26875P101     18312770      1042720 SH       D       6       1035275            0         7445
EOG RESOURCES INC              COM  26875P101       348898        20238 SH       D       7         15884            0         4354
EP MEDSYSTEMS INC COM          COM  26881P103         5548         1168 SH       D       6          1168            0            0
EPIX MATERIALS COM             COM  26881Q101       822000        82200 SH       D       6         82200            0            0
EPIX MEDICAL INC               COM  26881Q101        19210         1921 SH       D       7          1921            0            0
E PIPHANY INC COM              COM  26881V100     36747795       164696 SH       D       6        164696            0            0
E PIPHANY, INC.                COM  26881V100       290062         1300 SH       D       7          1300            0            0
ERLY INDS INC                  COM  268839107           41         2783 SH       D       6          2783            0            0
ESAT TELECOM GROUP PLC - ADR   ADR  26883Y102      2050706        13700 SH       D       3         13700            0            0
ESB FINANCIAL CORP COM         COM  26884F102       719541        60593 SH       D       6         60593            0            0
ESB FINANCIAL CORP             COM  26884F102         9500          800 SH       D       7           800            0            0
EPL TECHNOLOGIES INC COM       COM  268920204        38170        39400 SH       D       6         39400            0            0
EPL TECHNOLOGIES INC           COM  268920204          496          512 SH       D       7           512            0            0
ESCO ELECTRS CORP COM TR RCPT  COM  269030201      2579355       221880 SH       D       6        221880            0            0
ESCO ELECTRONICS               COM  269030201         5254          452 SH       D       7           452            0            0
ESPS INC COM                   COM  269129102       698025       136200 SH       D       6        136200            0            0
ESPS INC                       COM  269129102         4612          900 SH       D       7           900            0            0
ESS TECHNOLOGY COM             COM  269151106     12651490       570208 SH       D       6        570208            0            0
ESS Technology Inc.            COM  269151106       100442         4527 SH       D       7          4527            0            0
E SPIRE COMMUNICATO COM        COM  269153102      4213109       724836 SH       D       6        724836            0            0
E Spire Communications Inc.    COM  269153102        47557         8182 SH       D       7          8182            0            0
E-STAMP CORP COM               COM  269154100      6559300       294800 SH       D       6        294800            0            0
E-STAMP CORPORATION            COM  269154100        35600         1600 SH       D       7          1600            0            0
ETEC SYS INC COM               COM  26922C103     17832203       397375 SH       D       6        397375            0            0
ETEC Systems Inc.              COM  26922C103       205527         4580 SH       D       7          4580            0            0
E-TREK DYNAMICS COM            COM  269240107     27628281       205224 SH       D       6        205224            0            0
E-TEK DYNAMICS INC             COM  269240107      1600428        12490 SH       D       7          4148            0         8342
E TOWN COM                     COM  269242103      9788190       157240 SH       D       6        157240            0            0
E Town Corp.                   COM  269242103        76256         1225 SH       D       7          1225            0            0
E TRADE GROUP INC COMMON STOCK COM  269246104     66267708      2536563 SH       D       6       2502863            0        33700
E*TRADE GROUP INC.             COM  269246104      1912213        72171 SH       D       7         24622            0        47549
EXCO RESOURCES COM             COM  269279204         5075          700 SH       D       6           700            0            0
EXCO RESOURCES INC.            COM  269279204         9425         1300 SH       D       7          1300            0            0
EXX INC CL - A COM             COM  269282109        10731         1700 SH       D       6          1700            0            0
E Z EM INC COM                 COM  269305207         7866         1015 SH       D       6          1015            0            0
E-Z-EM INC-CL A                COM  269305207         5037          650 SH       D       7           650            0            0
EAGLE BANCSHARES INC COM       COM  26942C109       731687        50900 SH       D       6         50900            0            0
EAGLE BACSHARES INC            COM  26942C109         3033          211 SH       D       7           211            0            0
EAGLE FOOD CTRS INC COM        COM  269514105         1347         1135 SH       D       6          1135            0            0
EAGLE GEOPHYSICAL INC COM      COM  269524104         1073       107321 SH       D       6        106138            0         1183
EAGLE GEOPHYSICAL INC          COM  269524104           27         2755 SH       D       7          2755            0            0
EAGLE POINT SOFTWARE COM       COM  269824108         2544          424 SH       D       6           424            0            0
EAGLE USA AIRFREIGHT INC COM   COM  270018104     12027778       278905 SH       D       6        278905            0            0
Eagle USA Airfreight Inc.      COM  270018104       124329         2883 SH       D       7          2883            0            0
EARTHGRAINS COMPANY COM        COM  270319106     18277429      1133484 SH       D       6       1133484            0            0
Earthgrains Co.                COM  270319106       172795        10716 SH       D       7         10716            0            0
EARTHCARE CO COM               COM  27031N105       519408        59361 SH       D       6         59361            0            0
EARTHLINK NETWORK INC COM      COM  270322100      9623785       226442 SH       D       6        220242            0         6200
EARTHLINK NETWORK INC          COM  270322100       340215         8211 SH       D       7          2376            0         5835
EARTHSHELL CORP - CO COM       COM  27032B100      1879044       455526 SH       D       6        455526            0            0
Earthshell Corp.               COM  27032B100        29126         7061 SH       D       7          7061            0            0
EARTHWEB INC COM               COM  27032C108      5987439       119005 SH       D       6        119005            0            0
EarthWeb Inc.                  COM  27032C108        49155          977 SH       D       7           977            0            0
EAST TEX FINL SVCS INC COM     COM  275572105         7248          604 SH       D       6           604            0            0
EAST TEXAS FINANCIAL SVCS      COM  275572105         3700          400 SH       D       7           400            0            0
EAST WEST BANCORP INC COM      COM  27579R104      3455840       302150 SH       D       6        302150            0            0
East West Bancorp Inc          COM  27579R104        39173         3425 SH       D       7          3425            0            0
EASTBROKERS INTL INC COM       COM  276052107        13108         2873 SH       D       6          2873            0            0
EASTERN CO                     COM  276317104       756062        48388 SH       D       6         48388            0            0
EASTERN COMPANY (THE)          COM  276317104         2500          160 SH       D       7           160            0            0
EASTERN ENTERPRISES            COM  27637F100       641874         6987 SH       D       3          6987            0            0
EASTERN ENTERPRISES COM        COM  27637F100     35514067       618308 SH       D       6        570450           68        47790
EASTERN ENTERPRISES COM        COM  27637F100      1033678        17997 SH       D       7         17671            0          326
EASTERN ENTERPRISES            COM  27637F100        75817         1320 SH       S       7          1320            0            0
EASTERN UTILITIES ASSOC COM    COM  277173100     13259990       437443 SH       D       6        437443            0            0
Eastern Utilities Associates   COM  277173100        88845         2931 SH       D       7          2931            0            0
EASTERN VA BANKSHARES INC COM  COM  277196101       824429        43391 SH       D       6         43391            0            0
EASTERN VIRGINIA BANKSHARES    COM  277196101        13110          690 SH       D       7           690            0            0
EASTGROUP PROPERTIES INC COM   COM  277276101      8669914       468644 SH       D       6        359978            0       108666
Eastgroup Properties           COM  277276101        44807         2422 SH       D       7          2422            0            0
EASTMAN CHEMICAL CO COM STOCK  COM  277432100       145838         1900 SH       D       2          1900            0            0
EASTMAN CHEMICAL CO COM STOCK  COM  277432100     10302122       134217 SH       D       3        114817            0        19400
EASTMAN CHEMICAL CO COM STOCK  COM  277432100       713842         9300 SH       D       4          9300            0            0
EASTMEN CHEMICAL COM           COM  277432100    100933312      2116557 SH       D       6       1949708          251       166598
EASTMEN CHEMICAL COM           COM  277432100      2926733        61042 SH       D       7         54363            0         6679
EASTMAN CHEMICAL COMPANY       COM  277432100       176443         3700 SH       S       7          3700            0            0
EASTMAN KODAK CO COM STOCK US$ COM  277461109       480326         4550 SH       D       2          4550            0            0
EASTMAN KODAK CO COM STOCK US$ COM  277461109     56297373       533289 SH       D       3        515389            0        17900
EASTMAN KODAK CO COM STOCK US$ COM  277461109      1108446        10500 SH       D       4         10500            0            0
EASTMAN KODAK CO               COM  277461109      5915595        89292 SH       D       5         89292            0            0
EASTMAN KODAK CO COM           COM  277461109    544139008      8213419 SH       D       6       7528768         1070       683581
EASTMAN KODAK CO COM           COM  277461109     15465056       234774 SH       D       7        207727            0        27047
EASTMAN KODAK COMPANY          COM  277461109      1010975        15260 SH       S       7         15260            0            0
EATON CORP COM US$0.50         COM  278058102       207063         1800 SH       D       2          1800            0            0
EATON CORP COM US$0.50         COM  278058102     14999310       130389 SH       D       3        119089            0        11300
EATON CORP COM US$0.50         COM  278058102       966294         8400 SH       D       4          8400            0            0
EATON CORP                     COM  278058102      1457148        20064 SH       D       5         20064            0            0
EATON CORP COM                 COM  278058102    136496147      1879465 SH       D       6       1721713          253       157499
EATON CORP COM                 COM  278058102      3998555        55020 SH       D       7         48713            0         6307
EATON CORP.                    COM  278058102       246925         3400 SH       S       7          3400            0            0
EATON VANCE CORP COM           COM  278265103     27858826       733127 SH       D       6        733127            0            0
Eaton Vance Corp.              COM  278265103       181260         4770 SH       D       7          4770            0            0
EBAY INC USD0.001              COM  278642103      2501005        11500 SH       D       3         11500            0            0
EBAY INC                       COM  278642103      4359028        34820 SH       D       5         34820            0            0
EBAY INC COM                   COM  278642103     69542657       555508 SH       D       6        535908            0        19600
EBAY INC                       COM  278642103      2233238        17205 SH       D       7          8903            0         8302
EBENXINC COM                   COM  278668108      3642398        80495 SH       D       6         80495            0            0
EBENX INC                      COM  278668108        23077          510 SH       D       7           510            0            0
EBIX.COM, INC COM              COM  278715107       701165        62674 SH       D       6         62674            0            0
EBIX.COM INC.                  COM  278715107         4810          430 SH       D       7           430            0            0
ECHELON INTL CORP COM          COM  278747100      2034258        88446 SH       D       6         88446            0            0
ECHELON INTERNATIONAL CRP WI   COM  278747100        12972          564 SH       D       7           564            0            0
ECHELON CORP COM               COM  27874N105      8880357       453948 SH       D       6        453948            0            0
Echelon Corp.                  COM  27874N105        58335         2982 SH       D       7          2982            0            0
ECHO BAY MINES LTD             COM  278751102         1077          907 SH       D       7           907            0            0
ECHOSTAR COMM CORP CL A COM    COM  278762109     81407722       834951 SH       D       6        830279            0         4672
ECHOSTAR COMMUNICATIONS        COM  278762109      1868170        20856 SH       D       7          7228            0        13628
ECHOSTAR COMMUNICATIONS        PFD  278762307     47600000        68000 SH       D       9         68000            0            0
ECLIPSE SURGICAL INN COM       COM  278849104      1562209       211825 SH       D       6        211825            0            0
Eclipse Surgical Technologies  COM  278849104        21099         2861 SH       D       7          2861            0            0
ECLIPSYS CORP COM              COM  278856109     15874380       619488 SH       D       6        619488            0            0
Eclipsys Corp.                 COM  278856109       131020         5113 SH       D       7          5113            0            0
ECO SOIL SYS INC COM           COM  278858105       733780       170152 SH       D       6        170152            0            0
ECO SOIL SYSTEMS INC           COM  278858105         3514          815 SH       D       7           815            0            0
ECOGEN INC COM                 COM  278864202         5275         4220 SH       D       6          4220            0            0
ECOLAB INC COM STOCK US$1      COM  278865100     11859683       189286 SH       D       3        189286            0            0
ECOLAB INC COM                 COM  278865100    118218380      3021556 SH       D       6       2766076          436       255044
ECOLAB INC COM                 COM  278865100      4632414       117840 SH       D       7         84403            0        33437
ECOLAB INC                     COM  278865100       243357         6220 SH       S       7          6220            0            0
ECOLLEGE.COM INC COM           COM  27887E100       649884        59418 SH       D       6         59418            0            0
ECOLLEGE.COM INC               COM  27887E100         6365          582 SH       D       7           582            0            0
EDAC TECHNOLOGY CORP COM       COM  279285100         3772         2515 SH       D       6          2515            0            0
EDAC TECHNOLOGIES CORP         COM  279285100          450          300 SH       D       7           300            0            0
EDELBROCK CORP COM             COM  279434104       500520        41710 SH       D       6         41710            0            0
EDELBROCK CORP                 COM  279434104         2808          234 SH       D       7           234            0            0
EDGAR ONLINE INC COM           COM  279765101       594425        80600 SH       D       6         80600            0            0
EDGE PETROLEUM COM             COM  279862106        14446         5025 SH       D       6          5025            0            0
EDGE PETROLEUM CORP            COM  279862106         5175         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         3701          630 SH       D       6           630            0            0
EDISON CONTROL CORP            COM  280883109          587          100 SH       D       7           100            0            0
EDISON INTERNATIONAL COM NPV U COM  281020107      5199545       122900 SH       D       1        122900            0            0
EDISON INTERNATIONAL COM NPV U COM  281020107      2051049        48480 SH       D       2         48480            0            0
EDISON INTERNATIONAL COM NPV U COM  281020107     34323685       811298 SH       D       3        792298            0        19000
EDISON INTERNATIONAL           COM  281020107      2549248        97346 SH       D       5         97346            0            0
EDISON INTERNATIONAL COM       COM  281020107    357844856     13664720 SH       D       6      11939983         1151      1723586
EDISON INTERNATIONAL COM       COM  281020107     13386322       509401 SH       D       7        479678            0        29723
EDISON INTERNATIONAL           COM  281020107       440421        16818 SH       S       7         16818            0            0
EDISON SCHOOLS INC COM         COM  281033100      1982925       125900 SH       D       6        125900            0            0
EDISON SCHOOLS INC             COM  281033100        29925         1900 SH       D       7          1900            0            0
EDO CORP COM                   COM  281347104         2919          497 SH       D       6           497            0            0
EDO CORP                       COM  281347104         1739          296 SH       D       7           296            0            0
EDUCATION MNGT CORP COM        COM  28139T101      9790774       699341 SH       D       6        699341            0            0
Education Management Corp.     COM  28139T101        45332         3238 SH       D       7          3238            0            0
EDUCATIONAL INSIGHTS INC COM   COM  28148T100         7437         3500 SH       D       6          3500            0            0
EDUTREK INTL INC COM           COM  28164K108         2275         2275 SH       D       6          2275            0            0
JD EDWARDS & CO COM            COM  281667105     16165661       541110 SH       D       6        539753            0         1357
J.D. EDWARDS                   COM  281667105       554263        17777 SH       D       7          8269            0         9508
EDWARDS (A G) INC COM STOCK US COM  281760108      5760737       111263 SH       D       3        111263            0            0
EDWARDS A G INC COM            COM  281760108     47603097      1484697 SH       D       6       1462317            0        22380
A.G. EDWARDS, INC              COM  281760108       917267        28763 SH       D       7         22168            0         6595
EFAX.COM COM                   COM  282012103      1721777       238513 SH       D       6        238513            0            0
EFax.com Inc                   COM  282012103        12481         1729 SH       D       7          1729            0            0
EFFICIENT NETWORKS COM         COM  282056100      5767216        84812 SH       D       6         80512            0         4300
EFFICIENT NETWORKS INC         COM  282056100       129200         1900 SH       D       7          1900            0            0
EGAIN COMMUNICATIONS COM       COM  28225C103      6496775       172100 SH       D       6        172100            0            0
EGAIN COMMUNICATIONS CORP      COM  28225C103        49075         1300 SH       D       7          1300            0            0
EGGHEAD.COM COM                COM  282329101      3813224       235566 SH       D       6        235566            0            0
Egghead.com Inc.               COM  282329101        62580         3866 SH       D       7          3866            0            0
E GLOBE INC COM                COM  282339100       198844        44810 SH       D       6         44810            0            0
EGLOBE INC.                    COM  282339100         2662          600 SH       D       7           600            0            0
EGREETINGS NETWORK COM         COM  282343102       992756        98050 SH       D       6         98050            0            0
EGREETINGS NETWORK             COM  282343102        19743         1950 SH       D       7          1950            0            0
HEWLETT PACKARD CO             COM  282361033       461750         4000 SH       D       9          4000            0            0
800-JR CIGAR I COM             COM  282491109       271701        31275 SH       D       6         31275            0            0
800-JR CIGAR INC               COM  282491109         4925          567 SH       D       7           567            0            0
800 TRAVEL SYSTEMS INC         COM  282506104        24500        11200 SH       D       6         11200            0            0
800 TRAVEL SYSTEMS INC         COM  282506104         1093          500 SH       D       7           500            0            0
EINSTEIN COM                   COM  282577105         7310        17993 SH       D       6         17993            0            0
EINSTEIN/NOAH BAGEL CORP       COM  282577105          406         1000 SH       D       7          1000            0            0
EKCO GROUP INC COM             COM  282636109        43012         6200 SH       D       6          6200            0            0
8X8 INC COM                    COM  282912104      1132532       220982 SH       D       6        220982            0            0
8 X 8 INC                      COM  282912104        10162         1983 SH       D       7          1983            0            0
EL PASO ELEC CO COM            COM  283677854     11349932      1156681 SH       D       6       1156681            0            0
El Paso Electric Co.           COM  283677854        83573         8517 SH       D       7          8517            0            0
EL PASO ENERGY CORP COM STOCK  COM  283905107     22888898       359537 SH       D       3        348237            0        11300
EL PASO ENERGY CORPORATION     COM  283905107      2493625        64248 SH       D       5         64248            0            0
EL PASO ENERGY CORP. COM       COM  283905107    214682572      5531274 SH       D       6       5089173          698       441403
EL PASO ENERGY CORP. COM       COM  283905107      5841506       150553 SH       D       7        133175            0        17378
EL PASO ENERGY CORP            COM  283905107       428101        11030 SH       S       7         11030            0            0
ELAN CORP -ADR- REP 1 ELAN SH  ADR  284131208      7796800       169000 SH       D       3        169000            0            0
ELANTIC SEMICONDUCTO COM       COM  284155108      3042996        92212 SH       D       6         92212            0            0
ELANTEC SEMICONDUCTOR INC      COM  284155108        49500         1500 SH       D       7          1500            0            0
ELCOM INTL INC COM             COM  284434107      9809884       288526 SH       D       6        288526            0            0
ELCOM INTERNATIONAL INC        COM  284434107        55114         1621 SH       D       7          1621            0            0
ELCOR CORP COM                 COM  284443108     10338869       343199 SH       D       6        343199            0            0
Elcor Corp.                    COM  284443108        86790         2881 SH       D       7          2881            0            0
ELCOTEL INC COM                COM  284447109        13686         7064 SH       D       6          7064            0            0
ELCOTEL INC                    COM  284447109         1166          602 SH       D       7           602            0            0
ELDER BEERMAN STORES, CORP COM COM  284470101       987321       192648 SH       D       6        192648            0            0
ELDER-BEERMAN STORES CORP      COM  284470101         3992          779 SH       D       7           779            0            0
ELDERTRUST- COM COM            COM  284560109        27562         4500 SH       D       6          4500            0            0
ELDERTRUST                     COM  284560109         3227          527 SH       D       7           527            0            0
ELDORADO BANCSHARES INC COM    COM  28467W106      1063175        98900 SH       D       6         98900            0            0
ELEC COMMUNICATIONS            COM  284739109         3459          900 SH       D       7           900            0            0
ELECTRIC FUEL COM              COM  284871100        47124        13464 SH       D       6         13464            0            0
ELECTRIC FUEL CORP             COM  284871100         2236          639 SH       D       7           639            0            0
ELECTRIC LIGHTWAVE COM         COM  284895109      3114937       166130 SH       D       6        166130            0            0
Electric Lightwave Inc.        COM  284895109        24093         1285 SH       D       7          1285            0            0
ELECTRO RENT CORP COM          COM  285218103      5236399       450443 SH       D       6        450443            0            0
Electro Rent Corp.             COM  285218103        32398         2787 SH       D       7          2787            0            0
ELECTRO SCIENTIFIC INDUSTRIES  COM  285229100     17565333       240621 SH       D       6        240621            0            0
Electro Scientific Inds Inc.   COM  285229100       137459         1883 SH       D       7          1883            0            0
ELECTROGLAS COM                COM  285324109     13918137       548498 SH       D       6        543598            0         4900
Electroglas Inc.               COM  285324109        69527         2740 SH       D       7          2740            0            0
ELECTRONIC ARTS                COM  285512109       516993         3900 SH       D       3          3900            0            0
ELECTRONIC ARTS INC            COM  285512109      1422540        16935 SH       D       5         16935            0            0
ELECTRONIC ARTS COM            COM  285512109     72897720       867830 SH       D       6        867830            0            0
ELECTRONIC ARTS                COM  285512109      2257330        27210 SH       D       7          9789            0        17421
ELECTRONIC CLEARING HOUSE IN   COM  285562203        26500        10600 SH       D       6         10600            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104      2388841        22500 SH       D       1         22500            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104      1418441        13360 SH       D       2         13360            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104     88564974       834175 SH       D       3        791675            0        42500
ELECTRONIC DATA SYSTEMS CORP C COM  285661104      2112797        19900 SH       D       4         19900            0            0
ELECTRONIC DATA SYSTEMS CORP   COM  285661104      9169500       136986 SH       D       5        136986            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104    810608172     12109926 SH       D       6      11102497         1638      1005791
ELECTRONIC DATA SYSTEMS CORP C COM  285661104     24264338       367729 SH       D       7        314953            0        52776
ELECTRONIC DATA SYSTEMS CORP   COM  285661104      1535144        22934 SH       S       7         22934            0            0
ELECTRONIC PROCESSING INC      COM  285798104         3105          207 SH       D       7           207            0            0
ELECTRONIC RETAILING COM       COM  285825105        11141        11500 SH       D       6         11500            0            0
ELECTRONIC RETAILING SYS       COM  285825105          871          900 SH       D       7           900            0            0
ELECTRONICS BOUTIUE COM        COM  286045109      1540368        85576 SH       D       6         85576            0            0
Electronics Boutique Hldg Corp COM  286045109        26244         1458 SH       D       7          1458            0            0
ELECTRONICS FOR IMAGING INC CO COM  286082102     54653135       940269 SH       D       6        926469            0        13800
ELECTRONICS FOR IMAGING        COM  286082102      1653804        30380 SH       D       7         16754            0        13626
ELECTROSOURCE INC COM          COM  286150206       108955        39620 SH       D       6         39620            0            0
ELEK-TEK INC COM               COM  286172101            5         5100 SH       D       6          5100            0            0
ELF AQUITAINE - ADR            COM  286269105        22987          300 SH       D       7           300            0            0
ELITE INFORMATION GROUP INC CO COM  28659M106        58706         5493 SH       D       6          5493            0            0
ELITE INFORMATION GROUP        COM  28659M106        29925         2800 SH       D       7          2800            0            0
ELLETT BROS INC COM            COM  288398100        23815         3464 SH       D       6          3464            0            0
ELLETT BROTHERS INC.           COM  288398100         1375          200 SH       D       7           200            0            0
ELLIS PERRY INTERNATIONAL CORP COM  288853104       748580        64394 SH       D       6         64394            0            0
PERRY ELLIS INTERNATIONAL INC  COM  288853104        11625         1000 SH       D       7          1000            0            0
ELMERS RESTAURANTS INC COM     COM  289393100         8492         1544 SH       D       6          1544            0            0
ELMIRA SVGS BK FSB ELMIRA N Y  COM  289660102         5568          256 SH       D       6           256            0            0
ELMIRA SAVINGS BANK FSB        COM  289660102         7438          342 SH       D       7           342            0            0
ELSEVIER, NV                   COM  290259100      2464401       103221 SH       D       7        103221            0            0
ELTRAX SYS INC COM             COM  290375104      2064451       256056 SH       D       6        256056            0            0
ELTRAX SYSTEMS INC             COM  290375104        11150         1383 SH       D       7          1383            0            0
EMBRACE SYSTEMS COM            COM  290816107           68        68500 SH       D       6         68500            0            0
EMBREX INC. COM                COM  290817105       875587        81450 SH       D       6         81450            0            0
EMBREX INC                     COM  290817105         5375          500 SH       D       7           500            0            0
EMBRATEL PARTICIPACOES - ADR   ADR  29081N100         1772        41903 SH       D       3         41903            0            0
EMBOTELLADORA ANDINA SA SPN AD ADR  29081P204     12119758       417770 SH       D       3        417770            0            0
EMBOTELLADORA ANDINA SA SPN AD ADR  29081P303      2243723        96845 SH       D       3         96845            0            0
EMCORE CORP COM                COM  290846104      3237888        95232 SH       D       6         95232            0            0
Emcore Corp.                   COM  290846104        47804         1406 SH       D       7          1406            0            0
EMCOR GROUP COM                COM  29084Q100      3363073       184278 SH       D       6        184278            0            0
Emcor Group Inc.               COM  29084Q100        22411         1228 SH       D       7          1228            0            0
EMERITUS CORP. COM             COM  291005106      1405787       216275 SH       D       6        216275            0            0
EMERITUS CORP                  COM  291005106         8079         1243 SH       D       7          1243            0            0
EMERSON ELECTRIC CO COM STOCK  COM  291011104       600519         6480 SH       D       2          6480            0            0
EMERSON ELECTRIC CO COM STOCK  COM  291011104     67409880       727397 SH       D       3        686997            0        40400
EMERSON ELECTRIC CO COM STOCK  COM  291011104      2418758        26100 SH       D       4         26100            0            0
EMERSON ELECTRIC CO            COM  291011104      6935432       120879 SH       D       5        120879            0            0
EMERSON ELEC CO COM            COM  291011104    638564474     11129664 SH       D       6      10221694         1457       906513
EMERSON ELEC CO COM            COM  291011104     18410127       318156 SH       D       7        280994            0        37162
EMERSON ELECTRIC               COM  291011104      1203153        20970 SH       S       7         20970            0            0
EMISPHERE TECHNOLOGIES COM     COM  291345106      4325602       143887 SH       D       6        143887            0            0
EMISPHERE TECHNOLOGIES INC     COM  291345106        15181          505 SH       D       7           505            0            0
EMMIS COMMUNICATIONS CORP      COM  291525103     31047474       249096 SH       D       6        249096            0            0
Emmis Communications Corp.     COM  291525103       294401         2362 SH       D       7          2362            0            0
EMPIRE DISTRICT ELECTRIC CO CO COM  291641108      8129253       359304 SH       D       6        359304            0            0
Empire District Electric Co.   COM  291641108        55634         2459 SH       D       7          2459            0            0
EMPIRE FEDERAL BANCORP INC     COM  291657104        13950         1200 SH       D       6          1200            0            0
EMPLOYEE SOLUTIONS COM         COM  292166105        11460        16670 SH       D       6         16670            0            0
EMPLOYEE SOLUTIONS INC         COM  292166105          550          800 SH       D       7           800            0            0
EMPRESAS ICA SOCIE ADR-CV TO 1 ADR  292448107       374125        71425 SH       D       3         18625            0        52800
ENDESA ADR (EMSA.NAC.DE ELECTR ADR  29244T101     20390292       891730 SH       D       3        891730            0            0
EMULEX CORP COM                COM  292475209     66407850       590292 SH       D       6        590292            0            0
Emulex Corp.                   COM  292475209       566100         5032 SH       D       7          5032            0            0
EMULEX CORP                    COM  292475209      3552000        37000 SH       D       9         37000            0            0
EMUSIC COM INC COM             COM  292476108      1103925       107700 SH       D       6        107700            0            0
EMUSIC.COM INC                 COM  292476108        16400         1600 SH       D       7          1600            0            0
EN POINTE TECHNOLOGIES COM     COM  29247F108      1089797        39629 SH       D       6         39629            0            0
EN POINTE TECHNOLOGIES INC     COM  29247F108         5500          200 SH       D       7           200            0            0
ENAMELON INC COM               COM  292499100         1104         4600 SH       D       6          4600            0            0
ENAMELON INC                   COM  292499100          109          458 SH       D       7           458            0            0
ENCAD INC COM                  COM  292503109       597796       125028 SH       D       6        125028            0            0
ENCAD INC                      COM  292503109         4872         1019 SH       D       7          1019            0            0
ENCORE WIRE COM                COM  292562105      1346857       176637 SH       D       6        176637            0            0
ENCORE WIRE CORP               COM  292562105         4582          601 SH       D       7           601            0            0
ENCORE MEDICAL CORP            COM  29256E109         9809         4300 SH       D       6          4300            0            0
ENDOSONICS COM                 COM  29264K105       893668       198593 SH       D       6        198593            0            0
ENDOSONICS CORP                COM  29264K105         2893          643 SH       D       7           643            0            0
ENDOCARE INC COM               COM  29264P104       913781       108300 SH       D       6        108300            0            0
ENDOCARE INC                   COM  29264P104         5062          600 SH       D       7           600            0            0
ENERGY CONVERSION DEVICES INC  COM  292659109      1649598       178335 SH       D       6        178335            0            0
ENERGY CONVERSION DEVICES      COM  292659109         5207          563 SH       D       7           563            0            0
ENERGY BIOSYSTEMS CO COM       COM  29265L706         5139         1142 SH       D       6          1142            0            0
ENERGY BIOSYSTEMS CORP         COM  29265L706         4414          981 SH       D       7           981            0            0
ENERGEN CORP                   COM  29265N108     16439620       910152 SH       D       6        889852            0        20300
Energen Corp.                  COM  29265N108        73279         4057 SH       D       7          4057            0            0
ENERGY EAST CORP COM           COM  29266M109     78988391      3795238 SH       D       6       3543414            0       251824
ENERGY EAST CORP               COM  29266M109      2403388       115212 SH       D       7        107156            0         8056
ENERSIS SA -SPONS ADR REPR 50  ADR  29274F104     21198833       562699 SH       D       3        562699            0            0
ENGAGE TECH COM                COM  292827102      6756480       112608 SH       D       6        112608            0            0
ENGAGE TECHNOLOGIES            COM  292827102       150000         2500 SH       D       7          2500            0            0
ENGELHARD CORP COM STOCK US$1  COM  292845104      6068601       203532 SH       D       3        185632            0        17900
ENGELHARD CORP COM             COM  292845104     58898477      3120449 SH       D       6       2862930          431       257088
ENGELHARD CORP COM             COM  292845104      1738405        92165 SH       D       7         84237            0         7928
ENGELHARD CORP.                COM  292845104       115137         6100 SH       S       7          6100            0            0
ENGINEERED SUPPORT SYS INC COM COM  292866100       674304        56192 SH       D       6         56192            0            0
ENGINEERED SUPPORT SYSTEMS     COM  292866100         3804          317 SH       D       7           317            0            0
ENGINEERING ANIMATION COM      COM  292872108      1685031       192575 SH       D       6        192575            0            0
Engineering Animation Inc.     COM  292872108        15610         1784 SH       D       7          1784            0            0
ENGINEERING MEASUREMENTS CO CO COM  292880101         5316          886 SH       D       6           886            0            0
ENGINEERING MEASUREMENT CO     COM  292880101         1200          200 SH       D       7           200            0            0
ENGLE HOMES COM                COM  292896107      1793988       149499 SH       D       6        149499            0            0
ENGLE HOMES INC                COM  292896107         4932          411 SH       D       7           411            0            0
ENERCORP INC COM               COM  292906203         2404         1099 SH       D       6          1099            0            0
ENERCORP INC                   COM  292906203         1487          700 SH       D       7           700            0            0
ENERGYNORTH INC                COM  292925104      2056859        37355 SH       D       6         37355            0            0
ENERGYNORTH INC                COM  292925104         6717          122 SH       D       7           122            0            0
ENDOCARDIAL SOLUTION COM       COM  292962107       682692        78022 SH       D       6         78022            0            0
ENDOCARDIAL SOLUTIONS INC      COM  292962107         3517          402 SH       D       7           402            0            0
ENERGYSOUTH, INC COM           COM  292970100      1116702        53817 SH       D       6         53817            0            0
ENERGYSOUTH INC                COM  292970100         3714          179 SH       D       7           179            0            0
ENESCO GROUP, INC COM          COM  292973104      9310974       841670 SH       D       6        729650            0       112020
Enesco Group Inc.              COM  292973104       183659        16602 SH       D       7         16602            0            0
ENHANCE FINL SVCS COM          COM  293310108     10187823       626943 SH       D       6        626943            0            0
Enhance Finl. Svcs. Group Inc. COM  293310108        69728         4291 SH       D       7          4291            0            0
ENLIGHTEN SOFTWARE SOLUTIONS   COM  29336A101         7700         1400 SH       D       6          1400            0            0
ENNIS BUSINESS FORMS INC COM   COM  293389102      1939778       250294 SH       D       6        250294            0            0
ENNIS BUSINESS FORMS           COM  293389102         6316          815 SH       D       7           815            0            0
ENRON CORPORATION              COM  293561106       565692        11800 SH       D       1             0        11800            0
ENRON CORP COM STOCK US$0.10   COM  293561106       857239        12020 SH       D       2         12020            0            0
ENRON CORP COM STOCK US$0.10   COM  293561106     84034245      1178308 SH       D       3       1133708            0        44600
ENRON CORP COM STOCK US$0.10   COM  293561106      2082477        29200 SH       D       4         29200            0            0
ENRON CORP                     COM  293561106      8727142       196668 SH       D       5        196668            0            0
ENRON CORP COM                 COM  293561106    802547168     18085570 SH       D       6      16621144         2362      1462064
ENRON CORP COM                 COM  293561106     23977654       533644 SH       D       7        461736            0        71908
ENRON CORPORATION              COM  293561106      1528985        34456 SH       S       7         34456            0            0
ENSTAR GROUP INC               COM  29358M108          853           65 SH       D       1             0           65            0
ENTERCOM COMMUNICATIONS CORP C COM  293639100     22146960       335560 SH       D       6        335560            0            0
Entercom Communications Corp.  COM  293639100       262614         3979 SH       D       7          3979            0            0
ENTERGY CORP COM STOCK US$5    COM  29364G103       195824         4730 SH       D       2          4730            0            0
ENTERGY CORP COM STOCK US$5    COM  29364G103     16660365       402419 SH       D       3        383419            0        19000
ENTERGY CORP COM STOCK US$5    COM  29364G103       596167        14400 SH       D       4         14400            0            0
ENTERGY CORP                   COM  29364G103      1780277        69137 SH       D       5         69137            0            0
ENTERGY COM                    COM  29364G103    163358103      6344004 SH       D       6       5823128          810       520066
ENTERGY COM                    COM  29364G103      4696504       182302 SH       D       7        161526            0        20776
ENTERGY CORPORATION            COM  29364G103       307043        11924 SH       S       7         11924            0            0
ENTERTAINMENT PPTYS COM        COM  29380T105      4717669       357738 SH       D       6        355738            0         2000
Entertainment Properties Trust COM  29380T105        29487         2236 SH       D       7          2236            0            0
ENTROMED INC COM               COM  29382F103      4939193       192749 SH       D       6        192749            0            0
EntreMed Inc.                  COM  29382F103        48456         1891 SH       D       7          1891            0            0
ENTRADE INC COM                COM  29382L100      3205540        78423 SH       D       6         78423            0            0
ENTRADE INC                    COM  29382L100        12262          300 SH       D       7           300            0            0
ENTRUST TECHNOLOGIES INC COM   COM  293848107     23988246       400221 SH       D       6        400221            0            0
Entrust Technologies Inc.      COM  293848107       231598         3864 SH       D       7          3864            0            0
ENZON INC COM                  COM  293904108     27883835       642855 SH       D       6        642855            0            0
Enzon Inc                      COM  293904108       238345         5495 SH       D       7          5495            0            0
ENVIRONMENTAL ELEMENTS CORP    COM  293940102          693          300 SH       D       7           300            0            0
ENVIRONMENTAL TECH COM         COM  293961108        94200        15700 SH       D       6         15700            0            0
EQUIMED INC (NEW) COM          COM  293988994          217        21735 SH       D       6         21735            0            0
NTL INC ORD                    COM  294071070      9208879        76075 SH       D       9         76075            0            0
ENVIRONMENTAL TECTONICS CORP C COM  294092101       460026        30415 SH       D       6         30415            0            0
ENVIRONMENTAL TECTONICS CORP   COM  294092101         5656          374 SH       D       7           374            0            0
ENVIROSOURCE INC NEW COM       COM  29409K606         2419         3142 SH       D       6          3142            0            0
ENZO BIOCHEM INC COM           COM  294100102     19048504       422713 SH       D       6        422713            0            0
Enzo Biochem Inc.              COM  294100102       150553         3341 SH       D       7          3341            0            0
EPIMMUNE INC                   COM  29425Y101         6367         2455 SH       D       6          2455            0            0
EPIMMUNE INV                   COM  29425Y101         5187         2000 SH       D       7          2000            0            0
EPITOPE INC                    COM  294261102       979953       150762 SH       D       6        150762            0            0
EPITOPE INC                    COM  294261102         3256          501 SH       D       7           501            0            0
EPLUS INC COM                  COM  294268107       280800         7800 SH       D       6          7800            0            0
EPLUS INC                      COM  294268107        12024          334 SH       D       7           334            0            0
EPICOR SOFTWARE CORP COM       COM  29426L108      3553090       701845 SH       D       6        701845            0            0
Epicor Software Corp.          COM  29426L108        31422         6207 SH       D       7          6207            0            0
EQUIFAX INC COM STOCK US$2.50  COM  294429105        96186         2560 SH       D       2          2560            0            0
EQUIFAX INC COM STOCK US$2.50  COM  294429105      8886257       236508 SH       D       3        219708            0        16800
EQUIFAX INC                    COM  294429105       951854        40397 SH       D       5         40397            0            0
EQUIFAX INC COM                COM  294429105     88903999      3773114 SH       D       6       3451184          480       321450
EQUIFAX INC COM                COM  294429105      3506613       151264 SH       D       7        109513            0        41751
EQUIFAX INC                    COM  294429105       163735         6949 SH       S       7          6949            0            0
EQUINOX SYS INC COM            COM  294436100       592452        65828 SH       D       6         65828            0            0
EQUINOX SYSTEMS INC            COM  294436100         2133          237 SH       D       7           237            0            0
EQUITABLE FED SVGS BKMD COM    COM  294487103         5389          317 SH       D       6           317            0            0
EQUITABLE FEDERAL SVGS BANK    COM  294487103         6800          400 SH       D       7           400            0            0
EQUITABLE RESOURCES INC COM    COM  294549100     30065635       900843 SH       D       6        893743            0         7100
Equitable Resources Inc.       COM  294549100       163470         4898 SH       D       7          4898            0            0
EQUITEX INC COM                COM  294592308       624784        78098 SH       D       6         78098            0            0
EQUITEX INC                    COM  294592308         3512          439 SH       D       7           439            0            0
EQUITY INCOME FUND (AT&T)      COM  294700703      5691332        17514 SH       D       3         17514            0            0
EQUITY INNS COM                COM  294703103      7751801      1148415 SH       D       6        896388            0       252027
Equity Inns Inc.               COM  294703103        37617         5573 SH       D       7          5573            0            0
EQUITY MARKETING COM           COM  294724109      1119082        86919 SH       D       6         86919            0            0
EQUITY OFFICE PROPERTIES       COM  294741103       192991         4900 SH       D       2          4900            0            0
EQUITY OFFICE PROPERTIES       COM  294741103     12674191       321795 SH       D       3        321795            0            0
EQUITY OFFICE PROPERTIES TR    COM  294741103      1771990        71959 SH       D       5         71959            0            0
EQUITY OFFICE COM              COM  294741103    126553908      5139245 SH       D       6       3450522            0      1688723
EQUITY OFFICE PROPERTIES       COM  294741103      1544089        62338 SH       D       7         44305            0        18033
EQUITY OIL CO COM              COM  294749106        11587        10300 SH       D       6         10300            0            0
EQUITY ONE COM                 COM  294752100       188574        18067 SH       D       6         18067            0            0
EQUITY ONE INC                 COM  294752100         7066          677 SH       D       7           677            0            0
EQUITY RESIDENTIAL PROPERTIES  COM  29476L107       239035         3500 SH       D       3          3500            0            0
EQUITY RESIDENTIAL PROPS TR    COM  29476L107      1419914        33263 SH       D       5         33263            0            0
EQUITY RESIDENTIAL COM         COM  29476L107    106106782      2485664 SH       D       6       1645234            0       840430
EQUITY RESIDENTIAL PROPERTIES  COM  29476L107      1189105        27577 SH       D       7         18501            0         9076
ERGO SCIENCE CORP COM          COM  29481E106         8345         7028 SH       D       6          7028            0            0
ERGOBILT INC                   COM  29481R107          116         2900 SH       D       6          2900            0            0
ERICSSON L M TELEPHONE         COM  294821400      4535130        69041 SH       D       7         69041            0            0
ERIE INDTY CO CL A COM         COM  29530P102     15594584       481686 SH       D       6        474624            0         7062
ERIE INDEMNITY COMPANY - CL A  COM  29530P102       246081         8090 SH       D       7          3399            0         4691
ESCALADE INC COM               COM  296056104         3666          282 SH       D       6           282            0            0
ESCALADE INC                   COM  296056104         1807          139 SH       D       7           139            0            0
ESCALON MEDICAL CORP COM       COM  296074305        38000        19000 SH       D       6         19000            0            0
ESHARE TECHNOLOGIES INC COM    COM  296428105      1364061        79945 SH       D       6         79945            0            0
EShare Technologies            COM  296428105        19690         1154 SH       D       7          1154            0            0
ESKIMO PIE CORP COM            COM  296443104        37612         5100 SH       D       6          5100            0            0
ESPEED INC-CIA COM             COM  296643109      2866337        80600 SH       D       6         80600            0            0
ESPEED INC-CL A                COM  296643109        64012         1800 SH       D       7          1800            0            0
ESPEY MFG & ELECTRONICS CORP C COM  296650104         4577          313 SH       D       6           313            0            0
ESQUIRE COMMUNICATIONS LTD COM COM  296658305          773         1375 SH       D       6          1375            0            0
ESSEX BANCORP INC              COM  296687106          687          500 SH       D       6           500            0            0
ESOFT INC                      COM  296904105       151450         5200 SH       D       6          5200            0            0
ESSEX PPTY TR INC COM          COM  297178105     17492422       514483 SH       D       6        392925            0       121558
Essex Property Trust Inc.      COM  297178105        91426         2689 SH       D       7          2689            0            0
ESTERLINE CORP COM             COM  297425100      5313535       459549 SH       D       6        459549            0            0
Esterline Technologies Corp.   COM  297425100        28605         2474 SH       D       7          2474            0            0
ETHAN ALLEN COM                COM  297602104     24685656       769923 SH       D       6        769923            0            0
Ethan Allen Interiors Inc.     COM  297602104       344415        10742 SH       D       7         10742            0            0
ETHYL CORP COM                 COM  297659104      7063064      1793794 SH       D       6       1787824            0         5970
Ethyl Corp.                    COM  297659104        71087        18054 SH       D       7         18054            0            0
ETOYS COM                      COM  297862104      8297073       316079 SH       D       6        304855            0        11224
ETOYS                          COM  297862104       204753         8148 SH       D       7          6200            0         1948
EUFAULA BANCCORP INC COM       COM  29816N102         5472          456 SH       D       6           456            0            0
EUROPEAN MICRO HOLDINGS INC    COM  298786104         1200          200 SH       D       7           200            0            0
EUROWEB INTERNATIONAL CORP     COM  298801101       128343        11100 SH       D       6         11100            0            0
EUROWEB INTERNATIONAL CORP     COM  298801101        15031         1300 SH       D       7          1300            0            0
EVANS & SUTHERLAND COMPUTER CO COM  299096107      1455273       127237 SH       D       6        127237            0            0
EVANS & SUTHERLAND COMPUTER CO COM  299096107         4174          365 SH       D       7           365            0            0
EVANS SYS INC COM              COM  299211102          297          216 SH       D       6           216            0            0
EVANS SYSTEMS INC              COM  299211102          629          458 SH       D       7           458            0            0
EVERCEL INC COM                COM  299759100        51139         1986 SH       D       6          1986            0            0
EVEREST REINSURANCE HOLDINGS I COM  299808105     34287953      1536715 SH       D       6       1424684            0       112031
EVEREST RE HOLDINGS            COM  299808105       746577        33008 SH       D       7         29963            0         3045
EVERGREEN RES INC COM NO PAR   COM  299900308      3671505       185899 SH       D       6        185899            0            0
Evergreen Res Inc              COM  299900308        35846         1815 SH       D       7          1815            0            0
EVERTRUST GROUP COM            COM  300412103        75684         8100 SH       D       6          8100            0            0
EVOLVING SYS INC COM           COM  30049R100      1076950       126700 SH       D       6        126700            0            0
EVOLVING SYSTEMS INC           COM  30049R100         6961          819 SH       D       7           819            0            0
EXABYTE CORP COM               COM  300615101      2210947       294793 SH       D       6        294793            0            0
EXABYTE CORP                   COM  300615101         9217         1229 SH       D       7          1229            0            0
EXAR CORP COM                  COM  300645108      8348004       141792 SH       D       6        141792            0            0
Exar Corp.                     COM  300645108        81424         1383 SH       D       7          1383            0            0
EXACTECH INC COM               COM  30064E109       230662        19527 SH       D       6         19527            0            0
EXACTECH INC                   COM  30064E109         3768          319 SH       D       7           319            0            0
UNKNOWN COM                    COM  30064G104       996812        41000 SH       D       6         41000            0            0
EXACTIS.COM INC                COM  30064G104        14587          600 SH       D       7           600            0            0
EXCALIBUR TECHNOLOGIES CORP CO COM  300651205      4048955       196313 SH       D       6        196313            0            0
Excalibur Technologies Corp.   COM  300651205        32896         1595 SH       D       7          1595            0            0
EXCEL LEGACY CORP COM          COM  300665106       997652       301178 SH       D       6        300978            0          200
EXCEL TECH COM                 COM  30067T103      2635790       146943 SH       D       6        146943            0            0
EXCEL TECHNOLOGY INC           COM  30067T103        10870          606 SH       D       7           606            0            0
EXCHANGE APPLICATIONS COM      COM  300867108      5822845       104212 SH       D       6        104212            0            0
Exchange Applications Inc.     COM  300867108        90182         1614 SH       D       7          1614            0            0
EXCELSIOR HENDERSON COM        COM  300906104          143          200 SH       D       6           200            0            0
EXCELSIOR-HENDERSON MTRCYCLE   COM  300906104          346          482 SH       D       7           482            0            0
EXECUTONE INFORMATION SYS INC  COM  301607107      5644195      1038013 SH       D       6       1038013            0            0
Executone Infromation Systems  COM  301607107        51389         9451 SH       D       7          9451            0            0
EXTENDED SYSTEMS INC COM       COM  301973103        76600         1600 SH       D       6          1600            0            0
EXTENDED SYSTEMS INC           COM  301973103        14362          300 SH       D       7           300            0            0
EXIDE CORP COM                 COM  302051107      8803087      1059018 SH       D       6       1046418            0        12600
Exide Corp.                    COM  302051107        23125         2782 SH       D       7          2782            0            0
EXIGENT INTERNATIONAL INC COM  COM  302056106         2756          700 SH       D       6           700            0            0
EXIGENT INTERNATIONAL INC      COM  302056106         2756          700 SH       D       7           700            0            0
EXODUS COMMUNICATION COM       COM  302088109    175973087      1981400 SH       D       6       1948200            0        33200
EXODUS COMMUNICATIONS INC.     COM  302088109      6773686        77144 SH       D       7         31120            0        46024
EXPEDIA COM                    COM  302125109      3922100       112060 SH       D       6        112060            0            0
EXPEDIA INC.                   COM  302125109        49000         1400 SH       D       7          1400            0            0
EXPEDITORS INTL WASH INC       COM  302130109     24615001       561826 SH       D       6        561826            0            0
EXPEDITORS INTL WASH INC       COM  302130109       695329        16284 SH       D       7          2804            0        13480
EXPLORATION CO COM             COM  302133202        13175         6800 SH       D       6          6800            0            0
EXPONENT INC COM               COM  30214U102        42029         6344 SH       D       6          6344            0            0
EXPONENT INC                   COM  30214U102         1987          300 SH       D       7           300            0            0
EXPRESS SCRIPTS COM            COM  302182100     26356544       411821 SH       D       6        411821            0            0
EXPRESS SCRIPTS INC CL A       COM  302182100       472447         7480 SH       D       7          1904            0         5576
EXPROFUELS INC COM             COM  302205109         2695        41475 SH       D       6         41475            0            0
EXTENDED STAY AMERI I COM      COM  30224P101     10590248      1388885 SH       D       6       1388885            0            0
Extended Stay America Inc.     COM  30224P101       151463        19864 SH       D       7         19864            0            0
EXTREME NETWORKS INC COM       COM  30226D106     21765527       260665 SH       D       6        260665            0            0
EXTREME NETWORKS INC           COM  30226D106       690780         8759 SH       D       7          2800            0         5959
EZCORP INC. COM                COM  302301106       524907       129208 SH       D       6        129208            0            0
EZCORP INC CLASS A             COM  302301106         2023          498 SH       D       7           498            0            0
EZENIA INC COM                 COM  302311105      1341787       169044 SH       D       6        169044            0            0
EZENIA INC.                    COM  302311105         5476          690 SH       D       7           690            0            0
EXXON MOBIL CORPORATION COM    COM  30231G102     14994480       115482 SH       D       1        115482            0            0
EXXON MOBIL CORPORATION COM    COM  30231G102     10016316        77142 SH       D       2         77142            0            0
EXXON MOBIL CORPORATION COM    COM  30231G102    770159193      5931484 SH       D       3       5660779            0       270705
EXXON MOBIL CORPORATION COM    COM  30231G102     14822309       114156 SH       D       4        114156            0            0
EXXON MOBIL CORPORATION        COM  30231G102     77626560       963557 SH       D       5        963557            0            0
EXXON MOBILE CORPORATION COM   COM  30231G102   7572571602     93996236 SH       D       6      85398598        11536      8586102
EXXON MOBILE CORPORATION COM   COM  30231G102    222434796      2747165 SH       D       7       2450944            0       296221
EXXON MOBIL CORPORATION        COM  30231G102     13431816       166725 SH       S       7        166725            0            0
F & M Bancorp MD               COM  302367107        26163         1292 SH       D       7          1292            0            0
F & M NATL CORP COM            COM  302374103     11441552       415113 SH       D       6        414907            0          206
F & M National Corp.           COM  302374103        89523         3248 SH       D       7          3248            0            0
FBL FINL GROUP INC COM         COM  30239F106      7499120       374956 SH       D       6        372156            0         2800
FBL Financial Group Inc.       COM  30239F106        54380         2719 SH       D       7          2719            0            0
FEI CO COM                     COM  30241L109      1506584        97199 SH       D       6         97199            0            0
FEI COMPANY                    COM  30241L109        13469          869 SH       D       7           869            0            0
FFW CORP COM                   COM  30242L108         6515          511 SH       D       6           511            0            0
FFW CORPORATION                COM  30242L108         5100          400 SH       D       7           400            0            0
FFY FINL COM                   COM  30242U108      1348896       110114 SH       D       6        110114            0            0
FFY FINANCIAL CORP             COM  30242U108         3528          288 SH       D       7           288            0            0
FFIC BANCORP COM               COM  30242W104       651510        42722 SH       D       6         42722            0            0
FFLC BANCORP INC               COM  30242W104         2501          164 SH       D       7           164            0            0
FED FINL CORP COM              COM  30243C107        13222         1202 SH       D       6          1202            0            0
FFD FINANCIAL CORP             COM  30243C107         4400          400 SH       D       7           400            0            0
FFP MARKETING CO INC           COM  30243M105         6825         2600 SH       D       6          2600            0            0
FFP MARKETING COMPANY INC      COM  30243M105         1312          500 SH       D       7           500            0            0
FLIR SYS INC COM               COM  302445101      1495845        92052 SH       D       6         92052            0            0
FLIR SYSTEMS INC               COM  302445101         8775          540 SH       D       7           540            0            0
FMC CORP COM STOCK US$0.10     COM  302491303      4605930        50862 SH       D       3         50862            0            0
FMC CORP COM NEW               COM  302491303     61320307      1069929 SH       D       6        981398          105        88426
FMC CORP COM NEW               COM  302491303      1862736        32574 SH       D       7         30270            0         2304
FMC CORP                       COM  302491303        85968         1500 SH       S       7          1500            0            0
FMS FINL CORP COM              COM  302509104       818957        86206 SH       D       6         86206            0            0
FMS FINANCIAL CORPORATION      COM  302509104         9250         1000 SH       D       7          1000            0            0
F N B CORP N C COM             COM  302519103       325168        20323 SH       D       6         20323            0            0
FNB CORP/NORTH CAROLINA        COM  302519103         8544          534 SH       D       7           534            0            0
F N B CORP PA                  COM  302520101      7585425       340918 SH       D       6        340918            0            0
FNB Corp.                      COM  302520101        61921         2783 SH       D       7          2783            0            0
FNB FINANCIAL SERVICES CORP    COM  302526108        12600         1200 SH       D       6          1200            0            0
FNB FINANCIAL SERVICES CORP    COM  302526108         1606          153 SH       D       7           153            0            0
FPA MEDICAL MANAGEME COM       COM  302543103           25        25557 SH       D       6         25557            0            0
FPIC INSURANCE GROUP INC COM   COM  302563101      2383459       142829 SH       D       6        142829            0            0
FPIC Insurance Group Inc.      COM  302563101        24280         1455 SH       D       7          1455            0            0
FPL GROUP INC COM STOCK US$0.0 COM  302571104      3288613        47800 SH       D       1         47800            0            0
FPL GROUP INC COM STOCK US$0.0 COM  302571104       658410         9570 SH       D       2          9570            0            0
FPL GROUP INC COM STOCK US$0.0 COM  302571104     25343169       368363 SH       D       3        351063            0        17300
FPL GROUP INC COM STOCK US$0.0 COM  302571104       309597         4500 SH       D       4          4500            0            0
FPL GROUP INC                  COM  302571104      2128166        49709 SH       D       5         49709            0            0
FPL GROUP INC COM              COM  302571104    238562510      5572263 SH       D       6       5039746          602       531915
FPL GROUP INC COM              COM  302571104      6478902       150831 SH       D       7        135497            0        15334
FPL GROUP,INC                  COM  302571104       372468         8700 SH       S       7          8700            0            0
FRP PPTYS INC COM              COM  30262E109        26578         1131 SH       D       6          1131            0            0
FRP PROPERTIES INC             COM  30262E109         3501          149 SH       D       7           149            0            0
FSF FINL CORP COM              COM  30262K105        44320         3618 SH       D       6          3618            0            0
FSF FINANCIAL CORP             COM  30262K105         4900          400 SH       D       7           400            0            0
FSI INTL INC COM               COM  302633102      4767900       414600 SH       D       6        414600            0            0
FSI International Inc.         COM  302633102        38651         3361 SH       D       7          3361            0            0
FVC COM INC COM                COM  30266P100      1914646       163820 SH       D       6        163820            0            0
FIRST VIRTUAL CORP             COM  30266P100        14036         1201 SH       D       7          1201            0            0
FVNB CORP COM                  COM  302674106       338328         9144 SH       D       6          9144            0            0
FVNB CORP                      COM  302674106        14210          406 SH       D       7           406            0            0
FX ENERGY COM                  COM  302695101       942490       175347 SH       D       6        175347            0            0
FX ENERGY INC                  COM  302695101         3133          583 SH       D       7           583            0            0
F Y I INC COM                  COM  302712104      6828390       200835 SH       D       6        200835            0            0
FYI Inc.                       COM  302712104        60248         1772 SH       D       7          1772            0            0
F A B INDUSTRIES INC COM       COM  302747100       516080        47730 SH       D       6         47730            0            0
FAB INDUSTRIES INC             COM  302747100         2216          205 SH       D       7           205            0            0
FCNB CORP COM                  COM  302920103      1819782       119330 SH       D       6        119330            0            0
FCNB Corp                      COM  302920103        23759         1558 SH       D       7          1558            0            0
FTI CONSULTING INC COM         COM  302941109        13500         2700 SH       D       6          2700            0            0
FTI CONSULTING INC             COM  302941109         3000          600 SH       D       7           600            0            0
FACTORY 2-U INC COM            COM  303072102      5419085       190981 SH       D       6        179481            0        11500
Factory 2-U Stores Inc.        COM  303072102        49060         1729 SH       D       7          1729            0            0
FACTSET RESH SYS INC COM       COM  303075105     16788931       210850 SH       D       6        210850            0            0
Factset Research Systems Inc.  COM  303075105       141732         1780 SH       D       7          1780            0            0
FACTUAL DATA CORP              COM  303094106         7200          900 SH       D       7           900            0            0
FAIR ISSAC & CO INC COM        COM  303250104      9191843       173431 SH       D       6        173431            0            0
Fair Isaac & Co. Inc.          COM  303250104        89199         1683 SH       D       7          1683            0            0
FAIRCHILD CORP CL A            COM  303698104      4674845       515845 SH       D       6        515845            0            0
Fairchild Corp.                COM  303698104        32153         3548 SH       D       7          3548            0            0
FAIRCHILD SEMICONDUCTOR COM    COM  303726103      4126711       138713 SH       D       6        138713            0            0
FAIRCHILD SEMICON INTL - CL A  COM  303726103        83300         2800 SH       D       7          2800            0            0
FAIRFIELD CMNTYS INC COM       COM  304231301     16266706      1513182 SH       D       6       1461982            0        51200
Fairfield Communities Inc.     COM  304231301       105436         9808 SH       D       7          9808            0            0
FALCON PRODS INC               COM  306075102       740749        85884 SH       D       6         85884            0            0
FALCON PRODUCTS INC            COM  306075102         2880          334 SH       D       7           334            0            0
FALL RIVER GAS CO              COM  306279100        21250         1000 SH       D       6          1000            0            0
FALMOUTH BANCORP INC COM       COM  306754102        14732         1016 SH       D       6          1016            0            0
FAMILY DOLLAR STORES INC COM   COM  307000109     38702646      2372576 SH       D       6       2372576            0            0
FAMILY DOLLAR STORES           COM  307000109      1136215        65556 SH       D       7         24428            0        41128
FAMILY GOLD CTRS INC COM       COM  30701A106       147118       104614 SH       D       6        104614            0            0
Family Golf Centers Inc.       COM  30701A106         4241         3016 SH       D       7          3016            0            0
FAMILY STEAK HOUSES OF FL IN   COM  307059204          937         1000 SH       D       6          1000            0            0
FAMOUS DAVE'S OF AMERICA INC   COM  307068106         8531         4200 SH       D       6          4200            0            0
FANSTEEL INC DEL COM           COM  307260109        24121         6225 SH       D       6          6225            0            0
FARMER BROTHERS CO COM         COM  307675108      3449664        21696 SH       D       6         21696            0            0
Farmer Brothers Co.            COM  307675108        26871          169 SH       D       7           169            0            0
FARM FAMILY HLDGS INC COM      COM  307901108      3417349        80884 SH       D       6         80884            0            0
Farm Family Holdings Inc.      COM  307901108        32067          759 SH       D       7           759            0            0
FARMERS CAP BK CORP COM        COM  309562106      3056331       101455 SH       D       6        101455            0            0
Farmers Capital Bank Corp.     COM  309562106        31932         1060 SH       D       7          1060            0            0
NASDAQ-100 SHARES ORD          COM  311001043         6366           35 SH       D       9            35            0            0
FARO TECHNOLOGIES COM          COM  311642102        16450         5600 SH       D       6          5600            0            0
FARO TECHNOLOGIES INC          COM  311642102         7070         2407 SH       D       7          2407            0            0
FAROUDJA INC- COM COM          COM  311643100        40250         8000 SH       D       6          8000            0            0
FAROUDJA                       COM  311643100        14087         2800 SH       D       7          2800            0            0
FARR CO COM                    COM  311648109       895878        91885 SH       D       6         91885            0            0
FARR CO                        COM  311648109         3851          395 SH       D       7           395            0            0
FARREL CORP NEW COM            COM  311667109         9062         5000 SH       D       6          5000            0            0
FASHIONMALL.COM                COM  31186K106         1331          300 SH       D       7           300            0            0
FASTCOMM COMMUNICATIONS CORP C COM  311871107         9937         5300 SH       D       6          5300            0            0
FASTCOMM COMMUNICATIONS CORP   COM  311871107         4312         2300 SH       D       7          2300            0            0
FATBRAIN COM INC COM           COM  311889109      2904543       115892 SH       D       6        115892            0            0
Fatbrain.com Inc.              COM  311889109        20952          836 SH       D       7           836            0            0
FASTENAL CO COM                COM  311900104     20227581       450127 SH       D       6        450127            0            0
FASTENAL CO                    COM  311900104       540800        12620 SH       D       7          4677            0         7943
FDX CORP                       COM  31304N107        39690          840 SH       D       1             0          840            0
FDX CORP                       COM  31304N107       329076         4920 SH       D       2          4920            0            0
FDX CORP                       COM  31304N107     34008894       508464 SH       D       3        473664            0        34800
FDX CORP                       COM  31304N107      3389706        82802 SH       D       5         82802            0            0
FDX CORP COM                   COM  31304N107    312264045      7627824 SH       D       6       7000648          986       626190
FDX CORP COM                   COM  31304N107      9149475       219970 SH       D       7        194414            0        25556
FDX CORP                       COM  31304N107       588271        14370 SH       S       7         14370            0            0
FEATHERLITE, INC.              COM  313054108       168131        29890 SH       D       6         29890            0            0
FEATHERLITE INC                COM  313054108         2250          400 SH       D       7           400            0            0
FEDDERS CORP COM               COM  313135105      1676565       304830 SH       D       6        304830            0            0
Fedders Corporation            COM  313135105        24211         4402 SH       D       7          4402            0            0
FEDDERS CORP COM               COM  313135303       935389       182515 SH       D       6        182515            0            0
FEDERAL AGRIC MTG CORP COM     COM  313148108         5595          347 SH       D       6           347            0            0
FEDERAL AGRIC MGT CORP-CL A    COM  313148108         6450          400 SH       D       7           400            0            0
FEDERAL AGRIC MTG CORP COM     COM  313148306      2408227       119293 SH       D       6        119293            0            0
Federal Agriculture Mtg. Corp. COM  313148306        16008          793 SH       D       7           793            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301      2863285        37900 SH       D       1         37900            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301      1390091        18400 SH       D       2         18400            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301     86932831      1150690 SH       D       3       1094090            0        56600
FREDDIE MAC COM STK US$0.84    COM  313400301      1684730        22300 SH       D       4         22300            0            0
FEDERAL HOME LN MTG CORP COM   COM  313400301    848569302     18030689 SH       D       6      16440794         2318      1587577
FEDERAL HOME LN MTG CORP COM   COM  313400301     31879844       675524 SH       D       7        526441            0       149083
FEDERAL HOME LOAN MORTGAGE COR COM  313400301      1583182        33640 SH       S       7         33640            0            0
FEDERAL MOGUL CORP COM         COM  313549107     20605223      1023862 SH       D       6       1016356            0         7506
FEDERAL-MOGUL CORP             COM  313549107       292703        14528 SH       D       7          9291            0         5237
FANNIE MAE COM STK             COM  313586109      3171221        31800 SH       D       1         31800            0            0
FANNIE MAE COM STK             COM  313586109      2291656        22980 SH       D       2         22980            0            0
FANNIE MAE COM STK             COM  313586109    173884640      1743660 SH       D       3       1659460            0        84200
FANNIE MAE COM STK             COM  313586109      2832159        28400 SH       D       4         28400            0            0
FANNIE MAE                     COM  313586109     17861620       286072 SH       D       5        286072            0            0
FEDERAL NATIONAL MTG ASSOC COM COM  313586109   1721188588     27566584 SH       D       6      25255998         3423      2307163
FEDERAL NATIONAL MTG ASSOC COM COM  313586109     52283788       840480 SH       D       7        721426            0       119054
FANNIE MAE                     COM  313586109     15017062       242700 SH       D       9        242700            0            0
FEDERAL NATIONAL MORT ASSOC    COM  313586109      3095651        49580 SH       S       7         49580            0            0
FEDERAL REALTY INVT TRUST      COM  313747206     22713272      1207350 SH       D       6        936530            0       270820
Federal Realty Investment Tr.  COM  313747206       118010         6273 SH       D       7          6273            0            0
FEDERAL SCREW WORKS            COM  313819104         2016           48 SH       D       7            48            0            0
FEDERAL SIGNAL CORP COM        COM  313855108     16182374      1007463 SH       D       6       1007463            0            0
Federal Signal Corp.           COM  313855108       178261        11098 SH       D       7         11098            0            0
FEDERATED DEPARTMENT STORES IN COM  31410H101      1218767        15200 SH       D       1         15200            0            0
FEDERATED DEPARTMENT STORES IN COM  31410H101       469866         5860 SH       D       2          5860            0            0
FEDERATED DEPARTMENT STORES IN COM  31410H101     28143747       350998 SH       D       3        328598            0        22400
FEDERATED DEPT STORES INC COM  COM  31410H101    317058121      6270618 SH       D       6       5707410          703       562505
FEDERATED DEPT STORES INC COM  COM  31410H101     11091458       219285 SH       D       7        201356            0        17929
FEDERATED DEPARTMENT STORES    COM  31410H101       508658        10060 SH       S       7         10060            0            0
FEDERATED INVS INC P COM       COM  314211103     16256844       810310 SH       D       6        810310            0            0
FEDERATED INVESTORS INC-CLS B  COM  314211103       422594        21979 SH       D       7          5660            0        16319
FELCOR LODGING TRUST INC. COM  COM  31430F101     21441612      1225235 SH       D       6        769666            0       455569
FELCOR LODGING TRUST INC       COM  31430F101       358922        20406 SH       D       7         16251            0         4155
FERRO CORP COM                 COM  315405100     18800760       854580 SH       D       6        854580            0            0
Ferro Corp.                    COM  315405100       250096        11368 SH       D       7         11368            0            0
F5 NETWORKS INC COM            COM  315616102     11389968        99912 SH       D       6         99912            0            0
F5 NETWORKS                    COM  315616102       102600          900 SH       D       7           900            0            0
FIAT SPA ADR                   COM  315621888      1517637        50378 SH       D       7         50378            0            0
FIBERMARK INC COM              COM  315646109      2105541       179195 SH       D       6        179195            0            0
FIBERMARK INC                  COM  315646109         3360          286 SH       D       7           286            0            0
FIBERSTARS INC                 COM  315662106         9200         1600 SH       D       6          1600            0            0
FIBERSTARS INC                 COM  315662106         1725          300 SH       D       7           300            0            0
FIDELITY BANCORP INC COM       COM  315831107         7287          550 SH       D       6           550            0            0
FIDELITY BANCORP INC/PENN      COM  315831107         5300          400 SH       D       7           400            0            0
FIDELITY BANCORP INC DEL COM   COM  31583B105        52812         3153 SH       D       6          3153            0            0
FIDELITY BANCORP INC           COM  31583B105         1792          107 SH       D       7           107            0            0
FIDELTY FED BANCORP COM        COM  315921106          748          599 SH       D       6           599            0            0
FIDELITY BANKSHARES INC COM    COM  316047109       705995        49982 SH       D       6         49982            0            0
FIDELITY BANKSHARES INC        COM  316047109        10593          750 SH       D       7           750            0            0
FIDELITY FINL OHIO INC COM     COM  31614P107      1690045        94548 SH       D       6         94548            0            0
FIDELITY FINANCIAL OF OHIO     COM  31614P107         8937          500 SH       D       7           500            0            0
FIDELITY HLDNGS INC COM        COM  31617J108      1347081        71133 SH       D       6         71133            0            0
Fidelity Holdings Inc          COM  31617J108        26058         1376 SH       D       7          1376            0            0
FIDELITY NATIONAL CORP COM     COM  316320100       615073        81332 SH       D       6         81332            0            0
FIDELITY NATIONAL CORP         COM  316320100         2745          363 SH       D       7           363            0            0
FIDELITY NATL FINL INC COM     COM  316326107     19920817      1385796 SH       D       6       1385796            0            0
Fidelity National Financial    COM  316326107        53201         3701 SH       D       7          3701            0            0
FIELDWORKS INC                 COM  31659P103         9141         7500 SH       D       6          7500            0            0
5TH AVENUE CHANNEL CORP COM    COM  316700103        29202        11681 SH       D       6         11681            0            0
5TH AVENUE CHANNEL CORP        COM  316700103         1750          700 SH       D       7           700            0            0
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FIFTHTHIRD BANCORP NPV         COM  316773100     56998629       480143 SH       D       3        460006            0        20137
FIFTHTHIRD BANCORP NPV         COM  316773100      1412670        11900 SH       D       4         11900            0            0
FIFTH THIRD BANCORP COM        COM  316773100    518075454      7057826 SH       D       6       6473754          999       583073
FIFTH THIRD BANCORP COM        COM  316773100     17614150       244043 SH       D       7        187796            0        56247
FIFTH THIRD BANCORP            COM  316773100      1071421        14602 SH       S       7         14602            0            0
FILENES BASEMENT COM           COM  316866102        30855       252916 SH       D       6        252916            0            0
FILENE'S BASEMENT CORP         COM  316866102          109          900 SH       D       7           900            0            0
FILENET CORP COM               COM  316869106     15896343       623386 SH       D       6        623386            0            0
FileNet Corp.                  COM  316869106       116356         4563 SH       D       7          4563            0            0
FILM ROMAN INC COM             COM  317234102         3475         2224 SH       D       6          2224            0            0
FINANCIAL FED CORP COM         COM  317492106      6864646       300916 SH       D       6        300916            0            0
Financial Federal Corp.        COM  317492106        40492         1775 SH       D       7          1775            0            0
FINANCIAL INDS CORP COM        COM  317574101        63620         6362 SH       D       6          6362            0            0
FINANCIAL INDUSTRIES CORP      COM  317574101         2420          242 SH       D       7           242            0            0
FINANCIAL SEC ASSURN HLDINGS L COM  31769P100     16838251       323036 SH       D       6        320973            0         2063
FINANCIAL SECURITY ASSURANCE   COM  31769P100       167375         3249 SH       D       7          1810            0         1439
FINE HOST CORP COM             COM  317832103         1320         4400 SH       D       6          4400            0            0
FINGERHUT COS INC COM          COM  317867109       387500        15500 SH       D       6         15500            0            0
FINISTAR COM                   COM  31787A101     14513015       161480 SH       D       6        161480            0            0
FINISAR CORP                   COM  31787A101       215700         2400 SH       D       7          2400            0            0
FINISHMASTER COM               COM  31787P108        33694         4245 SH       D       6          4245            0            0
FINISHMASTER INC               COM  31787P108         2381          300 SH       D       7           300            0            0
FINLAY ENTERPRISES I COM       COM  317884203      1671980       115309 SH       D       6        115309            0            0
FINLAY ENTERPRISES INC         COM  317884203         8453          583 SH       D       7           583            0            0
FINET.COM INC                  COM  317922300      1906369      1452472 SH       D       6       1452472            0            0
Finet Com Inc                  COM  317922300        10085         7684 SH       D       7          7684            0            0
FINISH LINE COM                COM  317923100      1377634       253358 SH       D       6        253358            0            0
Finish Line Inc. Class A       COM  317923100        13843         2546 SH       D       7          2546            0            0
FIROVA GROUP INC. COM          COM  317928109     37045812      1043544 SH       D       6       1033166            0        10378
FINOVA GROUP, INC              COM  317928109       504626        14303 SH       D       7          8738            0         5565
FIRST ALLIANCE CORP COM        COM  317936102        18643         9943 SH       D       6          9943            0            0
FINGER LAKES FINL CORP COM     COM  317948107         4680          585 SH       D       6           585            0            0
FINGER LAKES FINANCIAL CORP    COM  317948107         1500          200 SH       D       7           200            0            0
FIREARMS TRAINING SYSTEMS COM  COM  318120102         5650        11300 SH       D       6         11300            0            0
FIREARMS TRAINING SYSTEMS      COM  318120102         1150         2300 SH       D       7          2300            0            0
FIRST ALBANY COS INC COM       COM  318465101       636722        44102 SH       D       6         44102            0            0
FIRST ALBANY COMPANIES INC     COM  318465101         4764          330 SH       D       7           330            0            0
FIRST AMERN FINL CORP CALIF CO COM  318522307     19982883      1606664 SH       D       6       1606664            0            0
First American Financial Corp. COM  318522307       147707        11876 SH       D       7         11876            0            0
FIRST AMERN HEALTH CONCEPTS IN COM  31852M105         4406         1500 SH       D       6          1500            0            0
1ST AVIATION SERVICES COM      COM  31865W108        30108         6098 SH       D       6          6098            0            0
FIRST AVIATION SERVICES INC    COM  31865W108        11850         2400 SH       D       7          2400            0            0
FIRST BANCORP COM              COM  318672102      2588790       124761 SH       D       6        124761            0            0
First Bancorp                  COM  318672102        75156         3622 SH       D       7          3622            0            0
FIRST BANCSHARES INC MD COM    COM  318687100         5453          574 SH       D       6           574            0            0
FIRST BANKSHARES INC           COM  318687100         3800          400 SH       D       7           400            0            0
FIRST BANCORP N C COM          COM  318910106       828910        50237 SH       D       6         50237            0            0
FIRST BANCORP NORTH CAROLINA   COM  318910106        10758          652 SH       D       7           652            0            0
FIRST BKG CO SOUTHEAST GA COM  COM  319286100       803733        41483 SH       D       6         41483            0            0
FIRST BANKING CO- S/E GEORGIA  COM  319286100        11101          573 SH       D       7           573            0            0
FIRST BANKS AMERICA INC COM    COM  31928N103        21827         1196 SH       D       6          1196            0            0
FIRST BANKS AMERICA INC        COM  31928N103         3588          198 SH       D       7           198            0            0
FIRST BELL BANCORP COM         COM  319301107      1138976        74687 SH       D       6         74687            0            0
FIRST BELL BANCORP INC         COM  319301107         3492          229 SH       D       7           229            0            0
FIRST BUSEY CORP COM           COM  319383105      2502166       110593 SH       D       6        110593            0            0
First Busey Corp               COM  319383105        37399         1653 SH       D       7          1653            0            0
FIRST CASH FINANCIAL SERVICES  COM  31942D107       585164        70929 SH       D       6         70929            0            0
FIRST CASH INC                 COM  31942D107         3300          400 SH       D       7           400            0            0
FIRST CHARTER CORP             COM  319439105      3672935       246920 SH       D       6        246920            0            0
First Charter Corp.            COM  319439105        35164         2364 SH       D       7          2364            0            0
FIRST CTZNS BANCSHARES INC N C COM  31946M103      7897513       113226 SH       D       6        113226            0            0
First Citizens Bancshare Inc.  COM  31946M103        78468         1125 SH       D       7          1125            0            0
FIRST COMM BANCSHARES INC      COM  319777108        16575          650 SH       D       6           650            0            0
FIRST COMMERCE BCSHS INC - A   COM  319777108        12534          583 SH       D       7           583            0            0
FIRST COMM BANCSHARES INC COM  COM  319777207      1703224        86513 SH       D       6         86513            0            0
First Commerce Bancshares Inc. COM  319777207        12383          629 SH       D       7           629            0            0
FIRST COMWLTH FINL CORP PA COM COM  319829107     14654472      1221206 SH       D       6       1192606            0        28600
First Commonwealth Finl. Corp. COM  319829107       107064         8922 SH       D       7          8922            0            0
FIRST CMNTY FINL CORP N C COM  COM  31984M106         3400          200 SH       D       6           200            0            0
FIRST COMMUNITY FINAL CORP     COM  31984M106         3400          200 SH       D       7           200            0            0
FIRST CONSULTING GROUP COM     COM  31986R103      6011473       387837 SH       D       6        387837            0            0
First Consulting Group Inc.    COM  31986R103        40780         2631 SH       D       7          2631            0            0
FIRST FED SVGS & LN ASSN EAST  COM  319944104      1139040        37968 SH       D       6         37968            0            0
FIRST FED OF EAST HARTFORD     COM  319944104         4140          138 SH       D       7           138            0            0
FIRST FED CAP CORP COM         COM  319960100      3752248       256564 SH       D       6        256464            0          100
First Federal Capital Corp.    COM  319960100        31765         2172 SH       D       7          2172            0            0
FIRST FED FINL CORP KY COM     COM  319961108      1122497        49785 SH       D       6         49785            0            0
FIRST FED FINL OF KENTUCKY     COM  319961108        12282          552 SH       D       7           552            0            0
FIRST DATA CORP COM STOCK US$0 COM  319963104       481487         5960 SH       D       2          5960            0            0
FIRST DATA CORP COM STOCK US$0 COM  319963104     59418443       735500 SH       D       3        680900            0        54600
FIRST DATA CORP COM STOCK US$0 COM  319963104      1155246        14300 SH       D       4         14300            0            0
FIRST DATA CORP                COM  319963104      5913702       119923 SH       D       5        119923            0            0
FIRST DATA CORP COM            COM  319963104    536700928     10883669 SH       D       6       9987315         1427       894927
FIRST DATA CORP COM            COM  319963104     16537685       334837 SH       D       7        277707            0        57130
FIRST DATA CORPORATION         COM  319963104      1012878        20540 SH       S       7         20540            0            0
FIRST FED BANCORP INC OHIO COM COM  319966107         5907          801 SH       D       6           801            0            0
FIRST FEDERAL BANCORP INC/OH   COM  319966107         4425          600 SH       D       7           600            0            0
FIRST FED BANCORP MINN COM     COM  319979100         4956          793 SH       D       6           793            0            0
FIRST FEDERAL BANCORPORATION   COM  319979100         3825          600 SH       D       7           600            0            0
FIRST DEFIANCE FINL CORP COM   COM  32006W106      1334424       127088 SH       D       6        127088            0            0
FIRST DEFIANCE FINL CORP       COM  32006W106         3160          301 SH       D       7           301            0            0
FIRST ESSEX BANCORP INC COM    COM  320103104      1419962        98780 SH       D       6         98780            0            0
FIRST ESSEX BANCORP INC        COM  320103104         3996          278 SH       D       7           278            0            0
FIRST FINL BANCORP COM         COM  320209109     14681653       686861 SH       D       6        686861            0            0
First Financial Bancorp        COM  320209109       121082         5664 SH       D       7          5664            0            0
FIRST FED BANCSHARES ARK INC C COM  32020F105       918500        58087 SH       D       6         58087            0            0
FIRST FED BNCSHS OF ARKANSAS   COM  32020F105         3225          204 SH       D       7           204            0            0
FIRST FINL BANKSHARES COM      COM  32020R109      4613699       150039 SH       D       6        150039            0            0
First Financial Bankshare Inc. COM  32020R109        42158         1371 SH       D       7          1371            0            0
FIRST FEDERAL BANKSHARES INC C COM  32020V100         7667          889 SH       D       6           889            0            0
FIRST FEDERAL BANKSHARES       COM  32020V100         4562          529 SH       D       7           529            0            0
FIRST FINL CORP IND COM        COM  320218100      2989867        72045 SH       D       6         72045            0            0
First Financial Corp/Indiana   COM  320218100        41334          996 SH       D       7           996            0            0
FIRST FINL CORP RI COM         COM  320221104         8046          625 SH       D       6           625            0            0
FIRST FINANCIAL CORP           COM  320221104         5150          400 SH       D       7           400            0            0
FIRST FINL HLDGS INC           COM  320239106      2923248       182703 SH       D       6        182703            0            0
First Financial Holdings Inc.  COM  320239106        28448         1778 SH       D       7          1778            0            0
FIRST FRANKLIN CORP COM        COM  320272107         6709          497 SH       D       6           497            0            0
FIRST FRANKLIN CORP            COM  320272107         5400          400 SH       D       7           400            0            0
FIRST GEORGIA HLDG INC         COM  320369101         5765         1198 SH       D       6          1198            0            0
FIRST GEORGIA HOLDING INC      COM  320369101         4331          900 SH       D       7           900            0            0
FIRST INDEPENDENCE CORP COM    COM  32054B103        11590         1159 SH       D       6          1159            0            0
FIRST INDEPENDENCE CORP        COM  32054B103         4000          400 SH       D       7           400            0            0
FIRST INDUSTRIAL REALTY TRUST  COM  32054K103     32739851      1193252 SH       D       6        936401            0       256851
First Industrial Realty Tr Inc COM  32054K103       154061         5615 SH       D       7          5615            0            0
FIRST INTL BANCORP INC         COM  32054Q100       658904        82363 SH       D       6         82363            0            0
FIRST INTL BANCORP INC         COM  32054Q100         4440          555 SH       D       7           555            0            0
FIRST IND CORP                 COM  32054R108      4540834       208774 SH       D       6        197224            0        11550
First Indiana Corp.            COM  32054R108        30036         1381 SH       D       7          1381            0            0
FIRST INVS FINL SVCS GROUP COM COM  32058A101         3848          716 SH       D       6           716            0            0
FIRST ISRAEL FUND INC          COM  32063L100       205491         7500 SH       D       2          7500            0            0
FIRST KEYSTONE FINL INC COM    COM  320655103        16926         1736 SH       D       6          1736            0            0
FIRST KEYSTONE FINANCIAL INC   COM  320655103         3900          400 SH       D       7           400            0            0
FIRST LANCASTER BANCSHARES COM COM  32067S101         5629          433 SH       D       6           433            0            0
FIRST LONG IS CORP COM         COM  320734106         6462          220 SH       D       6           220            0            0
FIRST OF LONG ISLAND CORP      COM  320734106         9223          314 SH       D       7           314            0            0
FIRST M&F CORP COM             COM  320744105       989460        32982 SH       D       6         32982            0            0
FIRST MARINER BANCORP COM      COM  320795107        16929         2052 SH       D       6          2052            0            0
FIRST MARINER BANCORP INC      COM  320795107         3300          400 SH       D       7           400            0            0
FIRST MERCHANTS CORP COM       COM  320817109      4590915       174892 SH       D       6        174892            0            0
First Merchants Corp.          COM  320817109        49061         1869 SH       D       7          1869            0            0
FIRST MIDWEST BANCORP INC DEL  COM  320867104     19648160       741440 SH       D       6        741440            0            0
First Midwest Bancorp Inc.     COM  320867104       146094         5513 SH       D       7          5513            0            0
FIRST MIDWEST FINL COM         COM  320878101         5816          517 SH       D       6           517            0            0
FIRST MIDWEST FINANCIAL        COM  320878101         4500          400 SH       D       7           400            0            0
FIRST NATIONAL CORP ORANGEBURG COM  320942105      1006807        44997 SH       D       6         44997            0            0
FIRST HEALTH GROUP COM         COM  320960107     29841032      1110364 SH       D       6       1110364            0            0
First Health Group Corp.       COM  320960107       446501        16614 SH       D       7         16614            0            0
FIRST MUTUAL BANC SHARES INC C COM  32190E102         6312          526 SH       D       6           526            0            0
FIRST MUTUAL BANCSHARES INC    COM  32190E102         2640          220 SH       D       7           220            0            0
FIRST NORTHERN CAPITAL CORP CO COM  335832101      1174057       121980 SH       D       6        121980            0            0
FIRST NORTHERN CAPITAL CORP    COM  335832101         3118          324 SH       D       7           324            0            0
FIRST OAK BROOK BANCSHARES INC COM  335847208       919783        49718 SH       D       6         49718            0            0
FIRST OAK BROOK BCSHS-CL A     COM  335847208         3034          164 SH       D       7           164            0            0
FIRST SAVINGS BANCORP, INC. CO COM  335939104       867761        46906 SH       D       6         46906            0            0
FIRST SAVINGS BANCORP INC      COM  335939104         3071          166 SH       D       7           166            0            0
FIRST SIERRA FINANCIAL COM     COM  335944104      4223847       246648 SH       D       6        246648            0            0
First Sierra Financial Inc.    COM  335944104        42915         2506 SH       D       7          2506            0            0
FIRST PHILIPPINE FUND          COM  336100102        95694         9500 SH       D       2          9500            0            0
FIRST PL ZINC CORP COM         COM  33610T109      1193952       112372 SH       D       6        112372            0            0
FIRST PLACE FINANCIAL CORP     COM  33610T109         7437          700 SH       D       7           700            0            0
FIRST REPUBLIC BANK COM        COM  336158100      4607433       196061 SH       D       6        196061            0            0
First Republic Bank            COM  336158100        28999         1234 SH       D       7          1234            0            0
FIRST REGL BANCORP             COM  33615C101        13305         1774 SH       D       6          1774            0            0
FIRST SECURITY USD1.25         COM  336294103      9520714       235995 SH       D       3        235995            0            0
FIRST SECURITY CORP COM        COM  336294103     74526018      2919006 SH       D       6       2897941            0        21065
FIRST SECURITY CP              COM  336294103      1035637        41798 SH       D       7         27592            0        14206
FIRST SECURITYFED INC COM      COM  336392105       753654        68514 SH       D       6         68514            0            0
FIRST SECURITY FINL INC        COM  336392105         4325          400 SH       D       7           400            0            0
FIRST SENTINEL BANCORP INC COM COM  33640T103      5154586       659787 SH       D       6        659787            0            0
First Sentinel Bancorp Inc.    COM  33640T103        47265         6050 SH       D       7          6050            0            0
FIRST ST BANCCORPORATION COM   COM  336453105       343777        25002 SH       D       6         25002            0            0
FIRST STATE BANCORPORATION     COM  336453105         3135          228 SH       D       7           228            0            0
FIRST SOUTHN BANCSHA COM       COM  33645B107         5205          443 SH       D       6           443            0            0
FISRT SOUTHERN BANCSHARES      COM  33645B107         4700          400 SH       D       7           400            0            0
1ST ST BANCORP INC COM         COM  33645S100       548245        28855 SH       D       6         28855            0            0
FIRST STATE BANCORP            COM  33645S100         3825          200 SH       D       7           200            0            0
FIRST SOURCE CORP COM          COM  336901103      3667275       146691 SH       D       6        146691            0            0
First Source Corporation       COM  336901103        47325         1893 SH       D       7          1893            0            0
FIRST STERLING BKS INC COM     COM  337094106        24921         1974 SH       D       6          1974            0            0
FIRST TEAM SPORTS INC COM      COM  337157101         9250         4000 SH       D       6          4000            0            0
FIRST TENNESSEE NATIONAL USDO. COM  337162101      7365132       157579 SH       D       3        157579            0            0
FIRST TENNESSEE NATL CORP COM  COM  337162101     59926978      2102701 SH       D       6       2088585            0        14116
FIRST TENNESSEE NAT'L CORP     COM  337162101       893404        31832 SH       D       7         20786            0        11046
FIRST UNION CORP COM STOCK US$ COM  337358105      2669829        80190 SH       D       1           900        79290            0
FIRST UNION CORP COM STOCK US$ COM  337358105      1348843        25029 SH       D       2         25029            0            0
FIRST UNION CORP COM STOCK US$ COM  337358105     92144822      1709830 SH       D       3       1620456            0        89374
FIRST UNION CORP COM STOCK US$ COM  337358105      2432649        45140 SH       D       4         45140            0            0
FIRST UNION CORP               COM  337358105      9144767       277640 SH       D       5        277640            0            0
FIRST UNION CORP COM           COM  337358105    894146331     27250173 SH       D       6      24858103         3180      2388890
FIRST UNION CORP COM           COM  337358105     23575968       716566 SH       D       7        632433            0        84133
FIRST UNION CORP               COM  337358105     27151250       812000 SH       D       9        812000            0            0
FIRST UNION CORP (N.E.)        COM  337358105      1518562        46280 SH       S       7         46280            0            0
FIRST UN REAL ESTATE EQUITY &  COM  337400105      2844456       598833 SH       D       6        597833            0         1000
FIRST UNION REAL ESTATE        COM  337400105        10725         2258 SH       D       7          2258            0            0
FIRST UTD BANCSHARES INC ARK C COM  33741E104      4527758       338524 SH       D       6        338524            0            0
First United Bancshares Inc.   COM  33741E104        48471         3624 SH       D       7          3624            0            0
FIRST UTD CORP COM             COM  33741H107      1031848        71470 SH       D       6         71470            0            0
FIRST UNITED CORP              COM  33741H107        10359          727 SH       D       7           727            0            0
FIRST VIRGINIA BANKS           COM  337477103      4101260        59963 SH       D       3         59963            0            0
FIRST VIRGINIA BANKS INC COM   COM  337477103     31458155       731585 SH       D       6        726323            0         5262
FIRST VIRGINIA BANKS,INC.      COM  337477103       486814        11600 SH       D       7          8036            0         3564
FIRST WASH RLTY TR I COM       COM  337489504      3435902       183861 SH       D       6        182661            0         1200
First Washington Realty        COM  337489504        24125         1291 SH       D       7          1291            0            0
FIRST WASHINGTON BANCORP INC.  COM  33748T104      2230922       151249 SH       D       6        143999            0         7250
First Wash Bancorp Inc.        COM  33748T104        22552         1529 SH       D       7          1529            0            0
FIRST W VA BANCORP INC COM     COM  337493100        18190         1086 SH       D       6          1086            0            0
FIRST WEST VIRGINA BANCORP     COM  337493100         3960          240 SH       D       7           240            0            0
FIRST WESTERN BANK NC          COM  337498109            7            1 SH       D       6             1            0            0
THE FIRST YEARS INC. COM       COM  337610109      1524969       183455 SH       D       6        183455            0            0
The First Years, Inc.          COM  337610109         3192          384 SH       D       7           384            0            0
FIRSTCITY FINL CORP COM        COM  33761X107        13142         4779 SH       D       6          4779            0            0
FIRSTCITY FINANCIAL CORP       COM  33761X107          838          305 SH       D       7           305            0            0
FIRSTWAVE TECHNOLOGIES INC COM COM  33762N108        13500         4000 SH       D       6          4000            0            0
FIRSTBANK CORP                 COM  33762X106        13437         1000 SH       D       6          1000            0            0
FIRST PLUS FINANCIAL GROUP INC COM  33763B103         9498       135698 SH       D       6        135698            0            0
FIRSTPLUS FINANCIAL GROUP      COM  33763B103          261         3732 SH       D       7          3732            0            0
FIRSTCOM CORP COM              COM  33763T104      5982348       162785 SH       D       6        162785            0            0
FIRSTCOM CORPORATION           COM  33763T104        55125         1500 SH       D       7          1500            0            0
FIRSTAR CORP NEW COM           COM  33763V109      1298727        38372 SH       D       1         38372            0            0
FIRSTAR CORP NEW COM           COM  33763V109       697559        20610 SH       D       2         20610            0            0
FIRSTAR CORP NEW COM           COM  33763V109     50813463      1501327 SH       D       3       1501327            0            0
FIRSTAR CORP WISC NEW COM      COM  33763V109    540453469     25583578 SH       D       6      22997975         3289      2582314
FIRSTAR CORP WISC NEW COM      COM  33763V109     19348288       911020 SH       D       7        716182            0       194838
FIRSTAR CORPORATION            COM  33763V109      1005465        47596 SH       S       7         47596            0            0
FISERV INC COM                 COM  337738108     63824411      1665890 SH       D       6       1665890            0            0
FISERV INCORPORATION           COM  337738108      2020476        52877 SH       D       7         18300            0        34577
FIRSTFED FINL CORP DEL COM     COM  337907109     10858415       772154 SH       D       6        761654            0        10500
Firstfed Financial Corp.       COM  337907109        41048         2919 SH       D       7          2919            0            0
FIRSTMERIT CORP COM            COM  337915102     29030071      1262177 SH       D       6       1229887            0        32290
FIRSTMERIT CORPORATION         COM  337915102       469535        20811 SH       D       7         14976            0         5835
FIRSTFED AMER BANCOR COM       COM  337929103      1117386        97164 SH       D       6         97164            0            0
FIRSTFED AMERICA BANCORP INC   COM  337929103         3323          289 SH       D       7           289            0            0
FLAGSTAR BANCORP INC COM       COM  337930101      5604059       324873 SH       D       6        312873            0        12000
Flagstar Bancorp Inc.          COM  337930101        23563         1366 SH       D       7          1366            0            0
FIRSTSPARTAN FINL CO COM       COM  337931109       772866        42937 SH       D       6         42937            0            0
FIRSTSPARTAN FINANCIAL CORP    COM  337931109         2628          146 SH       D       7           146            0            0
FIRST ENERGY CORP              COM  337932107      1868494        51100 SH       D       1         51100            0            0
FIRST ENERGY CORP              COM  337932107       368945        10090 SH       D       2         10090            0            0
FIRST ENERGY CORP              COM  337932107     17976230       491618 SH       D       3        465011            0        26607
FIRST ENERGY CORP              COM  337932107       413189        11300 SH       D       4         11300            0            0
FIRSTENERGY CORP               COM  337932107      1500710        66147 SH       D       5         66147            0            0
FIRST ENERGY CORP COM          COM  337932107    167924027      7401610 SH       D       6       6515172          780       885658
FIRST ENERGY CORP COM          COM  337932107      5601360       246608 SH       D       7        226606            0        20002
FIRSTENERGY CORP.              COM  337932107       256368        11300 SH       S       7         11300            0            0
FISHER SCIENTIFIC COM          COM  338032204     14279851       395290 SH       D       6        395290            0            0
Fisher Scientific Intl. Inc.   COM  338032204       223505         6187 SH       D       7          6187            0            0
FLAG FINANCIAL CORP COM        COM  33832H107         3864          552 SH       D       6           552            0            0
FLAF FINANCIAL CORP.           COM  33832H107         7000         1000 SH       D       7          1000            0            0
FLAMEMASTER CORP               COM  338490105         1200          200 SH       D       7           200            0            0
FLANDERS CORP COM              COM  338494107       149927        59971 SH       D       6         59971            0            0
FLANDERS CORPORATION           COM  338494107         2320          928 SH       D       7           928            0            0
FLANIGAN'S ENTERPRISES INC     COM  338517105          912          200 SH       D       7           200            0            0
FLASHNET COMM COM              COM  338527104       574819        92900 SH       D       6         92900            0            0
FlashNet Communications Inc.   COM  338527104         8953         1447 SH       D       7          1447            0            0
FLEXINTERNATIONAL SO COM       COM  338923105         6248         8800 SH       D       6          8800            0            0
FLEXIINTERNATIONAL SOFTWARE    COM  338923105          639          900 SH       D       7           900            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108      6979013       123500 SH       D       1        123500            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108      1340535        23722 SH       D       2         23722            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108     91513855      1619421 SH       D       3       1536185            0        83236
FLEETBOSTON FINANCIAL CORP     COM  339030108      3581731        63382 SH       D       4         63382            0            0
FLEET BOSTON FINANCIAL CORP    COM  339030108      8918649       256191 SH       D       5        256191            0            0
FLEETBOSTON FINANCIAL CORP COM COM  339030108    879490117     25263629 SH       D       6      23004792         3049      2255788
FLEETBOSTON FINANCIAL CORP COM COM  339030108     25258664       728952 SH       D       7        650672            0        78280
FLEET BOSTON FINANCIAL CORP.   COM  339030108      1550827        44548 SH       S       7         44548            0            0
FLEETWOOD ENTERPRISES INC      COM  339099103       286473         8618 SH       D       3          8618            0            0
FLEETWOOD ENTERPRISES INC COM  COM  339099103     18963430       919439 SH       D       6        850929          146        68364
FLEETWOOD ENTERPRISES INC COM  COM  339099103       552931        26810 SH       D       7         26338            0          472
FLEETWOOD ENTERPRISES, INC.    COM  339099103        33825         1640 SH       S       7          1640            0            0
FLEMING COMPANIES INC COM      COM  339130106     23822414      2324138 SH       D       6       2135288            0       188850
Fleming Companies Inc.         COM  339130106        83865         8182 SH       D       7          8182            0            0
FLEXSTEEL INDS INC COM         COM  339382103       998871        74682 SH       D       6         74682            0            0
FLEXSTEEL INDUSTRIES           COM  339382103         3370          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         7100          800 SH       D       6           800            0            0
COMMERCIAL SERVICES            COM  339428104         9762         1100 SH       D       7          1100            0            0
FLORIDA BANKS INC COM          COM  340560101        12665         2100 SH       D       6          2100            0            0
FLORIDA BANKS INC              COM  340560101         2412          400 SH       D       7           400            0            0
FLORIDA EAST COAST INDUSTRIES  COM  340632108     18716733       448305 SH       D       6        448305            0            0
Florida East Coast Industries  COM  340632108       202070         4840 SH       D       7          4840            0            0
FLORIDA PROGRESS CORP COM STOC COM  341109106     10567057       156339 SH       D       3        156339            0            0
FLORIDA PROGRESS CORP COM      COM  341109106    105785947      2500111 SH       D       6       2297672          310       202129
FLORIDA PROGRESS CORP COM      COM  341109106      3089905        73006 SH       D       7         65106            0         7900
Florida Progress Corporation   COM  341109106       202676         4790 SH       S       7          4790            0            0
FLORIDA PUB UTILS CO COM       COM  341135101       189890        11170 SH       D       6         11170            0            0
FLORIDA ROCK INDUSTRIES INC CO COM  341140101     11725487       340486 SH       D       6        340486            0            0
Florida Rock Industries Inc.   COM  341140101        94944         2757 SH       D       7          2757            0            0
FLORIDAFIRST BANCORP COM       COM  343257101         2625          300 SH       D       6           300            0            0
FLORIDA FIRST BANCORP          COM  343257101         3500          400 SH       D       7           400            0            0
FLORSHEIM GROUP INC COM        COM  343302105         5599         1991 SH       D       6          1991            0            0
FLORSHEIM GROUP                COM  343302105         1406          500 SH       D       7           500            0            0
FLOW INTL CORP COM             COM  343468104      2128979       187163 SH       D       6        187163            0            0
FLOW INTERNATIONAL CORP.       COM  343468104         6267          551 SH       D       7           551            0            0
FLOWERS INDUSTRIES INC COM     COM  343496105     27631114      1733717 SH       D       6       1681884            0        51833
FLOWERS INDUSTRIES INC         COM  343496105       418491        27131 SH       D       7         18572            0         8559
FLOWSERVE CORP COM             COM  34354P105     13673899       804347 SH       D       6        804347            0            0
Flowserve Corporation          COM  34354P105       179163        10539 SH       D       7         10539            0            0
FLOUR CITY INTERNATIONAL INC C COM  343858205       125831        34712 SH       D       6         34712            0            0
FLUOR CORP COM US$0.625        COM  343861100      9060180       124404 SH       D       3        115304            0         9100
FLUOR CORP                     COM  343861100       984752        21466 SH       D       5         21466            0            0
FLUOR CORP COM                 COM  343861100    101111116      2204057 SH       D       6       2046465          271       157321
FLUOR CORP COM                 COM  343861100      3061903        66422 SH       D       7         59882            0         6540
FLUOR CORP                     COM  343861100       165150         3600 SH       S       7          3600            0            0
FLUSHING FINL CORP COM         COM  343873105      4225443       285262 SH       D       6        266662            0        18600
FLUSHING FINANCIAL CORP        COM  343873105         6132          414 SH       D       7           414            0            0
FOCAL INC- COM COM             COM  343909107       506052       130594 SH       D       6        130594            0            0
FOCAL INC                      COM  343909107         2294          592 SH       D       7           592            0            0
FLYCAST COMMUNICATIONS CORP CO COM  344067103     14901752       114684 SH       D       6        114684            0            0
Flycast Communications Corp    COM  344067103       146439         1127 SH       D       7          1127            0            0
FDAMEX INTL INC COM            COM  344123104      1110259       133557 SH       D       6        133557            0            0
FOAMEX INTERNATIONAL INC       COM  344123104         8495         1022 SH       D       7          1022            0            0
FOCAL COMMUNICATIONS CORP COM  COM  344155106      4045593       167693 SH       D       6        167693            0            0
FOCAL COMMUNICATIONS           COM  344155106        67550         2800 SH       D       7          2800            0            0
FOCUS ENHANCEMENTS INC COM     COM  344159108        42900         5200 SH       D       6          5200            0            0
FOCUS ENHANCEMENTS INC         COM  344159108         8250         1000 SH       D       7          1000            0            0
FOCUS AFFILIATES, INC COM      COM  34415P102         2437          500 SH       D       6           500            0            0
FOCUS AFFILIATES               COM  34415P102         5850         1200 SH       D       7          1200            0            0
FOGDOG INC COM                 COM  344167101      2217205       233390 SH       D       6        233390            0            0
FOGDOG INC.                    COM  344167101        10355         1090 SH       D       7          1090            0            0
FOILMARK INC COM               COM  344185103         5125         2000 SH       D       6          2000            0            0
FONAR CORP COM                 COM  344437108        46866        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         5829        20100 SH       D       6         20100            0            0
FONIX CORP                     COM  34459U108         2610         9000 SH       D       7          9000            0            0
FOOD TECHNOLOGY SERVICE INC    COM  344798103         2728          450 SH       D       7           450            0            0
FOODARAMA SUPERMARKETS INC COM COM  344820105         3279          165 SH       D       6           165            0            0
FOODARAMA SUPERMARKETS         COM  344820105         1987          100 SH       D       7           100            0            0
FOOTHILL INDPT BANCORP COM     COM  344905104       808782        62214 SH       D       6         62214            0            0
FOOTHILL INDEPENDENT BANCORP   COM  344905104        10660          820 SH       D       7           820            0            0
FOOT STAR INC COMMON STOCK     COM  344912100     14879272       487845 SH       D       6        467145            0        20700
Footstar Inc.                  COM  344912100       158081         5183 SH       D       7          5183            0            0
FORCENERGY INC. COM            COM  345206106        22290        43819 SH       D       6         43819            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100      6846954        79500 SH       D       1         79500            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100      3033330        35220 SH       D       2         35220            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100    174645579      2027810 SH       D       3       1932210            0        95600
FORD MOTOR CO COM STOCK US$1   COM  345370100      4022047        46700 SH       D       4         46700            0            0
FORD MOTOR COMPANY             COM  345370100     16916109       317301 SH       D       5        317301            0            0
FORD MOTOR CO COM              COM  345370100   1834104909     34322431 SH       D       6      31151704         4058      3166669
FORD MOTOR CO COM              COM  345370100     55387689      1034531 SH       D       7        936181            0        98350
FORD MOTOR CO                  COM  345370100      3121818        58420 SH       S       7         58420            0            0
FOREMOST CORP OF AMERICA COM   COM  345469100     15908784       560662 SH       D       6        560662            0            0
Foremost Corp of America       COM  345469100        85777         3023 SH       D       7          3023            0            0
FOREST CITY ENTERPRISES INC CO COM  345550107      7252980       259035 SH       D       6        259035            0            0
Forest City Enterprises        COM  345550107        87444         3123 SH       D       7          3123            0            0
FOREST CITY ENTERPRISES INC CV CVT  345550305       536781        17246 PRN      D       6         17246            0            0
FOREST LABORATORIES INC A COM  COM  345838106     72301247      1176826 SH       D       6       1176826            0            0
FOREST LABORATORIES INC.       COM  345838106      2252351        34953 SH       D       7         11636            0        23317
FOREST OIL CORP COM            COM  346091606     10284891       779897 SH       D       6        779897            0            0
Forest Oil Corp.               COM  346091606        76065         5768 SH       D       7          5768            0            0
FORRESTER RESH INC COM         COM  346563109      4315638        62659 SH       D       6         62659            0            0
Forrester Research Inc.        COM  346563109        48005          697 SH       D       7           697            0            0
FORT JAMES CORP COM STOCK      COM  347471104       191341         4480 SH       D       2          4480            0            0
FORT JAMES CORP COM STOCK      COM  347471104     13939022       326364 SH       D       3        326364            0            0
FORT JAMES CORP. COM           COM  347471104    145275786      5306878 SH       D       6       4867004          714       439160
FORT JAMES CORP. COM           COM  347471104      5429996       196595 SH       D       7        142540            0        54055
FORT JAMES CORP                COM  347471104       292392        10681 SH       S       7         10681            0            0
FORT THOMAS FINL CORP COM      COM  349031104        17808         1113 SH       D       6          1113            0            0
FORTRESS GROUP INC COM         COM  34956K108         5029         7315 SH       D       6          7315            0            0
FORTUNE BRAND                  COM  349631101       160926         3020 SH       D       2          3020            0            0
FORTUNE BRAND                  COM  349631101     13808056       259127 SH       D       3        245227            0        13900
FORTUNE BRAND                  COM  349631101       852589        16000 SH       D       4         16000            0            0
FORTUNE BRANDS INC COM         COM  349631101    135726489      4105149 SH       D       6       3907541          572       197036
FORTUNE BRANDS INC COM         COM  349631101      4363794       132284 SH       D       7        118166            0        14118
FORTUNE BRANDS INC             COM  349631101       264500         8000 SH       S       7          8000            0            0
FORWARD AIR CORP. COM          COM  349853101      4847243       111752 SH       D       6        111752            0            0
Forward Air Corp               COM  349853101        68142         1571 SH       D       7          1571            0            0
FOSSIL INC COM                 COM  349882100     15865577       686079 SH       D       6        686079            0            0
Fossil Inc.                    COM  349882100        66877         2892 SH       D       7          2892            0            0
FOSTER L B CO CL A COM         COM  350060109         4684          961 SH       D       6           961            0            0
FOSTER (L.B.) CL A             COM  350060109         2174          446 SH       D       7           446            0            0
FOSTER WHEELER CORP COM STOCK  COM  350244109       754660        53513 SH       D       3         53513            0            0
FOSTER WHEELER CORP COM        COM  350244109      9633671      1085484 SH       D       6       1004377          102        81005
FOSTER WHEELER CORP COM        COM  350244109       278445        31371 SH       D       7         30830            0          541
FOSTER WHEELER CORPORATION     COM  350244109        17395         1960 SH       S       7          1960            0            0
FOOTBALL USA INC               COM  350384103        15150         2400 SH       D       7          2400            0            0
FOUNDATION HEALTH SYSTEMS A US COM  350404109        59109         3600 SH       D       3          3600            0            0
FOUNDATION HEALTH SYSTEMS COM  COM  350404109     34620540      3483828 SH       D       6       3428651            0        55177
FOUNDATION HEALTH SYSTEMS      COM  350404109       290312        28318 SH       D       7         21196            0         7122
FOUNDRY NETWORKS COM           COM  35063R100     44821711       148570 SH       D       6        148570            0            0
FOUNDRY NETWORKS INC           COM  35063R100       874893         2900 SH       D       7          2900            0            0
FOUNTAIN PWR BOAT INDS INC COM COM  350755302         2049          713 SH       D       6           713            0            0
4 KIDS ENTERTAINMENT INC COM   COM  350865101      1831368        65406 SH       D       6         65406            0            0
4 KIDS ENTERTAINMENT           COM  350865101        14000          500 SH       D       7           500            0            0
FOUR MEDIA COMPANY COM         COM  350872107      2570787       172826 SH       D       6        172826            0            0
FOUR MEDIA COMPANY             COM  350872107        11349          763 SH       D       7           763            0            0
4 FRONT TECHNOLOGS             COM  351042106        40680         3000 SH       D       1             0         3000            0
4 FRONT TECHNOLOGIES INC COM   COM  351042106      1449689       108388 SH       D       6        108388            0            0
4FRONT SOFTWARE INTERNATIONAL  COM  351042106         7891          590 SH       D       7           590            0            0
FOURTH SHIFT CORP COM          COM  351128103        42596         6140 SH       D       6          6140            0            0
FOURTH SHIFT CORP              COM  351128103         3108          448 SH       D       7           448            0            0
FOX ENTERTAINMENT COM          COM  35138T107     19895686       797822 SH       D       6        797822            0            0
FOX ENTERTAINMENT GRP INC-A    COM  35138T107      1063567        46508 SH       D       7         10703            0        35805
FRANCHISE FIN CORP AMER COM    COM  351807102     34575660      1444414 SH       D       6       1058653            0       385761
FRANCHISE FINANCE CORP OF AM   COM  351807102       179502         7447 SH       D       7          3480            0         3967
FRANKLIN BANK N.A. COM         COM  352456107         4618          483 SH       D       6           483            0            0
FRANKLIN COVEY CO COM          COM  353469109      3407182       454291 SH       D       6        449491            0         4800
Franklin Covey Co.             COM  353469109        22815         3042 SH       D       7          3042            0            0
FRANKLIN COVEY CO RTS FRANKLIN RT   353469992            0        14706 SH       D       6         14706            0            0
FRANKLIN ELEC CO INC COM       COM  353514102      4522461        64434 SH       D       6         64434            0            0
Franklin Electric Co. Inc.     COM  353514102        47446          676 SH       D       7           676            0            0
FRANKLIN ELECTR PUBLISHERS INC COM  353515109       156738        26398 SH       D       6         26398            0            0
FRANKLIN RESOURCES INC COM STO COM  354613101       197649         3810 SH       D       2          3810            0            0
FRANKLIN RESOURCES INC COM STO COM  354613101     20266577       390669 SH       D       3        372569            0        18100
FRANKLIN RES INC               COM  354613101    191586776      5975416 SH       D       6       5472441          849       502126
FRANKLIN RES INC               COM  354613101      6324378       195532 SH       D       7        161041            0        34491
FRANKLIN RESOURCES INC.        COM  354613101       390617        12183 SH       S       7         12183            0            0
FRANKLIN SELECT RLTY TR COM    COM  354638108       789676       114862 SH       D       6        114862            0            0
FRANKLIN SELECT REALTY TRUST   COM  354638108         5142          748 SH       D       7           748            0            0
FRANKLIN TELECOMMUNICATIONS    COM  354727208        33725        14200 SH       D       6         14200            0            0
FRANKLIN TELECOMMUNUCATION EQU COM  354727208         4512         1900 SH       D       7          1900            0            0
FREDS INC. COM                 COM  356108100      1841291       115532 SH       D       6        115532            0            0
FRED'S INC                     COM  356108100         7012          440 SH       D       7           440            0            0
FREEDOM SECS CORP - COM        COM  35644K103      3009600       267520 SH       D       6        267520            0            0
Freedom Securities Corp.       COM  35644K103        27495         2444 SH       D       7          2444            0            0
FREEMARKETS INC COM            COM  356602102     57623448       168829 SH       D       6        168829            0            0
FREEMARKETS, INC.              COM  356602102       433808         1271 SH       D       7          1271            0            0
FREEPORT-MCMORAN COPPER & GOLD CLA  35671D105      2156994        74611 SH       D       3         74611            0            0
FREEPORT-MCMOR C&G             CLA  35671D857        51291         2548 SH       D       1             0         2548            0
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857      5943978       178813 SH       D       3        164413            0        14400
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857       551805        16600 SH       D       4         16600            0            0
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857     96393208      4562992 SH       D       6       4144534          546       417912
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857      3909875       186960 SH       D       7        145334            0        41626
FREEPORT-MCMORAN               COM  35671D857       166486         7881 SH       S       7          7881            0            0
FREESHOP.COM COM               COM  356873109      3206880        66810 SH       D       6         66810            0            0
FREESHOP COM INC               COM  356873109        28800          600 SH       D       7           600            0            0
FREMONT GENERAL CORP COM       COM  357288109     17219622      2334864 SH       D       6       2298289            0        36575
FREMONT GENERAL CORP           COM  357288109       105686        13892 SH       D       7          9581            0         4311
FRENCH FRAGRANCES INC COM      COM  357658103       875313       135971 SH       D       6        135971            0            0
FRENCH FRAGRANCES INC          COM  357658103         3276          509 SH       D       7           509            0            0
FREQUENCY ELECTRONICS INC COM  COM  358010106       795586        76683 SH       D       6         76683            0            0
FREQUENCY ELECTRONICS INC      COM  358010106         3558          343 SH       D       7           343            0            0
FRESH CHOICE COM               COM  358032100        10450         4400 SH       D       6          4400            0            0
FRESH FOODS, INC COM           COM  358034106        18306         3854 SH       D       6          3854            0            0
FRESH AMERICA CORP COM         COM  35803R105        15834         3248 SH       D       6          3248            0            0
FRESH AMERICA CORP             COM  35803R105         3880          796 SH       D       7           796            0            0
FRIEDE GOLDMAN COM             COM  358430106      3633591       523761 SH       D       6        523761            0            0
Friede Goldman Inc.            COM  358430106        40438         5829 SH       D       7          5829            0            0
FRIEDMAN BILLINGS RA COM       COM  358433100      2266362       287792 SH       D       6        287792            0            0
Friedman Billings Ramsey Group COM  358433100        22695         2882 SH       D       7          2882            0            0
FRIEDMANS INC COM              COM  358438109      1157535       154338 SH       D       6        154338            0            0
FRIEDMAN'S INC                 COM  358438109         5542          739 SH       D       7           739            0            0
FRIENDLY ICE CREAM COM         COM  358497105       173506        39100 SH       D       6         39100            0            0
FRIENDLY ICE CREAM CORP        COM  358497105         1921          433 SH       D       7           433            0            0
FRISCHS RESTAURANTS INC COM    COM  358748101       457641        51931 SH       D       6         51931            0            0
FRISCH'S RESTAURANTS INC       COM  358748101         2361          268 SH       D       7           268            0            0
FRITZ COS INC COM              COM  358846103      4106487       391094 SH       D       6        391094            0            0
Fritz Companies Inc.           COM  358846103        48184         4589 SH       D       7          4589            0            0
FRONTIER AIRLINES INC NEW COM  COM  359065109      4005387       352122 SH       D       6        352122            0            0
Frontier Airlines Inc          COM  359065109        27334         2403 SH       D       7          2403            0            0
FRONTIER FINL CORP W COM       COM  35907K105      4334120       216706 SH       D       6        216706            0            0
Frontier Financial Corp.       COM  35907K105        42020         2101 SH       D       7          2101            0            0
FRONTIER INS GROUP INC NEW     COM  359081106      2290186       666236 SH       D       6        666236            0            0
Frontier Insurance Group Inc.  COM  359081106        15932         4635 SH       D       7          4635            0            0
FRONTIER OIL CORP COM          COM  35914P105      2364376       350278 SH       D       6        350278            0            0
FRONTIER OIL CORP              COM  35914P105         6993         1036 SH       D       7          1036            0            0
FRONTLINE COMMUNICATIONS COM   COM  35921T108        75337         9800 SH       D       6          9800            0            0
FRONTILINE COMMUNICATIONS CORP COM  35921T108         2306          300 SH       D       7           300            0            0
FROZEN FOOD EXPRESS INDS INC C COM  359360104       506350       130671 SH       D       6        130671            0            0
FROZEN FOOD EXPRESS INDS       COM  359360104         2387          616 SH       D       7           616            0            0
FUEL CELL ENERGY INC COM       COM  35952H106      1619488        64618 SH       D       6         64618            0            0
FUELCELL ENERGY INC            COM  35952H106         3759          150 SH       D       7           150            0            0
FUJI PHOTO NEW                 COM  359586302       957971        25045 SH       D       7         25045            0            0
FULLER H B CO COM              COM  359694106     20505233       366574 SH       D       6        357774            0         8800
HB Fuller Co.                  COM  359694106       122950         2198 SH       D       7          2198            0            0
FULTON FINANCIAL CORP PA COM   COM  360271100     15643404       869078 SH       D       6        853838            0        15240
FULTON FINANCIAL CORP          COM  360271100       197468        11161 SH       D       7          6173            0         4988
FURCO COM                      COM  360762108       692472        61897 SH       D       6         61897            0            0
FUNCO INC                      COM  360762108         4083          365 SH       D       7           365            0            0
FURNITURE BRANDS INTL INC USD1 COM  360921100        41581         1200 SH       D       3          1200            0            0
FURNITURE BRANDS INTL INC COM  COM  360921100     36081056      1640048 SH       D       6       1605248            0        34800
Furniture Brands Intl Inc.     COM  360921100       177584         8072 SH       D       7          8072            0            0
FUSION MED TECHNOLOGIES COM    COM  361128101       723398        55646 SH       D       6         55646            0            0
FUSION MEDICAL TECHNOLOGIES    COM  361128101         3900          300 SH       D       7           300            0            0
FUTUREBIOTICS INC              COM  36114L308        71775        17400 SH       D       6         17400            0            0
G & K SVCS INC COM             COM  361268105     11939349       368783 SH       D       6        368783            0            0
G&K Services Inc.              COM  361268105        94696         2925 SH       D       7          2925            0            0
G&L RLTY CORP COM              COM  361271109         1762          200 SH       D       6           200            0            0
G & L REALTY CORP              COM  361271109         2476          281 SH       D       7           281            0            0
GA FINL INC COM                COM  361437106      1241511        93699 SH       D       6         93699            0            0
GA FINANCIAL INC               COM  361437106         3484          263 SH       D       7           263            0            0
GATX CORP COM                  COM  361448103     27513135       815204 SH       D       6        792709            0        22495
GATX CORP.                     COM  361448103       394196        11837 SH       D       7          8302            0         3535
GBC BANCORP CALIF              COM  361475106      4748963       245901 SH       D       6        243201            0         2700
GBC Bancorp CA                 COM  361475106        34974         1811 SH       D       7          1811            0            0
GC COMPANIES INC COM           COM  36155Q109      2809741       108589 SH       D       6        108589            0            0
GC Companies Inc.              COM  36155Q109        21114          816 SH       D       7           816            0            0
GFSB BANCORP INC COM           COM  361692106         5427          402 SH       D       6           402            0            0
GFSB BANCORP INC               COM  361692106         5400          400 SH       D       7           400            0            0
GK INTELLIGENT SYS INC COM     COM  361751100        18767        44684 SH       D       6         44684            0            0
G K  INTELLIGENT SYSTEMS INC.  COM  361751100         1134         2700 SH       D       7          2700            0            0
GLB BANCORP INC COM            COM  361778103         2989          357 SH       D       6           357            0            0
GRC INTL INC COM               COM  361922107      2305994       194189 SH       D       6        194189            0            0
GRC INTERNATIONAL INC          COM  361922107         5426          457 SH       D       7           457            0            0
GST TELECOMMUNICATIONS         COM  361942105        33857         3736 SH       D       7          3736            0            0
GP STRATEGIES CORP COM         COM  36225V104      1139654       186066 SH       D       6        186066            0            0
GP STRATEGIES CORP             COM  36225V104         2437          398 SH       D       7           398            0            0
GPU CORP COM STOCK             COM  36225X100       161924         3370 SH       D       2          3370            0            0
GPU CORP COM STOCK             COM  36225X100      9513711       198001 SH       D       3        198001            0            0
GPU CORP COM STOCK             COM  36225X100       624634        13000 SH       D       4         13000            0            0
GPU INC                        COM  36225X100      1059278        35606 SH       D       5         35606            0            0
GPU INC COM                    COM  36225X100     97123717      3244216 SH       D       6       2983166          403       260647
GPU INC COM                    COM  36225X100      2804934        93674 SH       D       7         83060            0        10614
GPU INC                        COM  36225X100       179625         6000 SH       S       7          6000            0            0
GSB FINANCIAL CORP             COM  362263105        13200         1100 SH       D       6          1100            0            0
GS FINL CORP COM               COM  362274102         6847          559 SH       D       6           559            0            0
GS FINANCIAL CORP              COM  362274102         4900          400 SH       D       7           400            0            0
GSE SYSTEMS                    COM  36227K106          662          200 SH       D       7           200            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103      4945259        43600 SH       D       1         43600            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103      2765262        24380 SH       D       2         24380            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103    180496534      1591352 SH       D       3       1517852            0        73500
GTE GROUP COM STOCK US$0.05    COM  362320103      4548277        40100 SH       D       4         40100            0            0
GTE CORP COM                   COM  362320103   1805793165     25591400 SH       D       6      23410112         3264      2178024
GTE CORP COM                   COM  362320103     50822127       722081 SH       D       7        638925            0        83156
GTE CORPORATION                COM  362320103      3321024        47065 SH       S       7         47065            0            0
GT INTERACTIVE SOFTW COM       COM  36236E109       963317       581608 SH       D       6        581608            0            0
GT Interactive Software Corp.  COM  36236E109        10782         6510 SH       D       7          6510            0            0
GTS DURATEK COM                COM  36237J107      1251912       158973 SH       D       6        158973            0            0
GTS DURATEK INC                COM  36237J107         4961          630 SH       D       7           630            0            0
GZA GEOENVIRONMENTAL TECHNOLOG COM  362386104         5409         1202 SH       D       6          1202            0            0
GZA GRO ENVIRONMENTAL TECH     COM  362386104         2700          600 SH       D       7           600            0            0
GAMMA BIOLOGICAL INC COM       COM  36239Y102       892027        54894 SH       D       6         54894            0            0
GABELLI ASSET MGNT INC CL A    COM  36239Y102         8125          500 SH       D       7           500            0            0
GABLES RESIDENTIAL COM         COM  362418105     19774584       823941 SH       D       6        650489            0       173452
Gables Residential Trust       COM  362418105        90144         3756 SH       D       7          3756            0            0
GADZOOKS INC COM               COM  362553109      2537434       258592 SH       D       6        258592            0            0
GADZOOKS INC                   COM  362553109         6839          697 SH       D       7           697            0            0
GODZOOX COM                    COM  362555104      3001456        68900 SH       D       6         68900            0            0
GADZOOX NETWORKS INC           COM  362555104        52275         1200 SH       D       7          1200            0            0
GAIAM INC COM                  COM  36268Q103         1587          100 SH       D       6           100            0            0
GAIAM INC                      COM  36268Q103         4762          300 SH       D       7           300            0            0
GAINSCO CORP COM COM           COM  363127101      1083191       201524 SH       D       6        201524            0            0
GAINSCO INC                    COM  363127101         4138          770 SH       D       7           770            0            0
GALEY & LORD COM               COM  36352K103        20068        10358 SH       D       6         10358            0            0
GALEY & LORD INC               COM  36352K103         4706         2429 SH       D       7          2429            0            0
GALILEO INTERNATIONAL          COM  363547100      6692634       143500 SH       D       1        143500            0            0
GALILEO INTERNATIONAL          COM  363547100      1497098        32100 SH       D       2         32100            0            0
GALILEO INTERNATIONAL          COM  363547100     10229470       219335 SH       D       3        219335            0            0
GALILEO INTERNATIONAL INC      COM  363547100       868367        29006 SH       D       5         29006            0            0
GALITEO INT`L INC COM          COM  363547100    148528441      4961284 SH       D       6       4376292            0       584992
GALILEO INTERNATIONAL INC      COM  363547100      9291039       311577 SH       D       7        297559            0        14018
GALLAGHER ARTHUR J & CO COM    COM  363576109     36540238       564328 SH       D       6        535828            0        28500
Arthur J Gallagher & Co.       COM  363576109       183048         2827 SH       D       7          2827            0            0
GALLERY OF HISTORY INC COM     COM  363812108         1569          483 SH       D       6           483            0            0
GALLERY OF HISTORY INC         COM  363812108         1300          400 SH       D       7           400            0            0
GAMETECH INTERNATIONAL INC     COM  36466D102        23500         4700 SH       D       6          4700            0            0
GAMETECH INTERNATIONAL INC     COM  36466D102         2000          400 SH       D       7           400            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101       652738         5000 SH       D       1          5000            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101       488248         3740 SH       D       2          3740            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101     63521116       486574 SH       D       3        458174            0        28400
GANNETT CO INC COM STOCK US$1  COM  364730101      1605736        12300 SH       D       4         12300            0            0
GANNETT CO                     COM  364730101      6326395        77565 SH       D       5         77565            0            0
GANNETT CO INC COM             COM  364730101    635228162      7788238 SH       D       6       7036073          941       751224
GANNETT CO INC COM             COM  364730101     16583020       204951 SH       D       7        181113            0        23838
GANNETT CO INC                 COM  364730101      1102725        13520 SH       S       7         13520            0            0
GAP INC COM STOCK US$0.05      COM  364760108       840600        11277 SH       D       2         11277            0            0
GAP INC COM STOCK US$0.05      COM  364760108    107984895      1448662 SH       D       3       1362825            0        85837
GAP INC COM STOCK US$0.05      COM  364760108      2247414        30150 SH       D       4         30150            0            0
GAP INC                        COM  364760108     10959500       238250 SH       D       5        238250            0            0
GAP INC COM                    COM  364760108    951022354     20674399 SH       D       6      18972496         2860      1699043
GAP INC COM                    COM  364760108     34398777       745564 SH       D       7        552525            0       193039
GAP STORES                     COM  364760108      1905136        41416 SH       S       7         41416            0            0
GARAN INC COM                  COM  364802108      1976155        69036 SH       D       6         69036            0            0
GARAN INC                      COM  364802108         5410          189 SH       D       7           189            0            0
GARDEN BOTANIKA INC COM        COM  364854109          300         2000 SH       D       6          2000            0            0
GARDEN BOTANIKA INC            COM  364854109          405         2700 SH       D       7          2700            0            0
GARDEN COM INC COM             COM  365199108       515168        59300 SH       D       6         59300            0            0
GARDEN.COM INC                 COM  365199108         3475          400 SH       D       7           400            0            0
GARDEN FRESH RESTAURANT CORP C COM  365235100      1280470        74772 SH       D       6         74772            0            0
GARDEN FRESH RESTAURANT CORP   COM  365235100         4298          251 SH       D       7           251            0            0
GARDENBURGER INC COM           COM  365476100       750857       113337 SH       D       6        113337            0            0
GARDENBURGER INC               COM  365476100         2113          319 SH       D       7           319            0            0
GARDNER DENVER COM             COM  365558105      5063821       303450 SH       D       6        303450            0            0
Gardner Denver Inc.            COM  365558105        32841         1968 SH       D       7          1968            0            0
GARGOYLES INC COM              COM  366033108          888         3700 SH       D       6          3700            0            0
GART SPORTS CO. COM            COM  366630101        27997         4571 SH       D       6          4571            0            0
GART SPORTS COMPANY            COM  366630101         2100          343 SH       D       7           343            0            0
GARTNER GROUP COM              COM  366651107      6800783       445953 SH       D       6        445953            0            0
GARTNER GROUP INC-CL A         COM  366651107       432027        28520 SH       D       7          5302            0        23218
GARTNER GROUP COM              COM  366651206      8272754       598651 SH       D       6        598651            0            0
GARTNER GROUP COM              COM  366651206       106825         7734 SH       D       7          7734            0            0
GASONICS INTL CORP COM         COM  367278108      2919405       147818 SH       D       6        147818            0            0
GASONICS INTL CORP             COM  367278108        12284          622 SH       D       7           622            0            0
GASTON FEDERAL BANCORP INC     COM  367304102         2286          201 SH       D       7           201            0            0
GATEFIELD CORP COM             COM  367339207         1162          300 SH       D       6           300            0            0
GATEFIELD CO                   COM  367339207          736          190 SH       D       7           190            0            0
GATEWAY INC COM USD0.01        COM  367626108       508592         4500 SH       D       2          4500            0            0
GATEWAY INC COM USD0.01        COM  367626108     53037225       469271 SH       D       3        469271            0            0
GATEWAY INC COM                COM  367626108    527661227      7322272 SH       D       6       6695982         1042       625248
GATEWAY INC COM                COM  367626108     17389914       247560 SH       D       7        201232            0        46328
GATEWAY INC                    COM  367626108      1090665        15135 SH       S       7         15135            0            0
GAYLORD ENTERTAINMENT          COM  367905106      1889567        39326 SH       D       3         39326            0            0
GAYLORD ENTERTAINMENT CORP (NE COM  367905106      8983376       300071 SH       D       6        300071            0            0
Gaylord Entertainment Class A  COM  367905106       125797         4202 SH       D       7          4202            0            0
GAYLORD CONTAINER CORP         COM  368145108      6293476       923813 SH       D       6        923813            0            0
Gaylord Container Corp Class A COM  368145108        51700         7589 SH       D       7          7589            0            0
GEERLINGS & WADE INC COM       COM  368473104        12487         1800 SH       D       6          1800            0            0
GEERLINGS & WADE INC           COM  368473104         1387          200 SH       D       7           200            0            0
GEHL CO COM                    COM  368483103      2669850       148325 SH       D       6        148325            0            0
GEHL CORP                      COM  368483103         5400          300 SH       D       7           300            0            0
GELTEX PHARMACEUTICALS COM     COM  368538104      3631869       283463 SH       D       6        283463            0            0
Geltex Pharmaceuticals Inc.    COM  368538104        25932         2024 SH       D       7          2024            0            0
GENCOR INDS INC                COM  368678108        86378        86378 SH       D       6         86378            0            0
GENCOR ADR R0.04               ADR  368681201       205491        30000 SH       D       3         30000            0            0
GENCORP INC COM                COM  368682100      7902804       800284 SH       D       6        800284            0            0
GenCorp Inc.                   COM  368682100        60020         6078 SH       D       7          6078            0            0
GENE LOGIC, INC. COM           COM  368689105      5355650       202100 SH       D       6        202100            0            0
GENE LOGIC INC                 COM  368689105        18550          700 SH       D       7           700            0            0
GENELABS TECHNOLOGIE COM       COM  368706107      2343676       426123 SH       D       6        426123            0            0
GENELABS TECHNOLOGIES          COM  368706107         7150         1300 SH       D       7          1300            0            0
GENENTECH INC, SPECIAL COM COM COM  368710307            0         6400 SH       D       6          6400            0            0
GENENTECH INC, SPECIAL COM COM COM  368710406     43860450       326100 SH       D       6        326100            0            0
GENENTECH INC                  COM  368710406       632150         4700 SH       D       7          4700            0            0
GENENTECH                      COM  368710406        67968          500 SH       D       9           500            0            0
GENER SA ADS                   ADR  368731105      8288090       337210 SH       D       3        337210            0            0
GENERAL BEARING CORP           COM  369147103         1175          200 SH       D       7           200            0            0
GENERAL BINDING CORP COM       COM  369154109      2701501       229915 SH       D       6        224215            0         5700
General Binding Corp.          COM  369154109        13265         1129 SH       D       7          1129            0            0
LHS GROUP INC COM              COM  369300108      9551846      1263054 SH       D       6       1248354            0        14700
General Cable Corp.            COM  369300108        34802         4602 SH       D       7          4602            0            0
GENERAL CHEM GROUP INC COMMON  COM  369332101       231266       100007 SH       D       6        100007            0            0
GENERAL CHEMICAL GROUP INC     COM  369332101         2157          933 SH       D       7           933            0            0
GENERAL CIGAR COM              COM  36933P100      1434538       172576 SH       D       6        172576            0            0
General Cigar Holdings Inc.    COM  36933P100        18254         2196 SH       D       7          2196            0            0
GENERAL COMMUNICATION INC CL A COM  369385109      2645168       604610 SH       D       6        603910            0          700
General Communications Inc.    COM  369385109        25987         5940 SH       D       7          5940            0            0
GENERAL DATACOMM IND INC       COM  369487103        94936        14330 SH       D       6         14330            0            0
GENERAL DATACOMM INDS INC      COM  369487103         4637          700 SH       D       7           700            0            0
GENERAL DYNAMICS CORP COM STOC COM  369550108       258611         3060 SH       D       2          3060            0            0
GENERAL DYNAMICS CORP COM STOC COM  369550108     27419650       324441 SH       D       3        305641            0        18800
GENERAL DYNAMICS CORP          COM  369550108      2887798        54745 SH       D       5         54745            0            0
GENERAL DYNAMICS CORP COM      COM  369550108    260648141      4941197 SH       D       6       4521763          665       418769
GENERAL DYNAMICS CORP COM      COM  369550108      8010879       150327 SH       D       7        124768            0        25559
GENERAL DYNAMICS               COM  369550108       506452         9601 SH       S       7          9601            0            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103     71515365       360450 SH       D       1        182700       177750            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103     21098231        84490 SH       D       2         84490            0            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103   1424253757      5703568 SH       D       3       5476668            0       226900
GENERAL ELECTRIC (CO) COM STOC COM  369604103     26544467       106300 SH       D       4        106300            0            0
GENERAL ELECTRIC CO.           COM  369604103    140940729       910764 SH       D       5        910764            0            0
GENERAL ELECTRIC CO COM        COM  369604103  13341128674     86222105 SH       D       6      78613224        10962      7597919
GENERAL ELECTRIC CO COM        COM  369604103    521318686      3389142 SH       D       7       2434278            0       954864
GENERAL ELECTRIC CO(U.S.)      COM  369604103      8215000        53000 SH       D       9         53000            0            0
GENERAL ELECTRIC COMPANY       COM  369604103     24501722       158331 SH       S       7        158331            0            0
GENERAL EMPLOYMENT ENTERPRISES COM  369730106        37971         8210 SH       D       6          8210            0            0
GENERAL EMPLOYMENT ENTERPRISES COM  369730106         1063          230 SH       D       7           230            0            0
GENERAL GROWTH COM             COM  370021107     29962268      1070081 SH       D       6        717743            0       352338
GENERAL GROWTH PROPERTIES      COM  370021107       396256        14078 SH       D       7         10394            0         3684
GENERAL GROWTH PROPERTIES      COM  370021107     22250000       800000 SH       D       9        800000            0            0
GENERAL INSTRUMENT CORP USD0.0 COM  370120107       776275         5700 SH       D       1          5700            0            0
GENERAL INSTRUMENT CORP USD0.0 COM  370120107       486193         3570 SH       D       2          3570            0            0
GENERAL INSTRUMENT CORP USD0.0 COM  370120107     37591472       276025 SH       D       3        260825            0        15200
GENERAL INSTRUMENT CORP COM    COM  370120107    378706790      4455374 SH       D       6       4092259          561       362554
GENERAL INSTRUMENT CORP COM    COM  370120107     11225100       132060 SH       D       7        129996            0         2064
GENERAL INSTRUMENT CORP        COM  370120107       709240         8344 SH       S       7          8344            0            0
GENERAL MAGIC COM              COM  370253106      1967837       507829 SH       D       6        507829            0            0
GENERAL MAGIC INC              COM  370253106         9416         2430 SH       D       7          2430            0            0
GENERAL MAGNAPLATE CORP COM NO COM  370262206         1835          625 SH       D       6           625            0            0
GENERAL MAGNAPLATE CORP        COM  370262206          881          300 SH       D       7           300            0            0
GENERAL MILLS INC COM STOCK US COM  370334104       256109         4500 SH       D       2          4500            0            0
GENERAL MILLS INC COM STOCK US COM  370334104     29688292       521642 SH       D       3        488442            0        33200
GENERAL MILLS INC COM STOCK US COM  370334104       307331         5400 SH       D       4          5400            0            0
GENERAL MILLS INC              COM  370334104      3033459        84852 SH       D       5         84852            0            0
GENERAL MILLS INC COM          COM  370334104    274863875      7688500 SH       D       6       7061048         1026       626426
GENERAL MILLS INC COM          COM  370334104      8975415       254258 SH       D       7        196803            0        57455
GENERAL MILLS, INC.            COM  370334104       526597        14730 SH       S       7         14730            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105      3382736        28900 SH       D       1         28900            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105      1672640        14290 SH       D       2         14290            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105    131724703      1125374 SH       D       3       1066274            0        59100
GENERAL MOTORS CORP COM STOCK  COM  370442105      3628541        31000 SH       D       4         31000            0            0
GENERAL MOTORS CORP.           COM  370442105     13134267       180695 SH       D       5        180695            0            0
GENERAL MOTORS CORP COM        COM  370442105   1290115830     17748799 SH       D       6      16230140         2172      1516487
GENERAL MOTORS CORP COM        COM  370442105     38038907       521941 SH       D       7        467078            0        54863
GENERAL MOTORS CORPORATION     COM  370442105      2259127        31080 SH       S       7         31080            0            0
GENERAL MOTORS CORP CLASS 'H'  COM  370442832       281044         1870 SH       D       2          1870            0            0
GENERAL MOTORS CORP CLASS 'H'  COM  370442832     23493643       156321 SH       D       3        149321            0         7000
GENERAL MOTORS CORP CLASS 'H'  COM  370442832       811571         5400 SH       D       4          5400            0            0
GENERAL MOTORS-CLASS H         COM  370442832      3517344        36639 SH       D       5         36639            0            0
GENERAL MOTORSCORP CLASS H COM COM  370442832    130023168      1354408 SH       D       6       1346831            0         7577
GENERAL MOTORS                 COM  370442832      3773272        38872 SH       D       7         18092            0        20780
GENERAL SEMICONDUCTOR COM      COM  370787103      7858754       553921 SH       D       6        553921            0            0
General Semiconductor Inc.     COM  370787103       107371         7568 SH       D       7          7568            0            0
GENERAL SEMI 5.75% CB 2006     CNV  370787AA1       530813       500000 SH       D       9        500000            0            0
GENESCO INC COM                COM  371532102      6275503       482731 SH       D       6        482731            0            0
Genesco Inc.                   COM  371532102        44512         3424 SH       D       7          3424            0            0
GENESEE & WYO COM              COM  371559105        22067         1714 SH       D       6          1714            0            0
GENESEE & WYOMING INC-CL A     COM  371559105         2356          183 SH       D       7           183            0            0
GENESEE CORP CL B              COM  371601204        64917         3046 SH       D       6          3046            0            0
GENESIS WORLDWIDE INC COM      COM  37184G104        11118         3488 SH       D       6          3488            0            0
GENESISINTERMEDIA COM INC COM  COM  37184T106         2325          400 SH       D       6           400            0            0
GENESISINTERMEDIA.COM INC      COM  37184T106         2325          400 SH       D       7           400            0            0
GENTEX CORP                    COM  371901109     24043377       866428 SH       D       6        866428            0            0
GENTEX CORP                    COM  371901109       738224        25668 SH       D       7          4918            0        20750
GENESIS HEALTH VENTURE COM     COM  371912106       889546       431295 SH       D       6        431295            0            0
GENESIS HEALTH VENTURES INC.   COM  371912106         3248         1575 SH       D       7          1575            0            0
GENESYS TELECOMMUNICATIONS COM COM  371931106     19470456       360564 SH       D       6        360564            0            0
Genesys Telecommunication Labs COM  371931106       119340         2210 SH       D       7          2210            0            0
GENESIS DIRECT INC COM         COM  371935107            7         1108 SH       D       6          1108            0            0
GENESIS DIRECT INC             COM  371935107            5         1193 SH       D       7          1193            0            0
GENEVA STL COMPANY CL A        COM  372252106          656         3000 SH       D       6          3000            0            0
GENICOM CORP COM               COM  372282103         6538         9096 SH       D       6          9096            0            0
GENICOM CORP                   COM  372282103          431          600 SH       D       7           600            0            0
GENLYTE GROUP INC              COM  372302109      3974830       185957 SH       D       6        185957            0            0
Genlyte Group Inc.             COM  372302109        42942         2009 SH       D       7          2009            0            0
GENOME THERAPEUTICS CORP COM   COM  372430108      3282518       203567 SH       D       6        203567            0            0
GENOME THERAPEUTICS CORP       COM  372430108        13222          820 SH       D       7           820            0            0
GENRAD INC COM                 COM  372447102     10832178       671763 SH       D       6        671763            0            0
Genrad Inc.                    COM  372447102        65644         4071 SH       D       7          4071            0            0
GENTER COMMUNICATION COM       COM  37245J105        13160          940 SH       D       6           940            0            0
GENTNER COMMUNICATIONS CORP    COM  37245J105         5600          400 SH       D       7           400            0            0
GENTA INC.                     COM  37245M207         1931          300 SH       D       7           300            0            0
GENSYM CORP COM                COM  37245R107        19550         3400 SH       D       6          3400            0            0
GENSYM CORP                    COM  37245R107         2300          400 SH       D       7           400            0            0
GENTEK INC COM                 COM  37245X104      1942491       186107 SH       D       6        186107            0            0
Gentek Inc.                    COM  37245X104        25770         2469 SH       D       7          2469            0            0
GENUINE PARTS CO COM STOCK US$ COM  372460105       149805         3765 SH       D       2          3765            0            0
GENUINE PARTS CO COM STOCK US$ COM  372460105     13749313       345557 SH       D       3        317207            0        28350
GENUINE PARTS CO COM STOCK US$ COM  372460105      1947663        48950 SH       D       4         48950            0            0
GENUINE PARTS CO               COM  372460105      1255314        50592 SH       D       5         50592            0            0
GENUINE PARTS CO COM           COM  372460105    113402356      4570372 SH       D       6       4198384          615       371373
GENUINE PARTS CO COM           COM  372460105      3301766       132838 SH       D       7        117597            0        15241
GENUINE PARTS                  COM  372460105       215868         8700 SH       S       7          8700            0            0
GENUS INC COM                  COM  372461103        49950        11100 SH       D       6         11100            0            0
GENUS, INC.                    COM  372461103         3150          700 SH       D       7           700            0            0
GENZYME TRANSGENICS COM        COM  37246E105      1986569       157352 SH       D       6        157352            0            0
GENZYME TRANSGENICS CORP       COM  37246E105         8534          676 SH       D       7           676            0            0
GEON CO COM                    COM  37246W105     28943135       890558 SH       D       6        862758            0        27800
Geon Co.                       COM  37246W105       115927         3567 SH       D       7          3567            0            0
GENZYME CORP COM               COM  372917104     54027945      1200621 SH       D       6       1194725            0         5896
GENZYME CORP-GENL DIVISION     COM  372917104       927309        19830 SH       D       7          7929            0        11901
GENZYME TISSUE CORP            COM  372917401        27332         9507 SH       D       6          9507            0            0
GENZYME CORP-TISSUE REPAIR     COM  372917401         1466          510 SH       D       7           510            0            0
GENZYME TISSUE CORP COM        COM  372917500      1417689       202217 SH       D       6        202216            0            1
GENZYME-MOLECULAR ONCOLOGY     COM  372917500         5126          733 SH       D       7           733            0            0
GENZYME TISSUE CORP COM        COM  372917609       955158       164337 SH       D       6        164337            0            0
GENZYME SURGICAL PRODUCTS      COM  372917609         7318         1259 SH       D       7          1259            0            0
GEORGIA GULF CORP COM PAR $0.0 COM  373200203     24968155       820309 SH       D       6        820309            0            0
Georgia Gulf Corp.             COM  373200203       209410         6880 SH       D       7          6880            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108      9190558       115200 SH       D       1        115200            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108      2256154        28280 SH       D       2         28280            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108     35982311       451024 SH       D       3        430624            0        20400
GEORGIA-PACIFIC CORP COM STOCK COM  373298108      1005217        12600 SH       D       4         12600            0            0
GEORGIA-PAC (GEORGIA-PAC GP)   COM  373298108      2653463        52285 SH       D       5         52285            0            0
GEORGIA PACIFIC CORP COM       COM  373298108    443503387      8738983 SH       D       6       7711846          592      1026545
GEORGIA PACIFIC CORP COM       COM  373298108     20474296       403481 SH       D       7        388831            0        14650
GEORGIA-PACIFIC GROUP          COM  373298108       419702         8270 SH       S       7          8270            0            0
GEORGIA PACIFIC TIMBER CORP CO COM  373298702     30881695      1254079 SH       D       6       1244952            0         9127
GEORGIA-PACIFIC (TIMBER GROUP) COM  373298702       509831        20875 SH       D       7         14744            0         6131
GEORGIA PACIFIC GROUP          PFD  373298801      6587775       131100 SH       D       9        131100            0            0
GEOTEK INDS INC COM            COM  373654102           61        30850 SH       D       6         30850            0            0
GEOWORKS COM                   COM  373692102       832173        49682 SH       D       6         49682            0            0
GEOWORKS                       COM  373692102        18760         1120 SH       D       7          1120            0            0
GERALD STEVENS INC COM         COM  37369G101      2928319       349650 SH       D       6        349650            0            0
GERALD STEVENS                 COM  37369G101        15585         1861 SH       D       7          1861            0            0
GERBER CHILDRENSWEAR COM       COM  373701101         3675          735 SH       D       6           735            0            0
GERBER CHILDRENSWEAR INC       COM  373701101         7370         1474 SH       D       7          1474            0            0
GERBER SCIENTIFIC INC COM      COM  373730100     13691830       624129 SH       D       6        618329            0         5800
Gerber Scientific Inc.         COM  373730100        64145         2924 SH       D       7          2924            0            0
GERMAN AMERICAN BANCORP COM    COM  373865104      1456759        82653 SH       D       6         82653            0            0
GERMAN AMERICAN BANCORP        COM  373865104         5761          334 SH       D       7           334            0            0
GERON CORP COM                 COM  374163103      2551550       202103 SH       D       6        202103            0            0
GERON CORP                     COM  374163103         6236          494 SH       D       7           494            0            0
GET THERE COM COM              COM  374266104      5184723       128813 SH       D       6        128813            0            0
GETTHERE.COM, INC.             COM  374266104        63876         1587 SH       D       7          1587            0            0
GETTY IMAGES INC -C COM        COM  374276103     18381203       376086 SH       D       6        376086            0            0
Getty Images Inc.              COM  374276103       206839         4232 SH       D       7          4232            0            0
GETTY PETROLEUM MARKETING COM  COM  374292100        22412         8965 SH       D       6          8965            0            0
GETTY PETROLEUM MARKETING      COM  374292100          750          300 SH       D       7           300            0            0
GETTY REALTY CORP COM          COM  374297109      2124595       189908 SH       D       6        189908            0            0
Getty Realty Corp.             COM  374297109        13928         1245 SH       D       7          1245            0            0
GIANT CEMENT HLDG INC COM      COM  374450104       223425         7200 SH       D       6          7200            0            0
GIANT GROUP LTD COM            COM  374503100        14700         4200 SH       D       6          4200            0            0
GIANT INDS INC COM             COM  374508109      1920756       229344 SH       D       6        229344            0            0
GIANT INDUSTRIES INC           COM  374508109         4053          484 SH       D       7           484            0            0
GIBRALTAR STL CORP COM         COM  37476F103      2780409       118948 SH       D       6        118048            0          900
Gibraltar Steel Corp.          COM  37476F103        30878         1321 SH       D       7          1321            0            0
GIBSON GREETINGS INC COM       COM  374827103      1742682       194305 SH       D       6        194305            0            0
GIBSON GREETINGS INC           COM  374827103         8045          897 SH       D       7           897            0            0
GILEAD SCIENCES COM            COM  375558103     34381336       635221 SH       D       6        635221            0            0
Gilead Sciences Inc.           COM  375558103       350838         6482 SH       D       7          6482            0            0
GILLETTE CO                    COM  375766102       121864         2950 SH       D       1             0         2950            0
GILLETTE CO COM US$1           COM  375766102       989751        14820 SH       D       2         14820            0            0
GILLETTE CO COM US$1           COM  375766102    120365677      1802291 SH       D       3       1730881            0        71410
GILLETTE CO COM US$1           COM  375766102      3539595        53000 SH       D       4         53000            0            0
GILLETTE COMPANY               COM  375766102     12678089       307814 SH       D       5        307814            0            0
GILLETTE CO COM                COM  375766102   1083825642     26314431 SH       D       6      24209881         3605      2100945
GILLETTE CO COM                COM  375766102     41842337      1006338 SH       D       7        693479            0       312859
GILLETTE CO                    COM  375766102      2145456        52090 SH       S       7         52090            0            0
GILMAN ECIOCIA INC COM         COM  375908100       390044        47639 SH       D       6         47639            0            0
GILMAN & CIOCIA INC            COM  375908100         7655          935 SH       D       7           935            0            0
GLACIER BANCORP, INC. COM      COM  37637Q105      2002612       124193 SH       D       6        124193            0            0
Glacier Bancorp Inc            COM  37637Q105        19204         1191 SH       D       7          1191            0            0
GLACIER WATER SVCS COM         COM  376395109        41876         2577 SH       D       6          2577            0            0
GLACIER WATER SERVICES INC     COM  376395109         2185          135 SH       D       7           135            0            0
GLATFELTER P H CO COM          COM  377316104     10700495       734798 SH       D       6        734798            0            0
PH Glatfelter Co.              COM  377316104       105592         7251 SH       D       7          7251            0            0
GLEASON CORP COM               COM  377339106      2950866       126919 SH       D       6        126919            0            0
GLEASON CORP                   COM  377339106        11113          478 SH       D       7           478            0            0
GLAXO WELLCOME PLC             COM  37733W105      5389758        96461 SH       D       7         96461            0            0
GLAXO WELLCOME PLC ADR         ADR  37733W105       311551         5710 SH       D       9          5710            0            0
GLENAYRE TECH INC COM          COM  377899109     13932147      1231571 SH       D       6       1231571            0            0
Glenayre Technologies Inc.     COM  377899109       154607        13667 SH       D       7         13667            0            0
GLENBOROUGH RLTY TR COM        COM  37803P105     13002907       972180 SH       D       6        761221            0       210959
Glenborough Realty Trust Inc.  COM  37803P105        62782         4694 SH       D       7          4694            0            0
GLOBAL TECHNOLOGIES COM        COM  378949101       105861        11928 SH       D       6         11928            0            0
GLIATECH INC COM               COM  37929C103      2320584       139584 SH       D       6        139584            0            0
Gliatech Inc                   COM  37929C103        22294         1341 SH       D       7          1341            0            0
GLIMCHER RLTY TR COM           COM  379302102      9044739       702504 SH       D       6        541991            0       160513
Glimcher Realty Trust          COM  379302102        46298         3596 SH       D       7          3596            0            0
GLOBAL INDUSTRIAL TECHNOLOGIES COM  379335102            0        16500 SH       D       6         16500            0            0
Global Industrial Tech. Inc.   COM  379335102        27300         2100 SH       D       7          2100            0            0
GLOBAL INDS COM                COM  379336100      9761714      1131793 SH       D       6       1131793            0            0
Global Industries Ltd.         COM  379336100        93081        10792 SH       D       7         10792            0            0
GLOBAL INTELLICOM              COM  379337108            0         8100 SH       D       7          8100            0            0
GLOBAL IMAGING SYSTEMS COM     COM  37934A100      1834854       149784 SH       D       6        149784            0            0
Global Imaging Systems Inc.    COM  37934A100        18105         1478 SH       D       7          1478            0            0
GLOBAL LT TELECOMMUNICATIONS C COM  37934X100        14652         1184 SH       D       6          1184            0            0
GLOBAL MARINE                  COM  379352404      5682706       218661 SH       D       3        218661            0            0
GLOBAL MARINE INC              COM  379352404       813344        48923 SH       D       5         48923            0            0
GLOBAL MARINE INC COM NEW      COM  379352404     44629048      2684454 SH       D       6       2669875            0        14579
GLOBAL MARINE INC              COM  379352404       734268        44597 SH       D       7         28239            0        16358
GLOBAL TELECOMMUNICATION SOL   COM  37935Y206          216         2400 SH       D       6          2400            0            0
GLOBAL PMT TECHNOLOGIES INC CO COM  37936S109        24050         2600 SH       D       6          2600            0            0
GLOBAL PAYMENT TECH INC        COM  37936S109         2220          240 SH       D       7           240            0            0
GLOBAL TELESYSTEMS GROUP COM   COM  37936U104     61569967      1778194 SH       D       6       1778194            0            0
GLOBAL TELESYSTEMS GROUP INC   COM  37936U104      2070791        65764 SH       D       7         18624            0        47140
GLOBAL SPORTS INC. COM         COM  37937A107       985025        78410 SH       D       6         78410            0            0
Global Sports Inc.             COM  37937A107        18868         1502 SH       D       7          1502            0            0
GLOBAL VACATION GROUP INC COM  COM  37937F106       253112        88039 SH       D       6         88039            0            0
GLOBAL VACATION GROUP INC.     COM  37937F106         1710          595 SH       D       7           595            0            0
GLOBALNET FINANCIAL.COM INC    COM  37937R209        77793         2700 SH       D       6          2700            0            0
GLOBALNET FINANCIAL.COM        COM  37937R209        14406          500 SH       D       7           500            0            0
GLOBE BUSINESS RES INC COM     COM  379395106       198197        15394 SH       D       6         15394            0            0
GLOBE BUSINESS RESOURCES INC   COM  379395106        10403          808 SH       D       7           808            0            0
GLOBAL TECHNOVATIONS INC       COM  37939M109        19750        15800 SH       D       6         15800            0            0
GLOBECOMM SYSTEMS INC COM      COM  37956X103      2496265        98862 SH       D       6         98862            0            0
GLOBECOMM SYSTEMS INC          COM  37956X103        10226          405 SH       D       7           405            0            0
GLOBESPAN SEMICONDUCTOR INC CO COM  379571102      3110435        47761 SH       D       6         47761            0            0
GLOBESPAN INC                  COM  379571102        58612          900 SH       D       7           900            0            0
GLOBIX CORP COM                COM  37957F101     14395920       239932 SH       D       6        239932            0            0
Globix Corp.                   COM  37957F101       102360         1706 SH       D       7          1706            0            0
GOLD BANC CORP INC COM         COM  379907108      1548531       172059 SH       D       6        172059            0            0
GOLD BANC CORPORATION          COM  379907108         9090         1010 SH       D       7          1010            0            0
GOLD RESERVE COM               COM  38068N108         9463        10094 SH       D       6         10094            0            0
GOLDEN BOOKS FAMILY ENTERTAINM COM  380804104         2045        17047 SH       D       6         17047            0            0
GOLDEN BOOKS FAMILY ENTMNT     COM  380804104           85          716 SH       D       7           716            0            0
GOLDEN BEAR GOLF INC COM       COM  380975102          550         1000 SH       D       6          1000            0            0
GOLDEN ENTERPRISES INC COM     COM  381010107        31750        12700 SH       D       6         12700            0            0
GOLDEN ENTERPRISES             COM  381010107         1360          544 SH       D       7           544            0            0
GOLDEN STATE BANCORP INC COM   COM  381197102     23133147      1341052 SH       D       6       1226975            0       114077
GOLDEN STATE BANCORP           COM  381197102       453159        26626 SH       D       7         21715            0         4911
GOLDEN STATE BANCORP           COM  381197136         3762         4300 SH       D       7          4300            0            0
GOLDEN STATE VINTNERS INC -B   COM  38121K208         1202          229 SH       D       7           229            0            0
GOLDEN WEST FINANCIAL CORP COM COM  381317106       196546         3600 SH       D       2          3600            0            0
GOLDEN WEST FINANCIAL CORP COM COM  381317106     15699777       287561 SH       D       3        262361            0        25200
GOLDEN WEST FINL CORP DEL COM  COM  381317106    146430510      4371060 SH       D       6       3884957          606       485497
GOLDEN WEST FINL CORP DEL COM  COM  381317106      4264794       128168 SH       D       7        115951            0        12217
GOLDEN WEST FINANCIAL CORP     COM  381317106       268000         8000 SH       S       7          8000            0            0
GOLDMAN SACHS GROUP INC USD0.0 COM  38141G104      5111103        34400 SH       D       3         34400            0            0
GOLDMAN SACHS COM              COM  38141G104    306119360      3250106 SH       D       6       3242071            0         8035
GOLDMAN SACHS                  COM  38141G104      1376176        15269 SH       D       7          9938            0         5331
GOLF ENTERTAINMENT             COM  38163Q105         1259         1300 SH       D       7          1300            0            0
GOLF TR AMERICA COM            COM  38168B103      3071039       181316 SH       D       6        177916            0         3400
Golf Trust of America Inc.     COM  38168B103        21527         1271 SH       D       7          1271            0            0
GOOD GUYS INC COM              COM  382091106      2044978       219595 SH       D       6        219595            0            0
GOOD GUYS INC                  COM  382091106         5932          637 SH       D       7           637            0            0
"GOODRICH, B F CO COM STOCK US COM  382388106      6579286       160875 SH       D       3        160875            0            0
GOODRICH B F CO COM            COM  382388106     74969977      2726181 SH       D       6       2478466          383       247332
GOODRICH B F CO COM            COM  382388106      2011379        73071 SH       D       7         64052            0         9019
GOODRICH BF CO                 COM  382388106       145750         5300 SH       S       7          5300            0            0
GOODRICH PETROLEUM CORP        COM  382410405         5781         2500 SH       D       6          2500            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101       126029         2850 SH       D       2          2850            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101     11987654       271085 SH       D       3        255585            0        15500
GOODYEAR TIRE & RUBBER CO COM  COM  382550101       583717        13200 SH       D       4         13200            0            0
GOODYEAR TIRE & RUBBER CO      COM  382550101      1231466        43883 SH       D       5         43883            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101    113048590      4010593 SH       D       6       3686316          507       323770
GOODYEAR TIRE & RUBBER CO COM  COM  382550101      3290534       116941 SH       D       7        103602            0        13339
GOODYEAR TIRE & RUBBER CO.     COM  382550101       211406         7500 SH       S       7          7500            0            0
GOODYS FAMILY CLOTHING COM     COM  382588101      1718376       319698 SH       D       6        319698            0            0
Goody's Family Clothing Inc.   COM  382588101        18328         3410 SH       D       7          3410            0            0
GORMAN RUPP CO COM             COM  383082104      1555645        88894 SH       D       6         88894            0            0
GORMAN RUPP CO                 COM  383082104         5512          315 SH       D       7           315            0            0
GOTTSCHALKS INC COM            COM  383485109       807913       108627 SH       D       6        108627            0            0
GOTTSCHALKS INC                COM  383485109         3443          463 SH       D       7           463            0            0
G02NET INC COM                 COM  383486107     31142085       357955 SH       D       6        354555            0         3400
Go2net Inc.                    COM  383486107       311634         3582 SH       D       7          3582            0            0
GOTO COM INC COM               COM  38348T107     16389898       278977 SH       D       6        273377            0         5600
GOTO.COM INC                   COM  38348T107       135125         2300 SH       D       7          2300            0            0
GOVERNMENT TECHNOLOGY COM      COM  383750106        17468         6352 SH       D       6          6352            0            0
WR GRACE & CO (NEW)            COM  38388F108      2585974       116691 SH       D       3        107591            0         9100
WR GRACE & CO NEW COM          COM  38388F108     35693162      2572480 SH       D       6       2412624          241       159615
WR GRACE & CO NEW COM          COM  38388F108       783585        56469 SH       D       7         55421            0         1048
W.R. GRACE NEW                 COM  38388F108        48562         3500 SH       S       7          3500            0            0
GRACO INC COM                  COM  384109104     22707655       632966 SH       D       6        632966            0            0
Graco Inc.                     COM  384109104        89221         2487 SH       D       7          2487            0            0
GRADCO SYS INC COM             COM  384111100         5990         4675 SH       D       6          4675            0            0
GRAHAM CORP                    COM  384556106         1325          200 SH       D       7           200            0            0
GRAHAM-FIELD HEALTH PRODS INC  COM  384632105         2100        16800 SH       D       6         16800            0            0
"GRAINGER, W W INC COM STOCK U COM  384802104       157817         2040 SH       D       2          2040            0            0
"GRAINGER, W W INC COM STOCK U COM  384802104     12609167       162990 SH       D       3        152990            0        10000
GRAINGER (W.W.) INC            COM  384802104      1242455        25986 SH       D       5         25986            0            0
GRAINGER W W INC COM           COM  384802104    114693726      2398823 SH       D       6       2206923          310       191590
GRAINGER W W INC COM           COM  384802104      3249089        68358 SH       D       7         61747            0         6611
GRAINGER WW INC                COM  384802104       213769         4471 SH       S       7          4471            0            0
CADENALCO (REPR 10 B PFD) REG  ADR  385003207       191627        27976 SH       D       3         27976            0            0
GRAND PREMIER FINANCIAL INC CO COM  386174106      3769796       254501 SH       D       6        254501            0            0
Grand Premier Financial Inc.   COM  386174106        34735         2345 SH       D       7          2345            0            0
WTS GRAND UNION CO. EXP 01/01/ COM  386532139           53           53 SH       D       6            53            0            0
WTS GRAND UNION CO. EXP 01/01/ COM  386532402      4130747       407975 SH       D       6        407975            0            0
Grand Un Company               COM  386532402        39943         3945 SH       D       7          3945            0            0
GRANITE BROADCASTING COM       COM  387241102      1227139       121199 SH       D       6        121199            0            0
GRANITE BROADCASTING CORP      COM  387241102         4738          468 SH       D       7           468            0            0
GRANITE CONSTR INC COM         COM  387328107     11713251       635295 SH       D       6        633895            0         1400
Granite Construction Inc.      COM  387328107        68403         3710 SH       D       7          3710            0            0
GRANITE ST BANKSHARES INC COM  COM  387472103      1408163        70851 SH       D       6         70851            0            0
GRANITE STATE BANKSHARES INC   COM  387472103         4332          218 SH       D       7           218            0            0
GRAPHON CORP COM               COM  388707101      2297700       124200 SH       D       6        124200            0            0
GRAY COMMUNICATIONS SYSM INC C COM  389190109      2082579       117743 SH       D       6        117743            0            0
Gray Communications Systems    COM  389190109        34243         1936 SH       D       7          1936            0            0
GRAY COMMUNICATIONS SYS INC CO COM  389190208       649336        48099 SH       D       6         48099            0            0
GRAY COMMUNICATIONS SYS-CL B   COM  389190208        10408          771 SH       D       7           771            0            0
GREAT ATLANTIC & PACIFIC TEA C COM  390064103       406148         9000 SH       D       1          9000            0            0
GREAT ATLANTIC & PACIFIC TEA C COM  390064103        45127         1000 SH       D       2          1000            0            0
GREAT ATLANTIC & PACIFIC TEA C COM  390064103      2917544        64651 SH       D       3         64651            0            0
GREAT ATLANTIC & PAC TEA CO CO COM  390064103     47686127      1710713 SH       D       6       1526987          106       183620
GREAT ATLANTIC & PAC TEA CO CO COM  390064103       838094        30066 SH       D       7         29524            0          542
GREAT ATLANTIC & PAC TEA CO    COM  390064103        52683         1890 SH       S       7          1890            0            0
GREAT LAKES CHEMICAL CORP COM  COM  390568103      5766478        94310 SH       D       3         88110            0         6200
GREAT LAKES CHEMICAL CORP COM  COM  390568103     82790309      2167995 SH       D       6       1983992          190       183813
GREAT LAKES CHEMICAL CORP COM  COM  390568103      2291533        59866 SH       D       7         55415            0         4451
GREAT LAKES CHEMICAL CORP.     COM  390568103       109980         2880 SH       S       7          2880            0            0
GREAT LAKES REIT INC COM       COM  390752103      5269774       366593 SH       D       6        364093            0         2500
Great Lakes REIT Inc.          COM  390752103        34701         2414 SH       D       7          2414            0            0
GREAT SOURTHERN BANCORP INC CO COM  390905107      2732048       124184 SH       D       6        124184            0            0
Great Southern Bancorp Inc     COM  390905107        19866          903 SH       D       7           903            0            0
GREAT NORTHERN IRON ORE PROPER COM  391064102      1064603        19534 SH       D       6         19534            0            0
GREAT PLAINS SOFTWARE COM      COM  39119E105     13552249       181301 SH       D       6        181301            0            0
Great Plains Software Inc.     COM  39119E105       131036         1753 SH       D       7          1753            0            0
GREAT TRAIN STORE CO           COM  391330107          459         2100 SH       D       6          2100            0            0
GREAT BAY CASINO CORP. COM     COM  391546108          376         3138 SH       D       6          3138            0            0
GREATER BAY BANCORP COMMON STO COM  391648102      6428548       149937 SH       D       6        149937            0            0
Greater Bay Bancorp            COM  391648102        66756         1557 SH       D       7          1557            0            0
GREATER COMMUNITY BANCORP COM  COM  39167M108       329118        34644 SH       D       6         34644            0            0
GREATER COMMUNITY BANCORP      COM  39167M108         3741          410 SH       D       7           410            0            0
GREATER DEL VY HLDES COM       COM  391688108        17612         2072 SH       D       6          2072            0            0
GREATER DEL VALLEY SVGS BANK   COM  391688108         1700          200 SH       D       7           200            0            0
GREEN DANIEL CO COM            COM  392775102         6596         1662 SH       D       6          1662            0            0
GREEN MTN COFFEE COM           COM  393122106         4756          604 SH       D       6           604            0            0
GREEN MOUNTAIN COFFEE INC      COM  393122106         9450         1200 SH       D       7          1200            0            0
GREEN MOUNTAIN POWER CORP COM  COM  393154109      1105450       148632 SH       D       6        148632            0            0
GREEN MOUNTAIN POWER CORP      COM  393154109         1755          236 SH       D       7           236            0            0
GREENBRIER COS INC COM         COM  393657101       699867        81144 SH       D       6         81144            0            0
GREENBRIER COMPANIES INC       COM  393657101         4528          525 SH       D       7           525            0            0
GREENPOINT FINANCIAL CORP USD0 COM  395384100      4858561       128965 SH       D       3        128965            0            0
GREENPOINT FINANCIAL CORP COM  COM  395384100     35116222      1474697 SH       D       6       1463569            0        11128
GREENPOINT FINANCIAL CORP      COM  395384100       482899        20658 SH       D       7         14384            0         6274
GREIF BROS CORP CL A COM       COM  397624107      6806919       228804 SH       D       6        228004            0          800
Greif Bros. Corp.              COM  397624107        69615         2340 SH       D       7          2340            0            0
GREKA ENERGY CORP COM          COM  397637109        12487         1350 SH       D       6          1350            0            0
GREKA ENERGY CORP              COM  397637109         1850          200 SH       D       7           200            0            0
GREY ADVERTISING INC COM       COM  397838103      4836000        12090 SH       D       6         12090            0            0
Grey Advertising Inc.          COM  397838103        45200          113 SH       D       7           113            0            0
GREY WOLF INC COM              COM  397888108      5204100      1810122 SH       D       6       1810122            0            0
Grey Wolf Inc.                 COM  397888108        65322        22721 SH       D       7         22721            0            0
GRIFFIN LAND & NURSERIES COM   COM  398231100        25967         2258 SH       D       6          2258            0            0
GRIFFIN LAND & NURSERIES       COM  398231100         9200          800 SH       D       7           800            0            0
GRIFFON CORP COM               COM  398433102      3895717       498652 SH       D       6        498652            0            0
Griffon Corporation            COM  398433102        34054         4359 SH       D       7          4359            0            0
GROUP 1 AUTOMOTIVE INC COM     COM  398905109      4796702       344158 SH       D       6        340958            0         3200
Group 1 Automotive Inc.        COM  398905109        33993         2439 SH       D       7          2439            0            0
GROUP MAINTENANCE AM COM       COM  39943E107      5963785       558015 SH       D       6        558015            0            0
Group Maintenance America Co.  COM  39943E107        52753         4936 SH       D       7          4936            0            0
GROUP 1 SOFTWARE, INC. COM     COM  39943Y103        46098         3546 SH       D       6          3546            0            0
GROUP 1 SOFTWARE INC           COM  39943Y103         2600          200 SH       D       7           200            0            0
GROVE REAL ESTATE ASST TR EC C COM  399613108      1185994        89509 SH       D       6         89509            0            0
GROVE PROPERT TRUST            COM  399613108         6664          503 SH       D       7           503            0            0
GROW BIZ INTL COM              COM  399817105        26592         6648 SH       D       6          6648            0            0
GROW BIZ INTERNATIONAL INC     COM  399817105          904          226 SH       D       7           226            0            0
GRUBB & ELLIS CO NEW           COM  400095204      1060828       226310 SH       D       6        226310            0            0
GRUBB AND ELLIS CO             COM  400095204         9501         2027 SH       D       7          2027            0            0
GRUPO TELEVISA SA SPONS GDR 2  ADR  40049J206      3303460        30170 SH       D       3         30170            0            0
GTECH HLDGS CORP COM           COM  400518106     57966854      2634857 SH       D       6       2470657            0       164200
Gtech Holdings Corp.           COM  400518106       929390        42245 SH       D       7         42245            0            0
GUARANTY BANCSHARES INC TEX CO COM  400764106         1875          200 SH       D       6           200            0            0
GAURANTY BANCSHARES INC        COM  400764106         2812          300 SH       D       7           300            0            0
GUARANTY FINL CORP COM         COM  401086103         4438          538 SH       D       6           538            0            0
GUARANTY FINANCIAL CORP        COM  401086103         3300          400 SH       D       7           400            0            0
GUARANTY FED BANCSHA COM       COM  40108P101       715979        70714 SH       D       6         70714            0            0
GUARANTY FEDERAL BNCSHS INC    COM  40108P101         4050          400 SH       D       7           400            0            0
GUESS INC COMMON               COM  401617105      5868019       269794 SH       D       6        256794            0        13000
Guess ? Inc.                   COM  401617105        58746         2701 SH       D       7          2701            0            0
GUEST SUPPLY INC COM           COM  401630108      1239315        82621 SH       D       6         82621            0            0
GUEST SUPPLY INC               COM  401630108         4230          282 SH       D       7           282            0            0
GUIDANT CORP                   COM  401698105       335515         4400 SH       D       2          4400            0            0
GUIDANT CORP                   COM  401698105     35050480       459657 SH       D       3        459657            0            0
GUIDANT CORP                   COM  401698105      1128552        14800 SH       D       4         14800            0            0
GUIDANT CORP. COM              COM  401698105    345230331      7345483 SH       D       6       6741242         1015       603226
GUIDANT CORP. COM              COM  401698105     14100619       283678 SH       D       7        195354            0        88324
GUIDANT CORP                   COM  401698105       688033        14639 SH       S       7         14639            0            0
GUILFORD MILLS INC COM         COM  401794102      3315744       457344 SH       D       6        456844            0          500
Guilford Mills Inc.            COM  401794102        19335         2667 SH       D       7          2667            0            0
GUILFORD PHARMACEUTICALS COM   COM  401829106      4945640       290920 SH       D       6        290920            0            0
Guilford Pharmaceuticals Inc.  COM  401829106        47124         2772 SH       D       7          2772            0            0
GUITAR CENTER MNG COM          COM  402040109      3008999       299031 SH       D       6        299031            0            0
Guitar Center Inc.             COM  402040109        33236         3303 SH       D       7          3303            0            0
GULF INDONESIA RESOURCES LTD - ADR  402284103       256381        20200 SH       D       3         20200            0            0
GULF ISLAND COM                COM  402307102      1043315       111287 SH       D       6        111287            0            0
GULF ISLAND FABRICATION INC    COM  402307102         4875          520 SH       D       7           520            0            0
GULF WEST BKS INC COM          COM  402582100       270738        31390 SH       D       6         31390            0            0
GULF WEST BANKS INC            COM  402582100         3587          410 SH       D       7           410            0            0
GULFMARK OFFSHORE COM          COM  402629109      1364439        93295 SH       D       6         93295            0            0
GULFMARK OFFSHORE INC          COM  402629109         4372          299 SH       D       7           299            0            0
GUM TECH INTL INC COM          COM  402803100      1083248        67703 SH       D       6         67703            0            0
GUMTECH INTERNATIONAL INC      COM  402803100         4320          270 SH       D       7           270            0            0
GUNDLE\SLT ENVIRONMENTAL, INC  COM  402809107        51688        14768 SH       D       6         14768            0            0
GUNDLE/SLT ENVIRONMENTAL INC   COM  402809107         2058          588 SH       D       7           588            0            0
OFFICE AUTOMATION AND EQUIP    COM  403203102         2200          800 SH       D       7           800            0            0
GYMBAREE COM                   COM  403777105      2322568       412901 SH       D       6        412901            0            0
Gymboree Corp.                 COM  403777105        17820         3168 SH       D       7          3168            0            0
GYRODYNE CO AMER INC           COM  403820103         7028          346 SH       D       6           346            0            0
HMT TECHNOLOGY                 COM  403917107      2187164       546791 SH       D       6        546791            0            0
HMT TECHNOLOGY CORP            COM  403917107        11816         2954 SH       D       7          2954            0            0
HTF INC COM                    COM  403926108        55950         9325 SH       D       6          9325            0            0
H.T.E. INC                     COM  403926108         3732          622 SH       D       7           622            0            0
HCC INSR COM                   COM  404132102     10336706       783826 SH       D       6        783826            0            0
HCC Insurance Holdings Inc.    COM  404132102        82448         6252 SH       D       7          6252            0            0
HCB BANCSHARES INC COM         COM  40413N106        12705         1694 SH       D       6          1694            0            0
H D VEST INC COM               COM  404150104         5832          924 SH       D       6           924            0            0
H.D. VEST INC                  COM  404150104         1893          300 SH       D       7           300            0            0
HEI INC                        COM  404160103         2287          300 SH       D       7           300            0            0
HF FINL CORP COM               COM  404172108       689631        58692 SH       D       6         58692            0            0
HF FINANCIAL CORP              COM  404172108         2491          212 SH       D       7           212            0            0
HIE INC COM                    COM  40419W100         3250          963 SH       D       6           963            0            0
HIE INC                        COM  40419W100         6426         1904 SH       D       7          1904            0            0
HMG COURTLAND PPTYS INC COM    COM  404232100         4579          964 SH       D       6           964            0            0
HMG COURTLAND PROPERTIES       COM  404232100         3325          700 SH       D       7           700            0            0
HMG WORLDWIDE CORP             COM  404235103        11032         1576 SH       D       6          1576            0            0
HMG WORLDWIDE CORP             COM  404235103         4900          700 SH       D       7           700            0            0
HMI INDUSTRIES, INC. COM       COM  404238107         4250         4000 SH       D       6          4000            0            0
LOEWS CORP                     CNV  40424AL24      4918785      6000000 SH       D       9       6000000            0            0
HMN FINL INC. COM              COM  40424G108       651487        57910 SH       D       6         57910            0            0
HMN FINANCIAL INC              COM  40424G108         2711          241 SH       D       7           241            0            0
HNC SOFTWARE INC COM           COM  40425P107     43089952       407470 SH       D       6        407470            0            0
HNC Software Inc.              COM  40425P107       375518         3551 SH       D       7          3551            0            0
HPSC INC COM                   COM  404264103         6493          702 SH       D       6           702            0            0
HPSC INC                       COM  404264103         1850          200 SH       D       7           200            0            0
HRPT PRORERTIES TRUST COM      COM  40426W101     23908653      2656517 SH       D       6       1752090            0       904427
HRPT PROPERTIES TRUST          COM  40426W101       361748        40064 SH       D       7         30682            0         9382
HSB GROUP COM                  COM  40428N109     20868263       617176 SH       D       6        617176            0            0
HSB Group Inc.                 COM  40428N109       254473         7526 SH       D       7          7526            0            0
HS RES INC COM                 COM  404297103     11161112       647021 SH       D       6        609681            0        37340
HS Resources Inc.              COM  404297103        41055         2380 SH       D       7          2380            0            0
HA-LO INDS INC COM             COM  404429102      5238937       698525 SH       D       6        698525            0            0
Ha-Lo Industries Inc.          COM  404429102        47887         6385 SH       D       7          6385            0            0
HABERSHAM BANCORP INC COM      COM  404459109        20744         1627 SH       D       6          1627            0            0
HABERSHAM BANCORP              COM  404459109         5100          400 SH       D       7           400            0            0
HADCO CORP COM                 COM  404681108     13141017       257667 SH       D       6        257667            0            0
Hadco Corporation              COM  404681108        97410         1910 SH       D       7          1910            0            0
HAEMONETICS COM                COM  405024100     12684562       532685 SH       D       6        532685            0            0
Haemonetics Corp.              COM  405024100        92559         3887 SH       D       7          3887            0            0
HAGGAR CORP COM                COM  405173105      1019677        89642 SH       D       6         89642            0            0
HAGGAR CORP                    COM  405173105         3594          316 SH       D       7           316            0            0
HAGLER BAILLY INC COM          COM  405183104       779905       155981 SH       D       6        155981            0            0
HAGLER BAILLY                  COM  405183104         3625          725 SH       D       7           725            0            0
HAIN FOOD GROUP INC COM        COM  405219106      4162533       186035 SH       D       6        186035            0            0
Hain Food Group Inc.           COM  405219106        44324         1981 SH       D       7          1981            0            0
HALIFAX CORP COM               COM  405752106         9224         1506 SH       D       6          1506            0            0
HALL KINION ASSOCIATES COM     COM  406069104      1306662        60775 SH       D       6         60775            0            0
HALL KINION & ASSOC INC        COM  406069104         9137          425 SH       D       7           425            0            0
HALLIBURTON CO COM STOCK US$2. COM  406216101       385337         6170 SH       D       2          6170            0            0
HALLIBURTON CO COM STOCK US$2. COM  406216101     46527452       744995 SH       D       3        702195            0        42800
HALLIBURTON CO COM STOCK US$2. COM  406216101      1255312        20100 SH       D       4         20100            0            0
HALLIBURTON CO                 COM  406216101      4921850       122282 SH       D       5        122282            0            0
HALLIBURTON CO COM             COM  406216101    442957207     11005148 SH       D       6      10105148         1451       898549
HALLIBURTON CO COM             COM  406216101     14977816       370877 SH       D       7        285572            0        85305
HALLIBURTON COMPANY            COM  406216101       860263        21373 SH       S       7         21373            0            0
HALLMARK CAP CORP COM          COM  406241109         5877          653 SH       D       6           653            0            0
HALLMARK CAPITAL               COM  406241109         1800          200 SH       D       7           200            0            0
HALLWOOD GROUP INC COM         COM  406364406         6032          495 SH       D       6           495            0            0
HALLWOOD GROUP                 COM  406364406         7312          600 SH       D       7           600            0            0
HALLWOOD ENERGY CORP DEL COM   COM  40636X105       286733        65539 SH       D       6         65539            0            0
HALLWOOD ENERGY CORP           COM  40636X105         2785          636 SH       D       7           636            0            0
HAMILTON BANCORP INC COM       COM  407013101      3315487       186788 SH       D       6        186788            0            0
Hamilton Bancorp Inc.          COM  407013101        21211         1195 SH       D       7          1195            0            0
HAMMONS JOHN Q HOTEL COM       COM  408623106        13562         3500 SH       D       6          3500            0            0
JOHN Q HAMMONS HOTELS INC      COM  408623106         1162          300 SH       D       7           300            0            0
HAMPSHIRE GROUP LTD COM        COM  408859106         5573          637 SH       D       6           637            0            0
HAMPSHIRE GROUP                COM  408859106         7987          900 SH       D       7           900            0            0
HAMPTON INDS INC COM           COM  409189107         3424         1481 SH       D       6          1481            0            0
HAMPTON INDUSTRIES             COM  409189107         3052         1320 SH       D       7          1320            0            0
HANCOCK FABRICS INC COM        COM  409900107       816596       261311 SH       D       6        261311            0            0
HANCOCK FABRICS INC            COM  409900107         3609         1155 SH       D       7          1155            0            0
HANCOCK HLDG CO COM            COM  410120109      5770030       148904 SH       D       6        148904            0            0
Hancock Holding Co.            COM  410120109        58977         1522 SH       D       7          1522            0            0
HANDLEMAN CO COM               COM  410252100     10530498       787327 SH       D       6        780127            0         7200
Handleman Co.                  COM  410252100        75140         5618 SH       D       7          5618            0            0
HANGER ORTHOPEDIC GROUP INC CO COM  41043F208      4928940       492894 SH       D       6        492894            0            0
Hanger Orthopedic Group Inc.   COM  41043F208        28290         2829 SH       D       7          2829            0            0
HANNA M. A. CO COM  NEW        COM  410522106     10955448      1001641 SH       D       6       1001641            0            0
MA Hanna Co.                   COM  410522106       143368        13108 SH       D       7         13108            0            0
HANNAFORD BROTHERS CO COM      COM  410550107     38045631       548900 SH       D       6        544673            0         4227
HANNAFORD BROTHERS CO          COM  410550107       653609         9426 SH       D       7          7269            0         2157
HANOVER CAP MTG HLDGS INC COM  COM  410761100         2100          600 SH       D       6           600            0            0
HANOVER CAPITAL MORTGAGE HLD   COM  410761100         2100          600 SH       D       7           600            0            0
HANOVER COMPRE COM             COM  410768105     12518202       331608 SH       D       6        331608            0            0
Hanover Compressor Co.         COM  410768105       166892         4421 SH       D       7          4421            0            0
HANOVER DIRECT INC COM         COM  410783104      6209309      1712913 SH       D       6       1712913            0            0
Hanover Direct Inc.            COM  410783104        82088        22645 SH       D       7         22645            0            0
HANSEN NATURAL CORP            COM  411310105         1725          400 SH       D       7           400            0            0
HANSON PLC                     COM  411352404      2636115        65189 SH       D       7         65189            0            0
HARBINGER CORP COM             COM  41145C103     22408947       704407 SH       D       6        704407            0            0
Harbinger Corp.                COM  41145C103       180345         5669 SH       D       7          5669            0            0
HARCOURT GENERAL INC COM STOCK COM  41163G101      5814514        90475 SH       D       3         81175            0         9300
HARCOURT GENERAL INC COM STOCK COM  41163G101       751918        11700 SH       D       4         11700            0            0
HARCOURT GEN INC. COM          COM  41163G101     70122584      1742176 SH       D       6       1596208          243       145725
HARCOURT GEN INC. COM          COM  41163G101      2060961        51294 SH       D       7         46633            0         4661
HARCOURT GENERAL INC.          COM  41163G101       136769         3398 SH       S       7          3398            0            0
HARDIN BANCORP INC COM         COM  411819105         3000          200 SH       D       6           200            0            0
HARDIN BANCORP INC.            COM  411819105         3000          200 SH       D       7           200            0            0
HARBOR FLORIDA BANCSHARES COM  COM  411901101      6186207       478161 SH       D       6        476561            0         1600
Harbor Florida Bancshares Inc. COM  411901101        35526         2746 SH       D       7          2746            0            0
HARDING LAWSON ASSOC GROUP INC COM  412293102         5742          741 SH       D       6           741            0            0
HARDING LAWSON ASSOC GROUP     COM  412293102         2325          300 SH       D       7           300            0            0
HARDINGE BROS INC COM          COM  412324303      1425602       109137 SH       D       6        109137            0            0
HARDINGE INC                   COM  412324303         4728          362 SH       D       7           362            0            0
HARKEN OIL & GAS CO COM        COM  412552101       691053       921404 SH       D       6        921404            0            0
Harken Energy Corp.            COM  412552101        12093        16124 SH       D       7         16124            0            0
HARLAND JOHN H CO COM          COM  412693103     21412220      1169268 SH       D       6       1096068            0        73200
John H Harland Co.             COM  412693103       279778        15278 SH       D       7         15278            0            0
HARLEY DAVIDSON COM STOCK US$0 COM  412822108       228206         2300 SH       D       2          2300            0            0
HARLEY DAVIDSON COM STOCK US$0 COM  412822108     19896543       200529 SH       D       3        200529            0            0
HARLEY-DAVIDSON INC            COM  412822108      2752765        42970 SH       D       5         42970            0            0
HARLEY DAVIDSON INC COM        COM  412822108    146647903      2289138 SH       D       6       2289138            0            0
HARLEY-DAVIDSON                COM  412822108      4035203        65493 SH       D       7         23410            0        42083
HARLEYSVILLE GROUP INC COM     COM  412824104      4835751       339351 SH       D       6        339351            0            0
Harleysville Group Inc.        COM  412824104        37135         2606 SH       D       7          2606            0            0
HARLEYSVILLE NATL CORP PA      COM  412850109      4072705       125314 SH       D       6        125314            0            0
Harleysville National Corp.    COM  412850109        41535         1278 SH       D       7          1278            0            0
HARLEYSVILLE SVGS ASSN PA COM  COM  412856106         5055          378 SH       D       6           378            0            0
HARLEYSVILLE SAVINGS BANK      COM  412856106         6767          506 SH       D       7           506            0            0
HARMAN INTL INDS INC NEW COM   COM  413086109     17720290       315729 SH       D       6        315729            0            0
Harman Intl. Industries Inc.   COM  413086109       141996         2530 SH       D       7          2530            0            0
HARMON INDS INC NEW COM        COM  413136102      1889548       155839 SH       D       6        155839            0            0
Harmon Industries Inc.         COM  413136102        20685         1706 SH       D       7          1706            0            0
HARMONIC LIGHTWAVES COM        COM  413160102     57754373       608341 SH       D       6        580541            0        27800
Harmonic Inc.                  COM  413160102       461016         4856 SH       D       7          4856            0            0
HARNISCHFEGER INDS INC COM     COM  413345109        25923        63803 SH       D       6         63803            0            0
HARNISCHFEGER INDUSTRIES INC   COM  413345109         1686         4152 SH       D       7          4152            0            0
HAROLDS STORES INC COM         COM  413353103         6971         1859 SH       D       6          1859            0            0
HAROLD'S STORE INC             COM  413353103         3000          800 SH       D       7           800            0            0
HARRAH'S ENTERTAINMENT         COM  413619107       663567        15500 SH       D       1         15500            0            0
HARRAH'S ENTERTAINMENT         COM  413619107       154118         3600 SH       D       2          3600            0            0
HARRAH'S ENTERTAINMENT         COM  413619107      9892843       231083 SH       D       3        217083            0        14000
HARRAH'S ENTERTAINMENT INC     COM  413619107       935543        35387 SH       D       5         35387            0            0
HARRAH`S ENTERTAINMENT INC COM COM  413619107     89900378      3400487 SH       D       6       3101679          435       298373
HARRAH`S ENTERTAINMENT INC COM COM  413619107      3148962       120301 SH       D       7        109268            0        11033
HARRAH'S ENTERTAINMENT INC     COM  413619107       164335         6216 SH       S       7          6216            0            0
HARRINGTON FINL GROUP INC COM  COM  413801101         7834         1090 SH       D       6          1090            0            0
HARRINGTON FINANCIAL GROUP     COM  413801101         4312          600 SH       D       7           600            0            0
HARRIS & HARRIS GROUP INC COM  COM  413833104        67252         5848 SH       D       6          5848            0            0
HARRIS & HARRIS GROUP          COM  413833104         6900          600 SH       D       7           600            0            0
HARRIS CORP COM STOCK US$1     COM  413875105      4118529        96887 SH       D       3         96887            0            0
HARRIS CORP DEL COM            COM  413875105     28755914      1077505 SH       D       6       1069034            0         8471
HARRIS CORP INC                COM  413875105       384266        14756 SH       D       7          9106            0         5650
HARRIS FINANCIAL COM           COM  414541102       819712       109295 SH       D       6        109295            0            0
Harris Financial Inc.          COM  414541102        16905         2254 SH       D       7          2254            0            0
HARRIS INTERACTIVE COM         COM  414549105      2844294       217745 SH       D       6        217745            0            0
HARRIS INTERACTIVE INC         COM  414549105        43890         3360 SH       D       7          3360            0            0
HARRODSBURG FIRST FINANCIAL    COM  415781103        11700          900 SH       D       6           900            0            0
HARSCO CORP COM                COM  415864107     29248004       921197 SH       D       6        906697            0        14500
Harsco Corp.                   COM  415864107       402399        12674 SH       D       7         12674            0            0
HARTE-HANKS COMMUNICATIONS N C COM  416196103     13506858       621005 SH       D       6        617496            0         3509
HARTE-HANKS INC                COM  416196103       294908        13937 SH       D       7          7958            0         5979
THE HARTFORD FINANCIAL SERVICE COM  416515104       254858         3360 SH       D       2          3360            0            0
THE HARTFORD FINANCIAL SERVICE COM  416515104     28039096       369662 SH       D       3        353462            0        16200
THE HARTFORD FINANCIAL SERVICE COM  416515104      1152929        15200 SH       D       4         15200            0            0
HARTFORD FINANCIAL SVCS GRP    COM  416515104      3011486        63567 SH       D       5         63567            0            0
HARTFORD FINANCIAL SERVICES GR COM  416515104    275241834      5809854 SH       D       6       5339213          735       469906
HARTFORD FINANCIAL SERVICES GR COM  416515104      7911909       167888 SH       D       7        148883            0        19005
HARTFORD FINANCIAL SVCS GRP    COM  416515104       515440        10880 SH       S       7         10880            0            0
HARTFORD LIFE INC COM          COM  416592103     19121696       434584 SH       D       6        432004            0         2580
HARTFORD LIFE - CL A           COM  416592103       167027         3849 SH       D       7          1657            0         2192
HARTMARX CORP COM              COM  417119104      1328311       326969 SH       D       6        326969            0            0
HARTMARX CORP                  COM  417119104        12463         3068 SH       D       7          3068            0            0
HARVARD INDS INC COM           COM  417434503       419253        54984 SH       D       6         54984            0            0
HARVEST HOME FINL CORP COM     COM  41753P107         4692          291 SH       D       6           291            0            0
HARVEY ELECTRONICS             COM  417660107         5156         3300 SH       D       7          3300            0            0
HARVEY ENTERTAINMENT CO. COM   COM  417662103         2676          702 SH       D       6           702            0            0
HARVEY ENTERTAINMENT CO        COM  417662103          762          200 SH       D       7           200            0            0
HASBRO INC COM STOCK US$0.50   COM  418056107        98308         3275 SH       D       2          3275            0            0
HASBRO INC COM STOCK US$0.50   COM  418056107      9196047       306352 SH       D       3        285202            0        21150
HASBRO INC COM                 COM  418056107     94528307      4958862 SH       D       6       4553677          647       404538
HASBRO INC COM                 COM  418056107      2730530       145114 SH       D       7        128506            0        16608
HASBRO INC.                    COM  418056107       179187         9400 SH       S       7          9400            0            0
HASTINGS ENTMT INC COM         COM  418365102       531329       107611 SH       D       6        107611            0            0
HASTINGS ENTERTAINMENT INC     COM  418365102         2597          526 SH       D       7           526            0            0
HASTINGS MANUFACTURING CO      COM  418398103          800          100 SH       D       7           100            0            0
HAUPPAUGE DIGITAL INC COM      COM  419131107       734562        36500 SH       D       6         36500            0            0
HAUPPAGE INC                   COM  419131107         6037          300 SH       D       7           300            0            0
HAUSER INC NEW COM             COM  419141403         5187         1660 SH       D       6          1660            0            0
HAVEN BANCORP INC COM          COM  419352109      1736981       112517 SH       D       6        112517            0            0
HAVEN BANCORP INC              COM  419352109         5032          326 SH       D       7           326            0            0
HAVERTY FURNITURE COS INC COM  COM  419596101      6229768       493447 SH       D       6        473847            0        19600
Haverty Furniture Cos. Inc.    COM  419596101        37471         2968 SH       D       7          2968            0            0
HAWAIIAN AIRLINES INC NEW COM  COM  419849104        77137        36300 SH       D       6         36300            0            0
HAWAIIAN ELEC INDS INC COM     COM  419870100     18494957       640518 SH       D       6        640518            0            0
Hawaiian Electric Industries   COM  419870100       227650         7884 SH       D       7          7884            0            0
HAWK CORP COM                  COM  420089104       467679        80461 SH       D       6         80461            0            0
HAWK CORP - CLASS A            COM  420089104         2970          511 SH       D       7           511            0            0
HAWKER PACIFIC AEROS COM       COM  420123101        20300         2800 SH       D       6          2800            0            0
HAWKER PACIFIC AEROSPACE       COM  420123101        23200         3200 SH       D       7          3200            0            0
HAWKINS CHEM INC               COM  420200107      1115344       128385 SH       D       6        128385            0            0
HAWKINS CHEMICAL INC           COM  420200107         3631          418 SH       D       7           418            0            0
HAWTHORNE FINL CORP COM        COM  420542102       526375        42110 SH       D       6         42110            0            0
HAWTHORNE FINANCIAL            COM  420542102         8750          700 SH       D       7           700            0            0
HAYES CORP COM                 COM  420762304           34         2333 SH       D       6          2333            0            0
HAYES LEMMERZ INTL INC COM     COM  420781106      4946530       283672 SH       D       6        283672            0            0
Hayes Lemmerz International    COM  420781106        57160         3278 SH       D       7          3278            0            0
HEALTHCARE SERVICES GROUP INC  COM  421906108      1074703       153529 SH       D       6        153529            0            0
HEALTHCARE SERVICES GROUP INC  COM  421906108         8498         1214 SH       D       7          1214            0            0
HEALTH CARE PPTY INVS INC      COM  421915109     37173207      1556993 SH       D       6       1212617            0       344376
Healthcare Property Investors  COM  421915109       227839         9543 SH       D       7          9543            0            0
HEALTHSOUTH CORP               COM  421924101       996785       112950 SH       D       1        111700         1250            0
HEALTHSOUTH CORP               COM  421924101       243769        27500 SH       D       2         27500            0            0
HEALTHSOUTH CORP               COM  421924101      7048904       795197 SH       D       3        795197            0            0
HEALTHSOUTH CORP               COM  421924101       619355       115229 SH       D       5        115229            0            0
HEALTHSOUTH CORP COM           COM  421924101     72111351     13416026 SH       D       6      12343661         1342      1071023
HEALTHSOUTH CORP COM           COM  421924101      1850639       341434 SH       D       7        295297            0        46137
HEALTHSOUTH CORPORATION        COM  421924101       108037        20100 SH       S       7         20100            0            0
HEALTH MGMT ASSOC INC NEW CL A COM  421933102     45678795      3415237 SH       D       6       3412296            0         2941
HEALTH MANAGEMENT ASSOCIATES   COM  421933102      1643694       101252 SH       D       7         36024            0        65228
HEALTH RISK MGMT INC COM       COM  421935107        77297        12620 SH       D       6         12620            0            0
HEALTH RISK MANAGEMENT INC     COM  421935107          612          100 SH       D       7           100            0            0
HEALTHCARE RLTY TR COM         COM  421946104     19589859      1253751 SH       D       6        985007            0       268744
Healthcare Realty Trust Inc.   COM  421946104        93203         5965 SH       D       7          5965            0            0
HEALTHPLAN SVCS CORP COM       COM  421959107       484771       138506 SH       D       6        138506            0            0
HEALTHPLAN SERVICES CORP       COM  421959107         5995         1713 SH       D       7          1713            0            0
HEALTH SYS DESIGN CO COM       COM  421964107        19950         3800 SH       D       6          3800            0            0
HEALTH SYSTEMS DESIGN CORP     COM  421964107         1575          300 SH       D       7           300            0            0
HEARTPORT INC COM              COM  421969106      1138342       239651 SH       D       6        239651            0            0
HEARTPORT                      COM  421969106         4412          929 SH       D       7           929            0            0
HEARTLAND TECHNOLOGY INC COM   COM  421979105         1500          500 SH       D       6           500            0            0
HEARTLAND TECHNOLOGY INC       COM  421979105         1500          500 SH       D       7           500            0            0
HEADHUNTER NET INC COM         COM  422077107       315318        25100 SH       D       6         25100            0            0
HEADWAY CORPORATE RESOURCES CO COM  422101105        19355         4424 SH       D       6          4424            0            0
HEADWAY CORPORATE RESOURCES    COM  422101105         2909          665 SH       D       7           665            0            0
HEALTH CARE REIT INC COM       COM  42217K106     10596181       700574 SH       D       6        696274            0         4300
Health Care REIT Inc.          COM  42217K106        64417         4259 SH       D       7          4259            0            0
HEALTH POWER COM               COM  42219G103         3375         2000 SH       D       6          2000            0            0
HEALTH MNGT SYS COM            COM  42219M100      1820550       288404 SH       D       6        288404            0            0
HEALTH MGMT SYSTEMS INC        COM  42219M100         4052          642 SH       D       7           642            0            0
HEALTHCOR HOLDINGS COM         COM  422201103           15         3000 SH       D       6          3000            0            0
HEALTHEON CORP COM             COM  422209106     12413658       330998 SH       D       6        330998            0            0
HEALTHEON CORPORATION          COM  422209106       406645        10733 SH       D       7          4081            0         6652
HEALTHCARE RECOVERIES COM      COM  42220K101        23921         6599 SH       D       6          6599            0            0
HEALTHCARE RECOVERIES INC.     COM  42220K101         7699         2124 SH       D       7          2124            0            0
HEALTHEXTRAS INC COM           COM  422211102      1550904       129242 SH       D       6        129242            0            0
HEALTHEXTRAS INC               COM  422211102        13548         1129 SH       D       7          1129            0            0
HEALTHCENTRAL.COM COM          COM  42221V106      1900891       259951 SH       D       6        259951            0            0
HEALTHCENTRALCOM               COM  42221V106        23677         3238 SH       D       7          3238            0            0
HEALTHWORLD CORP COM           COM  42222E103       930990        44867 SH       D       6         44867            0            0
HEALTHWORLD CORP.              COM  42222E103        20750         1000 SH       D       7          1000            0            0
HEARST-ARGYLE COM              COM  422317107     12423092       466595 SH       D       6        465264            0         1331
HEARST-ARGYLE TELEVISION       COM  422317107       336760        12598 SH       D       7          9027            0         3571
HEARTLAND EXPRESS INC COM      COM  422347104      6220950       394981 SH       D       6        394981            0            0
Heartland Express Inc.         COM  422347104        49470         3141 SH       D       7          3141            0            0
HEARTLAND WIRELESS COMM. COM   COM  42235W108            7         7100 SH       D       6          7100            0            0
HEARX LTD                      COM  422360305         1387          300 SH       D       7           300            0            0
HECLA MINING CO COM            COM  422704106      1550509       992326 SH       D       6        992326            0            0
HECLA MINING                   COM  422704106         3175         2032 SH       D       7          2032            0            0
HECTOR COMMUNICATIONS CORP COM COM  422730101         6090          435 SH       D       6           435            0            0
HECTOR COMMUNICATIONS          COM  422730101         7000          500 SH       D       7           500            0            0
HEICO CORP NEW COM             COM  422806109      2145761        98373 SH       D       6         98373            0            0
Heico Corp.                    COM  422806109        17842          818 SH       D       7           818            0            0
HEICO CORP. CLASS A COMMON COM COM  422806208      1711970        81040 SH       D       6         81040            0            0
HEICO CORP-CL A                COM  422806208         5323          252 SH       D       7           252            0            0
HEIDRICK & STRUGGLES INTL COM  COM  422819102      9059118       214417 SH       D       6        214417            0            0
Heidrick & Struggles Intl Inc  COM  422819102        91260         2160 SH       D       7          2160            0            0
HEILIG-MEYERS CO COM           COM  422893107      3451734      1255176 SH       D       6       1252776            0         2400
Heilig-Meyers Co.              COM  422893107        53256        19366 SH       D       7         19366            0            0
HEINZ(HJ)CO                    COM  423074103       856971        22475 SH       D       1             0        22475            0
HEINZ (H J) CO LIMITED COM STO COM  423074103       315586         4880 SH       D       2          4880            0            0
HEINZ (H J) CO LIMITED COM STO COM  423074103     38510923       595504 SH       D       3        569654            0        25850
HEINZ (H J) CO LIMITED COM STO COM  423074103       488254         7550 SH       D       4          7550            0            0
HEINZ (H.J.) CO                COM  423074103      3972053        99769 SH       D       5         99769            0            0
HEINZ H J CO COM               COM  423074103    361579952      9082071 SH       D       6       8346897         1079       734095
HEINZ H J CO COM               COM  423074103     11154624       281109 SH       D       7        231278            0        49831
HEINZ H J CO                   COM  423074103       691145        17360 SH       S       7         17360            0            0
HEIST C H CORP COM             COM  423076108        13633         2371 SH       D       6          2371            0            0
C.H. HEIST CORP                COM  423076108         4600          800 SH       D       7           800            0            0
HELIX TECHNOLOGY CORP COM      COM  423319102     23138665       516344 SH       D       6        516344            0            0
Helix Technology Corp.         COM  423319102       150794         3365 SH       D       7          3365            0            0
HELLER FINL INC COM            COM  423328103     18464622       920355 SH       D       6        914855            0         5500
HELLER FINANCIAL INC           COM  423328103       106879         5485 SH       D       7          2508            0         2977
HELLO DIRECT INC COM           COM  423402106        43316         2912 SH       D       6          2912            0            0
HELLO DIRECT INC               COM  423402106         4462          300 SH       D       7           300            0            0
HELMERICH & PAYNE INC COM STOC COM  423452101       492118        14369 SH       D       3         14369            0            0
HELMERICH & PAYNE INC COM      COM  423452101     28135508      1289880 SH       D       6       1191131          140        98609
HELMERICH & PAYNE INC COM      COM  423452101       764790        35062 SH       D       7         34748            0          314
HELMERICH & PAYNE INC.         COM  423452101        30275         1388 SH       S       7          1388            0            0
HEMLOCK FEDERAL FINANCIAL CO   COM  423666106        12712          900 SH       D       6           900            0            0
HEMISPHERE BIOPHARMA COM       COM  42366C103      3925183       394987 SH       D       6        394987            0            0
Hemispherx Biopharma Inc       COM  42366C103        35079         3530 SH       D       7          3530            0            0
HENRY JACK & ASSOC INC         COM  426281101     14468620       269497 SH       D       6        269497            0            0
Jack Henry & Assoc. Inc.       COM  426281101       121763         2268 SH       D       7          2268            0            0
HERBALIFE INTL INC CLASS A     COM  426908208      3517174       244673 SH       D       6        244673            0            0
Herbalife International Inc.   COM  426908208        33594         2337 SH       D       7          2337            0            0
HERBALIFE INTL INC CLASS B     COM  426908307      1234311        92285 SH       D       6         92285            0            0
HERITAGE PROPANE PAR COM       COM  426918108       588000        32000 SH       D       6         32000            0            0
HERITAGE BANCORP INC DEL NEW C COM  426926101       388104        25039 SH       D       6         25039            0            0
HERITAGE BANCORP INC/SC        COM  426926101         2635          170 SH       D       7           170            0            0
HERITAGE COMMERCE CORP COM     COM  426927109       730592        45662 SH       D       6         45662            0            0
HERITAGE COMMERCE CORP         COM  426927109         5840          365 SH       D       7           365            0            0
HERCULES INC COM STOCK NPV     COM  427056106      7270687       164417 SH       D       3        154317            0        10100
HERCULES INC COM               COM  427056106     71875353      2578488 SH       D       6       2359573          360       218555
HERCULES INC COM               COM  427056106      2084505        75326 SH       D       7         66184            0         9142
HERCULES INC                   COM  427056106       144281         5176 SH       S       7          5176            0            0
HERITAGE BANCORP INC VA COM    COM  42720W100         2950          800 SH       D       6           800            0            0
HERITIAGE BANCORP              COM  42720W100         2950          800 SH       D       7           800            0            0
HERITAGE FINL CORP COM         COM  42722X106       858127        99493 SH       D       6         99493            0            0
HERITAGE FINANCIAL CORP        COM  42722X106         3820          443 SH       D       7           443            0            0
HERLEY MICROWAVE SYS INC COM   COM  427398102      1486127        97852 SH       D       6         97852            0            0
HERLEY INDUSTRIES INC          COM  427398102         3584          236 SH       D       7           236            0            0
HERSHA HOSPITALITY TR COM      COM  427825104        21610         4322 SH       D       6          4322            0            0
HERSHA HOSP TRUST              COM  427825104         2500          500 SH       D       7           500            0            0
HERSHEY FOODS                  COM  427866108       144492         1880 SH       D       2          1880            0            0
HERSHEY FOODS                  COM  427866108     13901680       180875 SH       D       3        165275            0        15600
HERSHEY FOODS CORP COM         COM  427866108    159474742      3357363 SH       D       6       3074406          441       282516
HERSHEY FOODS CORP COM         COM  427866108      4829451       101960 SH       D       7         90367            0        11593
HERSHEY FOODS CORP             COM  427866108       319675         6730 SH       S       7          6730            0            0
HERTZ CORP COM                 COM  428040109     12036065       240121 SH       D       6        239178            0          943
HERTZ CORP.  CLASS A           COM  428040109       405475         8357 SH       D       7          4306            0         4051
HERTZ TECHNOLOGY GROUP INC     COM  42804Y303         2100          800 SH       D       7           800            0            0
HESKA CORP COM                 COM  42805E108       383836       170594 SH       D       6        170594            0            0
HESKA CORP                     COM  42805E108         2875         1278 SH       D       7          1278            0            0
HEWLETT-PACKARD CO COM STOCK U COM  428236103      2518256        13550 SH       D       2         13550            0            0
HEWLETT-PACKARD CO COM STOCK U COM  428236103    315725936      1698829 SH       D       3       1626129            0        72700
HEWLETT-PACKARD CO COM STOCK U COM  428236103      8121608        43700 SH       D       4         43700            0            0
HEWLETT-PACKARD CO.            COM  428236103     32102297       282218 SH       D       5        282218            0            0
HEWLETT PACKARD CO COM         COM  428236103   2866793299     25161104 SH       D       6      23052932         3393      2104779
HEWLETT PACKARD CO COM         COM  428236103     97921857       876311 SH       D       7        663180            0       213131
HEWLETT-PACKARD                COM  428236103       670387         5900 SH       D       9          5900            0            0
HEWLETT-PACKARD COMPANY        COM  428236103      5580544        48979 SH       S       7         48979            0            0
HEWLETT-PACKARD 0 CB 17        CNV  428236AA1      5379869      8000000 SH       D       9       8000000            0            0
HEXCEL CORP COM                COM  428291108      2301584       413768 SH       D       6        413768            0            0
Hexcel Corp.                   COM  428291108        17950         3227 SH       D       7          3227            0            0
HI FN INC COM                  COM  428358105      4203987       108490 SH       D       6        108490            0            0
Hi/fn inc.                     COM  428358105        39796         1027 SH       D       7          1027            0            0
HI-RISE RECYCLING SYSTEMS      COM  428396105         1968          900 SH       D       7           900            0            0
HI SHEAR TECHNOLOGY CORP COM   COM  42839Y104         9633         3670 SH       D       6          3670            0            0
HI-SHEAR TECHNOLOGY CORP       COM  42839Y104          787          300 SH       D       7           300            0            0
HI-TECH PHARMA COM             COM  42840B101         4097          898 SH       D       6           898            0            0
HI-TECH PHARMACAAL CO          COM  42840B101        10950         2400 SH       D       7          2400            0            0
HIBBETT SPORTING GOODS COM     COM  428565105       988703        58159 SH       D       6         58159            0            0
HIBBET SPORTING GOODS INC.     COM  428565105         5712          336 SH       D       7           336            0            0
HIBERNIA CORP CLASS A COM      COM  428656102     29102109      2739022 SH       D       6       2717806            0        21216
HIBERNIA CORPORATION CLASS A   COM  428656102       388275        36611 SH       D       7         25150            0        11461
HICKOK INC COM                 COM  428839104         2335          467 SH       D       6           467            0            0
HICKORY TECH CORP COM          COM  429060106      2142150       142810 SH       D       6        142810            0            0
HICKORY TECH CORP              COM  429060106         7545          503 SH       D       7           503            0            0
HIGH PLAINS CORP COM           COM  429701105        22494        11800 SH       D       6         11800            0            0
HIGH SPEED ACCESS CORP. COM    COM  42979U102      4886919       277272 SH       D       6        277272            0            0
HIGH SPEED ACCESS CORP         COM  42979U102        44062         2500 SH       D       7          2500            0            0
HIGHLAND BANCORP INC COM       COM  429879109       882341        46439 SH       D       6         46439            0            0
HIGHLAND BANCORP INC           COM  429879109         5358          282 SH       D       7           282            0            0
HIGHLAND INS GROUP WI COM      COM  431032101      1619104       170432 SH       D       6        170432            0            0
HIGHLANDS INSURANCE GROUP      COM  431032101         9918         1044 SH       D       7          1044            0            0
HIGHWAYMASTER COMMUN COM       COM  431263102        29920        13298 SH       D       6         13298            0            0
HIGHWAYMASTER COMMUNICATIONS   COM  431263102         3600         1600 SH       D       7          1600            0            0
HIGHWOODS PPTYS INC COM        COM  431284108     29990105      1289897 SH       D       6        865647            0       424250
HIGHWOOD PROPERTIES INC        COM  431284108       429288        18512 SH       D       7         14050            0         4462
HILB ROGAL & HAMILTON CO COM   COM  431294107      7968223       282061 SH       D       6        280761            0         1300
Hilb Rogal & Hamilton Co.      COM  431294107        59805         2117 SH       D       7          2117            0            0
HILLENBRAND INDUSTRIES         COM  431573104      4062861        79397 SH       D       3         79397            0            0
HILLENBRAND INDUSTRIES INC COM COM  431573104     23128231       729885 SH       D       6        724754            0         5131
HILLENBRAND INDUSTRIES INC     COM  431573104       365428        11297 SH       D       7          7889            0         3408
HILLS STORES DEF CONT CASH RT  COM  431COM991            0        78824 SH       D       6         78824            0            0
HILTON HOTELS CORP COM STOCK U COM  432848109        95847         6260 SH       D       2          6260            0            0
HILTON HOTELS CORP COM STOCK U COM  432848109      9027392       589596 SH       D       3        566396            0        23200
HILTON HOTELS CORP             COM  432848109       989058       103431 SH       D       5        103431            0            0
HILTON HOTELS CORP COM         COM  432848109     74804089      7773812 SH       D       6       7250234          817       522761
HILTON HOTELS CORP COM         COM  432848109      2336287       246758 SH       D       7        187380            0        59378
HILTON HOTELS                  COM  432848109       171325        17800 SH       S       7         17800            0            0
HINES HORTICULTURE INC COM     COM  433245107      1211169       143546 SH       D       6        143546            0            0
Hines Horticulture Inc.        COM  433245107        25025         2966 SH       D       7          2966            0            0
HINGHAM INSTN SAVGS MASS COM   COM  433323102         6855          457 SH       D       6           457            0            0
HINGHAM INSTITUTION FOR SVGS   COM  433323102         5800          400 SH       D       7           400            0            0
HIRSCH INTL CORP COM           COM  433550100         3600         3200 SH       D       6          3200            0            0
HIRSCH INTERNATIONAL CORP-A    COM  433550100          900          800 SH       D       7           800            0            0
HITACHI CORP.                  COM  433578507      3116741        19254 SH       D       7         19254            0            0
HISPANIC BROADCASTING CORP COM COM  43357B104     45020849       488196 SH       D       6        488196            0            0
HISPANIC BROADCASTING CORP     COM  43357B104      1579886        16454 SH       D       7          5401            0        11053
HOENIG GROUP INC. COM          COM  434396107       741119        80121 SH       D       6         80121            0            0
HOENING GROUP                  COM  434396107         3700          400 SH       D       7           400            0            0
HOLIDAY RV SUPERSTORES         COM  434902102         2250          400 SH       D       7           400            0            0
HOLLINGER INTL INC COM         COM  435569108     12808153       990002 SH       D       6        989179            0          823
HOLLINGER INTERNATIONAL INC    COM  435569108        82910         6429 SH       D       7          5722            0          707
HOLLY CORP COM PAR $0.01 NEW   COM  435758305      1245252        93103 SH       D       6         93103            0            0
HOLLY CORP                     COM  435758305        12091          904 SH       D       7           904            0            0
HOLLIS-EDEN PHARMACEY COM      COM  435902101      1297134       125025 SH       D       6        125025            0            0
HOLLIS-EDEN PHARMACEUTICALS    COM  435902101         3973          383 SH       D       7           383            0            0
HOLLYWOOD CASINO COR COM       COM  436132203      1097302       254447 SH       D       6        254447            0            0
HOLLYWOOD.COM COM              COM  436137103      1615608        85032 SH       D       6         85032            0            0
HOLLYWOOD.COM INC              COM  436137103         7391          389 SH       D       7           389            0            0
HOLLYWOOD ENTMT CORP COM       COM  436141105     28781238      1984913 SH       D       6       1710213            0       274700
Hollywood Entertainment Corp.  COM  436141105       162922        11236 SH       D       7         11236            0            0
HOLLYWOOD TK INC. NEW COM      COM  436255103     18212563       811702 SH       D       6        800002            0        11700
Hollywood Park Inc.            COM  436255103        78284         3489 SH       D       7          3489            0            0
HOLOGIC INC COM                COM  436440101       987275       171700 SH       D       6        171700            0            0
HOLOGIC INC                    COM  436440101        10309         1793 SH       D       7          1793            0            0
HOLT'S CIGAR HOLDINGS INC      COM  436598106         8504         2346 SH       D       7          2346            0            0
HOME BANCORP COM               COM  436889109       490392        28224 SH       D       6         28224            0            0
HOME BANCORP                   COM  436889109         1685           97 SH       D       7            97            0            0
HOME FED BANCORP COM           COM  436926109      1156050        51380 SH       D       6         51380            0            0
HOME FEDERAL BANCORP - IN      COM  436926109         4252          189 SH       D       7           189            0            0
HOME HEALTH CORP AME COM       COM  436936108            5         5300 SH       D       6          5300            0            0
HOME CITY FINL CORP COM        COM  43706C100         5700          456 SH       D       6           456            0            0
HOME CITY FINANCIAL CORP       COM  43706C100         5000          400 SH       D       7           400            0            0
HOME DEPOT INC COM STOCK US$0. COM  437076102     28343741       390410 SH       D       1        102450       287960            0
HOME DEPOT INC COM STOCK US$0. COM  437076102      5340936        49770 SH       D       2         49770            0            0
HOME DEPOT INC COM STOCK US$0. COM  437076102    422015505      3932590 SH       D       3       3765640            0       166950
HOME DEPOT INC COM STOCK US$0. COM  437076102      9448853        88050 SH       D       4         88050            0            0
HOME DEPOT INC                 COM  437076102     42544768       618833 SH       D       5        618833            0            0
HOME DEPOT INC COM             COM  437076102   2811642542     41008460 SH       D       6      37849484         7445      3151531
HOME DEPOT INC COM             COM  437076102    141932452      2122273 SH       D       7       1473241            0       649032
HOME DEPOT INC                 COM  437076102      7551816       110145 SH       S       7        110145            0            0
HOME FINL BANCORP COM          COM  43708T101         8005         1186 SH       D       6          1186            0            0
HOME FINANCIAL BANCORP         COM  43708T101         4050          600 SH       D       7           600            0            0
HOME PRODUCTS INTL INC COM     COM  437305105      1093784       105425 SH       D       6        105425            0            0
HOME PRODUCTS INTL INC         COM  437305105         4731          456 SH       D       7           456            0            0
HOME PPTYS N Y INC. COM        COM  437306103     15329715       558714 SH       D       6        430134            0       128580
Home Properties of NY Inc.     COM  437306103        79815         2909 SH       D       7          2909            0            0
HOME THEATER PRODUCTS INTL I   COM  437373103           10        10000 SH       D       6         10000            0            0
HOMEBASE COM                   COM  43738E108      2155960       703987 SH       D       6        703987            0            0
HomeBase Inc.                  COM  43738E108        19113         6241 SH       D       7          6241            0            0
HOMECOM COMMUNICATIONS INC COM COM  43738N108       110427        34644 SH       D       6         34644            0            0
HOMECOM COMMUNICATIONS         COM  43738N108         1593          500 SH       D       7           500            0            0
HOMEFED CORPORATION USD0.01    COM  43739D208         1561         1000 SH       D       3          1000            0            0
HOMEFED CORP COM               COM  43739D208       151135       172838 SH       D       6        172837            0            1
HOMEFED CORP                   COM  43739D208         3672         4197 SH       D       7          4197            0            0
HOMELAND HOLDING CORP          COM  43739T104         8337         2300 SH       D       6          2300            0            0
HOMELAND HOLDINGS              COM  43739T104        10875         3000 SH       D       7          3000            0            0
HOMEGOLD FINANCIAL INC         COM  43740E104         5318         4600 SH       D       6          4600            0            0
HOMESEEKERS.COM                COM  437605108       150937        11500 SH       D       6         11500            0            0
HOMESEEKERS.COM INC            COM  437605108         3937          300 SH       D       7           300            0            0
HOMESERVICES COM INC COM       COM  437606106       364500        24300 SH       D       6         24300            0            0
HOMESTAKE MINING CO COM STOCK  COM  437614100      5363435       419252 SH       D       3        404552            0        14700
HOMESTAKE MINING               COM  437614100       550617        70479 SH       D       5         70479            0            0
HOMESTAKE MINING CO CALIF COM  COM  437614100     48927250      6262688 SH       D       6       5681114          817       580757
HOMESTAKE MINING CO CALIF COM  COM  437614100      1387537       177880 SH       D       7        157617            0        20263
HOMESTAKE MINING CO.           COM  437614100        98835        12651 SH       S       7         12651            0            0
HOMESTEAD VILLAGE INC COM      COM  437851108       440251       207177 SH       D       6        207177            0            0
HOMESTEAD VILLAGE PROP INC     COM  437851108         4711         2217 SH       D       7          2217            0            0
HOMESTORE.COM COM              COM  437852106     17892913       240982 SH       D       6        231382            0         9600
HOMESTORE.COM INC              COM  437852106       259875         3500 SH       D       7          3500            0            0
HOMETOWN AUTO RETAILERS-CLA A  COM  437858103         1425          400 SH       D       7           400            0            0
HON IND COM                    COM  438092108     18999849       866090 SH       D       6        859972            0         6118
HON INDS INC                   COM  438092108       302080        13991 SH       D       7          8821            0         5170
HONDA MOTOR LTD                COM  438128308      1115446        14581 SH       D       7         14581            0            0
HONEYWELL INTERNATIONAL INCORP COM  438516106      1011774        11062 SH       D       1         11062            0            0
HONEYWELL INTERNATIONAL INCORP COM  438516106      1246471        13628 SH       D       2         13628            0            0
HONEYWELL INTERNATIONAL INCORP COM  438516106    118196333      1292272 SH       D       3       1213185            0        79087
HONEYWELL INTERNATIONAL INCORP COM  438516106      5384941        58875 SH       D       4         58875            0            0
HONEYWELL, INC COM             COM  438516106   1122657643     19461269 SH       D       6      17859225         2645      1599399
HONEYWELL, INC COM             COM  438516106     36667531       633092 SH       D       7        512404            0       120688
HONEYWELL INTERNATIONAL INC    COM  438516106      2197605        38095 SH       S       7         38095            0            0
HOOPER HOLMES INC COM          COM  439104100     19988334       776246 SH       D       6        776246            0            0
Hooper Holmes Inc.             COM  439104100       108047         4196 SH       D       7          4196            0            0
HOOVERS INC COM                COM  439321100       755125        86300 SH       D       6         86300            0            0
HOOVER'S INC                   COM  439321100         1750          200 SH       D       7           200            0            0
HOPFIELD BANKCORP INC COM      COM  439734104       440769        27765 SH       D       6         27765            0            0
HOPFED BANCORP INC             COM  439734104         2857          180 SH       D       7           180            0            0
HORIZON PHARMACIES COM         COM  439902107         8738         3329 SH       D       6          3329            0            0
HORIZON PHARMACIES             COM  439902107          651          248 SH       D       7           248            0            0
HORIZON MED PRODS IN COM       COM  439903105         1500          600 SH       D       6           600            0            0
HORIZON MEDICAL PRODUCTS INC   COM  439903105         1495          598 SH       D       7           598            0            0
HORACE MANN EDUCATORS CORP NEW COM  440327104     16852183       858710 SH       D       6        858710            0            0
Horace Mann Educators Corp     COM  440327104       235892        12020 SH       D       7         12020            0            0
HORIZON FINL CORP COM          COM  44041F105       806255        84869 SH       D       6         84869            0            0
HORIZON FINANCIAL CORP         COM  44041F105         2622          276 SH       D       7           276            0            0
HORIZON GROUP PROPS COM        COM  44041U102         3037          900 SH       D       6           900            0            0
HORIZON GROUP PROPERTIES       COM  44041U102         3037          900 SH       D       7           900            0            0
HORIZON HEALTH CORP COM        COM  44041Y104        41325         5800 SH       D       6          5800            0            0
HORIZON RESOURCES CORP COM     COM  440437101            0            1 SH       D       6             1            0            0
HORIZON OFFSHORE INC COM       COM  44043J105       935153       173982 SH       D       6        173982            0            0
HORIZON ORGANIC HOLDING COM    COM  44043T103       576862        76915 SH       D       6         76915            0            0
HORIZON ORGANIC HOLDING CORP.  COM  44043T103         7155          954 SH       D       7           954            0            0
HORMEL FOODS CORP              COM  440452100      2319840        35000 SH       D       1         35000            0            0
HORMEL FOODS CORP              COM  440452100      1153292        17400 SH       D       2         17400            0            0
HORMEL FOODS CORP              COM  440452100      5123533        77300 SH       D       3         77300            0            0
HORMEL GEO A & CO COM          COM  440452100     70621850      1738384 SH       D       6       1543699            0       194685
HORMEL FOODS CORPORATION       COM  440452100      4994404       122884 SH       D       7        119895            0         2989
HOSPITALITY PPTYS TR COM       COM  44106M102     24210671      1270068 SH       D       6        891667            0       378401
Hospitality Properties Trust   COM  44106M102       165996         8708 SH       D       7          8708            0            0
HOST MARRIOT FINANCIAL TRUST   PFD  441079209     15813000       502000 SH       D       9        502000            0            0
HOST MARRIOT FINANCIAL TRUST   PFD  441079407     13513500       429000 SH       D       9        429000            0            0
HOST MARRIOTT CORP US$1        COM  44107P104        86854         6340 SH       D       2          6340            0            0
HOST MARRIOTT CORP US$1        COM  44107P104      3485564       254431 SH       D       3        254431            0            0
HOST MARRIOTT CORP             COM  44107P104       528066        64008 SH       D       5         64008            0            0
HOST MARRIOTT CORP NEW (REIT)  COM  44107P104     39614718      4801784 SH       D       6       3240534            0      1561250
HOST MARRIOTT CORP             COM  44107P104      1024385       124060 SH       D       7        109811            0        14249
HOT TOPIC INC COM              COM  441339108      1899804        81712 SH       D       6         81712            0            0
HOT TOPIC                      COM  441339108        10044          432 SH       D       7           432            0            0
HOTELWORKS.COM COM             COM  441473105        29905         5981 SH       D       6          5981            0            0
HOTELWORKS.COM                 COM  441473105         2710          542 SH       D       7           542            0            0
HOTJOBS COM INC COM            COM  441474103      4032793        92310 SH       D       6         84910            0         7400
HOTJOBS.COM LTD                COM  441474103        74268         1700 SH       D       7          1700            0            0
HOUGHTON MIFFLIN CO COM        COM  441560109     36993206       876876 SH       D       6        858919            0        17957
HOUGHTON MIFFLIN CO            COM  441560109       486316        11686 SH       D       7          7228            0         4458
HOUSEHOLD INTERNATIONAL INC CO COM  441815107       586684         9956 SH       D       2          9956            0            0
HOUSEHOLD INTERNATIONAL INC CO COM  441815107     46327489       786174 SH       D       3        754374            0        31800
HOUSEHOLD INTERNATIONAL INC CO COM  441815107      1137306        19300 SH       D       4         19300            0            0
HOUSEHOLD INTERNATIONAL INC    COM  441815107      4960359       133164 SH       D       5        133164            0            0
HOUSEHOLD INTL INC COM         COM  441815107    462172632     12407319 SH       D       6      11374608         1594      1031117
HOUSEHOLD INTL INC COM         COM  441815107     13515822       363939 SH       D       7        311508            0        52431
HOUSEHOLD INTL INC             COM  441815107       859357        23070 SH       S       7         23070            0            0
HOUSTON EXPL CO COM            COM  442120101      7490373       378063 SH       D       6        373463            0         4600
The Houston Exploration Co.    COM  442120101        37960         1916 SH       D       7          1916            0            0
HOVNANIAN ENTERPRISES INC COM  COM  442487203      1200278       186451 SH       D       6        186451            0            0
HOVNANIAN ENT                  COM  442487203         8368         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        21275         3700 SH       D       6          3700            0            0
HOWELL CORP                    COM  443051107        12075         2100 SH       D       7          2100            0            0
HOWMET INT`L COM               COM  443208103      3715366       205695 SH       D       6        205356            0          339
HOWMET INTERNATIONAL INC.      COM  443208103       305301        16725 SH       D       7          6464            0        10261
HOWTEK INC                     COM  443209101         4387         1800 SH       D       6          1800            0            0
HUB GROUP INC COM              COM  443320106      2093800       104690 SH       D       6        104690            0            0
Hub Group Inc                  COM  443320106        20540         1027 SH       D       7          1027            0            0
HUBBELL HARVEY INC CL A COM    COM  443510102      2444653        86921 SH       D       6         86921            0            0
HUBBELL 'B'                    CLA  443510201      3408153        76375 SH       D       3         76375            0            0
HUBBELL HARVEY INC CL B COM    COM  443510201     22784542       836130 SH       D       6        830737            0         5393
HUBBELL INC  CLASS B           COM  443510201       369744        13552 SH       D       7          9932            0         3620
HUDSON CITY BANCORP COM        COM  443683107      4446267       330885 SH       D       6        330885            0            0
HUDSON CITY BANK               COM  443683107        40312         3000 SH       D       7          3000            0            0
HUDSON RIV BANCORP INC COM     COM  444128102      2034345       200923 SH       D       6        200923            0            0
Hudson River Bancorp Inc       COM  444128102        23014         2273 SH       D       7          2273            0            0
HUDSON TECH COM                COM  444144109         3600         2400 SH       D       6          2400            0            0
HUDSON UNITED BANCORP COM      COM  444165104     29607254      1158230 SH       D       6       1158230            0            0
Hudson United Bancorp          COM  444165104       189009         7394 SH       D       7          7394            0            0
HUFFY CORP COM                 COM  444356109      1552299       295676 SH       D       6        295676            0            0
HUFFY CORP                     COM  444356109        10153         1934 SH       D       7          1934            0            0
HUGHES SUPPLY INC COM          COM  444482103      8449632       391867 SH       D       6        391867            0            0
Hughes Supply Inc.             COM  444482103        72989         3385 SH       D       7          3385            0            0
HUGOTON RTY TR TX COM          COM  444717102        38861         4783 SH       D       6          4783            0            0
HUGOTON ROYALTY TRUST          COM  444717102        16250         2000 SH       D       7          2000            0            0
HUMANA INC COM STOCK US$0.166  COM  444859102        61303         4830 SH       D       2          4830            0            0
HUMANA INC COM STOCK US$0.166  COM  444859102      3369318       265465 SH       D       3        245865            0        19600
HUMANA INC COM                 COM  444859102     35311492      4312854 SH       D       6       3964661          499       347694
HUMANA INC COM                 COM  444859102      1021304       123846 SH       D       7        110059            0        13787
HUMANA,INC                     COM  444859102        66588         8133 SH       S       7          8133            0            0
HUMAN GENOME SCIENCES INC COM  COM  444903108     53439049       350133 SH       D       6        350133            0            0
Human Genome Sciences Inc.     COM  444903108       531440         3482 SH       D       7          3482            0            0
HUMPHREY HOSPITALITY TR COM    COM  445467103        63468         8124 SH       D       6          8124            0            0
HUMPHREY HOSPITALITY TRUST     COM  445467103         5156          660 SH       D       7           660            0            0
HUNGARIAN BROADCASTING CORP CO COM  445539109          451         7522 SH       D       6          7522            0            0
HUNGARIAN TEL & CABLE COM      COM  445542103       586945        81662 SH       D       6         81662            0            0
HUNGARIAN TELEPHONE & CABLE    COM  445542103         1437          200 SH       D       7           200            0            0
HUNT CORP COM                  COM  445591100      1070251       112658 SH       D       6        112658            0            0
HUNT CORP                      COM  445591100         3904          411 SH       D       7           411            0            0
HUNT J B TRANS SVCS INC COM    COM  445658107     13016424       940235 SH       D       6        935535            0         4700
JB Hunt Transport Service Inc. COM  445658107        58670         4238 SH       D       7          4238            0            0
HUNTCO INC COM                 COM  445661101        14713         4616 SH       D       6          4616            0            0
HUNTCO INC CLASS A             COM  445661101        10518         3300 SH       D       7          3300            0            0
HUNTINGTON BANCSHARES          COM  446150104       171001         4491 SH       D       2          4491            0            0
HUNTINGTON BANCSHARES          COM  446150104     12882506       338333 SH       D       3        338333            0            0
HUNTINGTON BANCSHARES INC COM  COM  446150104    137067070      5741029 SH       D       6       5266013          758       474258
HUNTINGTON BANCSHARES INC COM  COM  446150104      4083549       172154 SH       D       7        154315            0        17839
Huntington Bancshares, Inc.    COM  446150104       265585        11124 SH       S       7         11124            0            0
HURCO COMPANIES INC COM        COM  447324104        32994         9427 SH       D       6          9427            0            0
HURCO COMPANIES INC            COM  447324104         2100          600 SH       D       7           600            0            0
HUSSMAN INTERNATIONAL INC COM  COM  448110106     14519006       963917 SH       D       6        963917            0            0
Hussman International Inc.     COM  448110106       164301        10908 SH       D       7         10908            0            0
HUTCHINSON TECHNOLOGIES COM    COM  448407106      9674763       455283 SH       D       6        455283            0            0
Hutchinson Technology Inc.     COM  448407106        76755         3612 SH       D       7          3612            0            0
HUTTIG BUILDING PRODUCTS INC   COM  448451104        28104         3822 SH       D       3          3822            0            0
HUTTIG BUILDING PRODUCTS COM   COM  448451104       120898        24470 SH       D       6         24424           45            1
HUTTIG BUILDING PRODUCTS INC   COM  448451104            9            1 SH       D       7             1            0            0
EVIDE MARINE INC COM           COM  448515106         3865        24941 SH       D       6         24941            0            0
HVIDE MARINE, INC.             COM  448515106           88          573 SH       D       7           573            0            0
HYBRIDON INC COM               COM  44860M801         3333         3300 SH       D       6          3300            0            0
ICN PHARMACEUTICALS INC. COM   COM  448924100     66002394      2607502 SH       D       6       2385606            0       221896
ICN PHARMACEUTICALS INC-NEW    COM  448924100      4395654       171964 SH       D       7        151205            0        20759
IDT CORP COM                   COM  448947101      5728147       303478 SH       D       6        303478            0            0
IDT Corp.                      COM  448947101        62438         3308 SH       D       7          3308            0            0
HYPERCOM CORP COM              COM  44913M105      4533950       453395 SH       D       6        453395            0            0
Hypercom Corporation           COM  44913M105        27830         2783 SH       D       7          2783            0            0
HYPERFEED TECHNOLOGIES COM     COM  44913S102       711459       153829 SH       D       6        153829            0            0
HYPERFEED TECHNOLOGIES INC     COM  44913S102         4611          997 SH       D       7           997            0            0
HYPERION SOLUTIONS CORP. COM   COM  44914M104     32338335       743410 SH       D       6        743410            0            0
Hyperion Solutions Corp.       COM  44914M104       194967         4482 SH       D       7          4482            0            0
HYSEQ INC COM                  COM  449163302       204833        12049 SH       D       6         12049            0            0
HYSEQ, INC                     COM  449163302        45526         2678 SH       D       7          2678            0            0
HYTEK MICROSYSTEMS INC         COM  449180108         1181          700 SH       D       7           700            0            0
IBP INC COM                    COM  449223106     97119234      5395513 SH       D       6       4734309            0       661204
IBP,Inc.                       COM  449223106      8183100       454635 SH       D       7        449370            0         5265
I B S INTERACTIVE INC COM      COM  44923E101       357000        33600 SH       D       6         33600            0            0
ICG COMMUNICATIONS INC. COMMON COM  449246107     15512868       827353 SH       D       6        827353            0            0
ICG Communications Inc.        COM  449246107       232037        12376 SH       D       7         12376            0            0
I C H CORP NEW COM             COM  44926L300        24915         2265 SH       D       6          2265            0            0
ICH CORPORATION                COM  44926L300        11000         1000 SH       D       7          1000            0            0
ICO INC NEW COM                COM  449293109        19500        13000 SH       D       6         13000            0            0
ICOS CORP COM                  COM  449295104     18713418       639775 SH       D       6        639775            0            0
ICOS CORPORATION               COM  449295104       422665        13164 SH       D       7          2416            0        10748
ICT GROUP INC COM              COM  44929Y101       406185        33158 SH       D       6         33158            0            0
ICT GROUP,INC.                 COM  44929Y101         7350          600 SH       D       7           600            0            0
ICU MED INC. COM               COM  44930G107      1701305       111561 SH       D       6        111561            0            0
ICU MED INC                    COM  44930G107         6039          396 SH       D       7           396            0            0
IDECPHARM COM                  COM  449370105     67560237       687636 SH       D       6        687636            0            0
IDEC Pharmaceuticals Corp.     COM  449370105       620154         6312 SH       D       7          6312            0            0
IDG BOOKS WORLDWIDE INC COM    COM  449384106      1946500       168346 SH       D       6        168346            0            0
IDG Books Worldwide Inc.       COM  449384106         9758          844 SH       D       7           844            0            0
IDX SYS CORP COM               COM  449491109      8288500       265232 SH       D       6        265232            0            0
IDX Systems Corp.              COM  449491109        84218         2695 SH       D       7          2695            0            0
IEC ELECTRS COM                COM  44949L105        15637         6584 SH       D       6          6584            0            0
IEC ELECTRONICS CORP           COM  44949L105         6650         2800 SH       D       7          2800            0            0
IFR SYS INC COM                COM  449507102       243582        24207 SH       D       6         24207            0            0
IFR SYSTEMS INC                COM  449507102        19118         1900 SH       D       7          1900            0            0
IFX CORP COM                   COM  449518208      1106739        33411 SH       D       6         33411            0            0
I-FLOW CORP COM                COM  449520303        15478         3900 SH       D       6          3900            0            0
I-FLOW CORPORATION             COM  449520303         6746         1700 SH       D       7          1700            0            0
IGEN INTL INC COM              COM  449536101      4645462       156150 SH       D       6        156150            0            0
IGEN International Inc.        COM  449536101        48403         1627 SH       D       7          1627            0            0
IGI INC COM                    COM  449575109         9881         5100 SH       D       6          5100            0            0
IGO CORP COM                   COM  449592104       589062        65000 SH       D       6         65000            0            0
IGO CORPORATION                COM  449592104         9062         1000 SH       D       7          1000            0            0
IHOP CORP                      COM  449623107      6348759       380450 SH       D       6        380450            0            0
IHOP Corp.                     COM  449623107        47859         2868 SH       D       7          2868            0            0
IIC INDS INC COM               COM  449628205         9391          951 SH       D       6           951            0            0
IIC INDUSTRIES INC             COM  449628205         3950          400 SH       D       7           400            0            0
IMC GLOBAL                     COM  449669100      2138081        80400 SH       D       1         80400            0            0
IMC GLOBAL                     COM  449669100       394640        14840 SH       D       2         14840            0            0
IMC GLOBAL                     COM  449669100      5401154       203104 SH       D       3        191604            0        11500
IMC GLOBAL                     COM  449669100       690355        25960 SH       D       4         25960            0            0
IMC GLOBAL INC COM             COM  449669100     54112268      3304566 SH       D       6       3048792            0       255774
IMC GLOBAL INC                 COM  449669100      1889809       114920 SH       D       7        107814            0         7106
IMC GLOBAL INC WTS 22/12/2000  WT   449669118           13          133 SH       D       4           133            0            0
IMCO RECYCLING INC COM         COM  449681105      3426967       271443 SH       D       6        271443            0            0
IMCO Recycling Inc.            COM  449681105        31537         2498 SH       D       7          2498            0            0
IMP INC                        COM  449693209         9243         2900 SH       D       7          2900            0            0
IPI INC COM                    COM  449804103         3290         1316 SH       D       6          1316            0            0
IPC COMMUNICATIONS INC         COM  44980K206      4961906        69886 SH       D       6         69886            0            0
IPC Communications Inc.        COM  44980K206        85271         1201 SH       D       7          1201            0            0
IMC MTG CO COMMON STOCK        COM  449923101          399        36362 SH       D       6         36362            0            0
I-LINK CORP COM                COM  449927102       607157       218300 SH       D       6        218300            0            0
I-LINK INC                     COM  449927102         2889         1039 SH       D       7          1039            0            0
IMS HEALTH INC U$0.01          COM  449934108       200578         4620 SH       D       2          4620            0            0
IMS HEALTH INC U$0.01          COM  449934108     22967883       529029 SH       D       3        489429            0        39600
IMS HEALTH INC U$0.01          COM  449934108       738057        17000 SH       D       4         17000            0            0
IMS HEALTH INC                 COM  449934108      2543281        93546 SH       D       5         93546            0            0
IMS HEALTH INC - WI COM        COM  449934108    209569298      7708296 SH       D       6       7084786         1077       622433
IMS HEALTH INC - WI COM        COM  449934108      8125242       301047 SH       D       7        210800            0        90247
IMS HEALTH INC                 COM  449934108       409960        15079 SH       S       7         15079            0            0
IRI INTL CORP COM              COM  45004F107       909984       227496 SH       D       6        227496            0            0
IRI International Corp.        COM  45004F107        13600         3400 SH       D       7          3400            0            0
IRT PROPERTY CO COM            COM  450058102      7872976      1007741 SH       D       6        782437            0       225304
IRT Property Co.               COM  450058102        38796         4966 SH       D       7          4966            0            0
ISB FINL CORP LA COM           COM  450091103      1565231       113835 SH       D       6        113835            0            0
ISB FINANCIAL CORP             COM  450091103         3478          253 SH       D       7           253            0            0
ISS GROUP INC - COM COM        COM  450306105     34105646       479517 SH       D       6        479517            0            0
ISS Group Inc.                 COM  450306105       310460         4365 SH       D       7          4365            0            0
I-STAT CORP COM                COM  450312103      2415859       166611 SH       D       6        166611            0            0
I-STAT CORP                    COM  450312103         8149          562 SH       D       7           562            0            0
ITC LEARNING CORP COM          COM  45031S106         4026         1342 SH       D       6          1342            0            0
ITC LEARNING CORP              COM  45031S106         3000         1000 SH       D       7          1000            0            0
ITC DELTACOM IND - C COM       COM  45031T104     22549956       816288 SH       D       6        816288            0            0
ITC Deltacom Inc.              COM  45031T104       205502         7439 SH       D       7          7439            0            0
ITEQ INC COM                   COM  450430103       313208       357952 SH       D       6        357952            0            0
ITEQ INC                       COM  450430103         1050         1200 SH       D       7          1200            0            0
ITI TECHNOLOGIES, INC COM      COM  450564109      4216170       140539 SH       D       6        140539            0            0
ITI Technologies Inc.          COM  450564109        35310         1177 SH       D       7          1177            0            0
ITLA CAPITAL CORPORATION COMMO COM  450565106      1298636       103374 SH       D       6        103374            0            0
ITLA CAPITAL CORPORATION       COM  450565106         8793          700 SH       D       7           700            0            0
ITT EDUCATIONAL SERV COM       COM  45068B109      3896949       252434 SH       D       6        252434            0            0
ITT Educational Services Inc.  COM  45068B109        40677         2635 SH       D       7          2635            0            0
ITXC CORP COM                  COM  45069F109      2367200        70400 SH       D       6         70400            0            0
ITXC CORP                      COM  45069F109        57162         1700 SH       D       7          1700            0            0
IXL ENTERPRISES INC COM        COM  450718101     40529152       730255 SH       D       6        721955            0         8300
IXL ENTERPRISES INC            COM  450718101       183150         3300 SH       D       7          3300            0            0
I BASIS COM                    COM  450732102      1993841        69351 SH       D       6         69351            0            0
iBASIS, INC.                   COM  450732102        43125         1500 SH       D       7          1500            0            0
IBIS TECHNOLOGY CORP COM       COM  450909106      4207951        84795 SH       D       6         84795            0            0
IBIS TECHNOLOGY CORP           COM  450909106        20098          405 SH       D       7           405            0            0
ITT INDUSTRIES                 COM  450911102      8402187       154181 SH       D       3        138081            0        16100
ITT INDUSTRIES                 COM  450911102       861030        15800 SH       D       4         15800            0            0
ITT INDUSTRIES INC             COM  450911102       818717        24485 SH       D       5         24485            0            0
ITT INDS. INC. (INDIANA) COM   COM  450911102     76517072      2288361 SH       D       6       2105428          318       182615
ITT INDS. INC. (INDIANA) COM   COM  450911102      2271258        67781 SH       D       7         60286            0         7495
ITT INDUSTRIES INC             COM  450911102       141574         4234 SH       S       7          4234            0            0
IVI CHECKMATE CORP COM         COM  450928106       646003       210940 SH       D       6        210940            0            0
IVI CHECKMATE CORP             COM  450928106         1895          619 SH       D       7           619            0            0
ICON - SPONSORED ADR (ADR REP  ADR  45103T107       178092         6500 SH       D       3          6500            0            0
IDACORP COM                    COM  451107106     22922167       854906 SH       D       6        854906            0            0
Idacorp Inc.                   COM  451107106       166773         6220 SH       D       7          6220            0            0
IDEX CORP COM                  COM  45167R104     13895772       457474 SH       D       6        457474            0            0
Idex Corp.                     COM  45167R104       134166         4417 SH       D       7          4417            0            0
IDEXX LABS CORP COM            COM  45168D104     13299836       824796 SH       D       6        824796            0            0
IDEXX Laboratories Corp.       COM  45168D104       143722         8913 SH       D       7          8913            0            0
IKON OFFICE SOLUTIONS COM STOC COM  451713101        39017         3620 SH       D       2          3620            0            0
IKON OFFICE SOLUTIONS COM STOC COM  451713101      2540388       235696 SH       D       3        220296            0        15400
IKON OFFICE SOLUTIONS INC COM  COM  451713101     23792820      3492524 SH       D       6       3189055          447       303022
IKON OFFICE SOLUTIONS INC COM  COM  451713101       728078       107350 SH       D       7         92539            0        14811
IKON OFFICE SOLUTIONS INC.     COM  451713101        49138         7213 SH       S       7          7213            0            0
IKOS SYS INC COM               COM  451716203      1139114       117586 SH       D       6        117586            0            0
IKOS SYSTEMS INC               COM  451716203        21312         2200 SH       D       7          2200            0            0
ILIFE.COM COM                  COM  45172Q109       190350        42300 SH       D       6         42300            0            0
IDENTIX INC                    COM  451906101      4105448       453015 SH       D       6        453015            0            0
Identix Inc.                   COM  451906101        30431         3358 SH       D       7          3358            0            0
ILEX ONCOLOGY INC COM          COM  451923106      1992001        82570 SH       D       6         82570            0            0
ILEX ONCOLOGY INC              COM  451923106        30542         1266 SH       D       7          1266            0            0
IL FORNAIO AMER CORP COM       COM  451926109       293289        42276 SH       D       6         42276            0            0
IL FORNAIO AMERICA CORP        COM  451926109         1387          200 SH       D       7           200            0            0
ILLINOIS SUPERCONDUCTOR COM    COM  452284102         5118         2600 SH       D       6          2600            0            0
ILLINOIS SUPERCONDUCTOR CORP   COM  452284102         1968         1000 SH       D       7          1000            0            0
ILLINOIS TOOL WORKS INC COM ST COM  452308109       458595         4340 SH       D       2          4340            0            0
ILLINOIS TOOL WORKS INC COM ST COM  452308109     53109860       502615 SH       D       3        475615            0        27000
ILLINOIS TOOL WORKS INC COM ST COM  452308109      1331405        12600 SH       D       4         12600            0            0
ILLINOIS TOOL WORKS            COM  452308109      5628023        83301 SH       D       5         83301            0            0
ILLINOIS TOOL WORKS INC COM    COM  452308109    477895581      7072986 SH       D       6       6505324          853       566809
ILLINOIS TOOL WORKS INC COM    COM  452308109     16353619       243856 SH       D       7        187547            0        56309
ILLINOIS TOOL WORKS            COM  452308109       138468         2100 SH       D       9          2100            0            0
ILLINOIS TOOL WORKS INC        COM  452308109       982629        14544 SH       S       7         14544            0            0
ILLANOVA CORP COM STOCK NPV    COM  452317100      4683407        85154 SH       D       3         85154            0            0
ILLINOVA COM                   COM  452317100     36663543      1055066 SH       D       6       1047701            0         7365
ILLINOVA CORPORATION           COM  452317100       317611         8228 SH       D       7          3208            0         5020
ILLUMINET HOLDINGS COM         COM  452334105     12443750       226250 SH       D       6        226250            0            0
ILLUMINET HOLDINGS INC         COM  452334105        77000         1400 SH       D       7          1400            0            0
IMAGE ENTMT INC COM NEW        COM  452439201       703823       125822 SH       D       6        125822            0            0
IMAGE ENTERTAINMENT INC        COM  452439201         3350          599 SH       D       7           599            0            0
IMAGE SENSING SYSTEMS INC      COM  45244C104         4800         1200 SH       D       6          1200            0            0
IMAGEX COM INC COM             COM  45244D102      2801437        66900 SH       D       6         66900            0            0
IMAGEX.COM                     COM  45244D102        29312          700 SH       D       7           700            0            0
IMAGYN MEDICAL TECH INC COM    COM  45244E100          331        13260 SH       D       6         13260            0            0
IMAGING TECH COM               COM  45244U104        17562        28100 SH       D       6         28100            0            0
IMAGING TECHNOLOGIES CORP      COM  45244U104         2250         3600 SH       D       7          3600            0            0
IMATION CORP COM               COM  45245A107     32742400       975565 SH       D       6        975565            0            0
Imation Corp.                  COM  45245A107       301156         8973 SH       D       7          8973            0            0
IMAX COR ADR                   COM  45245E109            0        11500 SH       D       6         11500            0            0
IMAGEMAX INC                   COM  45245V101         3881         2700 SH       D       6          2700            0            0
IMCLORRE SYSTMES COM           COM  45245W109     32612563       823030 SH       D       6        795930            0        27100
Imclone Systems Inc.           COM  45245W109       219245         5533 SH       D       7          5533            0            0
IMANAGE INC COM                COM  45245Y105      4018805       125099 SH       D       6        125099            0            0
IMANAGE INC                    COM  45245Y105        48187         1500 SH       D       7          1500            0            0
IMAGINON INC COM               COM  45246K104      1500296       353011 SH       D       6        353011            0            0
IMAGINON                       COM  45246K104         5720         1346 SH       D       7          1346            0            0
IMMTECH INTL INC COM           COM  452519101       974762        33758 SH       D       6         33758            0            0
IMMTECH INTERNATIONAL INC      COM  452519101        14437          500 SH       D       7           500            0            0
IMMERSION CORP COM             COM  452521107      3093025        80600 SH       D       6         80600            0            0
IMMERSION CORPORATION          COM  452521107        30700          800 SH       D       7           800            0            0
IMMUCOR INC COM                COM  452526106      1736833       131703 SH       D       6        131703            0            0
IMMUCOR INC                    COM  452526106         4391          333 SH       D       7           333            0            0
IMMUNEX CORP COM               COM  452528102    117164014      1069991 SH       D       6       1069991            0            0
IMMNUNEX CORP                  COM  452528102      3839785        36880 SH       D       7         15980            0        20900
IMMULOGIC PHARMACEUTICALS COM  COM  45252R100         5062         9000 SH       D       6          9000            0            0
IMMUNE RESPONSE CORP DEL COM   COM  45252T106      1205938       277623 SH       D       6        277623            0            0
IMMUNE RESPONSE CORP           COM  45252T106         3757          865 SH       D       7           865            0            0
IMPAC MORTGAGE HOLDINGS INC CO COM  45254P102      1414623       342939 SH       D       6        342389            0          550
IMPAC MORTGAGE HOLDINGS INC    COM  45254P102         5383         1305 SH       D       7          1305            0            0
IMPAC COML HLDGS INC COM       COM  45254R108        74550        14200 SH       D       6         14200            0            0
IMPAC COMMERCIAL HOLDINGS      COM  45254R108         3071          585 SH       D       7           585            0            0
IMPERIAL BANCORP COM           COM  452556103     26304452      1090340 SH       D       6       1090340            0            0
Imperial Bancorp               COM  452556103       135920         5634 SH       D       7          5634            0            0
IMPATH INC COM                 COM  45255G101      3236209       127222 SH       D       6        127222            0            0
Impath Inc.                    COM  45255G101        29660         1166 SH       D       7          1166            0            0
IMPCO TECHNOLOGIES COM         COM  45255W106       756889        54306 SH       D       6         54306            0            0
IMPCO TECHNOLOGIES INC         COM  45255W106         5087          365 SH       D       7           365            0            0
IMPAX LABORATORIES INC         COM  45256B101         9975         2100 SH       D       6          2100            0            0
IMPERIAL CHEMICAL INDS PLC     COM  452704505      1319139        30993 SH       D       7         30993            0            0
IMPERIAL CREDIT                COM  452729106      3112218       497955 SH       D       6        497955            0            0
Imperial Credit Inds. Inc.     COM  452729106        26381         4221 SH       D       7          4221            0            0
IMPERIAL CREDIT COMM COM       COM  45272T102      6959168       611795 SH       D       6        607895            0         3900
Imperial Credit Commercial Mtg COM  45272T102        45534         4003 SH       D       7          4003            0            0
IMATRON INC                    COM  452906100      2553097      1021239 SH       D       6       1021239            0            0
IMATRON INC.                   COM  452906100         8750         3500 SH       D       7          3500            0            0
IMMUNOMEDICS INC COM           COM  452907108       334216        27283 SH       D       6         27283            0            0
IMMUNOMEDICS INC               COM  452907108        17064         1393 SH       D       7          1393            0            0
IN FOCUS SYS INC COM           COM  452919103     20752789       894999 SH       D       6        866499            0        28500
In Focus Systems Inc.          COM  452919103        71649         3090 SH       D       7          3090            0            0
INCOME OPPORTUNITY RLTY INVS C COM  452926108         6390         1136 SH       D       6          1136            0            0
INCOME OPP REALTY INVESTORS    COM  452926108         5500         1000 SH       D       7          1000            0            0
IMPERIAL SUGAR CO COM          COM  453096109      1295598       391124 SH       D       6        391124            0            0
Imperial Sugar Co.             COM  453096109        15429         4658 SH       D       7          4658            0            0
IMR GLOBAL CORP COM            COM  45321W106     10834992       862487 SH       D       6        862487            0            0
IMRglobal Corporation          COM  45321W106        46167         3675 SH       D       7          3675            0            0
IN HOME HEALTH INC             COM  453222408          734          379 SH       D       6           379            0            0
INAMED CORP                    COM  453235103        35100          800 SH       D       6           800            0            0
INAMED CORP                    COM  453235103        39487          900 SH       D       7           900            0            0
INACOM CORP COM                COM  45323G109      8081014      1105096 SH       D       6       1105096            0            0
Inacom Corp.                   COM  45323G109        45644         6242 SH       D       7          6242            0            0
INCARA PHARMACEUTICALS CORP CO COM  45324E103        14251         9501 SH       D       6          9501            0            0
INCARA PHARMACEUTICALS CORP    COM  45324E103         3189         2126 SH       D       7          2126            0            0
INCO COMMON NPV                COM  453258402      1901459        51156 SH       D       3         51156            0            0
Inco Limited                   COM  453258402      2686074       114289 SH       D       7        111587            0         2702
INCO LTD                       COM  453258402       217375         9250 SH       S       7          9250            0            0
INCYTE PHARMACEUTICALS INC COM COM  45337C102     26774340       446239 SH       D       6        446239            0            0
Incyte Pharmaceuticals Inc.    COM  45337C102       217680         3628 SH       D       7          3628            0            0
INDEPENDENCE CMNTY B COM       COM  453414104     11891987       951359 SH       D       6        951359            0            0
Independence Community Bank    COM  453414104       135425        10834 SH       D       7         10834            0            0
INDEPENDENCE FED SVGS BK OF    COM  453432106        13044         1087 SH       D       6          1087            0            0
INDEPENDENCE FED SAV BANK      COM  453432106         4800          400 SH       D       7           400            0            0
INDEPENDENCE HLDG CO NEW COM   COM  453440307      1152189        99113 SH       D       6         99113            0            0
INDEPENDENCE HOLDING CO        COM  453440307        10935          972 SH       D       7           972            0            0
INDEPENDENT BK CORP MASS COM   COM  453836108      3039662       243173 SH       D       6        242673            0          500
Independent Bank Corp.         COM  453836108        21462         1717 SH       D       7          1717            0            0
INDEPENDENT BK CORP MICH COM   COM  453838104      2166401       148130 SH       D       6        148130            0            0
INDEPENDENT BANK CORP - MICH   COM  453838104        14303          978 SH       D       7           978            0            0
INDEPENDENT BANKSHARES INC COM COM  453841207        18606         1341 SH       D       6          1341            0            0
INDIA FUND COMMON STOCK US$0.0 COM  454089103       251868         9400 SH       D       2          9400            0            0
INDIA FUND COMMON STOCK US$0.0 COM  454089103      8043712       300200 SH       D       3        300200            0            0
INDIANA ENERGY INC COM         COM  454707100     12163915       685291 SH       D       6        685291            0            0
Indiana Energy Inc.            COM  454707100        85081         4793 SH       D       7          4793            0            0
INDIANA UTD BANCORP COM        COM  455149104       403425        21516 SH       D       6         21516            0            0
INDIANA UNITED BANCORP         COM  455149104        10800          576 SH       D       7           576            0            0
INDONESIA FUND INC             COM  455778100       176400        19900 SH       D       2         19900            0            0
INDUS INTERNATIONAL INC.       COM  45578L100      1953534       160290 SH       D       6        160290            0            0
INDUS INTERNATIONAL INC        COM  45578L100        15270         1253 SH       D       7          1253            0            0
INDUSTRI-MATHEMATIK I COM      COM  455792101       735741       120121 SH       D       6        120121            0            0
INDUSTRI MATEMATIK INTL CORP   COM  455792101        13965         2280 SH       D       7          2280            0            0
INDUSTRIAL BANCORP COM         COM  455882100       860087        57821 SH       D       6         57821            0            0
INDUSTRIAL BANCORP INC         COM  455882100         2677          180 SH       D       7           180            0            0
INDIVIDUAL INV. GROUP INC. COM COM  455907105        15312         4537 SH       D       6          4537            0            0
INDIVIDUAL INVESTORS GROUP     COM  455907105         1279          379 SH       D       7           379            0            0
INDUSTRIAL DATA SYS COM        COM  456053107          568          700 SH       D       6           700            0            0
INDUSTRIAL DATA SYSTEMS CORP   COM  456053107          406          500 SH       D       7           500            0            0
INDUSTRIAL DISTR GRO COM       COM  456061100        14625         4500 SH       D       6          4500            0            0
INDUSTRIAL DISTRIBUTION GRP    COM  456061100         2531          779 SH       D       7           779            0            0
INDUSTRIAL HLDGS INC COM       COM  456160100       323574       126273 SH       D       6        126273            0            0
INDUSTRIAL HOLDINGS INC        COM  456160100         1993          778 SH       D       7           778            0            0
INDYMAC MORTGAGE HLDGS, INC @C COM  456607100     23664752      1856059 SH       D       6       1844249            0        11810
Indymac Mortgage Hldgs Inc.    COM  456607100       241472        18939 SH       D       7         18939            0            0
INFERENCE CORP CLASS A COM     COM  45662K109        19425         4200 SH       D       6          4200            0            0
INFERENCE CORP                 COM  45662K109          925          200 SH       D       7           200            0            0
INFINITY BROADCASTING CP COM   COM  45662S102    101143917      2794996 SH       D       6       2794996            0            0
INFINITY BROADASTING CORP      COM  45662S102      4085372       111077 SH       D       7         30125            0        80952
INET TECHNOLOGIES COM          COM  45662V105     10462104       149726 SH       D       6        149726            0            0
Inet Technologies Inc.         COM  45662V105       192226         2751 SH       D       7          2751            0            0
INFINIUM SOFTWARE INC COM      COM  45662Y109       868178       127439 SH       D       6        127439            0            0
INFINIUM SOFTWARE INC          COM  45662Y109         3842          564 SH       D       7           564            0            0
INFODATA SYSTEMS INC           COM  456650209         4200         2100 SH       D       6          2100            0            0
INFOCURE CORP - COM COM        COM  45665A108     16850387       540293 SH       D       6        540293            0            0
InfoCure Corp.                 COM  45665A108       126558         4058 SH       D       7          4058            0            0
INFONAUTICS CORP COM           COM  456662105      1186500       169500 SH       D       6        169500            0            0
INFONAUTICS INC-CL A           COM  456662105        10500         1500 SH       D       7          1500            0            0
INFORMATICA COM                COM  45666Q102     14621031       137448 SH       D       6        137448            0            0
Informatica Corp               COM  45666Q102       164136         1543 SH       D       7          1543            0            0
INFONET COM                    COM  45666T106     11783756       448905 SH       D       6        448905            0            0
INFONET SERVICES CORP.         COM  45666T106        28743         1095 SH       D       7          1095            0            0
INFORMATION ANALYSIS INC COM   COM  456696103         1012         1200 SH       D       6          1200            0            0
INFORMATION ANALYSIS INC       COM  456696103         1687         2000 SH       D       7          2000            0            0
INFORMATION ARCHITECTS CORP. C COM  45669R107       841197        82068 SH       D       6         82068            0            0
INFORNMATION ARCHITECTS CO     COM  45669R107        25051         2444 SH       D       7          2444            0            0
INFORMATION HLDGS INC COM      COM  456727106      1742965        59973 SH       D       6         59973            0            0
Information Holdings Inc.      COM  456727106        34933         1202 SH       D       7          1202            0            0
INFORMATION RESOURCE COM       COM  45675F303      1211734        59109 SH       D       6         59109            0            0
INFORMATION RESOURCES          COM  45675F303         4100          200 SH       D       7           200            0            0
INFORMIX USD0.01               COM  456779107        81846         4440 SH       D       2          4440            0            0
INFORMIX USD0.01               COM  456779107      4920907       266950 SH       D       3        235450            0        31500
INFORMIX CORP COM              COM  456779107     47575733      4159627 SH       D       6       4023327            0       136300
Informix Corp.                 COM  456779107       449779        39428 SH       D       7         39428            0            0
INFOSPACE COM COM              COM  45678T102     86642608       404872 SH       D       6        404872            0            0
INFOSPACE.COM                  COM  45678T102      2135288        17130 SH       D       7          3800            0        13330
INFO USA COM                   COM  456818301      6290551       451340 SH       D       6        451340            0            0
Infousa Inc.                   COM  456818301        65339         4688 SH       D       7          4688            0            0
INGERSOLL-RAND CO COM STOCK US COM  456866102       219898         2515 SH       D       2          2515            0            0
INGERSOLL-RAND CO COM STOCK US COM  456866102     25313227       289510 SH       D       3        266560            0        22950
INGERSOLL-RAND CO              COM  456866102      2546530        46248 SH       D       5         46248            0            0
INGERSOLL RAND CO COM          COM  456866102    257946834      4684619 SH       D       6       4290464          533       393622
INGERSOLL RAND CO COM          COM  456866102      7957671       144040 SH       D       7        129973            0        14067
INGERSOLL RAND CO              COM  456866102       439233         7977 SH       S       7          7977            0            0
INFORMATION RESOURCES COM      COM  456905108      7583455       819833 SH       D       6        800433            0        19400
Information Resources Inc.     COM  456905108        38665         4180 SH       D       7          4180            0            0
INFORMATION MGMT ASS COM       COM  456923101       536534       102197 SH       D       6        102197            0            0
INFORMATION MGMT ASSOCIATES    COM  456923101         2625          500 SH       D       7           500            0            0
INGLES MKTS INC CL A           COM  457030104      2416973       217256 SH       D       6        211056            0         6200
Ingles Markets Inc.            COM  457030104        17944         1613 SH       D       7          1613            0            0
INGRAM MICRO INC -CL A USD0.01 COM  457153104        89086         4400 SH       D       3          4400            0            0
INGRAM MICRO COM               COM  457153104      9971942       759767 SH       D       6        756413            0         3354
INGRAM MICRO INC               COM  457153104       206606        16206 SH       D       7          5366            0        10840
INHALE THERAPEUTIC SYS COM     COM  457191104     11830332       277952 SH       D       6        277952            0            0
Inhale Therapeutic Systems Inc COM  457191104        85720         2014 SH       D       7          2014            0            0
INKTOMI CORP COM               COM  457277101     40569843       457125 SH       D       6        447125            0        10000
INKTOMI CORP                   COM  457277101      2645282        29672 SH       D       7          9844            0        19828
INLAND RESOURCES INC COM       COM  457469302         1660          511 SH       D       6           511            0            0
INNODATA CORP                  COM  457642205         4762          600 SH       D       7           600            0            0
INNOVEX INC                    COM  457647105      2483343       264890 SH       D       6        264890            0            0
Innovex Inc.                   COM  457647105        19021         2029 SH       D       7          2029            0            0
INNERDYNE MEDICAL COM          COM  45764D102       784987       224282 SH       D       6        224282            0            0
INPUT/OUTPUT INC COM           COM  457652105      4164083       822535 SH       D       6        822535            0            0
Input/Output Inc.              COM  457652105        52862        10442 SH       D       7         10442            0            0
INPUT SOFTWARE INC COM         COM  457654101        79443         5700 SH       D       6          5700            0            0
INSCI CORP                     COM  45765T106         1575          300 SH       D       7           300            0            0
INSIGHT ENTERPRISES COM        COM  45765U103     14793309       364143 SH       D       6        364143            0            0
Insight Enterprises Inc.       COM  45765U103       130771         3219 SH       D       7          3219            0            0
INSITE VISION COM              COM  457660108        25575         9300 SH       D       6          9300            0            0
INSITUFORM TECH INC COM        COM  457667103     10593043       374975 SH       D       6        374975            0            0
Insituform Technologies Inc.   COM  457667103        89919         3183 SH       D       7          3183            0            0
INPRISE CORP COM               COM  45766C102      7368831       666109 SH       D       6        666109            0            0
INPRISE CORPORATION            COM  45766C102        28408         2568 SH       D       7          2568            0            0
INNOVASIVE DEVICES I COM       COM  45766K104       578152        72269 SH       D       6         72269            0            0
INNOVASIVE DEVICES INC         COM  45766K104        20000         2500 SH       D       7          2500            0            0
INSIGHT HEALTH SVCS CORP COM   COM  45766Q101         9444         1799 SH       D       6          1799            0            0
INSIGHT HEALTH SERVICES CORP   COM  45766Q101         7875         1500 SH       D       7          1500            0            0
INSO CORP COM                  COM  457674109      5056187       156781 SH       D       6        156781            0            0
INSO CORPORATION               COM  457674109        28025          869 SH       D       7           869            0            0
INSIGNIA FINANCIAL GROUP INC C COM  45767A105      2771625       319036 SH       D       6        319036            0            0
Insignia Financial Group Inc.  COM  45767A105        24594         2831 SH       D       7          2831            0            0
INNOVATIVE CLINICAL SOLUTIONS, COM  45767E107        13132        51500 SH       D       6         51500            0            0
INNOVATIVE VALVE TEC COM       COM  45767J106         7650         4800 SH       D       6          4800            0            0
INOVATIVE VALVE TECH INC.      COM  45767J106         2071         1300 SH       D       7          1300            0            0
INNOTRAC CORP COM              COM  45767M109      1722627       125282 SH       D       6        125282            0            0
INNOTRAC CORP                  COM  45767M109         4551          331 SH       D       7           331            0            0
INSIGHT COMMUNICATIONS INC COM COM  45768V108      2933556        99023 SH       D       6         99023            0            0
INSIGHT COMMUNICATIONS INC.    COM  45768V108        71100         2400 SH       D       7          2400            0            0
INNKEEPERS, USA COM            COM  4576J0104      6370972       778134 SH       D       6        771734            0         6400
Innkeepers USA Trust           COM  4576J0104        42771         5224 SH       D       7          5224            0            0
INSPIRE INS SOLUTION COM       COM  457732105      1085795       236361 SH       D       6        236361            0            0
Inspire Insurance Solutions    COM  457732105         8714         1897 SH       D       7          1897            0            0
INSTEEL INDS INC               COM  45774W108       747266        82457 SH       D       6         82457            0            0
INSTEEL INDUSTRIES             COM  45774W108         3416          377 SH       D       7           377            0            0
INSURANCE AUTO AUCTIONS COM    COM  457875102      1898410       120534 SH       D       6        120534            0            0
INSURANCE AUTO AUCTIONS INC    COM  457875102         8142          517 SH       D       7           517            0            0
INT`L TRUST & FINANCE COM      COM  457923100       959624        67938 SH       D       6         67938            0            0
INTEGRATED MEASUREMENT SYS     COM  457923100         4689          332 SH       D       7           332            0            0
INNOVO GROUP INC               COM  457954600         1125         1000 SH       D       7          1000            0            0
INTEGRA LIFESCIENCES HLGS CORP COM  457985208      1124565       190401 SH       D       6        190401            0            0
INTEGRA LIFESCIENCES CORP      COM  457985208         4134          700 SH       D       7           700            0            0
INTEGRATED PACKAGING COM       COM  457989101       106434       197100 SH       D       6        197100            0            0
INSURANCE MGMT SOLUTIONS GROUP COM  458045101       348427       139371 SH       D       6        139371            0            0
INSURANCE MGMT SOLUTIONS       COM  458045101         3500         1400 SH       D       7          1400            0            0
INSWEB CORP COM                COM  45809K103      2135900        83556 SH       D       6         83556            0            0
INSWEB CORPORATION             COM  45809K103        40900         1600 SH       D       7          1600            0            0
INTEG INC                      COM  458100104         9422         4500 SH       D       6          4500            0            0
INTEGRAL SYS INC MD COM        COM  45810H107      3126874        70864 SH       D       6         70864            0            0
INTEGRAL SYSTEMS INC/MD        COM  45810H107        11560          262 SH       D       7           262            0            0
INTEGRAMED AMERICA INC         COM  45810N302         1350          400 SH       D       7           400            0            0
INTEGRATED DEVICE TECHNOLOGY I COM  458118106    103047440      3553360 SH       D       6       3376160            0       177200
Integrated Device Technology   COM  458118106      1808357        62441 SH       D       7         62441            0            0
INTEGRATED ELECTRICA COM       COM  45811E103      4669996       464099 SH       D       6        464099            0            0
Integrated Electrical Services COM  45811E103        47565         4727 SH       D       7          4727            0            0
INTEGRALVISION INC. COM        COM  45811H106        15087         7100 SH       D       6          7100            0            0
INTEGRA INC COM                COM  45811M105         6750         4000 SH       D       6          4000            0            0
INTEGRATED MEDICAL RESOURCES   COM  45812A100           32         3200 SH       D       6          3200            0            0
INTEGRATED HEALTH SERVICE COM  COM  45812C106        80150       890558 SH       D       6        890558            0            0
Integrated Health Service Inc. COM  45812C106          864         6916 SH       D       7          6916            0            0
INTEGRATED SYS INC COM         COM  45812M104     11137044       331830 SH       D       6        331830            0            0
Integrated Systems Inc.        COM  45812M104       104580         3116 SH       D       7          3116            0            0
INTEGRATED SILICON SOLUTIONS C COM  45812P107      3953203       238684 SH       D       6        238684            0            0
INTEGRATED SILICON             COM  45812P107        14376          868 SH       D       7           868            0            0
INTEL CORP COM STOCK US$0.01   COM  458140100     31261792       297190 SH       D       1        140000       157190            0
INTEL CORP COM STOCK US$0.01   COM  458140100      9695112        71880 SH       D       2         71880            0            0
INTEL CORP COM STOCK US$0.01   COM  458140100    776471040      5756791 SH       D       3       5512791            0       244000
INTEL CORP COM STOCK US$0.01   COM  458140100     17278018       128100 SH       D       4        128100            0            0
INTEL CORP                     COM  458140100     77086561       936511 SH       D       5        936511            0            0
INTEL CORP COM                 COM  458140100   6945424132     84378728 SH       D       6      77189269        11020      7178439
INTEL CORP COM                 COM  458140100    262758270      3195809 SH       D       7       2222371            0       973438
INTEL CORP                     COM  458140100     14170497       168822 SH       D       9        168822            0            0
INTEL CORPORATION              COM  458140100     13203748       160410 SH       S       7        160410            0            0
INTELECT COMMUNICATION COM     COM  458144102        42240        30720 SH       D       6         30720            0            0
INTELECT COMMUNICATIONS INC    COM  458144102         2475         1800 SH       D       7          1800            0            0
INTELIDATA TECHNOLOGIES CORP C COM  45814T107      1115974       268502 SH       D       6        268502            0            0
INTELIDATA TECHNOLOGIES CORP   COM  45814T107         5403         1300 SH       D       7          1300            0            0
INTELLICORP INC                COM  458153103         3125         1000 SH       D       7          1000            0            0
INTELLICALL INC COM            COM  45815C103         6975         6200 SH       D       6          6200            0            0
INTELLIGENT MED IMAG COM       COM  45815T106          420         6000 SH       D       6          6000            0            0
INTELLIGENT MEDICAL IMAGING    COM  45815T106          133         1900 SH       D       7          1900            0            0
INTELLIGROUP COM               COM  45816A106      2668718       107827 SH       D       6        107827            0            0
INTELLIGROUP INC               COM  45816A106        18983          767 SH       D       7           767            0            0
INTELLI-CHECK INC COM          COM  45817G102        20025         1800 SH       D       6          1800            0            0
INTELLI-CHECK INC              COM  45817G102         4450          400 SH       D       7           400            0            0
INTER PARFUMS, INC. COM        COM  458334109       572014        60212 SH       D       6         60212            0            0
INTER PARFUMS INC              COM  458334109         3543          378 SH       D       7           378            0            0
INTER TEL INC COM              COM  458372109      9474725       378989 SH       D       6        378989            0            0
Inter Tel Inc.                 COM  458372109        82150         3286 SH       D       7          3286            0            0
INTERACTIVE INTELLIGENCE INC C COM  45839M103      1014412        38100 SH       D       6         38100            0            0
INTERACTIVE INTELLIGENCE INC   COM  45839M103        23962          900 SH       D       7           900            0            0
INTERACTIVE PICTURES COM       COM  45839N101      1811381        77700 SH       D       6         77700            0            0
INTERACTIVE PICTURES CORP      COM  45839N101        13987          600 SH       D       7           600            0            0
INTERCHANGE FINL SVCS S B N CO COM  458447109      1502553        91759 SH       D       6         91759            0            0
INTERCHANGE FINL SVCS CP/NJ    COM  458447109        10414          636 SH       D       7           636            0            0
INTERCEPT GROUP INC COM        COM  45845L107      1490312        50200 SH       D       6         50200            0            0
INTERCEPT GROUP INC            COM  45845L107        17812          600 SH       D       7           600            0            0
INTERCONTINENTAL LIFE CORP     COM  458593100       668812        72304 SH       D       6         72304            0            0
INTERCONTINENTAL LIFE CORP     COM  458593100        11100         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       751747        93240 SH       D       6         93240            0            0
INTERDENT INC                  COM  45865R109         6450          800 SH       D       7           800            0            0
INTERFACE INC                  COM  458665106      4898281       851875 SH       D       6        851875            0            0
Interface Inc.                 COM  458665106        36955         6427 SH       D       7          6427            0            0
INTERFACE SYS INC COM          COM  458667102         7425          300 SH       D       6           300            0            0
INTERDIGITAL COMM COM          COM  45866A105     68041875       907225 SH       D       6        907225            0            0
Interdigital Communications    COM  45866A105       518625         6915 SH       D       7          6915            0            0
INTEREP NATIONAL RADIO SALES I COM  45866V109      1995015       149160 SH       D       6        149160            0            0
INTEREP NATL RADIO SALES       COM  45866V109        11235          840 SH       D       7           840            0            0
INTERGRAPH CORP COM            COM  458683109      3713451       792203 SH       D       6        792203            0            0
Intergraph Corp.               COM  458683109        40978         8742 SH       D       7          8742            0            0
INTERIM SERVICES COM           COM  45868P100     35087827      1417690 SH       D       6       1417690            0            0
Interim Services Inc.          COM  45868P100       219631         8874 SH       D       7          8874            0            0
INTERLEAF INC COM              COM  458729209      4640250       138000 SH       D       6        138000            0            0
INTERLEAF INC                  COM  458729209        20175          600 SH       D       7           600            0            0
INTERLEUKIN GENETICS INC       COM  458738101       122510        19700 SH       D       6         19700            0            0
INTERLIANT COM                 COM  458742103      5492006       211231 SH       D       6        211231            0            0
INTERLIANT INC                 COM  458742103        57200         2200 SH       D       7          2200            0            0
INTERLINK ELECTRS COM          COM  458751104       129250         2200 SH       D       6          2200            0            0
INTERLINK ELECTRONICS INC      COM  458751104        52875          900 SH       D       7           900            0            0
INTERLOTT TECHNOLOGIES COM     COM  458764107         3340          644 SH       D       6           644            0            0
INTERLOTT TECHNOLOGIES INC     COM  458764107         1700          400 SH       D       7           400            0            0
INTERMAGNETICS GENERAL CORP CO COM  458771102      1520653       173789 SH       D       6        173789            0            0
INTERMAGNETICS GENERAL CORP    COM  458771102         4856          555 SH       D       7           555            0            0
INTERMEDIA COMMUNICATIONS INC  COM  458801107     35349571       910778 SH       D       6        910778            0            0
Intermedia Communications      COM  458801107       302504         7794 SH       D       7          7794            0            0
INTERMET CORP COM              COM  45881K104      7834262       673915 SH       D       6        673215            0          700
Intermet Corp.                 COM  45881K104        39246         3376 SH       D       7          3376            0            0
INTERNAP NETWORK SERVICES COM  COM  45885A102     43751700       252900 SH       D       6        252900            0            0
INTERNAP NETWORK SERVICES      COM  45885A102       553600         3200 SH       D       7          3200            0            0
INTERNATIONAL AIRCRAFT INVES   COM  458860103        13125         2100 SH       D       6          2100            0            0
INTL AIRCRAFT INVESTORS        COM  458860103         8750         1400 SH       D       7          1400            0            0
INTERNATIONAL ALUMINUM CORP CO COM  458884103       851217        36222 SH       D       6         36222            0            0
INTERNATIONAL ALUMINIUM CORP   COM  458884103         3713          158 SH       D       7           158            0            0
INTERFERON SCIENCES INC COM    COM  458903408          931         3104 SH       D       6          3104            0            0
INTERNATIONAL BANCSHARES CORP  COM  459044103      7287222       164683 SH       D       6        164683            0            0
International Bancshares Corp. COM  459044103        92217         2084 SH       D       7          2084            0            0
AT HOME CP'A' U                COM  459191070      3215625        75000 SH       D       9         75000            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101      5833359        33568 SH       D       1         32518         1050            0
INTERNATIONAL BUSINESS MACHINE COM  459200101      5635663        32080 SH       D       2         32080            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101    543213149      3092143 SH       D       3       2950543            0       141600
INTERNATIONAL BUSINESS MACHINE COM  459200101     12437811        70800 SH       D       4         70800            0            0
INTL BUSINESS MACHINES CORP    COM  459200101     54517220       505374 SH       D       5        505374            0            0
INTL BUSINESS MACHINES CORP CO COM  459200101   4937223996     45715037 SH       D       6      41777711         6052      3931274
INTL BUSINESS MACHINES CORP CO COM  459200101    179744652      1642006 SH       D       7       1182744            0       459262
INTERNATIONAL BUSINESS MACHINE COM  459200101      1416721        12990 SH       D       9         12990            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101      9403128        87066 SH       S       7         87066            0            0
INTERNATIONAL FLAVORS & FRAGRA COM  459506101     11389380       188445 SH       D       3        177545            0        10900
INTL FLAVORS & FRAGRANCES      COM  459506101      1104858        29365 SH       D       5         29365            0            0
INTL FLAVORS & FRAGRANCES INC  COM  459506101    102196649      2707196 SH       D       6       2486689          364       220143
INTL FLAVORS & FRAGRANCES INC  COM  459506101      2954587        78358 SH       D       7         69287            0         9071
INT'L FLAVORS & FRAGRANCES     COM  459506101       193280         5120 SH       S       7          5120            0            0
INTERNATIONAL FIBERCOM COM     COM  45950T101      3226710       409741 SH       D       6        409741            0            0
International FiberCom Inc.    COM  45950T101        19081         2423 SH       D       7          2423            0            0
INTERNATIONAL HOME FOODS COM   COM  459655106     10613067       610824 SH       D       6        610824            0            0
International Home Foods Inc.  COM  459655106       151579         8724 SH       D       7          8724            0            0
INTERNATIONAL ISOTOP COM       COM  45972C102       336633        61206 SH       D       6         61206            0            0
INTERNATIONAL ISOTOPES         COM  45972C102         2156          392 SH       D       7           392            0            0
INTL LEISURE HOSTS             COM  459759106         1500          300 SH       D       7           300            0            0
INTERNATIONAL MICROCOMPUTER    COM  459862306         7218         3500 SH       D       6          3500            0            0
INT'L MICROCOMPUTER SOFTWARE   COM  459862306          934          453 SH       D       7           453            0            0
INTERNATIONAL GAME TECHNOLOGY  COM  459902102     32655938      1607677 SH       D       6       1598280            0         9397
INTERNATIONAL GAME TECHNOLOGY  COM  459902102       541693        26668 SH       D       7         17330            0         9338
INTERNATIONAL MULTIFOODS CORP  COM  460043102      6340827       478553 SH       D       6        478553            0            0
International Multifoods Corp. COM  460043102        36782         2776 SH       D       7          2776            0            0
INTL PAPER CO                  COM  460146103       566443         9915 SH       D       1             0         9915            0
INTERNATIONAL PAPER CO COM STO COM  460146103       561809         6396 SH       D       2          6396            0            0
INTERNATIONAL PAPER CO COM STO COM  460146103     61691455       702335 SH       D       3        672535            0        29800
INTERNATIONAL PAPER CO COM STO COM  460146103      1308780        14900 SH       D       4         14900            0            0
INTERNATIONAL PAPER CO         COM  460146103      6421740       113785 SH       D       5        113785            0            0
INTERNATIONAL PAPER CO COM     COM  460146103    596283918     10565385 SH       D       6       9713495         1365       850525
INTERNATIONAL PAPER CO COM     COM  460146103     17287362       305129 SH       D       7        269730            0        35399
INTERNATIONAL PAPER CO         COM  460146103       180600         3200 SH       D       9          3200            0            0
INTERNATIONAL PAPER CO         COM  460146103      1127959        19986 SH       S       7         19986            0            0
INTERNATIONAL RECTIFIER CORP C COM  460254105     26840866      1032341 SH       D       6       1032341            0            0
International Rectifier Corp.  COM  460254105       286390        11015 SH       D       7         11015            0            0
INTERNATIONAL SHIPHOLDING CORP COM  460321201       714670        61477 SH       D       6         61477            0            0
INTL SHIPHOLDING CORP          COM  460321201         9834          846 SH       D       7           846            0            0
INTERNATIONAL SPEEDWAY CORP CO COM  460335201     14459338       287034 SH       D       6        287034            0            0
INTL SPEEDWAY CORP CL-A        COM  460335201       450480         9004 SH       D       7          2737            0         6267
INTL SPECIALTY PRODUCTS COM CO COM  460337108      4988004       542912 SH       D       6        504312            0        38600
Intl Specialty Prods Inc New   COM  460337108        59608         6488 SH       D       7          6488            0            0
INTERNATIONAL SMART SOURCING   COM  46033G108         1400          200 SH       D       7           200            0            0
INTL TOTAL SERVICES INC        COM  460499106         2812         2500 SH       D       7          2500            0            0
INTERNEURON PHARMACEUTICALS IN COM  460573108      2489982       435403 SH       D       6        435403            0            0
INTERNEURON PHARMACEUTICALS    COM  460573108        20730         3625 SH       D       7          3625            0            0
INTERNET AMERICA INC COM       COM  46058Y109       850074        71964 SH       D       6         71964            0            0
INTERNET AMERICA               COM  46058Y109         2728          231 SH       D       7           231            0            0
INTERPHASE CORP COM            COM  460593106      1308884        61959 SH       D       6         61959            0            0
INTERPHASE CORPORATION         COM  460593106         6337          300 SH       D       7           300            0            0
INTERNET CAP GROUP             COM  46059C106    156967120       923336 SH       D       6        923336            0            0
INTERNET CAPITAL GROUP INC     COM  46059C106       388280         2284 SH       D       7          2284            0            0
INTERNET COMM CORP COM         COM  46059F109       149400         4800 SH       D       6          4800            0            0
INTERNET COMMERCE CORP- CL A   COM  46059F109        15562          500 SH       D       7           500            0            0
INTERPLAY ENTERTAINMENT CORP   COM  460615107         1468          500 SH       D       7           500            0            0
INTERPOOL INC COM              COM  46062R108      1459832       196280 SH       D       6        196280            0            0
Interpool Inc.                 COM  46062R108        18668         2510 SH       D       7          2510            0            0
INTERPORE INTL COM             COM  46062W107      1083631       137604 SH       D       6        137604            0            0
INTERPORE INTERNATIONAL        COM  46062W107         4937          627 SH       D       7           627            0            0
INTERPUBLIC GROUP              COM  460690100        10290          210 SH       D       1             0          210            0
INTERPUBLIC GROUP OF COMPANIES COM  460690100       380256         4280 SH       D       2          4280            0            0
INTERPUBLIC GROUP OF COMPANIES COM  460690100     41984842       472563 SH       D       3        447363            0        25200
INTERPUBLIC GROUP COS INC      COM  460690100      4476492        77599 SH       D       5         77599            0            0
INTERPUBLIC GROUP COMPANIES IN COM  460690100    389804418      6757173 SH       D       6       6205495          926       550752
INTERPUBLIC GROUP COMPANIES IN COM  460690100     14619860       262887 SH       D       7        180907            0        81980
INTERPUBLIC GROUP INC          COM  460690100       787319        13648 SH       S       7         13648            0            0
INTERSPEED INC COM             COM  46070W107       613756        34700 SH       D       6         34700            0            0
INTERSPEED INC.                COM  46070W107        12381          700 SH       D       7           700            0            0
INTERSTATE BAKERIES CORP COM S COM  46072H108       419193        14500 SH       D       3         14500            0            0
INTERSTATE BAKERIES COM        COM  46072H108     30309567      1672252 SH       D       6       1499668            0       172584
INTERSTATE BAKERIES CORP       COM  46072H108       884405        48937 SH       D       7         45991            0         2946
INTERSTATE HOTELS CORP COM     COM  46088R108        15817         4867 SH       D       6          4867            0            0
INTERSTATE HOTELS CORP         COM  46088R108         3858         1187 SH       D       7          1186            0            1
INTERWEST BANCORP COM          COM  460931108      4228378       219656 SH       D       6        219656            0            0
Interwest Bancorp Inc.         COM  460931108        43890         2280 SH       D       7          2280            0            0
INTRANET SOLUTIONS INC COM     COM  460939309      4986046       134758 SH       D       6        134758            0            0
INTRANET SOLUTIONS INC         COM  460939309        23014          622 SH       D       7           622            0            0
INTERNET COM CORP COM          COM  460967102      3056625        58500 SH       D       6         58500            0            0
INTERNET.COM CORP.             COM  460967102        62700         1200 SH       D       7          1200            0            0
INTERSTATE NATIONAL DEALER S   COM  46102P104        13200         2200 SH       D       6          2200            0            0
INTERSTATE NATL DEALER SVCS    COM  46102P104         1200          200 SH       D       7           200            0            0
INTERTAN INC COM               COM  461120107      8843260       338498 SH       D       6        333698            0         4800
InterTAN Inc.                  COM  461120107        68970         2640 SH       D       7          2640            0            0
INTERTRUST TECH COM            COM  46113Q109     20946660       178080 SH       D       6        178080            0            0
INTERRUST TECHNOLOGIES CORP    COM  46113Q109       223487         1900 SH       D       7          1900            0            0
INTERVOICE INC COM             COM  461142101     17144643       737404 SH       D       6        737404            0            0
InterVoice-Brite Inc.          COM  461142101       119740         5101 SH       D       7          5101            0            0
INTEST CORP COM                COM  461147100        48600         2700 SH       D       6          2700            0            0
INTEST CORP                    COM  461147100         5400          300 SH       D       7           300            0            0
INTEVAC INC COM                COM  461148108       342394        97827 SH       D       6         97827            0            0
INTEVAC INC                    COM  461148108         2247          642 SH       D       7           642            0            0
INTERWORLD CORP COM            COM  46114Q108     10990836       128736 SH       D       6        128736            0            0
INTERWORLD CORP                COM  46114Q108       110987         1300 SH       D       7          1300            0            0
INTERVU INC- COM COM           COM  46114R106     23176650       220730 SH       D       6        220730            0            0
Intervu Inc                    COM  46114R106       165690         1578 SH       D       7          1578            0            0
INTERWOVEN INC COM             COM  46114T102     15178800       124800 SH       D       6        124800            0            0
INTERWOVEN INC.                COM  46114T102       145950         1200 SH       D       7          1200            0            0
INTIMATE BRANDS INC COM        COM  461156101     26855791       622743 SH       D       6        622743            0            0
INTIMATE BRANDS, INC.          COM  461156101      1017483        24796 SH       D       7         13275            0        11521
INTRAWARE INC COM              COM  46118M103     23117454       292626 SH       D       6        292626            0            0
Intraware Inc                  COM  46118M103       196003         2468 SH       D       7          2468            0            0
INTRENET INC COM               COM  461190100         2189          910 SH       D       6           910            0            0
INTRENET INC                   COM  461190100         1458          606 SH       D       7           606            0            0
INTUIT COM                     COM  461202103    134166677      2238443 SH       D       6       2237002            0         1441
INTUIT, INC.                   COM  461202103      4053102        59184 SH       D       7         22899            0        36285
INVACARE CORP               CO COM  461203101     11535917       574999 SH       D       6        574999            0            0
Invacare Corp.                 COM  461203101       132773         6618 SH       D       7          6618            0            0
INVESTMENT TECHNOLOGY GROUP IN COM  46145F105     16176158       562649 SH       D       6        562649            0            0
INVESTMENT TECHNOLOGY GROUP    COM  46145F105       166642         5851 SH       D       7          2254            0         3597
INVESTORS REAL ESTATE TR COM   COM  461730103      1463427       185832 SH       D       6        185832            0            0
INVESTORS REAL ESTATE TRUST    COM  461730103         8993         1142 SH       D       7          1142            0            0
INVESTORS TITLE CO COM         COM  461804106        32826         1903 SH       D       6          1903            0            0
INVESTORS TITLE                COM  461804106         3450          200 SH       D       7           200            0            0
INVISION TECHNOLOGIES COM      COM  461851107        23512         5700 SH       D       6          5700            0            0
INVISION TECHNOLOGIES INC      COM  461851107         2223          539 SH       D       7           539            0            0
INVIVO CORP COM                COM  461858102       375280        30951 SH       D       6         30951            0            0
INVIVO CORP                    COM  461858102         2982          246 SH       D       7           246            0            0
INVITROGEN CORP COM            COM  46185R100      8300160       138336 SH       D       6        138336            0            0
Invitrogen Corp                COM  46185R100        85560         1426 SH       D       7          1426            0            0
INVESTORS FINL SVC CORP COM    COM  461915100     11213834       243779 SH       D       6        243779            0            0
Investors Financial Svcs Corp. COM  461915100        92414         2009 SH       D       7          2009            0            0
INVESTORS FINL SVC A CORP COM  COM  461915209            0         1709 SH       D       6          1709            0            0
IOMEGA CORP COM                COM  462030107     16480033      4882973 SH       D       6       4882973            0            0
Iomega Corp                    COM  462030107       229874        68111 SH       D       7         68111            0            0
ION NETWORKS INC COM           COM  46205P100      2673812       119500 SH       D       6        119500            0            0
ION NETWORKS INC               COM  46205P100        17900          800 SH       D       7           800            0            0
IONA TECHNOLOGIES ADR(1 ADR RE COM  46206P109      1087837        12300 SH       D       3         12300            0            0
IONICS INC COM                 COM  462218108      8619018       306454 SH       D       6        306454            0            0
Ionics Inc.                    COM  462218108        65025         2312 SH       D       7          2312            0            0
IPALCO ENTERPRISES INC COM     COM  462613100     22194763      1300792 SH       D       6       1292429            0         8363
IPALCO ENTERPRISES INC         COM  462613100       206094        11835 SH       D       7          6288            0         5547
IPSWICH BANCSHARES, INC. COM   COM  462633108        15950         1595 SH       D       6          1595            0            0
IRIDEX CORP COM                COM  462684101        41469         4808 SH       D       6          4808            0            0
IRIDEX CORP                    COM  462684101         4250          500 SH       D       7           500            0            0
IRKUTSK ENERGO ADR#            ADR  462714106       351318        62280 SH       D       3         62280            0            0
IRON MTN INC DEL COM           COM  46284P104     17757810       451709 SH       D       6        451709            0            0
Iron Mountain Inc.             COM  46284P104       163107         4149 SH       D       7          4149            0            0
IROQUOIS BANCORP INC COM       COM  463347104         4439          301 SH       D       6           301            0            0
IROQUOIS BANCORP INC           COM  463347104         2950          200 SH       D       7           200            0            0
IRWIN FINL CORP COM            COM  464119106      3781522       212296 SH       D       6        212196            0          100
Irwin Financial Corp.          COM  464119106        36266         2036 SH       D       7          2036            0            0
ISAACS (I C) & CO INC          COM  464192103         5462         3800 SH       D       6          3800            0            0
ISCO INC COM                   COM  464268101         3250          650 SH       D       6           650            0            0
ISIS PHARMACEUTICALS COM       COM  464330109      2686481       429837 SH       D       6        429837            0            0
ISIS Pharmaceuticals Inc.      COM  464330109        25406         4065 SH       D       7          4065            0            0
ISLE OF CAPN CASINO INC. COM   COM  464592104      2761712       209419 SH       D       6        209419            0            0
ISLE OF CAPRIS CASINOS INC     COM  464592104        10550          800 SH       D       7           800            0            0
ISOLYSER INC COM               COM  464888106      1322680       445527 SH       D       6        445527            0            0
ISOLYSER CORP.                 COM  464888106         7422         2500 SH       D       7          2500            0            0
ISOMET CORP COM                COM  464893106         2981          900 SH       D       6           900            0            0
ISOCAR COM                     COM  464902105      3999346        91939 SH       D       6         91939            0            0
ISOCOR                         COM  464902105        45196         1039 SH       D       7          1039            0            0
IT GROUP INC COM               COM  465266104      5314729       578474 SH       D       6        572874            0         5600
It Group Inc.                  COM  465266104        31448         3423 SH       D       7          3423            0            0
ITEX CORP COM                  COM  465647204          805         3500 SH       D       6          3500            0            0
ITO YOKADO CO LTD              COM  465714301      4201321        40156 SH       D       7         40156            0            0
ITRON INC COM                  COM  465741106      1093864       178590 SH       D       6        178590            0            0
ITRON INC                      COM  465741106         3319          542 SH       D       7           542            0            0
I2 TECNOLOGIES INC COM         COM  465754109     74883510       384018 SH       D       6        384018            0            0
I2 TECHNOLOGIES INC            COM  465754109      2515408        13928 SH       D       7          4812            0         9116
ITURF INC COM                  COM  46575Q100       363722        29244 SH       D       6         29244            0            0
Iturf Inc                      COM  46575Q100         7673          617 SH       D       7           617            0            0
IVAX USD0.1                    COM  465823102      5641486       136266 SH       D       3        122266            0        14000
IVAX CORP COM                  COM  465823102     49285062      1913983 SH       D       6       1898932            0        15051
IVAX CORPORATION               COM  465823102      1735760        65813 SH       D       7         45275            0        20538
IVEX PACKAGING COM             COM  465855104      2959940       295994 SH       D       6        295994            0            0
Ivex Packaging Corp.           COM  465855104        30030         3003 SH       D       7          3003            0            0
IVILLAGE INC COM               COM  46588H105      5262833       259893 SH       D       6        259893            0            0
IVillage Inc.                  COM  46588H105        50503         2494 SH       D       7          2494            0            0
IWERK ENTMT COM                COM  465916104         5335         7423 SH       D       6          7423            0            0
WARRANTS- IWERKS ENTERTAINMENT COM  465916112            0        10694 SH       D       6         10694            0            0
JDN REALTY CORP.               COM  465917102     16334512      1012993 SH       D       6        787538            0       225455
JDN Realty Corp.               COM  465917102        79818         4950 SH       D       7          4950            0            0
JPM CO COM                     COM  465933109       154350        19600 SH       D       6         19600            0            0
JPM COMPANY                    COM  465933109         2835          360 SH       D       7           360            0            0
JTS CORP COM                   COM  465940104           56        56900 SH       D       6         56900            0            0
IXYS CORP COM                  COM  46600W106        68056        10889 SH       D       6         10889            0            0
IXNET INC COM                  COM  46601C109      5312935       176363 SH       D       6        176363            0            0
IXNET INC                      COM  46601C109        72300         2400 SH       D       7          2400            0            0
J & J SNACK FOODS CORP COM     COM  466032109      4148359       202359 SH       D       6        202359            0            0
J & J Snack Foods Corp         COM  466032109        18839          919 SH       D       7           919            0            0
J ALEXANDER`S CORP COM         COM  466096104         3034          971 SH       D       6           971            0            0
J. ALEXANDERS CORPORATION      COM  466096104         8437         2700 SH       D       7          2700            0            0
J ALEXANDER`S CORP RIGHT 06/21 RT   466096997            0        41032 SH       D       6         41032            0            0
JB OXFORD HLDGS INC COM        COM  466107109      1041410       135468 SH       D       6        135468            0            0
JB OXFORD HOLDINGS INC         COM  466107109         4005          521 SH       D       7           521            0            0
JCC HOLDING CO                 COM  46611Q205         2812         1000 SH       D       7          1000            0            0
JDS UNIPHASE CORP COM USD0.001 COM  46612J101      1373410         5200 SH       D       2          5200            0            0
JDS UNIPHASE CORP COM USD0.001 COM  46612J101    122473322       463708 SH       D       3        459708            0         4000
JDS UNIPHASE CORP. COM         COM  46612J101    219492918      1360669 SH       D       6       1360669            0            0
JDS UNIPHASE CORP              COM  46612J101     13646961        77568 SH       D       7         16044            0        61524
JDA SOFTWARE GROUP INC COM     COM  46612K108      6435882       393031 SH       D       6        393031            0            0
JDA Software Group Inc.        COM  46612K108        53939         3294 SH       D       7          3294            0            0
J.JILL GROUP INC COM           COM  466189107       490157       118826 SH       D       6        118826            0            0
J. JILL GROUP INC              COM  466189107         1872          454 SH       D       7           454            0            0
JLG INDS INC COM               COM  466210101     14805586       928978 SH       D       6        928978            0            0
JLG Industries Inc.            COM  466210101       101300         6373 SH       D       7          6373            0            0
JLK DIRECT DISTRIBUT COM       COM  46621C105       430928        41787 SH       D       6         41787            0            0
JLK Direct Distribution        COM  46621C105        15540         1507 SH       D       7          1507            0            0
JLM INDUSTRIES, INC COM        COM  46621D103        13776         4082 SH       D       6          4082            0            0
JLM INDUSTRIES INC             COM  46621D103         1687          500 SH       D       7           500            0            0
JLM COUTURE INC COM            COM  46621E101         3027         1863 SH       D       6          1863            0            0
JNI CORP COM                   COM  46622G105      3908520        59220 SH       D       6         59220            0            0
JNI CORP                       COM  46622G105        66000         1000 SH       D       7          1000            0            0
JPE INC COM                    COM  466230984            0           85 SH       D       6            85            0            0
JP REALITY COM                 COM  46624A106      7306515       467617 SH       D       6        350133            0       117484
JP Realty Inc.                 COM  46624A106        33812         2164 SH       D       7          2164            0            0
JPS INDUSTRIES INC COM         COM  46624E405         3452         1023 SH       D       6          1023            0            0
JPS TEXTILE GROUP INC          COM  46624E405         9112         2700 SH       D       7          2700            0            0
JSB FINL INC COM               COM  46624M100     10794357       208084 SH       D       6        208084            0            0
JSB Financial Inc.             COM  46624M100        64999         1253 SH       D       7          1253            0            0
JABIL CIRCUIT COM              COM  466313103     48421265       663305 SH       D       6        663305            0            0
JABIL CIRCUIT                  COM  466313103      1436503        21361 SH       D       7          7321            0        14040
JACK IN THE BOX, INC COM       COM  466367109     21263812      1027858 SH       D       6       1027858            0            0
Jack in the Box                COM  466367109       120442         5822 SH       D       7          5822            0            0
JACKPOT ENTERPRISES INC COM    COM  466392107       891607       107261 SH       D       6        107261            0            0
JACKPOT ENTERPRISES INC        COM  466392107         3200          385 SH       D       7           385            0            0
JACKSONVILLE BANCORP INC       COM  469248108        16350         1200 SH       D       6          1200            0            0
JACKSONVILLE SVGS BK ILL COM   COM  469696108         3989          491 SH       D       6           491            0            0
JACKSONVILLE SAVINGS BANK      COM  469696108         3250          400 SH       D       7           400            0            0
JACLYN INC COM                 COM  469772107         3850         1400 SH       D       6          1400            0            0
JACO ELECTRS INC COM           COM  469783104        12968         2500 SH       D       6          2500            0            0
JACOBS ENGINEERING GROUP INC C COM  469814107     15940502       490477 SH       D       6        490477            0            0
Jacobs Engineering Group Inc.  COM  469814107       123337         3795 SH       D       7          3795            0            0
JACOBSEN STORES INC COM        COM  469834105        30567         5203 SH       D       6          5203            0            0
JACOBSON STORES                COM  469834105         1175          200 SH       D       7           200            0            0
JACOR COMMUNICATION INC        CNV  469858AB0      3997500      6000000 SH       D       9       6000000            0            0
JAKKS PAC INC COM              COM  47012E106      3444928       184344 SH       D       6        184344            0            0
JAKKS Pacific Inc.             COM  47012E106        35599         1905 SH       D       7          1905            0            0
DELL COMPUTERS                 COM  470251009       915672        18615 SH       D       9         18615            0            0
JAMES RIVER BANKSHARES COM     COM  470345109        25342         2180 SH       D       6          2180            0            0
JAMES RIVER BANKSHARES INC     COM  470345109         2325          200 SH       D       7           200            0            0
JAMESON INNS INC COM           COM  470457102       925964       131110 SH       D       6        131110            0            0
JAMESON INNS INC               COM  470457102         4527          641 SH       D       7           641            0            0
JAN BELL MARKETING INC COM     COM  470760109       944768       328615 SH       D       6        328615            0            0
JAN BELL MARKETING             COM  470760109         3864         1344 SH       D       7          1344            0            0
JAN BELL MARKETING INC WTS     WT   470760117         1110         1110 SH       D       6          1110            0            0
JAPAN AIRLINE NEW ADR+         COM  471034306      1535638       248184 SH       D       7        248184            0            0
JARDINE FLEMING INDIA FUND COM COM  471112102     12853500      1082400 SH       D       6       1082400            0            0
JASON INC COM                  COM  471171108       846256       116725 SH       D       6        116725            0            0
JASON INC                      COM  471171108         5437          750 SH       D       7           750            0            0
JAVELIN SYS INC COM            COM  471896100       628627        68422 SH       D       6         68422            0            0
JAVELIN SYSTEMS INC            COM  471896100         2397          261 SH       D       7           261            0            0
JEFFRIES GROUP INC COM         COM  472319102      9547846       433993 SH       D       6        433993            0            0
Jefferies Group Inc.           COM  472319102        68904         3132 SH       D       7          3132            0            0
JEFFERSON SVGS BANCO COM       COM  474900107      1014169        96016 SH       D       6         96016            0            0
JEFFERSON SVGS BANCORP INC     COM  474900107        11312         1071 SH       D       7          1071            0            0
JEFFERSON-PILOT CORP COM STOCK COM  475070108       197264         1820 SH       D       2          1820            0            0
JEFFERSON-PILOT CORP COM STOCK COM  475070108     17454993       161043 SH       D       3        161043            0            0
JEFFERSON PILOT CORP COM       COM  475070108    184099256      2697425 SH       D       6       2471254          367       225804
JEFFERSON PILOT CORP COM       COM  475070108      6150508        90499 SH       D       7         81520            0         8979
JEFFERSON PILOT CORP           COM  475070108       346027         5070 SH       S       7          5070            0            0
JEFFERSON SMURFIT GRP-SP ADR   COM  47508W107       591600        20400 SH       D       7         20400            0            0
JENNA LANE INC                 COM  476142104         1237         2200 SH       D       6          2200            0            0
JERRYS FAMOUS DELI I COM       COM  476523105          906         1000 SH       D       6          1000            0            0
JFAX.COM COM                   COM  477366108      1158993       172500 SH       D       6        172500            0            0
JFAX.COM INC                   COM  477366108         6718         1000 SH       D       7          1000            0            0
JO-ANN STORES, INC. COM        COM  47758P109      2083421       185193 SH       D       6        185193            0            0
Jo-Ann Stores Inc.             COM  47758P109        30330         2696 SH       D       7          2696            0            0
JO-ANN STORES, INC. COM        COM  47758P208      1104832       109797 SH       D       6        109797            0            0
JOHN NUVEEN COM                COM  478035108      5273852       146242 SH       D       6        146242            0            0
John Nuveen Co. Class A        COM  478035108        80094         2221 SH       D       7          2221            0            0
SCHULLER CORP COM              COM  478129109      8539706       609979 SH       D       6        582126            0        27853
JOHNS MANVILLE CORPORATION     COM  478129109       292338        21096 SH       D       7         18806            0         2290
JOHNSON & JOHNSON COM STOCK US COM  478160104     14208449        94900 SH       D       1         93300         1600            0
JOHNSON & JOHNSON COM STOCK US COM  478160104      5893640        39110 SH       D       2         39110            0            0
JOHNSON & JOHNSON COM STOCK US COM  478160104    372022072      2468726 SH       D       3       2367426            0       101300
JOHNSON & JOHNSON COM STOCK US COM  478160104      6886713        45700 SH       D       4         45700            0            0
JOHNSON & JOHNSON              COM  478160104     36098846       387119 SH       D       5        387119            0            0
JOHNSON & JOHNSON COM          COM  478160104   3402529644     36537231 SH       D       6      33314320         4499      3218412
JOHNSON & JOHNSON COM          COM  478160104    135496027      1442146 SH       D       7       1071351            0       370795
JOHNSON & JOHNSON              COM  478160104      6188621        66455 SH       S       7         66455            0            0
JOHNSON CONTROLS               COM  478366107         5500          100 SH       D       1             0          100            0
JOHNSON CONTROLS INC COM STOCK COM  478366107     14591622       160240 SH       D       3        142640            0        17600
JOHNSON CONTROLS INC           COM  478366107      1356525        23851 SH       D       5         23851            0            0
JOHNSON CONTROLS INC COM       COM  478366107    128810046      2264792 SH       D       6       2082645          300       181847
JOHNSON CONTROLS INC COM       COM  478366107      3835114        67107 SH       D       7         59836            0         7271
JOHNSON CONTROLS               COM  478366107       233187         4100 SH       S       7          4100            0            0
JOHNSON WORLDWIDE ASSOC INC CL COM  479254104       411064        57947 SH       D       6         57947            0            0
JOHNSON WORLDWIDE ASSOCIATES   COM  479254104         2128          300 SH       D       7           300            0            0
JOHNSTON INDS INC              COM  479368102        20719        12278 SH       D       6         12278            0            0
JOHNSTON INDUSTRIES INC        COM  479368102         1350          800 SH       D       7           800            0            0
JONES APPAREL USD0.01          COM  480074103       336623         7700 SH       D       3          7700            0            0
JONES APPAREL GROUP INC        COM  480074103       913000        33659 SH       D       5         33659            0            0
JONES APPAREL GROUP INC. COM   COM  480074103     40058306      1476070 SH       D       6       1476070            0            0
JONES APPAREL GROUP INC        COM  480074103      1134768        44184 SH       D       7         15863            0        28321
JONES INTERCABLE INC COM       COM  480206101      1969143        28333 SH       D       6         28333            0            0
JONES INTERCABLE INC CL A      COM  480206200     18755407       270592 SH       D       6        270092            0          500
JONES INTERCABLE INC           COM  480206200       474872         7445 SH       D       7          2340            0         5105
JONES LANG LASALLE INC COM     COM  48020Q107      4320006       363790 SH       D       6        363790            0            0
Jones Lange Lasalle            COM  48020Q107        53591         4513 SH       D       7          4513            0            0
JONES PHARMA, INC. COM         COM  480236108     30498381       702121 SH       D       6        702121            0            0
Jones Pharmaceutical Inc.      COM  480236108       247854         5706 SH       D       7          5706            0            0
JORE CORP COM                  COM  480815109       292968        37500 SH       D       6         37500            0            0
JORE CORPORATION               COM  480815109         7812         1000 SH       D       7          1000            0            0
JOS A BANK CLOTHIERS INC COM   COM  480838101        19647         6549 SH       D       6          6549            0            0
JOS A BANK CLOTHIERS INC       COM  480838101          900          300 SH       D       7           300            0            0
JOSTENS INC                    COM  481088102       117553         3000 SH       D       2          3000            0            0
JOSTENS INC                    COM  481088102      1148104        29300 SH       D       3         29300            0            0
JOSTENS INC COM                COM  481088102     47745547      1963827 SH       D       6       1829163          143       134521
JOSTENS INC COM                COM  481088102       948284        39005 SH       D       7         38523            0          482
JOSTENS INC.                   COM  481088102        40115         1650 SH       S       7          1650            0            0
JOURNAL REGISTER CO COM        COM  481138105      4473231       289764 SH       D       6        289764            0            0
Journal Register Co.           COM  481138105       103539         6707 SH       D       7          6707            0            0
JUDGE GROUP COM                COM  481271104        11006         7657 SH       D       6          7657            0            0
JUMBO SPORTS INC COM           COM  481386100           54        10800 SH       D       6         10800            0            0
JUMBOSPORTS                    COM  481386100           41         8300 SH       D       7          8300            0            0
JUNIPER NETWORKS COM           COM  48203R104    117936820       346873 SH       D       6        342473            0         4400
JUNIPER NETWORKS               COM  48203R104       918000         2700 SH       D       7          2700            0            0
JUNO LTG INC COM               COM  482047206        82564         7958 SH       D       6          7958            0            0
JUNO LIGHTING INC.             COM  482047206          498           48 SH       D       7            48            0            0
JUNO ONLINE COM                COM  482048105     15218633       423475 SH       D       6        423475            0            0
Juno Online Services Inc.      COM  482048105        71693         2012 SH       D       7          2012            0            0
JUPITER COMMUNICATIONS COM     COM  482050101      1315875        43500 SH       D       6         43500            0            0
JUPITER COMMUNICATION          COM  482050101        18150          600 SH       D       7           600            0            0
JUST FOR FEET COM              COM  48213P106       501215       400972 SH       D       6        400972            0            0
Just For Feet Inc.             COM  48213P106         4822         3933 SH       D       7          3933            0            0
JUSTIN INDS INC COM            COM  482171105      5803496       390151 SH       D       6        389851            0          300
Justin Industries Inc.         COM  482171105        41233         2772 SH       D       7          2772            0            0
J W GENESIS FINL CORP COM      COM  482227105      1183163        39938 SH       D       6         39938            0            0
JWGENESIS FINANCIAL CORP       COM  482227105        22603          763 SH       D       7           763            0            0
KBK CAPITAL CORP COM           COM  482412103         5400         1600 SH       D       6          1600            0            0
KCS GROUP INC COM NEW          COM  482434206        84266       103712 SH       D       6        103712            0            0
KFX INC COM                    COM  48245L107         4218         2500 SH       D       6          2500            0            0
KLA TENCOR CORP COM STK US$0.0 COM  482480100       245240         1400 SH       D       2          1400            0            0
KLA TENCOR CORP COM STK US$0.0 COM  482480100     23134393       132067 SH       D       3        132067            0            0
KLA-TENCOR CORP                COM  482480100    242996083      2181783 SH       D       6       2005376          316       176091
KLA-TENCOR CORP                COM  482480100      8411850        76516 SH       D       7         57299            0        19217
KLA-TENCOR CORPORATION         COM  482480100       474457         4260 SH       S       7          4260            0            0
KLLM TRANS SVCS INC COM        COM  482498102       117187        24671 SH       D       6         24671            0            0
KLLM TRANSPORT SERVICES INC    COM  482498102         2375          500 SH       D       7           500            0            0
KLM ROYAL DUTCH AIRLINES       COM  482516309       134138         5379 SH       D       7          5379            0            0
KMG CHEMICALS INC COM          COM  482564101         3314          639 SH       D       6           639            0            0
K MART CORP COM STOCK US$1     COM  482584109       130696         7960 SH       D       2          7960            0            0
K MART CORP COM STOCK US$1     COM  482584109     12800682       779617 SH       D       3        735317            0        44300
K MART CORP COM                COM  482584109    133450988     13262210 SH       D       6      12121300         1644      1139266
K MART CORP COM                COM  482584109      5807775       578533 SH       D       7        536110            0        42423
K MART CORP                    COM  482584109       240493        23900 SH       S       7         23900            0            0
K SWISS INC COM CL A           COM  482686102      1701772        91601 SH       D       6         91601            0            0
K-Swiss Inc.                   COM  482686102        21810         1174 SH       D       7          1174            0            0
K TEL INTL INC COM             COM  482724200       568218        96718 SH       D       6         96718            0            0
K-TEL INTL                     COM  482724200         2185          372 SH       D       7           372            0            0
K-TRON INTERNATIONAL INC       COM  482730108         3159          234 SH       D       7           234            0            0
K2 DESIGN INC                  COM  482731106         2550          400 SH       D       7           400            0            0
K2, INC COM                    COM  482732104      1197948       157108 SH       D       6        157108            0            0
K2 INC                         COM  482732104         4658          611 SH       D       7           611            0            0
KVH INDUSTRIES INC             COM  482738101        10412         3400 SH       D       6          3400            0            0
K V PHARMACEUTICAL CO COM      COM  482740107      1754852        81859 SH       D       6         81859            0            0
K V Pharmaceutical Co.         COM  482740107        24867         1160 SH       D       7          1160            0            0
K V PHARMACEUTICAL CO COM      COM  482740206      2609049       118931 SH       D       6        118931            0            0
KV PHARMACEUTICAL CO-A         COM  482740206        15970          728 SH       D       7           728            0            0
KAISER ALUM CORP COM           COM  483007100      4220844       549053 SH       D       6        549053            0            0
Kaiser Aluminum Corp.          COM  483007100        49261         6408 SH       D       7          6408            0            0
KAISER GROUP INTL COM          COM  483060109         4275        11400 SH       D       6         11400            0            0
KAISER VENTURES INC COM        COM  483100103      2195601       137359 SH       D       6        137359            0            0
KAISER VENTURES INC            COM  483100103         7640          478 SH       D       7           478            0            0
KAMAN CORP CL A COM            COM  483548103      6383180       495781 SH       D       6        495781            0            0
Kaman Corp.                    COM  483548103        42371         3291 SH       D       7          3291            0            0
KANA COMMUNICATIONS COM        COM  483600102     29615325       144465 SH       D       6        144465            0            0
KANA COMMUNICATIONS INC        COM  483600102       287000         1400 SH       D       7          1400            0            0
KANEB SERVICES INC COM         COM  484170105      1644921       375982 SH       D       6        375982            0            0
KANEB                          COM  484170105         5941         1358 SH       D       7          1358            0            0
KANKAKEE BANCORP INC COM       COM  484243100         5648          286 SH       D       6           286            0            0
KANKAKEE BANCORP INC.          COM  484243100         7544          382 SH       D       7           382            0            0
KANSAS CITY LIFE INS CO COM    COM  484836101      5140496       152311 SH       D       6        152311            0            0
Kansas City Life Ins. Co.      COM  484836101        40567         1202 SH       D       7          1202            0            0
KANSAS CY POWER & LIGHT CO COM COM  485134100     21857120       990691 SH       D       6        976177            0        14514
KANSAS CITY PWR & LT CO        COM  485134100       388796        17179 SH       D       7         12706            0         4473
KANSAS CITY STHN. IND.         COM  485170104     18402623       163701 SH       D       3        163701            0            0
KANSAS CY SOUTHERN IND INC COM COM  485170104    220641872      2956675 SH       D       6       2708245          360       248070
KANSAS CY SOUTHERN IND INC COM COM  485170104      9100585       125175 SH       D       7         92837            0        32338
KANSAS CITY SOUTHERN INDUST    COM  485170104       400288         5364 SH       S       7          5364            0            0
KASPER A S LTD COM             COM  485808109         1730          791 SH       D       6           791            0            0
KASPER A.S.L. LIMITED          COM  485808109         1312          600 SH       D       7           600            0            0
KATY INDUSTRIES INC COM        COM  486026107       754101        86803 SH       D       6         86803            0            0
KATY INDS INC.                 COM  486026107         2658          306 SH       D       7           306            0            0
KAUFMAN & BROAD HOME CORP COM  COM  486168107       485134        12542 SH       D       3         12542            0            0
KAUFMAN & BROAD HOME CORP      COM  486168107     28334036      1171433 SH       D       6       1077266          172        93995
KAUFMAN & BROAD HOME CORP      COM  486168107       843875        34892 SH       D       7         34214            0          678
KAUFMAN AND BROAD HOME         COM  486168107        56598         2340 SH       S       7          2340            0            0
KAYDON CORP COM                COM  486587108     18766900       699931 SH       D       6        699931            0            0
Kaydon Corp.                   COM  486587108       135644         5059 SH       D       7          5059            0            0
KAYE GROUP INC COM             COM  486589104       720920        86080 SH       D       6         86080            0            0
KAYE GROUP INC                 COM  486589104        10887         1300 SH       D       7          1300            0            0
KEANE INC                      COM  486665102     26743247       842307 SH       D       6        842307            0            0
KEANE INC                      COM  486665102       804612        27107 SH       D       7         11097            0        16010
KEEBLER FOODS COM              COM  487256109     10613222       377359 SH       D       6        377359            0            0
KEEBLER FOOD CO                COM  487256109       367132        12988 SH       D       7          7083            0         5905
KEITHLEY INSTRS INC COM        COM  487584104      1108461        54403 SH       D       6         54403            0            0
KELLOGG CO COM STOCK US$0.25   COM  487836108       277809         5710 SH       D       2          5710            0            0
KELLOGG CO COM STOCK US$0.25   COM  487836108     30831772       633705 SH       D       3        603105            0        30600
KELLOGG CO COM STOCK US$0.25   COM  487836108      1128754        23200 SH       D       4         23200            0            0
KELLOGG CO COM                 COM  487836108    295518497      9590864 SH       D       6       8764342         1371       825151
KELLOGG CO COM                 COM  487836108      9285325       303228 SH       D       7        261353            0        41875
KELLOGG CO                     COM  487836108       603616        19590 SH       S       7         19590            0            0
KELLSTROM INDS INC COM         COM  488035106      1607861       176204 SH       D       6        176204            0            0
Kellstrom Industries Inc.      COM  488035106        14308         1568 SH       D       7          1568            0            0
KELLWOOD CO COM                COM  488044108     11691131       601473 SH       D       6        598673            0         2800
Kellwood Co.                   COM  488044108        80665         4150 SH       D       7          4150            0            0
KELLY SERVICES INC       CLASS COM  488152208     16650262       662697 SH       D       6        658997            0         3700
Kelly Services Inc. Class A    COM  488152208       136780         5444 SH       D       7          5444            0            0
KEMET CORP COM                 COM  488360108     41562495       922330 SH       D       6        922330            0            0
KEMET Corporation              COM  488360108       255639         5673 SH       D       7          5673            0            0
KENAN TRANS CO                 COM  488539107       534963        16588 SH       D       6         16588            0            0
KENAN TRANSPORT CO             COM  488539107         3388          108 SH       D       7           108            0            0
KENDLE INTL INC- CO COM        COM  48880L107      1265293       128131 SH       D       6        128131            0            0
KENDLE INTERNATIONAL INC.      COM  48880L107         3979          403 SH       D       7           403            0            0
KENNAMETAL INC COM             COM  489170100     25957087       771958 SH       D       6        771958            0            0
Kennametal Inc.                COM  489170100       206760         6149 SH       D       7          6149            0            0
KENNEDY-WILSON INC COM         COM  489399204       258928        32366 SH       D       6         32366            0            0
KENNEDY-WILSON INC             COM  489399204         8784         1098 SH       D       7          1098            0            0
KENSEY NASH CORP COM           COM  490057106       772136        65022 SH       D       6         65022            0            0
KENSEY NASH CORP               COM  490057106         3954          333 SH       D       7           333            0            0
KENT ELECTRS CORP COM          COM  490553104     11294760       496473 SH       D       6        496473            0            0
Kent Electronics Corp.         COM  490553104        91978         4043 SH       D       7          4043            0            0
KENT FINL SVCS INC NEW         COM  490560208         5984         1496 SH       D       6          1496            0            0
KENT FINANCIAL SVCS            COM  490560208         4000         1000 SH       D       7          1000            0            0
KENTUCKY ELECTRIC COM          COM  49127B100        12715         5354 SH       D       6          5354            0            0
KENTUCKY ELECTRIC STEEL INC    COM  49127B100         6650         2800 SH       D       7          2800            0            0
KERAVISION INC COMMON STOCK    COM  492061106      1172037       191353 SH       D       6        191353            0            0
KERAVISION INC                 COM  492061106         3491          570 SH       D       7           570            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107       567882         5800 SH       D       1          5800            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107       166448         1700 SH       D       2          1700            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107     14584886       148961 SH       D       3        148961            0            0
KERR-MC GEE CORP COM           COM  492386107    156627124      2526244 SH       D       6       2258211          267       267766
KERR-MC GEE CORP COM           COM  492386107      5685471        91559 SH       D       7         84122            0         7437
KERR - MCGEE CORP              COM  492386107       254200         4100 SH       S       7          4100            0            0
KEVCO INC COM                  COM  492716105         7318         3903 SH       D       6          3903            0            0
KEVCO INC                      COM  492716105          573          306 SH       D       7           306            0            0
KEWAUNEE SCIENTIFIC EQUIP CORP COM  492854104         3526          344 SH       D       6           344            0            0
KEY ENERGY GROUP COM           COM  492914106      6241288      1203140 SH       D       6       1203140            0            0
Key Energy Group Inc.          COM  492914106        62343        12018 SH       D       7         12018            0            0
KEY PRODTN INC                 COM  493138101      1527488       207117 SH       D       6        207117            0            0
KEY PRODUCTIONS COMPANY INC    COM  493138101         3798          515 SH       D       7           515            0            0
KEY TECHNOLOGY COM             COM  493143101        39402         4378 SH       D       6          4378            0            0
KEY TECHNOLOGY INC             COM  493143101         1800          200 SH       D       7           200            0            0
KEY TRONIC CORP COM            COM  493144109        24993         6665 SH       D       6          6665            0            0
KEY TRONIC CORP                COM  493144109         1500          400 SH       D       7           400            0            0
KEYCORP COM STOCK US$1         COM  493267108      1190310        33100 SH       D       1         33100            0            0
KEYCORP COM STOCK US$1         COM  493267108       237342         6600 SH       D       2          6600            0            0
KEYCORP COM STOCK US$1         COM  493267108     28373309       789001 SH       D       3        745101            0        43900
KEYCORP                        COM  493267108      2739185       123805 SH       D       5        123805            0            0
KEY CORP                       COM  493267108    274895515     12424656 SH       D       6      11090193         1477      1332986
KEY CORP                       COM  493267108      7304913       331188 SH       D       7        292917            0        38271
KEY CORP (NEW)                 COM  493267108       480621        21723 SH       S       7         21723            0            0
KEYNOTE SYSTEMS COM            COM  493308100      7201761        97651 SH       D       6         97651            0            0
KEYNOTE SYSTEMS INC            COM  493308100        88500         1200 SH       D       7          1200            0            0
KEYSPAN ENERGY CORPORATION     COM  49337W100       128278         3405 SH       D       2          3405            0            0
KEYSPAN ENERGY CORPORATION     COM  49337W100      6420956       170437 SH       D       3        165685            0         4752
KEYSPAN CORP COM               COM  49337W100     49826552      2148854 SH       D       6       2133918            0        14936
KEYSPAN CORPORATION            COM  49337W100       449416        19043 SH       D       7          9373            0         9670
KEYSTONE AUTOMOTIVE COM        COM  49338N109      1383110       235423 SH       D       6        235423            0            0
Keystone Automotive Inds. Inc. COM  49338N109        14105         2401 SH       D       7          2401            0            0
KEYSTONE CONS INDS INC COM     COM  493422109        42916         7228 SH       D       6          7228            0            0
KEYSTONE CONS INDS INC         COM  493422109         2968          500 SH       D       7           500            0            0
KEYSTONE FINL INC        COM   COM  493482103     14187994       673614 SH       D       6        668492            0         5122
KEYSTONE FINANCIAL INC         COM  493482103       242043        11724 SH       D       7          8320            0         3404
KEYSTONE PROPERTY TRUST COM    COM  493596100       890661        57462 SH       D       6         57462            0            0
KEYSTONE PROPERTY TRUST        COM  493596100         7300          471 SH       D       7           471            0            0
KIMBALL INTERNATIONAL INC CLAS COM  494274103      8910973       540059 SH       D       6        540059            0            0
Kimball Intl. Inc. Class B     COM  494274103        84265         5107 SH       D       7          5107            0            0
KILROY REALTY CORP COM         COM  49427F108     18436814       838037 SH       D       6        651124            0       186913
Kilroy Realty Corp.            COM  49427F108        90288         4104 SH       D       7          4104            0            0
KIMBERLY-CLARK CORP COM STOCK  COM  494368103       802465         7660 SH       D       2          7660            0            0
KIMBERLY-CLARK CORP COM STOCK  COM  494368103     95105667       907839 SH       D       3        862479            0        45360
KIMBERLY-CLARK CORP COM STOCK  COM  494368103      3079120        29392 SH       D       4         29392            0            0
KIMBERLY-CLARK CORP            COM  494368103      9680889       147941 SH       D       5        147941            0            0
KIMBERLY CLARK CORP COM        COM  494368103    869572982     13326789 SH       D       6      12239167         1697      1085925
KIMBERLY CLARK CORP COM        COM  494368103     29481335       450881 SH       D       7        346376            0       104505
KIMBERLY-CLARK CORPORATION     COM  494368103      1679535        25740 SH       S       7         25740            0            0
KIMBERLY CLARK MEXICO ADR-REPR ADR  494386204       394235        12790 SH       D       3         12790            0            0
KIMCO COM                      COM  49446R109     35751099      1055383 SH       D       6        642606            0       412777
KIMCO REALTY CORP              COM  49446R109       393235        11467 SH       D       7          8134            0         3333
KIMCO CL. D DEPOSITORY SHS. CO COM  49446R877       242706        11388 SH       D       6         11388            0            0
KIMMINS CORP COM               COM  49446V100         1729         5533 SH       D       6          5533            0            0
KIN ARK CORP COM               COM  494474109         2067         1378 SH       D       6          1378            0            0
KINDER MORGAN INC COM          COM  49455P101     21644472      1072172 SH       D       6       1061789            0        10383
KINDER MORGAN INC              COM  49455P101       283444        12997 SH       D       7          5669            0         7328
KING PHARMACEUTICALS INC COM   COM  495582108     44788723       798907 SH       D       6        728307            0        70600
King Pharmaceuticals Inc       COM  495582108       318883         5688 SH       D       7          5688            0            0
KINNARD INVTS INC COM          COM  497059105        13818         1858 SH       D       6          1858            0            0
KINNARD INVESTMENTS INC        COM  497059105         8925         1200 SH       D       7          1200            0            0
KIRBY CORP                     COM  497266106      9670198       471717 SH       D       6        471717            0            0
Kirby Corp.                    COM  497266106        70561         3442 SH       D       7          3442            0            0
KIRIN BREWERY                  COM  497350207      4188996        38877 SH       D       7         38877            0            0
KIRLIN HLDG CORP COM           COM  497629105        42745         4956 SH       D       6          4956            0            0
KIRLIN HOLDING CORP            COM  497629105        17250         2000 SH       D       7          2000            0            0
KIT MFG CO COM                 COM  498017102         2250          500 SH       D       6           500            0            0
KITTY HAWK INC COM             COM  498326107      1181819       171901 SH       D       6        171901            0            0
KITY HAWK INC                  COM  498326107         5665          824 SH       D       7           824            0            0
KLAMATH FIRST BANCOR COM       COM  49842P103      1630449       137301 SH       D       6        137301            0            0
KLAMATH FIRST BACORP INC       COM  49842P103         4334          365 SH       D       7           365            0            0
KNAPE & VOGT MANUFACTURING CO  COM  498782101        97792         7080 SH       D       6          7080            0            0
KNAPE & VOGT MFG CO            COM  498782101         2942          213 SH       D       7           213            0            0
KNICKERBOCKER L L INC COM      COM  498859305          645         8600 SH       D       6          8600            0            0
KNIGHT-RIDDER INC COM STOCK US COM  499040103     11632202       121300 SH       D       3        121300            0            0
KNIGHT RIDDER NEWSPAPERS INC C COM  499040103    119114418      2001923 SH       D       6       1835962          282       165679
KNIGHT RIDDER NEWSPAPERS INC C COM  499040103      3471475        58806 SH       D       7         51643            0         7163
KNIGHT RIDDER                  COM  499040103       232050         3900 SH       S       7          3900            0            0
KNIGHT TRANSN INC COM          COM  499064103      2232963       130392 SH       D       6        130392            0            0
Knight Transportation Inc.     COM  499064103        23170         1353 SH       D       7          1353            0            0
KNIGHT/TRIMARK GROUP COM       COM  499067106     51139258      1111723 SH       D       6       1111723            0            0
KNIGHT/TRIMARK GROUP INC       COM  499067106      1200967        26718 SH       D       7          8090            0        18628
KNOT INC COM                   COM  499184109       210937        25000 SH       D       6         25000            0            0
KOALA CORP COM                 COM  499866101       623504        44536 SH       D       6         44536            0            0
KOALA CORP                     COM  499866101         6356          454 SH       D       7           454            0            0
KOGER EQUITY INC               COM  500228101     14093899       835194 SH       D       6        655119            0       180075
Koger Equity Inc.              COM  500228101        68191         4041 SH       D       7          4041            0            0
KOHLS CORPORATION COM STOCK US COM  500255104       258093         2300 SH       D       2          2300            0            0
KOHLS CORPORATION COM STOCK US COM  500255104     27497966       245048 SH       D       3        245048            0            0
KOHLS CORP COM                 COM  500255104    276227923      3826534 SH       D       6       3507626          546       318362
KOHLS CORP COM                 COM  500255104     10847520       148333 SH       D       7        104990            0        43343
KOHLS CORPORATION              COM  500255104       568837         7880 SH       S       7          7880            0            0
KOLLMORGEN CORP COM            COM  500440102      1608147       130611 SH       D       6        130611            0            0
KOLLMORGEN                     COM  500440102         4592          373 SH       D       7           373            0            0
KOMAG INC COM                  COM  500453105      5824253      1863761 SH       D       6       1863761            0            0
Komag Inc.                     COM  500453105        40628        13001 SH       D       7         13001            0            0
KONINKLIJKE AHOLD NV-SP ADR    COM  500467303      2443379        81616 SH       D       7         81616            0            0
KONINKLIJKE PHILIPS ELEC. NV   COM  500472204      1742644        12908 SH       D       7         12908            0            0
KONOVER PROPERTY TRUST COM     COM  50047R100      2716679       430365 SH       D       6        427465            0         2900
Konover Property Trust Inc     COM  50047R100        29921         4740 SH       D       7          4740            0            0
KOPIN CORP COM                 COM  500600101      8219988       195714 SH       D       6        195714            0            0
Kopin Corp.                    COM  500600101       157752         3756 SH       D       7          3756            0            0
KOREA TELECOM - SP ADR         ADR  50063P103     22627256       193147 SH       D       3        193147            0            0
KORN FERRY INTL COM            COM  500643200     18429393       506650 SH       D       6        506650            0            0
Korn Ferry International       COM  500643200       137097         3769 SH       D       7          3769            0            0
KOS PHARMACEUTICALS COM        COM  500648100       863944       153590 SH       D       6        153590            0            0
KOS PHARMACEUTICALS            COM  500648100        10423         1853 SH       D       7          1853            0            0
KOSS CORP COM                  COM  500692108         7437          500 SH       D       6           500            0            0
KOSS CORP                      COM  500692108         5500          400 SH       D       7           400            0            0
KRANZCO RITY TRUST COM         COM  50076E103      1628920       184842 SH       D       6        115431            0        69411
KRANZCO REALTY TRUST           COM  50076E103         6063          688 SH       D       7           688            0            0
KREISLER MANUFACTURING CORP    COM  500773106        10625         2500 SH       D       7          2500            0            0
KROGER CO COM US$1             COM  501044101      1152808        37400 SH       D       1         37400            0            0
KROGER CO COM US$1             COM  501044101       582569        18900 SH       D       2         18900            0            0
KROGER CO COM US$1             COM  501044101     42700404      1385308 SH       D       3       1342508            0        42800
KROGER CO COM US$1             COM  501044101       665793        21600 SH       D       4         21600            0            0
KROGER CO                      COM  501044101      4313390       228524 SH       D       5        228524            0            0
KROGER CO COM                  COM  501044101    410076083     21725885 SH       D       6      19928859         2754      1794272
KROGER CO COM                  COM  501044101     15064844       797368 SH       D       7        555111            0       242257
KROGER CO                      COM  501044101       756510        40080 SH       S       7         40080            0            0
KROLL O`GARA COMPANY COM       COM  501050108      4065517       246395 SH       D       6        246395            0            0
Kroll O'Gara Company           COM  501050108        35458         2149 SH       D       7          2149            0            0
KRONOS INC. COM                COM  501052104     29723340       495389 SH       D       6        495389            0            0
Kronos Inc.                    COM  501052104       106620         1777 SH       D       7          1777            0            0
KUBOTA LTD NEW ADR             COM  501173207      2875095        37098 SH       D       7         37098            0            0
KULICKE & SOFFA IND INC COM    COM  501242101     19337463       454331 SH       D       6        454331            0            0
Kulicke & Soffa Inds. Inc.     COM  501242101       143691         3376 SH       D       7          3376            0            0
KUSHNER - LOCKE CO COM         COM  501337406       544638       125383 SH       D       6        125383            0            0
KUSHNER LOCKE CO               COM  501337406         2124          489 SH       D       7           489            0            0
KYOCERA CORP                   COM  501556203      5262008        20084 SH       D       7         20084            0            0
LCA VISION INC (NEW) COM       COM  501803209      3175743       677492 SH       D       6        677492            0            0
LCA-Vision Inc                 COM  501803209        28354         6049 SH       D       7          6049            0            0
LCC INTERNATIONAL IN COM       COM  501810105      1793298        89946 SH       D       6         89946            0            0
LCC INTERNATIONAL INC-CL A     COM  501810105        31900         1600 SH       D       7          1600            0            0
LJL BIOSYSTEMS INC COM         COM  501873103         5512          700 SH       D       6           700            0            0
LG&E ENERGY CORP COM           COM  501917108     38347922      2199164 SH       D       6       2153362            0        45802
LG&E ENERGY CORP               COM  501917108       294223        16773 SH       D       7          7472            0         9301
LTV CORPORATION COM            COM  501921100      8450264      2048549 SH       D       6       2048549            0            0
LTV Corp.                      COM  501921100       116704        28292 SH       D       7         28292            0            0
LSB FINL CORP COM              COM  501925101         3490          261 SH       D       6           261            0            0
LHS GROUP INC COM              COM  501938104      7788523       317090 SH       D       6        317090            0            0
LHS GROUP INC.                 COM  501938104       250073        10165 SH       D       7          3834            0         6331
LNR PROPERTY CORP COM          COM  501940100     12564100       632156 SH       D       6        632156            0            0
LNR Property Corp.             COM  501940100        75385         3793 SH       D       7          3793            0            0
LINC CAP INC- COM COM          COM  501942106        16150         3400 SH       D       6          3400            0            0
LINC CAPITAL INC               COM  501942106         4275          900 SH       D       7           900            0            0
LMI AEROSPACE INC              COM  502079106         1128          376 SH       D       7           376            0            0
LSB BANCSHARES INC N C         COM  502158108      1871572       118830 SH       D       6        118830            0            0
LSB BANCSHARES INC             COM  502158108         5055          321 SH       D       7           321            0            0
LSB INDS INC COM               COM  502160104        17609        12522 SH       D       6         12522            0            0
LSI LOGIC CORP COM STOCK US$0. COM  502161102     24862628       235068 SH       D       3        221368            0        13700
L S I LOGIC INC COM            COM  502161102    235290757      3485789 SH       D       6       3189389          457       295943
L S I LOGIC INC COM            COM  502161102      8168522       123497 SH       D       7         94957            0        28540
LSI LOGIC                      COM  502161102       481072         7127 SH       S       7          7127            0            0
L S I LIGTHING SYS INC COM     COM  50216C108      3288557       152072 SH       D       6        152072            0            0
LSI Industries Inc.            COM  50216C108        28285         1308 SH       D       7          1308            0            0
LTC PPTYS COM                  COM  502175102      5053277       598907 SH       D       6        593707            0         5200
LTC Properties Inc.            COM  502175102        34560         4096 SH       D       7          4096            0            0
LTC HEALTHCARE, INC. COM       COM  50217R104        14986         7493 SH       D       6          7493            0            0
L T X CORP COM                 COM  502392103     14189375       634162 SH       D       6        634162            0            0
LTX Corp.                      COM  502392103       117468         5250 SH       D       7          5250            0            0
L-3 COMMUNICATIONS COM         COM  502424104     16194289       389052 SH       D       6        389052            0            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104       434159        10904 SH       D       7          1624            0         9280
LOUIS VUITTON MOET HENNESSEY   COM  502441207      2690324        29564 SH       D       7         29564            0            0
LXR BIOTECHNOLOGY INC COM      COM  502468101           30         1500 SH       D       6          1500            0            0
LA BARGE INC                   COM  502470107        25913        12564 SH       D       6         12564            0            0
LA JOLLA PHARMACEUTICAL CO COM COM  503459109        28282        11173 SH       D       6         11173            0            0
LA JOLLA PHARMACEUTICAL CO     COM  503459109         2273          898 SH       D       7           898            0            0
LA-Z-BOY INC COM               COM  505336107     23440458      1394228 SH       D       6       1311728            0        82500
La-Z-Boy Inc.                  COM  505336107       129271         7689 SH       D       7          7689            0            0
LABOR READY INC COM            COM  505401208      8335840       687492 SH       D       6        687492            0            0
Labor Ready Inc.               COM  505401208        66147         5455 SH       D       7          5455            0            0
LABORATORIO CHILE -SPON ADR RE ADR  50540H104      1931566        65895 SH       D       3         65895            0            0
LABONE COM                     COM  50540L105       727271       105785 SH       D       6        105785            0            0
LABONE INC                     COM  50540L105         8648         1258 SH       D       7          1258            0            0
LABORATORY CORP OF AMERICA HLD COM  50540R102      6875518      1864547 SH       D       6       1864547            0            0
Laboratory Corp. Amer Holdings COM  50540R102        60589        16431 SH       D       7         16431            0            0
LABRANCHE & CO. INC COM        COM  505447102      5971500       468353 SH       D       6        468353            0            0
LABRANCHE AND CO               COM  505447102        24225         1900 SH       D       7          1900            0            0
LABTEC INC                     COM  505450205         3850          700 SH       D       6           700            0            0
LACLEDE GAS CO COM             COM  505588103      8886880       410954 SH       D       6        410954            0            0
Laclede Gas Co.                COM  505588103        60312         2789 SH       D       7          2789            0            0
LACLEDE STEEL CO COM           COM  505606103          137          400 SH       D       6           400            0            0
LACROSSE FOOTWEAR INC COM      COM  505688101         3900          879 SH       D       6           879            0            0
LACROSSE FOOTWEAR INC          COM  505688101         1331          300 SH       D       7           300            0            0
LADD FURNITURE INC NEW COM     COM  505739201      4305697       218010 SH       D       6        218010            0            0
LADD FURNITURE                 COM  505739201         5688          288 SH       D       7           288            0            0
LADISH INC COM                 COM  505754200       772465       121171 SH       D       6        121171            0            0
LADISH COMPANY INC             COM  505754200         3264          512 SH       D       7           512            0            0
LADY LUCK GAMING CORP          COM  505820308        20375         2000 SH       D       7          2000            0            0
LAFARGE COM $US1               COM  505862102       532636        12100 SH       D       1         12100            0            0
LAFARGE COM $US1               COM  505862102        74833         1700 SH       D       2          1700            0            0
LAFARGE COM $US1               COM  505862102       554646        12600 SH       D       3         12600            0            0
LAFARGE CORP                 C COM  505862102     42322163      1532024 SH       D       6       1439114            0        92910
LAFARGE CORP                   COM  505862102      1656075        59938 SH       D       7         57634            0         2304
LAIDLAW INC CLASS B            COM  50730K503       114927        21891 SH       D       7         21891            0            0
LAKE ARIEL BANCORP INC COM     COM  507467108       499848        33888 SH       D       6         33888            0            0
LAKE ARIEL BANCORP INC         COM  507467108         3171          215 SH       D       7           215            0            0
LAKELAND FINL CORP COM         COM  511656100       708560        47435 SH       D       6         47435            0            0
LAKELAND FINANCIAL CORP        COM  511656100         4675          313 SH       D       7           313            0            0
LAKELAND INDUSTRIES INC        COM  511795106          812          200 SH       D       7           200            0            0
LAKES GAMING INC COM           COM  51206P109      1602954       201947 SH       D       6        201947            0            0
LAKES GAMING INC               COM  51206P109         8262         1041 SH       D       7          1041            0            0
RALSTON PURINA                 CNV  512774016      4418962       124900 SH       D       9        124900            0            0
LAM RESEARCH CORP              COM  512807108     72647938       651186 SH       D       6        651186            0            0
Lam Research Corp.             COM  512807108       938798         8415 SH       D       7          8415            0            0
LAMAR ADVERTISING CO COM       COM  512815101     23529016       388508 SH       D       6        388277            0          231
LAMAR ADVERTISING CO           COM  512815101       818119        13679 SH       D       7          2676            0        11003
LAMAR CAPITAL CORP COM         COM  51282P106        13350         1200 SH       D       6          1200            0            0
LAMAR CAPITAL CORP             COM  51282P106         4450          400 SH       D       7           400            0            0
LAMSON & SESSIONS CO COM       COM  513696104       860915       176598 SH       D       6        176598            0            0
LAMSON & SESSIONS CO           COM  513696104         3904          801 SH       D       7           801            0            0
LANCASTER COLONY CORP COM      COM  513847103     19322541       583322 SH       D       6        579606            0         3716
LANCASTER COLONY CORP          COM  513847103       294512         8974 SH       D       7          6528            0         2446
LANCE INC COM                  COM  514606102      5700980       570098 SH       D       6        570098            0            0
Lance Inc.                     COM  514606102        44710         4471 SH       D       7          4471            0            0
LANCER CORP TEX COM            COM  514614106       486545       105199 SH       D       6        105199            0            0
LANCER CORP- TEXAS             COM  514614106         1554          336 SH       D       7           336            0            0
LANDAIR CORPORATION COM        COM  514757103        80810        16162 SH       D       6         16162            0            0
LANDAIR CORPORATION            COM  514757103         5000         1000 SH       D       7          1000            0            0
LANDEC CORP COM                COM  514766104      1023630       136484 SH       D       6        136484            0            0
Landec Corp                    COM  514766104         4297          573 SH       D       7           573            0            0
LANDAUER INC COM               COM  51476K103      3624250       165680 SH       D       6        165680            0            0
Landauer Inc.                  COM  51476K103        24303         1111 SH       D       7          1111            0            0
LANDAMERICA FINANCIAL GROUP, I COM  514936103      6001532       326614 SH       D       6        324214            0         2400
LandAmerica Financial Group    COM  514936103        39249         2136 SH       D       7          2136            0            0
LANDMARK SYS CORP COM          COM  51506S100      1450405       138961 SH       D       6        138961            0            0
LANDMARK SYSTEMS CORP          COM  51506S100         4488          430 SH       D       7           430            0            0
LANDS END                      COM  515086106      1282782        22700 SH       D       1         22700            0            0
LANDS END                      COM  515086106       237342         4200 SH       D       2          4200            0            0
LANDS END                      COM  515086106      1621843        28700 SH       D       3         28700            0            0
LANDS END INC COM              COM  515086106     43129823      1241146 SH       D       6       1082246            0       158900
Lands' End Inc.                COM  515086106      3024639        87040 SH       D       7         87040            0            0
LANDRYS SEAFOOD REST COM       COM  51508L103      3894953       448340 SH       D       6        448340            0            0
Landry's Seafood Restaurants   COM  51508L103        31092         3579 SH       D       7          3579            0            0
LANDSTAR SYS INC COM           COM  515098101     14687085       343056 SH       D       6        334756            0         8300
Landstar Systems Inc.          COM  515098101        60922         1423 SH       D       7          1423            0            0
LANIER WORLD COM               COM  51589L105      3977613      1026481 SH       D       6       1018110            0         8371
LANIER WORLDWIDE INC           COM  51589L105        52951        14056 SH       D       7          9206            0         4850
LANVISION SYS INC COM          COM  516555109         5465         5300 SH       D       6          5300            0            0
LANVISION SYSTEMS INC          COM  516555109          825          800 SH       D       7           800            0            0
LARSCOM INC COM                COM  51729Y108        57534         8809 SH       D       6          8809            0            0
LARSCOM INC - CL A             COM  51729Y108        12409         1900 SH       D       7          1900            0            0
LASER-PACIFIC MEDIA CORP       COM  517923108         5031          500 SH       D       7           500            0            0
LASERSIGHT INC. COM            COM  517924106      3188850       318885 SH       D       6        318885            0            0
Lasersight Inc                 COM  517924106        23510         2351 SH       D       7          2351            0            0
LASALLE HOTEL PPTYS COM        COM  517942108      4139315       354166 SH       D       6        348566            0         5600
Lasalle Hotel Properties       COM  517942108        24345         2083 SH       D       7          2083            0            0
LASER MTG MGMT INC COM         COM  51806D100       806446       198510 SH       D       6        198010            0          500
LASER MORTGAGE MGMT INC        COM  51806D100         4797         1181 SH       D       7          1181            0            0
LASER VISION CTRS INC COM      COM  51807H100      4261915       403495 SH       D       6        403495            0            0
Laser Vision Centers Inc       COM  51807H100        38088         3606 SH       D       7          3606            0            0
LASERSCOPE COM                 COM  518081104        10366        10700 SH       D       6         10700            0            0
LASON INC                      COM  51808R107         5577          507 SH       D       1             0          507            0
LASON INC COM                  COM  51808R107      3474009       315819 SH       D       6        315819            0            0
Lason Holdings Inc.            COM  51808R107        30162         2742 SH       D       7          2742            0            0
LATITUDE COMMUNICATIONS INC CO COM  518292107      2878426       110179 SH       D       6        109479            0          700
Latitude Communications Inc.   COM  518292107        26882         1029 SH       D       7          1029            0            0
LATTICE SEMICONDUCTOR CORP COM COM  518415104     39855356       845737 SH       D       6        845737            0            0
Lattice Semiconductor Corp.    COM  518415104       602175        12778 SH       D       7         12778            0            0
ESTEE LAUDER 'A'               CLA  518439104       189515         2300 SH       D       2          2300            0            0
ESTEE LAUDER 'A'               CLA  518439104     12302045       149300 SH       D       3        149300            0            0
ESTEE LAUDER CL A COM          COM  518439104     47583141       943408 SH       D       6        943408            0            0
ESTEE LAUDER COMPANIES - CL A  COM  518439104      1754666        34940 SH       D       7         10556            0        24384
LAUNCH MEDIA INC COM           COM  518567102      2374686       125396 SH       D       6        125396            0            0
Launch Media Inc.              COM  518567102        26398         1394 SH       D       7          1394            0            0
SPRINT CR(PCS G                COM  520615068      5125000        50000 SH       D       9         50000            0            0
LAWSON PRODUCTS INC COM        COM  520776105      4205859       181875 SH       D       6        181875            0            0
Lawson Products Inc.           COM  520776105        25553         1105 SH       D       7          1105            0            0
LAYNE CHRISTENSEN COMPANY COM  COM  521050104       901675       124369 SH       D       6        124369            0            0
LAYNE CHRISTIAN CO.            COM  521050104         3770          520 SH       D       7           520            0            0
LAZARE KAPLAN INTL INC COM     COM  521078105       531765        65448 SH       D       6         65448            0            0
LAZARE KAPLAN INTERNATIONAL    COM  521078105         3079          379 SH       D       7           379            0            0
LEADING EDGE PACKAGING INC     COM  521708107          600         1600 SH       D       6          1600            0            0
LEAP WIRELESS INTERNATIONAL IN COM  521863100     25813783       328838 SH       D       6        328438            0          400
Leap Wireless International In COM  521863100       363219         4627 SH       D       7          4627            0            0
THE LEAPNET INC COM            COM  521864108       256500        43200 SH       D       6         43200            0            0
LEAPNET INC                    COM  521864108         3562          600 SH       D       7           600            0            0
LEAR CORPORATION COM           COM  521865105     33132384      1035387 SH       D       6       1028346            0         7041
LEAR CORPORATION               COM  521865105       440517        13542 SH       D       7          8760            0         4782
LEARN2.COM INC COM             COM  522002104      2183183       665341 SH       D       6        665341            0            0
Learn2.com Inc.                COM  522002104        18303         5578 SH       D       7          5578            0            0
LEARNING TREE INTL INC COM     COM  522015106     11803372       421549 SH       D       6        411649            0         9900
Learning Tree International    COM  522015106        55272         1974 SH       D       7          1974            0            0
LEASING SOLUTIONS COM          COM  522113109          521         5216 SH       D       6          5216            0            0
LEASING SOLUTIONS INC          COM  522113109          350         1600 SH       D       7          1600            0            0
LECHTERS INC COM               COM  523238103        23975        13700 SH       D       6         13700            0            0
LECROY CORP COM                COM  52324W109       966304        78882 SH       D       6         78882            0            0
LECROY CORP                    COM  52324W109         3417          279 SH       D       7           279            0            0
LECTEC CORP COM                COM  523251106         4225         2600 SH       D       6          2600            0            0
CENTORCOR 4.75                 CNV  52342AE18      2662501      2000000 SH       D       9       2000000            0            0
LEE ENTERPRISES INC COM        COM  523768109     23810172       745524 SH       D       6        745524            0            0
Lee Enterprises                COM  523768109       264570         8284 SH       D       7          8284            0            0
LEEDS FEDERAL BANKSHARES INC   COM  524226107         2262          232 SH       D       7           232            0            0
LEGATO SYS INC COM             COM  524651106     75634915      1099145 SH       D       6       1099145            0            0
LEGATO SYSTEMS INC             COM  524651106      2045180        32214 SH       D       7          9348            0        22866
LEGGETT & PLATT INC COM STOCK  COM  524660107       142071         4100 SH       D       2          4100            0            0
LEGGETT & PLATT INC COM STOCK  COM  524660107     10081175       290930 SH       D       3        290930            0            0
LEGGETT & PLATT INC COM        COM  524660107     97181955      4533269 SH       D       6       4172363          620       360286
LEGGETT & PLATT INC COM        COM  524660107      2773937       130536 SH       D       7        113687            0        16849
LEGGETT & PLATT INC            COM  524660107       203656         9500 SH       S       7          9500            0            0
LEGG MASON WOOD WALKER INC COM COM  524901105     28652326       790409 SH       D       6        784370            0         6039
LEGG MASON INCORPORATED        COM  524901105       447281        12849 SH       D       7          8739            0         4110
LEHMAN BROTHERS HOLDINGS INC C COM  524908100      1573119        11500 SH       D       1         11500            0            0
LEHMAN BROTHERS HOLDINGS INC C COM  524908100       554011         4050 SH       D       2          4050            0            0
LEHMAN BROTHERS HOLDINGS INC C COM  524908100     27044120       197701 SH       D       3        186181            0        11520
LEHAMN BROS HLDGS - WI COM     COM  524908100    296359673      3499450 SH       D       6       3210661          387       288402
LEHAMN BROS HLDGS - WI COM     COM  524908100      9379374       112182 SH       D       7        101914            0        10268
LEHMAN BROTHERS HOLDING INC    COM  524908100       494575         5840 SH       S       7          5840            0            0
LEISURE TIME CASINOS & RESORTS COM  52541P101        71113        11700 SH       D       6         11700            0            0
LENNAR CORP COM                COM  526057104     14877330       915528 SH       D       6        915528            0            0
Lennar Corp.                   COM  526057104       123240         7584 SH       D       7          7584            0            0
LENNAR 0%CB18                  CNV  526057AA2      1980740      5000000 SH       D       9       5000000            0            0
LENNOX INTL INC COM            COM  526107107      2594550       282400 SH       D       6        282400            0            0
LENNOX INTERNATIONAL INC       COM  526107107        18375         2000 SH       D       7          2000            0            0
LESCO INC OHIO COM             COM  526872106      1494827        87931 SH       D       6         87931            0            0
LESCO INC                      COM  526872106         5253          309 SH       D       7           309            0            0
LESLIE FAY INC NEW COM         COM  527016109         1120          183 SH       D       6           183            0            0
LESLIE FAY COMPANY INC         COM  527016109          275           45 SH       D       7            45            0            0
DIAMOND OFFSHORE DRILLING      COM  5271CI027      1815624        60400 SH       D       9         60400            0            0
LETCHWORTH INDPT BANCSHARES CO COM  527251102            0        23219 SH       D       6         23219            0            0
LETCHWORTH INDEPENDENT BCSHS   COM  527251102         2887          151 SH       D       7           151            0            0
LETS TALK CELLULAR COM         COM  527260103        26072        10300 SH       D       6         10300            0            0
LET'S TALK CELLULAR & WIRELESS COM  527260103         6328         2500 SH       D       7          2500            0            0
LEUCADIA NATIONAL CORP COM STO COM  527288104      2638017        70972 SH       D       3         70972            0            0
LEUCADIA NATIONAL CORP COM     COM  527288104     13669696       591122 SH       D       6        591122            0            0
Leucadia Natl Corp             COM  527288104       263255        11384 SH       D       7         11384            0            0
LEVEL 8 SYSTEMS INC COMMON STO COM  52729M102      1797388        52004 SH       D       6         52004            0            0
LEVEL 8 SYSTEMS INC            COM  52729M102        20660          597 SH       D       7           597            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100      2032857        15500 SH       D       1         15500            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100      1114792         8500 SH       D       2          8500            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100     56609306       431631 SH       D       3        431631            0            0
LEVEL 3 COMMUNICATION COM      COM  52729N100    286409721      3498134 SH       D       6       3407434            0        90700
LEVEL 3 COMMUNICATIONS         COM  52729N100      8957330       114868 SH       D       7         40741            0        74127
LEXINGTON GLOBAL ASSET MNGRS.  COM  528932106         9213         3780 SH       D       6          3780            0            0
LEXINGTON B & L FINL CORP COM  COM  529017105        14287         1099 SH       D       6          1099            0            0
LEXINGTON B&L FINANCIAL CORP   COM  529017105         5200          400 SH       D       7           400            0            0
LEXINGTON CORPORATE PROPERTIES COM  529043101      3523590       383520 SH       D       6        380620            0         2900
Lexington Corporate Properties COM  529043101        23501         2558 SH       D       7          2558            0            0
LEXMARK INTERNATIONAL COM STK  COM  529771107      5120431        34300 SH       D       3         34300            0            0
LEXMARK GRP CL A COM           COM  529771107    296223152      3273184 SH       D       6       3014504          430       258250
LEXMARK GRP CL A COM           COM  529771107     12599426       140285 SH       D       7        102898            0        37387
LEXMARK INTL GROUP INC         COM  529771107       561190         6201 SH       S       7          6201            0            0
LIBBEY INC COM                 COM  529898108     10129832       352342 SH       D       6        346542            0         5800
Libbey Inc.                    COM  529898108        68022         2366 SH       D       7          2366            0            0
LIBERATE TECHNOLOGIES COM      COM  530129105     62765825       244225 SH       D       6        238325            0         5900
LIBERATE TECHNOLOGIES          COM  530129105       539700         2100 SH       D       7          2100            0            0
LIBERTE INVS INC DEL COM       COM  530154103       277310        80672 SH       D       6         80672            0            0
LIBERTE INVESTORS INC          COM  530154103         4145         1206 SH       D       7          1206            0            0
LIBERTY CORP SOUTH CAROLINA CO COM  530370105     14700234       348450 SH       D       6        348450            0            0
Liberty Corp.                  COM  530370105       109476         2595 SH       D       7          2595            0            0
LIBERTY DIGITAL INC CLASS A CO COM  530436104     12644849       170301 SH       D       6        170301            0            0
LIBERTY DIGITAL INC CL A       COM  530436104       784614        13515 SH       D       7          3400            0        10115
LIBERTY FINANCIAL COM          COM  530512102      5913241       257798 SH       D       6        257798            0            0
Liberty Finl Cos Inc           COM  530512102        85786         3740 SH       D       7          3740            0            0
LIBERTY HOMES INC CLASS A COM  COM  530582204         5764          704 SH       D       6           704            0            0
LIBERTY HOMES INC CL A         COM  530582204         1637          200 SH       D       7           200            0            0
LIBERTY PPTY TR COM            COM  531172104     33591730      1385226 SH       D       6        927636            0       457590
LIBERTY PROPERTY TRUST         COM  531172104       250920        10457 SH       D       7          5725            0         4732
LIFE FINL CORP COM             COM  53184P101        16400         4100 SH       D       6          4100            0            0
LIFSCHULTZ INDUSTRIES INC      COM  531925204         3812          500 SH       D       6           500            0            0
LIFETIME HOAN CORP COM         COM  531926103       467586        89064 SH       D       6         89064            0            0
LIFETIME HOAN CORP             COM  531926103         2436          464 SH       D       7           464            0            0
LIFECELL COM                   COM  531927101       687559       134158 SH       D       6        134158            0            0
LIFECELL CORP                  COM  531927101         3075          600 SH       D       7           600            0            0
LIFE MED SCIENCE COM           COM  53215M101         1500         4000 SH       D       6          4000            0            0
LIFECORE BIOMEDICAL INC        COM  532187101      3013354       142644 SH       D       6        142644            0            0
LIFECORE BIOMEDICAL INC        COM  532187101        28645         1356 SH       D       7          1356            0            0
LIFELINE SYSMS INC COM         COM  532192101       968475        64565 SH       D       6         64565            0            0
LIFELINE SYSTEMS INC           COM  532192101         3210          214 SH       D       7           214            0            0
LIFEMARK INC COM               COM  53219F102        11472         3530 SH       D       6          3530            0            0
LIFEMARK CORP                  COM  53219F102          975          300 SH       D       7           300            0            0
UNKNOWN COM                    COM  53219H108      5110875        88500 SH       D       6         88500            0            0
LIFEMINDERS.COM INC            COM  53219H108        57750         1000 SH       D       7          1000            0            0
LIFEPOINT HOSPITALS INC COM    COM  53219L109      6369453       539302 SH       D       6        539302            0            0
LifePoint Hospital             COM  53219L109        80395         6814 SH       D       7          6814            0            0
LIGAND PHARMACEUTICALS COM     COM  53220K207      8599972       667959 SH       D       6        667959            0            0
Ligand Pharmaceuticals Inc.    COM  53220K207        68675         5334 SH       D       7          5334            0            0
LIGHTBRIDGE INC COM            COM  532226107     15736969       567098 SH       D       6        567098            0            0
LIGHTBRIDGE INC                COM  532226107        19147          690 SH       D       7           690            0            0
LIGHTPATH TECHNOLOGIES INC C   COM  532257102       143893         7700 SH       D       6          7700            0            0
LILLIAN VERNON CORP COM        COM  532430105       577743        51932 SH       D       6         51932            0            0
LILLIAN VERNON COPORATION      COM  532430105         3738          336 SH       D       7           336            0            0
LILLY (ELI) & CO COM NPV       COM  532457108     14973663       184848 SH       D       1         64900       119948            0
LILLY (ELI) & CO COM NPV       COM  532457108      2670651        24640 SH       D       2         24640            0            0
LILLY (ELI) & CO COM NPV       COM  532457108    204711171      1888709 SH       D       3       1801909            0        86800
LILLY (ELI) & CO COM NPV       COM  532457108      4638956        42800 SH       D       4         42800            0            0
LILLY (ELI) & CO               COM  532457108     20397744       306733 SH       D       5        306733            0            0
LILLY ELI & CO COM             COM  532457108   1824607515     27437707 SH       D       6      24999156         3669      2434882
LILLY ELI & CO COM             COM  532457108     65813094       972092 SH       D       7        702862            0       269230
LILLY (ELI) & CO               COM  532457108       291463         4330 SH       D       9          4330            0            0
ELI LILLY & COMPANY            COM  532457108      3512530        52820 SH       S       7         52820            0            0
LILLY INDL COATING INC CLASS A COM  532491107      6056415       450710 SH       D       6        450710            0            0
Lilly Industries Inc.          COM  532491107        45257         3368 SH       D       7          3368            0            0
LIMITED INC COM STOCK US$0.50  COM  532716107       226373         3300 SH       D       2          3300            0            0
LIMITED INC COM STOCK US$0.50  COM  532716107     25609958       373334 SH       D       3        344780            0        28554
LIMITED INC COM STOCK US$0.50  COM  532716107      1029038        15001 SH       D       4         15001            0            0
LIMITED INC                    COM  532716107      2594505        59902 SH       D       5         59902            0            0
LIMITED INC COM                COM  532716107    231445975      5343630 SH       D       6       4907571          706       435353
LIMITED INC COM                COM  532716107      6783009       158087 SH       D       7        141282            0        16805
THE LIMITED INC                COM  532716107       447851        10340 SH       S       7         10340            0            0
LINCARE HOLDINGS COM           COM  532791100     28067182       809144 SH       D       6        807005            0         2139
LINCARE HOLDINGS INCORPORATED  COM  532791100       515573        13923 SH       D       7          6359            0         7564
LINCOLN BANCORP IND COM        COM  532879103       530250        50500 SH       D       6         50500            0            0
LINCOLN ELECTRIC HOLDINGS, INC COM  533900106      8555559       414815 SH       D       6        414815            0            0
Lincoln Electric Holdings      COM  533900106       123234         5975 SH       D       7          5975            0            0
LINCOLN NATIONAL CORP COM STOC COM  534187109       191590         3000 SH       D       2          3000            0            0
LINCOLN NATIONAL CORP COM STOC COM  534187109     21917225       343188 SH       D       3        323988            0        19200
LINCOLN NATIONAL CORP COM STOC COM  534187109       804681        12600 SH       D       4         12600            0            0
LINCOLN NATIONAL CORP          COM  534187109      2240160        56004 SH       D       5         56004            0            0
LINCOLN NATIONAL CORP IND COM  COM  534187109    219621280      5490532 SH       D       6       4940721          658       549153
LINCOLN NATIONAL CORP IND COM  COM  534187109      6025510       151396 SH       D       7        134314            0        17082
LINCOLN NATIONAL CORP          COM  534187109       384320         9608 SH       S       7          9608            0            0
LINDBERG CORP COM              COM  535171102       431574        55687 SH       D       6         55687            0            0
LINDBERG CORP                  COM  535171102         2030          262 SH       D       7           262            0            0
LINDSAY MFG CO COM             COM  535555106      3827262       209713 SH       D       6        209713            0            0
Lindsay Manufacturing Co.      COM  535555106        33598         1841 SH       D       7          1841            0            0
LINEAR TECHNOLOGY COM STOCK NP COM  535678106       330388         2900 SH       D       2          2900            0            0
LINEAR TECHNOLOGY COM STOCK NP COM  535678106     23167520       203354 SH       D       3        186554            0        16800
LINEAR TECHNOLOGY CORP COM     COM  535678106    155931395      2178954 SH       D       6       2178954            0            0
LINEAR TECHNOLOGY CORP         COM  535678106      5385642        69043 SH       D       7         26432            0        42611
LINENS N THINGS INC COM        COM  535679104     13023861       439624 SH       D       6        439624            0            0
LINENS 'N THINGS INC           COM  535679104       363788        13894 SH       D       7          2642            0        11252
LIONBRIDGE TECHNOLOGIES INC CO COM  536252109       532900        29200 SH       D       6         29200            0            0
LIONBRIDGE TECH                COM  536252109        10950          600 SH       D       7           600            0            0
LIPOSOME INC COM               COM  536310105     10096320       827357 SH       D       6        827357            0            0
Liposome Co. Inc.              COM  536310105        66982         5489 SH       D       7          5489            0            0
LIQUI BOX CORP COM             COM  536314107      2638845        53310 SH       D       6         53310            0            0
Liqui Box Corp.                COM  536314107        24403          493 SH       D       7           493            0            0
LIQUID AUDIO COM               COM  53631T102      2772603       105623 SH       D       6        105623            0            0
LIQUID AUDIO, INC              COM  53631T102        21000          800 SH       D       7           800            0            0
LITE-ON TECHNOLOGY CORP        ADR  536759202          456           45 SH       D       9            45            0            0
LITHIA MTRS INC COM            COM  536797103      1908067       106745 SH       D       6        106745            0            0
Lithia Motors Inc.             COM  536797103        19394         1085 SH       D       7          1085            0            0
LITRONIC INC COM               COM  537004103         2400          300 SH       D       6           300            0            0
LITRONIC INC                   COM  537004103         2400          300 SH       D       7           300            0            0
LITTLEFUSE COM                 COM  537008104      8923868       367758 SH       D       6        367758            0            0
Littelfuse Inc.                COM  537008104        67434         2779 SH       D       7          2779            0            0
LITTLE SWITZ INC. COM          COM  537528101         3881         6900 SH       D       6          6900            0            0
LITTLEFIELD ADAMS & CO COM     COM  537581100         1566         7161 SH       D       6          7161            0            0
LITTON INDUSTRIES INC COM STOC COM  538021106      4481313        56030 SH       D       3         56030            0            0
LITTON INDUSTRIES INC COM      COM  538021106     31493269       631444 SH       D       6        627930            0         3514
LITTON INDS                    COM  538021106       393106         7847 SH       D       7          5530            0         2317
LIZ CLAIBORNE COM STOCK US$1   COM  539320101      5643444        92146 SH       D       3         92146            0            0
LIZ CLAIBORNE INC              COM  539320101       685339        18215 SH       D       5         18215            0            0
LIZ CLAIBORNE INC COM          COM  539320101     61147813      1625191 SH       D       6       1494089          228       130874
LIZ CLAIBORNE INC COM          COM  539320101      1734867        46341 SH       D       7         41094            0         5247
LIZ CLAIBORNE                  COM  539320101       109112         2900 SH       S       7          2900            0            0
LO JACK CORP COM               COM  539451104      1533930       227249 SH       D       6        227249            0            0
LO-JACK CORPORATION            COM  539451104         4509          668 SH       D       7           668            0            0
LOCAL FINL CORP COM            COM  539553107      2517545       242655 SH       D       6        239055            0         3600
Local Financial Corp.          COM  539553107        20563         1982 SH       D       7          1982            0            0
LOCKHEED MARTIN CORP           COM  539830109       183800         5580 SH       D       2          5580            0            0
LOCKHEED MARTIN CORP           COM  539830109     20696438       628324 SH       D       3        593660            0        34664
LOCKHEED MARTIN CORP           COM  539830109       573140        17400 SH       D       4         17400            0            0
LOCKHEED MARTIN CORP COM       COM  539830109    215819955      9866055 SH       D       6       9051219         1309       813527
LOCKHEED MARTIN CORP COM       COM  539830109      6333882       290055 SH       D       7        260021            0        30034
LOCKHEED MARTIN CORPORATION    COM  539830109       418687        19140 SH       S       7         19140            0            0
LODGENET ENTMT COM             COM  540211109      5708340       229481 SH       D       6        229481            0            0
LODGENET ENTERTAINMENT CORP.   COM  540211109         9950          400 SH       D       7           400            0            0
LODGIAN, INC COM               COM  54021P106      1928485       385697 SH       D       6        385697            0            0
Lodgian Inc.                   COM  54021P106        16915         3383 SH       D       7          3383            0            0
LOEHMANNS INC NEW COM          COM  540417102          250         5000 SH       D       6          5000            0            0
LOEWS CINEPLEX ENTMT COM       COM  540423100      1493336       254185 SH       D       6        254185            0            0
Loews Cineplex Entertainment   COM  540423100        22853         3890 SH       D       7          3890            0            0
LOEWS CORP COM STOCK US$1      COM  540424108      2581097        26200 SH       D       1         26200            0            0
LOEWS CORP COM STOCK US$1      COM  540424108       744774         7560 SH       D       2          7560            0            0
LOEWS CORP COM STOCK US$1      COM  540424108     17801295       180696 SH       D       3        180696            0            0
LOEWS CORP COM STOCK US$1      COM  540424108       719160         7300 SH       D       4          7300            0            0
LOEWS CORP COM                 COM  540424108    175855566      2897723 SH       D       6       2669012          372       228339
LOEWS CORP COM                 COM  540424108      5186014        85621 SH       D       7         78765            0         6856
LOEWS CORP                     COM  540424108       314482         5182 SH       S       7          5182            0            0
LOG ON AMER INC COM            COM  540473105      1110611        54845 SH       D       6         54845            0            0
LOG ON AMERICA INC             COM  540473105        12150          600 SH       D       7           600            0            0
LOGANSPORT FINL CORP COM       COM  541209102          425           42 SH       D       6            42            0            0
LOGANSPORT FINANCIAL CORP      COM  541209102         4000          400 SH       D       7           400            0            0
LOGIC DEVICES INC COM          COM  541402103        12187         3900 SH       D       6          3900            0            0
LOGIC DEVICES INC              COM  541402103         1875          600 SH       D       7           600            0            0
LOGILITY INC- COM COM          COM  54140Y103      1168849        59941 SH       D       6         59941            0            0
LOGILITY, INC.                 COM  54140Y103        29289         1502 SH       D       7          1502            0            0
LOISLAW COM INC COM            COM  541431102      2609637        66700 SH       D       6         66700            0            0
LOISLAW.COM                    COM  541431102        46950         1200 SH       D       7          1200            0            0
LONE STAR STEAKHOUSE & SALOON  COM  542307103        41068         2700 SH       D       2          2700            0            0
LONE STAR STEAKHOUSE & SALOON  COM  542307103        36505         2400 SH       D       3          2400            0            0
LONE STAR STEAKHOUSE COM       COM  542307103      7721806       865489 SH       D       6        838489            0        27000
Lone Star Steakhouse & Saloon  COM  542307103        71696         8036 SH       D       7          8036            0            0
LONE STAR TECHNOLOGIES INC COM COM  542312103     16331990       585901 SH       D       6        563501            0        22400
Lone Star Technologies Inc.    COM  542312103       120838         4335 SH       D       7          4335            0            0
LONG ISLAND FINANCIAL CORP     COM  542669106         8400          800 SH       D       6           800            0            0
LONGS DRUG STORES INC (MD) COM COM  543162101       388742         9600 SH       D       3          9600            0            0
LONGS DRUG STORES CORP COM     COM  543162101     26730186      1035552 SH       D       6        954846          126        80580
LONGS DRUG STORES CORP COM     COM  543162101       728954        28313 SH       D       7         25583            0         2730
LONGS DRUGSTORES CORP          COM  543162101        49818         1930 SH       S       7          1930            0            0
LONGVIEW FIBRE CO (WASHINGTON) COM  543213102     22128953      1552909 SH       D       6       1551309            0         1600
Longview Fibre Co.             COM  543213102       163946        11505 SH       D       7         11505            0            0
LOOKSMART LTD COM              COM  543442107      5245641       194283 SH       D       6        194283            0            0
LOOKSMART LTD                  COM  543442107       116100         4300 SH       D       7          4300            0            0
LORONIX INFORMATION SYSTEMS    COM  544183106         5925          300 SH       D       7           300            0            0
LOUIS DREYFUS NAT GAS CORP COM COM  546011107     11612053       640665 SH       D       6        638665            0         2000
Louis Dreyfus Natural Gas      COM  546011107        67153         3705 SH       D       7          3705            0            0
LOUSIANA-PACIFIC CORP COM STOC COM  546347105      3712126       163061 SH       D       3        163061            0            0
LOUISIANA-PACIFIC CORP         COM  546347105       432675        30768 SH       D       5         30768            0            0
LOUISIANA PACIFIC CORP COM     COM  546347105     45879627      3219623 SH       D       6       2816355          351       402917
LOUISIANA PACIFIC CORP COM     COM  546347105      1177479        82316 SH       D       7         73097            0         9219
LOUISIANA PACIFIC CORP         COM  546347105        74670         5240 SH       S       7          5240            0            0
LOWE'S COS INC COM STOCK US$0. COM  548661107       499328         5240 SH       D       2          5240            0            0
LOWE'S COS INC COM STOCK US$0. COM  548661107     58412135       612982 SH       D       3        579382            0        33600
LOWE'S COS INC COM STOCK US$0. COM  548661107      1343613        14100 SH       D       4         14100            0            0
LOWES COMPANIES INC COM        COM  548661107    585896370      9805797 SH       D       6       9001978         1269       802550
LOWES COMPANIES INC COM        COM  548661107     21001424       361118 SH       D       7        260680            0       100438
LOWES CO'S, INC.               COM  548661107      1103582        18470 SH       S       7         18470            0            0
LOWRANCE ELECTRONICS INC       COM  548900109         8553         1700 SH       D       7          1700            0            0
LUBRIZOL CORP COM STOCK NPV    COM  549271104       976327        19700 SH       D       1         19700            0            0
LUBRIZOL CORP COM STOCK NPV    COM  549271104       232930         4700 SH       D       2          4700            0            0
LUBRIZOL CORP COM STOCK NPV    COM  549271104      5040625       101708 SH       D       3        101708            0            0
LUBRIZOL CORP COM              COM  549271104     74172988      2402364 SH       D       6       2191551            0       210813
LUBRIZOL CORP                  COM  549271104      1871433        60337 SH       D       7         56438            0         3899
LUBYS CAFETERIAS INC COM       COM  549282101      5977574       525501 SH       D       6        520691            0         4810
Luby's Inc.                    COM  549282101        55805         4906 SH       D       7          4906            0            0
LUCENT TECHNOLOGIES            COM  549463107     18289635       234400 SH       D       1         74900       159500            0
LUCENT TECHNOLOGIES            COM  549463107      7149089        59242 SH       D       2         59242            0            0
LUCENT TECHNOLOGIES            COM  549463107    639020648      5295340 SH       D       3       5074227            0       221113
LUCENT TECHNOLOGIES            COM  549463107     15562623       128962 SH       D       4        128962            0            0
LUCENT TECHNOLOGIES INC        COM  549463107     63488550       846514 SH       D       5        846514            0            0
LUCENT TECHNOLOGIES COM        COM  549463107   5887754976     78708196 SH       D       6      72114405        10223      6583568
LUCENT TECHNOLOGIES COM        COM  549463107    203712246      2976795 SH       D       7       2061693            0       915102
LUCENT TECHNOLOGIE             COM  549463107       449875         5900 SH       D       9          5900            0            0
LUCENT TECHNOLOGIES            COM  549463107     11249854       150374 SH       S       7        150374            0            0
LUCOR INC COM                  COM  549596104         2396         1198 SH       D       6          1198            0            0
LUFKIN INDUSTRIES INC          COM  549764108         3615          241 SH       D       7           241            0            0
LUMINANT WORLDWIDE COM         COM  550260103      6390793       140457 SH       D       6        140457            0            0
LUMINANT WORLDWIDE CORP        COM  550260103        59150         1300 SH       D       7          1300            0            0
LUMISYS INC COM                COM  550274104        19884         6300 SH       D       6          6300            0            0
LUMISYS INC                    COM  550274104          946          300 SH       D       7           300            0            0
LUNAR CORP COM                 COM  550362107       568610        79805 SH       D       6         79805            0            0
LUNAR CORP                     COM  550362107         2736          384 SH       D       7           384            0            0
LUND ENTERPRISES INC COM       COM  550368104        21625         3681 SH       D       6          3681            0            0
LUND ENTERPRISES INC           COM  550368104         1175          200 SH       D       7           200            0            0
LYCOS INC COM                  COM  550818108     70151847       881720 SH       D       6        867220            0        14500
Lycos, Inc.                    COM  550818108      2106156        28568 SH       D       7          9642            0        18926
LYDALL INC COM                 COM  550819106      1853251       279736 SH       D       6        279736            0            0
Lydall Inc.                    COM  550819106        13607         2054 SH       D       7          2054            0            0
LYNCH CORP COM                 COM  551137102       475834        18479 SH       D       6         18479            0            0
LYNCH CORP                     COM  551137102         1339           52 SH       D       7            52            0            0
LYNCH INTERACTIVE CORP COM     COM  551146103      1855577        18579 SH       D       6         18579            0            0
LYNCH INTERACTIVE CORP         COM  551146103         5193           52 SH       D       7            52            0            0
LYNX THERAPEUTICS INC (NEW) CO COM  551812308      3430390       105958 SH       D       6        105958            0            0
LYNX THERAPEUTICS INC          COM  551812308        13273          410 SH       D       7           410            0            0
LYONDELL CHEMICAL COMPANY USD1 COM  552078107        73977         3600 SH       D       3          3600            0            0
LYONDELL CHEMICAL CO.          COM  552078107     23853171      1870837 SH       D       6       1859316            0        11521
LYONDELL CHEMICAL COMPANY      COM  552078107       269829        20705 SH       D       7         12918            0         7787
M&F WORLDWIDE CORP COM         COM  552541104      1622106       320416 SH       D       6        320416            0            0
M & F WORLDWIDE CORP           COM  552541104         7902         1561 SH       D       7          1561            0            0
MACC PRIVATE EQUITIES INC COM  COM  552617102        12318          921 SH       D       6           921            0            0
MACC PRIVATE EQUITIES INC      COM  552617102         6955          520 SH       D       7           520            0            0
M & T BANK CORP COM            COM  55261F104     45977607       110990 SH       D       6        101480            0         9510
M & T BANK CORPORATION         COM  55261F104       504326         1227 SH       D       7           681            0          546
MAF BANCORP INC COM            COM  55261R108     12260707       585586 SH       D       6        575286            0        10300
MAF Bancorp Inc.               COM  55261R108        72757         3475 SH       D       7          3475            0            0
MAI SYS CORP COM               COM  552620205         3981         4900 SH       D       6          4900            0            0
MAI SYSTEMS CORP.              COM  552620205          406          500 SH       D       7           500            0            0
MBIA INC COM STOCK US$1        COM  55262C100       161532         1900 SH       D       2          1900            0            0
MBIA INC COM STOCK US$1        COM  55262C100     13325932       156744 SH       D       3        156744            0            0
MBIA INC COM STOCK US$1        COM  55262C100       680137         8000 SH       D       4          8000            0            0
MBIA INC                       COM  55262C100      1468504        27806 SH       D       5         27806            0            0
MBIA INC COM                   COM  55262C100    136084179      2576741 SH       D       6       2366919          333       209489
MBIA INC COM                   COM  55262C100      4048699        76861 SH       D       7         68345            0         8516
MBIA INC.                      COM  55262C100       253500         4800 SH       S       7          4800            0            0
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100       490705        11173 SH       D       2         11173            0            0
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100     58256740      1326464 SH       D       3       1278877            0        47587
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100      1875333        42700 SH       D       4         42700            0            0
MBNA CORP                      COM  55262L100      6055631       222225 SH       D       5        222225            0            0
MBNA CORP COM                  COM  55262L100    537902710     19739549 SH       D       6      18119719         2664      1617166
MBNA CORP COM                  COM  55262L100     19655900       726702 SH       D       7        521496            0       205206
MBNA CORP                      COM  55262L100      1055392        38730 SH       S       7         38730            0            0
MBL INTL CB 3% 11/02           CNV  55262XAA2     96005992     81189000 SH       D       9      81189000            0            0
AVONDALE FINANCIAL CORP COM    COM  55263D107       737755        59317 SH       D       6         59317            0            0
M D C HOLDINGS INC DEL      CO COM  552676108     11111268       708288 SH       D       6        708288            0            0
MDC Holdings Inc.              COM  552676108        50827         3240 SH       D       7          3240            0            0
MCN CORP COM                   COM  55267J100     29469356      1240815 SH       D       6       1231753            0         9062
MCN ENERGY GROUP INC           COM  55267J100       279075        11605 SH       D       7          5459            0         6146
MCI WORLDCOM INC USD0.01       COM  55268B106     16384826       282280 SH       D       1         37950       244330            0
MCI WORLDCOM INC USD0.01       COM  55268B106      7116800        55631 SH       D       2         55631            0            0
MCI WORLDCOM INC USD0.01       COM  55268B106    610096260      4769034 SH       D       3       4577262            0       191772
MCI WORLDCOM INC USD0.01       COM  55268B106     13962392       109142 SH       D       4        109142            0            0
MCI WORLDCOM INC               COM  55268B106     41235929       777120 SH       D       5        777120            0            0
MCI WORLDCOM INC COM           COM  55268B106   2748015047     51788271 SH       D       6      47457149         6498      4324624
MCI WORLDCOM INC COM           COM  55268B106    134029412      2596050 SH       D       7       1929852            0       666198
WORLDCOM INC                   COM  55268B106      7466316        93475 SH       D       9         93475            0            0
MCI WORLDCOM, INC.             COM  55268B106      7204826       135780 SH       S       7        135780            0            0
MDU RES GROUP INC COM          COM  552690109     17138800       856940 SH       D       6        855980            0          960
MDU Resources Group Inc.       COM  552690109       169540         8477 SH       D       7          8477            0            0
MC INFORMATICS                 COM  55269G104         1350          900 SH       D       7           900            0            0
MEMC ELECTR MATLS IN COM       COM  552715104      6007510       490409 SH       D       6        490409            0            0
MEMC Electronic Materials Inc. COM  552715104       104308         8515 SH       D       7          8515            0            0
MFRI INC COM                   COM  552721102         4247          985 SH       D       6           985            0            0
MFRI INC                       COM  552721102         1293          300 SH       D       7           300            0            0
MFB CORP COM                   COM  55272D106         5406          324 SH       D       6           324            0            0
MFB CORP                       COM  55272D106         6675          400 SH       D       7           400            0            0
MFN FINANCIAL CORP COM         COM  55272N104         7819         1203 SH       D       6          1203            0            0
MFN FINANCIAL CORP COM         WT   55272N112            0            3 SH       D       6             3            0            0
WTS MFN FINANCIAL CORP SER A   WT   55272N120            0            3 SH       D       6             3            0            0
WTS MFN FINANCIAL CORP SER A   WT   55272N138            0            3 SH       D       6             3            0            0
MGC COMMUNICATIONS COM         COM  552763302     13480976       265635 SH       D       6        265635            0            0
MGC Communications Inc.        COM  552763302       137228         2704 SH       D       7          2704            0            0
MGIC INVESTMENT                COM  552848103       202439         2100 SH       D       2          2100            0            0
MGIC INVESTMENT                COM  552848103     16361649       169727 SH       D       3        160727            0         9000
MGIC INVT CORP WIS COM         COM  552848103    169792670      2821062 SH       D       6       2573306          386       247370
MGIC INVT CORP WIS COM         COM  552848103      5142797        86287 SH       D       7         76964            0         9323
MGIC INVESTMENT CORP.          COM  552848103       312975         5200 SH       S       7          5200            0            0
MGI PHARMA INC COM             COM  552880106      2023514       169509 SH       D       6        169509            0            0
MGI PHARMA INC                 COM  552880106         7556          633 SH       D       7           633            0            0
MGI PPTYS COM                  COM  552885105      1641795       312723 SH       D       6        310923            0         1800
MGI Properties                 COM  552885105        11266         2146 SH       D       7          2146            0            0
MGM GRAND INC COM              COM  552953101     15817093       314377 SH       D       6        312198            0         2179
MGM GRAND, INC                 COM  552953101       305019         6191 SH       D       7          4080            0         2111
MEYERSON & CO                  COM  55301Q102         1575          300 SH       D       7           300            0            0
MIM CORP COM                   COM  553044108        21471         8809 SH       D       6          8809            0            0
M/I SCHOTTENSTEIN HOMES INC CO COM  55305B101      1474500        94747 SH       D       6         94747            0            0
M/I SCHOTTENSTEIN HOMES INC    COM  55305B101         5057          325 SH       D       7           325            0            0
MK GOLD CO COM                 COM  55305P100         4593         4900 SH       D       6          4900            0            0
MKS INSTRUMENT INC COM         COM  55306N104      3849696       106566 SH       D       6        106566            0            0
MKS Instruments Inc.           COM  55306N104        71527         1980 SH       D       7          1980            0            0
MMI COS INC COM                COM  553087107      2544401       295003 SH       D       6        295003            0            0
MMI Companies Inc.             COM  553087107        23253         2696 SH       D       7          2696            0            0
MMC NETWORKS INC - C COM       COM  55308N102     14078968       409570 SH       D       6        409570            0            0
MMC Networks Inc.              COM  55308N102       155718         4530 SH       D       7          4530            0            0
MNB BANCSHARES INC COM         COM  553103102         4034          489 SH       D       6           489            0            0
MNB BANCSHARES INC             COM  553103102         3465          420 SH       D       7           420            0            0
MPM TECHNOLOGIES               COM  553358201         1950          300 SH       D       7           300            0            0
MPW INDS SVC GROUP COM         COM  553444100       557625        70252 SH       D       6         70252            0            0
MPW INDUSTRIAL SERVICES GROUP  COM  553444100         8691         1095 SH       D       7          1095            0            0
MEV COMMUNICATION COM          COM  553477100     25539636       406197 SH       D       6        406197            0            0
MRV Communications Inc.        COM  553477100       239805         3814 SH       D       7          3814            0            0
MSB FINL INC COM               COM  553519109         3517          335 SH       D       6           335            0            0
MSC INDL DIRECT INC COM        COM  553530106      8209845       619611 SH       D       6        619611            0            0
MSC Indl Direct Inc            COM  553530106        55451         4185 SH       D       7          4185            0            0
MSC SOFTWARE CORPORATION COM   COM  553531104      2798671       276412 SH       D       6        276412            0            0
MSC SOFTWARE CORP              COM  553531104         6206          613 SH       D       7           613            0            0
M S CARRIERS INC COM           COM  553533100      8654162       362478 SH       D       6        354678            0         7800
MS Carriers Inc.               COM  553533100        34260         1435 SH       D       7          1435            0            0
MTR GAMING GROUP INC COM       COM  553769100       588321       192105 SH       D       6        192105            0            0
M T S SYSMS CORP COM           COM  553777103      3758936       485024 SH       D       6        483024            0         2000
MTS Systems Corp.              COM  553777103        21622         2790 SH       D       7          2790            0            0
MTI TECHNOLOGY CORP COM        COM  553903105     12912776       350177 SH       D       6        350177            0            0
MTI Technology Corp.           COM  553903105       154543         4191 SH       D       7          4191            0            0
M-WAVE INC. COM                COM  554034108         8050         2300 SH       D       6          2300            0            0
MYR GROUP INC COM              COM  554053108      1811233        61659 SH       D       6         61659            0            0
MAC-GRAY CORP- COM COM         COM  554153106       511267       134103 SH       D       6        134103            0            0
MAC-GRAY CORPORATION           COM  554153106         4937         1295 SH       D       7          1295            0            0
MACDERMID INC COM              COM  554273102     14998858       365269 SH       D       6        365269            0            0
Macdermid Inc.                 COM  554273102       118136         2877 SH       D       7          2877            0            0
MACE SEC INTL INC COM          COM  554335109       342890        83125 SH       D       6         83125            0            0
MACE SECURITY INTL INC         COM  554335109          825          200 SH       D       7           200            0            0
MACERICH COM                   COM  554382101     20636613       991549 SH       D       6        762261            0       229288
Macerich Co.                   COM  554382101        96361         4630 SH       D       7          4630            0            0
MACK CALI REALTY CORP COM      COM  554489104     32720478      1255462 SH       D       6        854149            0       401313
MACK-CALI REALTY CORP          COM  554489104       385299        14814 SH       D       7         10596            0         4218
MACKIE DESIGNS INC COM         COM  554541102         9507         1811 SH       D       6          1811            0            0
MACKIE DESIGNS INC             COM  554541102         2945          561 SH       D       7           561            0            0
MACROCHEM COM                  COM  555903103      1191126       284448 SH       D       6        284448            0            0
Macrochem Corp.                COM  555903103         8199         1958 SH       D       7          1958            0            0
MACROVISION CORP COM           COM  555904101     16348450       220925 SH       D       6        220925            0            0
Macrovision Corp               COM  555904101       192696         2604 SH       D       7          2604            0            0
MACROMEDIA INC COM             COM  556100105     44923612       614340 SH       D       6        614340            0            0
MACROMEDIA INC.                COM  556100105      1321020        17446 SH       D       7          7096            0        10350
MADDEN STEVEN LTD COM          COM  556269108      1785622        93672 SH       D       6         93672            0            0
STEVEN MADDEN LTD              COM  556269108         9550          501 SH       D       7           501            0            0
MADECO SA ADR (REPR 10 ORD NPV ADR  556304103      2765530       154239 SH       D       3        154239            0            0
MADE2MANAGE SYSTEMS INC        COM  556466100        16000         2000 SH       D       6          2000            0            0
MADE2MANAGE SYSTEMS INC        COM  556466100         1600          200 SH       D       7           200            0            0
MADISON BANCSHARES GROUP LTD C COM  556596104         7145         1345 SH       D       6          1345            0            0
MADISON GAS & ELEC CO COM      COM  557497104      6059979       301117 SH       D       6        292367            0         8750
Madison Gas & Electric Co.     COM  557497104        46508         2311 SH       D       7          2311            0            0
MAGAININ PHARMACEUTICALS COM   COM  559036108        26922        14854 SH       D       6         14854            0            0
MAGAININ PHARMACEUTICALS       COM  559036108         1489          822 SH       D       7           822            0            0
MAGELLAN HEALTH SERVICES INC C COM  559079108      3622573       573873 SH       D       6        573873            0            0
Magellan Health Services Inc.  COM  559079108        32143         5092 SH       D       7          5092            0            0
MAGNETEK INC COM               COM  559424106      4182492       544064 SH       D       6        544064            0            0
Magnetek Inc.                  COM  559424106        32917         4282 SH       D       7          4282            0            0
MAGNUSON COMPUTER SYSTEMS      COM  559726104            0         3500 SH       D       3          3500            0            0
MAGNUM HUNTER RESOURCES INC    WT   55972F120          650         3467 SH       D       6          3467            0            0
MAGNUM HUNTER RESOURCES INC.   COM  55972F120           50          266 SH       D       7           266            0            0
MAGNUM HUNTER RES INC COM      COM  55972F203       599394       208485 SH       D       6        208485            0            0
MAGNUM HUNTER RESOURCES INC    COM  55972F203         2300          800 SH       D       7           800            0            0
MATAV RT-SPONSORED ADR         COM  559776109       108900         1900 SH       D       2          1900            0            0
MAHASKA INVESTMENT COM         COM  559809108         7387          591 SH       D       6           591            0            0
MAHASKA INVESTMENT CO          COM  559809108        13275         1062 SH       D       7          1062            0            0
MAIN STREET BANCORP INC COM    COM  559906102      1136602       115099 SH       D       6        115099            0            0
MAIN STREET BANK INC           COM  559906102         3782          383 SH       D       7           383            0            0
MAIL COM INC COM               COM  560311102      5079375       270900 SH       D       6        270900            0            0
MAIL.COM, INC                  COM  560311102        26250         1400 SH       D       7          1400            0            0
MAIL-WELL INC COM              COM  560321200     13355185       989273 SH       D       6        989273            0            0
Mail-Well Inc.                 COM  560321200        86886         6436 SH       D       7          6436            0            0
MAIN ST & MAIN INC COM         COM  560345308         4426         1362 SH       D       6          1362            0            0
MAKER COMM COM                 COM  560875106      7272459       170116 SH       D       6        170116            0            0
Maker Communications Inc.      COM  560875106        51385         1202 SH       D       7          1202            0            0
MAKITA CORPORATION             COM  560877300       302323        35052 SH       D       7         35052            0            0
MALAN RLTY INVS INC COM        COM  561063108       767644        57394 SH       D       6         57394            0            0
MALAN REALTY INVESTORS INC.    COM  561063108         4427          331 SH       D       7           331            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109      3923482        77900 SH       D       1         77900            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109       634606        12600 SH       D       2         12600            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109      8809804       174917 SH       D       3        163117            0        11800
MALLINCKRODT, INC. COMMON STOC COM  561232109    123898524      3894649 SH       D       6       3505684          233       388732
MALLINCKRODT, INC. COMMON STOC COM  561232109      8607038       270329 SH       D       7        264297            0         6032
MALLINCKRODT INC.              COM  561232109       109116         3430 SH       S       7          3430            0            0
MALLON RESOURCES CORP NEW      COM  561240201       428230        72123 SH       D       6         72123            0            0
MALLON RESOURCES CORP.         COM  561240201          593          100 SH       D       7           100            0            0
MANAGEMENT NETWORK GROUP INC C COM  561693102      2543151        77951 SH       D       6         77951            0            0
MANAGEMENT NETWORK GROUP, INC. COM  561693102        42412         1300 SH       D       7          1300            0            0
MANATRON INC COM               COM  562048108         6368          999 SH       D       6           999            0            0
MANCHESTER EQUIPMENT INC. COM  COM  562154104         2684          704 SH       D       6           704            0            0
MANDALAY RESORT GROUP US$0.025 COM  562567107      4062098       119308 SH       D       3        108208            0        11100
MANDALAY RESORT GROUP COM      COM  562567107     26740027      1328697 SH       D       6       1321230            0         7467
MANDALAY RESORT GROUP          COM  562567107       395257        20668 SH       D       7         15576            0         5092
MANHATTAN ASSOCS INC COM       COM  562750109       830875       112661 SH       D       6        112661            0            0
Manhattan Associates Inc.      COM  562750109        11689         1585 SH       D       7          1585            0            0
MANITOWOC INC COM              COM  563571108     41536814      1221671 SH       D       6       1177961            0        43710
Manitowoc Inc.                 COM  563571108       159868         4702 SH       D       7          4702            0            0
MANNATECH INC COM              COM  563771104       718448       138496 SH       D       6        138496            0            0
Mannatech Inc                  COM  563771104         7978         1538 SH       D       7          1538            0            0
MANNING GREG AUCTIONS INC COM  COM  563823103       240625        17500 SH       D       6         17500            0            0
MANNING (GREG) AUCTIONS INC.   COM  563823103         5500          400 SH       D       7           400            0            0
MANOR CARE INC NEW COM         COM  564055101        64427         2600 SH       D       2          2600            0            0
MANOR CARE INC NEW COM         COM  564055101      3928727       158545 SH       D       3        158545            0            0
MANOR CARE INC COM             COM  564055101     41873440      2617090 SH       D       6       2394444          405       222241
MANOR CARE INC COM             COM  564055101      1355694        84083 SH       D       7         74100            0         9983
MANOR CARE INC                 COM  564055101        83200         5200 SH       S       7          5200            0            0
MANPOWER                       COM  56418H100      3340580        54100 SH       D       1         54100            0            0
MANPOWER                       COM  56418H100       784202        12700 SH       D       2         12700            0            0
MANPOWER                       COM  56418H100      4421175        71600 SH       D       3         71600            0            0
MANPOWER INC                   COM  56418H100       805814        21417 SH       D       5         21417            0            0
MANPOWER INC. COM              COM  56418H100    120972163      3215207 SH       D       6       2843794            0       371413
MANPOWER,INC.                  COM  56418H100      7488350       199390 SH       D       7        192541            0         6849
MANSUR INDS INC COM            COM  564491108        12935         2524 SH       D       6          2524            0            0
MANSUR INDUSTRIES INC.         COM  564491108         6150         1200 SH       D       7          1200            0            0
MANTEX S.A.C.A SPONS ADR       COM  564601201        34039         3520 SH       D       3          3520            0            0
MANUFACTURED HOMES COM         COM  564682102     16413174       675092 SH       D       6        512148            0       162944
Manufactured Home Cmntys. Inc. COM  564682102        82468         3392 SH       D       7          3392            0            0
MAPICS, INC COM                COM  564910107      7155824       566798 SH       D       6        566798            0            0
MAPICS Inc.                    COM  564910107        31234         2474 SH       D       7          2474            0            0
MANUGISTICS GROUP COM          COM  565011103     13094576       405248 SH       D       6        405248            0            0
Manugistics Group Inc.         COM  565011103       122496         3791 SH       D       7          3791            0            0
MAP INFO COM                   COM  565105103      2373792        64593 SH       D       6         64593            0            0
MAPINFO CORP                   COM  565105103         7717          210 SH       D       7           210            0            0
MAPQUEST.COM COM               COM  565644101      2434922       107919 SH       D       6        107919            0            0
MapQuest.com Inc.              COM  565644101        43929         1947 SH       D       7          1947            0            0
MARATHON FINL CORP COM         COM  56580P104         2475          400 SH       D       6           400            0            0
MARATHON FINANCIAL CORP.       COM  56580P104         2475          400 SH       D       7           400            0            0
MARCUS CORP COM                COM  566330106      4295794       319687 SH       D       6        319687            0            0
Marcus Corp.                   COM  566330106        48710         3625 SH       D       7          3625            0            0
FREEPORT-MCMOR C&G             CLA  56741D105         3218          180 SH       D       1             0          180            0
MARIMBA COM                    COM  56781Q109     10715104       232621 SH       D       6        232452            0          169
MARIMBA SOFTWARE               COM  56781Q109       196528         4781 SH       D       7          1100            0         3681
MARINEMAX INC COM              COM  567908108       458926        48308 SH       D       6         48308            0            0
MARINEMAX INC                  COM  567908108         6203          653 SH       D       7           653            0            0
MARINE TRANSPORT CORP COM      COM  567912100         5948         2266 SH       D       6          2266            0            0
MARINE TRANSPORT CORP          COM  567912100          787          300 SH       D       7           300            0            0
MARINE DRILLING CO. INC. MARIN COM  568240204     25609175      1141356 SH       D       6       1141356            0            0
Marine Drilling Companies Inc. COM  568240204       184929         8242 SH       D       7          8242            0            0
MARINER POST-ACUTE NETWORK, IN COM  568459101        13985       199796 SH       D       6        199796            0            0
MARINER POST-ACUTE NETWORK     COM  568459101          130         1858 SH       D       7          1858            0            0
MARISA CHRISTINA INC COM       COM  570268102         9000         4800 SH       D       6          4800            0            0
MARITRANS INC COM              COM  570363101       793441       147617 SH       D       6        147617            0            0
MARITRANS INC.                 COM  570363101         2902          540 SH       D       7           540            0            0
MARK IV INDUSTRIES INC COM     COM  570387100     17673686       999219 SH       D       6        999219            0            0
Mark IV Industries Inc.        COM  570387100       220828        12485 SH       D       7         12485            0            0
MARK SOLUTIONS COM             COM  570418202        10050         2400 SH       D       6          2400            0            0
MARKEL CORP COM                COM  570535104     11047160        71272 SH       D       6         71272            0            0
Markel Corp.                   COM  570535104       126945          819 SH       D       7           819            0            0
MARKER INTL COM                COM  570538108         1372         5600 SH       D       6          5600            0            0
MARKET FINL CORP COM           COM  57056A100         3803          461 SH       D       6           461            0            0
MARKETING SPECIALISTS CORP COM COM  57060R107        14250         3800 SH       D       6          3800            0            0
MARKETING SPECIALISTS CORP.    COM  57060R107          997          266 SH       D       7           266            0            0
MARKET WATCH.COM COM           COM  570619106      4496836       123201 SH       D       6        123201            0            0
MarketWatch.com Inc.           COM  570619106        33799          926 SH       D       7           926            0            0
MARKWEST HYDROCARBON COM       COM  570762104        31239         4806 SH       D       6          4806            0            0
MARKWEST HYDROCARBON           COM  570762104         2463          379 SH       D       7           379            0            0
MARKETING SVCS GROUP COM       COM  570907105      4778389       285277 SH       D       6        285277            0            0
Marketing Services Group Inc   COM  570907105        39915         2383 SH       D       7          2383            0            0
MARLTON TECHNOLOGIES INC COM   COM  571263102        10342         3761 SH       D       6          3761            0            0
MARLTO TECHNOLOGIES            COM  571263102         1100          400 SH       D       7           400            0            0
MARSH & MCLENNAN COS INC COM S COM  571748102      4205095        40209 SH       D       1          8100        32109            0
MARSH & MCLENNAN COS INC COM S COM  571748102       536007         3510 SH       D       2          3510            0            0
MARSH & MCLENNAN COS INC COM S COM  571748102     71912453       470913 SH       D       3        447513            0        23400
MARSH & MCLENNAN COS INC COM S COM  571748102      2825108        18500 SH       D       4         18500            0            0
MARSH & MCLENNAN COS           COM  571748102      7035232        73523 SH       D       5         73523            0            0
MARSH & MCLENNAN CO INC COM    COM  571748102    736900539      7701116 SH       D       6       6933959          869       766288
MARSH & MCLENNAN CO INC COM    COM  571748102     19327994       201978 SH       D       7        179245            0        22733
MARSH & MCLENNAN COS INC       COM  571748102      1221642        12767 SH       S       7         12767            0            0
MARSH SUPERMARKETS INC CL B    COM  571783208       535987        52937 SH       D       6         52937            0            0
MARSH SUPERMARKETS INC - CL B  COM  571783208         9223          911 SH       D       7           911            0            0
MARSH SUPERMARKETS INC CL A    COM  571783307       688990        49657 SH       D       6         49657            0            0
MARSHALL & IISLY USD1          COM  571834100       191963         1900 SH       D       2          1900            0            0
MARSHALL & IISLY USD1          COM  571834100     13495441       133574 SH       D       3        123874            0         9700
MARSHALL & ILSLEY CORP COM     COM  571834100     93506456      1488660 SH       D       6       1478219            0        10441
MARSHALL AND ILSLEY CORP       COM  571834100      1512556        24333 SH       D       7         17655            0         6678
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202       206011         4140 SH       D       2          4140            0            0
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202     21494913       431961 SH       D       3        400961            0        31000
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202       726514        14600 SH       D       4         14600            0            0
MARRIOTT INTERNATIONAL-CL A    COM  571903202      2179169        69043 SH       D       5         69043            0            0
MARRIOTT INTERNATIONAL, INC CL COM  571903202    193090695      6117725 SH       D       6       5617486          827       499412
MARRIOTT INTERNATIONAL, INC CL COM  571903202      6210038       196188 SH       D       7        161483            0        34705
MARRIOTT INTERNATIONAL CLASS A COM  571903202       378434        11990 SH       S       7         11990            0            0
MARTEK BIOSCIENCES CORP COM    COM  572901106      1799568       149964 SH       D       6        149964            0            0
MARTEK BIOSCIENCES             COM  572901106         6576          548 SH       D       7           548            0            0
MARTEN TRANS LTD COM           COM  573075108        42307         3286 SH       D       6          3286            0            0
MARTEN TRANSPORT LTD           COM  573075108         3862          300 SH       D       7           300            0            0
MARTHA STEWART LIVING COM      COM  573083102      3086400       128600 SH       D       6        128600            0            0
MARTHA STEWART LIVING          COM  573083102        16800          700 SH       D       7           700            0            0
MARTIN MARIETTA COM            COM  573284106     28565889       696729 SH       D       6        691816            0         4913
MARTIN MARIETTA MATERIALS      COM  573284106       288030         6540 SH       D       7          3225            0         3315
MARVEL ENTERPRISES INC. COM    COM  57383M108      1328629       241569 SH       D       6        241569            0            0
Marvel Enterprises Inc.        COM  57383M108        12842         2335 SH       D       7          2335            0            0
MARVEL ENTERPRISES INC. COM    COM  57383M124            0            2 SH       D       6             2            0            0
MARVEL ENTERPRISES-WTS         COM  57383M124           52           65 SH       D       7            65            0            0
MARVEL ENTERPRISES INC. COM    COM  57383M132            0            1 SH       D       6             1            0            0
MARVEL ENTERPRISES INC. COM    COM  57383M140          388          777 SH       D       6           777            0            0
MARVEL ENTERPRISES-WTS         COM  57383M140           56          112 SH       D       7           112            0            0
MARVEL ENTMT GROUP I COM       COM  573913100           12           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       305449         7360 SH       D       2          7360            0            0
MASCO CORP CO STOCK US$1       COM  574599106     25889034       623813 SH       D       3        585413            0        38400
MASCO CORP CO STOCK US$1       COM  574599106      1137134        27400 SH       D       4         27400            0            0
MASCO CORP                     COM  574599106      3088010       121695 SH       D       5        121695            0            0
MASCO CORP COM                 COM  574599106    273271903     10769336 SH       D       6       9891532         1460       876344
MASCO CORP COM                 COM  574599106      7776034       307484 SH       D       7        269749            0        37735
MASCO CORP                     COM  574599106       543050        21401 SH       S       7         21401            0            0
MASCOTECH INC COM              COM  574670105      9213332       726174 SH       D       6        719774            0         6400
Mascotech Inc.                 COM  574670105        93329         7356 SH       D       7          7356            0            0
MADERAS Y SINTETICOS SOCIEDAD  ADR  574799102      2479471       118340 SH       D       3        118340            0            0
MASSBANK CORP READING MASS COM COM  576152102      1440278        48823 SH       D       6         48823            0            0
MASSBANK CORP                  COM  576152102         9735          330 SH       D       7           330            0            0
MOSSIMO`S COM                  COM  576286108         4039        62144 SH       D       6         62144            0            0
MASTEC INC COM                 COM  576323109     15042068       338024 SH       D       6        338024            0            0
Mastec Inc.                    COM  576323109       151611         3407 SH       D       7          3407            0            0
MASTECH CORP COM               COM  57632N105     16366581       661276 SH       D       6        661276            0            0
Mastech Corp.                  COM  57632N105       144045         5820 SH       D       7          5820            0            0
MATEC CORP MD COM              COM  576668107         7868         1259 SH       D       6          1259            0            0
MATERIAL SCIENCES CORP COM     COM  576674105      4940509       484958 SH       D       6        484958            0            0
MATERIAL SCIENCES CORP         COM  576674105         6896          677 SH       D       7           677            0            0
MATHSOFT COM                   COM  576798102        98093        21500 SH       D       6         21500            0            0
MATHSOFT INC                   COM  576798102         2737          600 SH       D       7           600            0            0
MATRIA HEALTHCARE INC COM      COM  576817100      2141539       519161 SH       D       6        519161            0            0
Matria Healthcare Inc          COM  576817100        20814         5046 SH       D       7          5046            0            0
MATRITECH INC COM              COM  576818108        50615        15280 SH       D       6         15280            0            0
MATREX CAP CORP COM            COM  576819106       610476        50873 SH       D       6         50873            0            0
MATRIX BANCORP INC             COM  576819106         2964          247 SH       D       7           247            0            0
MATRIC PHAR COM                COM  576844104      1234696       259936 SH       D       6        259936            0            0
MATRIX PHARMACEUTICALS INC     COM  576844104         4275          900 SH       D       7           900            0            0
MATRIX SVC CO COM              COM  576853105        56374        12356 SH       D       6         12356            0            0
MATSUSHITA ELEC IND LTD        COM  576879209      1935702         6938 SH       D       7          6938            0            0
MATLACK SYSTEMS INC COM        COM  576901102        22272         6853 SH       D       6          6853            0            0
MATLACK SYSTEMS INC            COM  576901102         1280          394 SH       D       7           394            0            0
MATTEL INC                     COM  577081102       198381        15190 SH       D       1             0        15190            0
MATTEL INC COM STOCK US$1      COM  577081102       133896         6270 SH       D       2          6270            0            0
MATTEL INC COM STOCK US$1      COM  577081102     14776289       691935 SH       D       3        669935            0        22000
MATTEL INC COM STOCK US$1      COM  577081102       406813        19050 SH       D       4         19050            0            0
MATTEL INC                     COM  577081102      1396276       106383 SH       D       5        106383            0            0
MATTEL INC COM                 COM  577081102    138090896     10521211 SH       D       6       9670850         1372       848989
MATTEL INC COM                 COM  577081102      4370919       334582 SH       D       7        264011            0        70571
MATTEL                         COM  577081102       266280        20288 SH       S       7         20288            0            0
MATTHEWS INTL CORP COM         COM  577128101      7695160       279824 SH       D       6        279824            0            0
Matthews International Corp.   COM  577128101        55110         2004 SH       D       7          2004            0            0
MATTHEWS STUDIO EQUIP GROUP CO COM  577140106         4362         1396 SH       D       6          1396            0            0
MATTHEWS STUDIO EQUIP GROUP    COM  577140106         1562          500 SH       D       7           500            0            0
MATTSON TECHNOLOGY INC COM     COM  577223100      2650504       154774 SH       D       6        154774            0            0
MATTSON TECHNOLOGY INC         COM  577223100        11182          653 SH       D       7           653            0            0
MAUI LAND & PINEAPPLE CO INC C COM  577345101       701029        40347 SH       D       6         40347            0            0
MAUI LAND & PINEAPPLE CO.      COM  577345101         5577          321 SH       D       7           321            0            0
MAVESA SA -ADR REP 20 SHS      ADR  577717101       999606       198470 SH       D       3        198470            0            0
MAXCO INC COM                  COM  577723109        27205         2755 SH       D       6          2755            0            0
MAXTOR CORP COM                COM  577729205      6446352       889152 SH       D       6        889152            0            0
Maxtor Corp                    COM  577729205        80040        11040 SH       D       7         11040            0            0
MAXIM GROUP COM                COM  57772J104            0       177122 SH       D       6        177122            0            0
THE MAXIM GROUP INC            COM  57772J104         4536          844 SH       D       7           844            0            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101      2190414        29560 SH       D       1         29400          160            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101       965106        13000 SH       D       2         13000            0            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101     26798620       360978 SH       D       3        360978            0            0
MAXIM INTEGRATED PRODS INC COM COM  57772K101    212291371      4498890 SH       D       6       4493690            0         5200
MAXIM INTERGRATED PRODUCTS     COM  57772K101     10148592       210968 SH       D       7        134948            0        76020
MAXIM PHARMACEUTICAL COM       COM  57772M107      2445240       122262 SH       D       6        122262            0            0
MAXIM PHARMACEUTICALS          COM  57772M107        23300         1165 SH       D       7          1165            0            0
MAXWELL SHDE INC COM           COM  577766108       626024        78253 SH       D       6         78253            0            0
MAXWELL SHOE CO INC-A          COM  577766108         9792         1224 SH       D       7          1224            0            0
MAXWELL TECHNOLOGIES INC. MAXW COM  577767106      1405930       140593 SH       D       6        140593            0            0
Maxwell Technologies Inc.      COM  577767106        12410         1241 SH       D       7          1241            0            0
MAXYGEN COM                    COM  577776107      4205898        59238 SH       D       6         59238            0            0
MAY DEPARTMENT STORES CO COM S COM  577778103       258903         5020 SH       D       2          5020            0            0
MAY DEPARTMENT STORES CO COM S COM  577778103     29410301       570250 SH       D       3        534850            0        35400
MAY DEPARTMENT STORES CO COM S COM  577778103       840662        16300 SH       D       4         16300            0            0
MAY DEPARTMENT STORES CO       COM  577778103      2965548        91955 SH       D       5         91955            0            0
MAY DEPT STORES CO COM         COM  577778103    281390602      8725290 SH       D       6       8002963         1104       721223
MAY DEPT STORES CO COM         COM  577778103      8082608       250146 SH       D       7        221540            0        28606
MAY DEPT STORES                COM  577778103       519870        16120 SH       S       7         16120            0            0
MAX & ERMAS RESTAURANTS INC CO COM  577903107         5448          768 SH       D       6           768            0            0
MAXICARE HEALTH PLANS INC COM  COM  577904204       573278       199401 SH       D       6        199401            0            0
MAXICARE HEALTH PLANS INC      COM  577904204         1900          661 SH       D       7           661            0            0
MAXXAM INC COM                 COM  577913106      3456496        80618 SH       D       6         80618            0            0
Maxxam Inc.                    COM  577913106        40688          949 SH       D       7           949            0            0
MAVERICK TUBE CORP COM         COM  577914104      9201648       372725 SH       D       6        372725            0            0
Maverick Tube Corp.            COM  577914104        55719         2257 SH       D       7          2257            0            0
MAXIMUS INC COM                COM  577933104      6955728       204957 SH       D       6        204957            0            0
Maximus Inc.                   COM  577933104        71913         2119 SH       D       7          2119            0            0
MAYFLOWER CO-OP BANK MA        COM  578330102         7950          600 SH       D       6           600            0            0
MAYNARD OIL COMPANY            COM  578444101         6113          627 SH       D       6           627            0            0
MAYS J W INC                   COM  578473100         4966          903 SH       D       6           903            0            0
MAYS (J.W.) INC                COM  578473100         3300          600 SH       D       7           600            0            0
MAYTAG CORP COM STOCK US$1.25  COM  578592107     10113531       133158 SH       D       3        133158            0            0
MAYTAG CORP                    COM  578592107      1177200        24525 SH       D       5         24525            0            0
MAYTAG CORP COM                COM  578592107    110704560      2306345 SH       D       6       2115356          267       190722
MAYTAG CORP COM                COM  578592107      4358545        92382 SH       D       7         69283            0        23099
MAYTAG CORP                    COM  578592107       202560         4220 SH       S       7          4220            0            0
MAZEL STORES INC. COMMON STOCK COM  578792103       451178        48776 SH       D       6         48776            0            0
MAZEL STORES INC               COM  578792103         3774          408 SH       D       7           408            0            0
MCAFEE.COM COM                 COM  579062100      3113055        69179 SH       D       6         69179            0            0
MCAFEE.COM CORP                COM  579062100        67500         1500 SH       D       7          1500            0            0
MCCLAIN INDS INC               COM  579487109         4238          817 SH       D       6           817            0            0
MCCLAIN INDUSTIES INC.         COM  579487109         2000          400 SH       D       7           400            0            0
MCCLATCHY COMPANY CL A         COM  579489105     17867050       413111 SH       D       6        411097            0         2014
THE MACCLATCHY COMPANY CL A    COM  579489105       153510         3617 SH       D       7          2199            0         1418
MCCORMICK & CO                 COM  579780206        47847         1000 SH       D       2          1000            0            0
MC CORMICK & CO INC NV COM     COM  579780206     35266185      1185418 SH       D       6       1164199            0        21219
McCORMICK & CO.,INC.           COM  579780206       454476        15565 SH       D       7         10479            0         5086
MCDERMOTT INTERNATIONAL INC CO COM  580037109      1235097        85148 SH       D       3         85148            0            0
MCDERMOTT INTL INC COM         COM  580037109     12374319      1365442 SH       D       6       1248433          187       116822
MCDERMOTT INTL INC COM         COM  580037109       363306        40089 SH       D       7         39266            0          823
MCDERMOTT INTERNATIONAL INC    COM  580037109        27187         3000 SH       S       7          3000            0            0
MCDONALD'S CORP                COM  580135101      1572073        40434 SH       D       1             0        40434            0
MCDONALD'S CORP COM STOCK NPV  COM  580135101      1162684        18120 SH       D       2         18120            0            0
MCDONALD'S CORP COM STOCK NPV  COM  580135101    145627248      2269546 SH       D       3       2162346            0       107200
MCDONALD'S CORP COM STOCK NPV  COM  580135101      4068112        63400 SH       D       4         63400            0            0
MCDONALD'S CORPORATION         COM  580135101     15192088       376858 SH       D       5        376858            0            0
MC DONALDS CORP COM            COM  580135101   1366825466     33905748 SH       D       6      31145883         4538      2755327
MC DONALDS CORP COM            COM  580135101     45705265      1136323 SH       D       7        885314            0       251009
MCDONALD'S CORPORATION         COM  580135101      2640468        65500 SH       S       7         65500            0            0
MCGLEN INTERNET GROUP INC COM  COM  580578102        44281        10900 SH       D       6         10900            0            0
MCGLEN INTERNET GROUP INC      COM  580578102         4062         1000 SH       D       7          1000            0            0
MCGRATH RENTCORP COM           COM  580589109      4311807       246389 SH       D       6        246389            0            0
McGrath Rentcorp               COM  580589109        32007         1829 SH       D       7          1829            0            0
MCGRAW HILL INC COM STOCK US$1 COM  580645109       294941         3000 SH       D       2          3000            0            0
MCGRAW HILL INC COM STOCK US$1 COM  580645109     32202160       327545 SH       D       3        302945            0        24600
MCGRAW-HILL COMPANIES INC      COM  580645109      3379391        54838 SH       D       5         54838            0            0
MCGRAW HILL COMPANIES INC.     COM  580645109    309933202      5029342 SH       D       6       4625061          659       403622
MCGRAW HILL COMPANIES INC.     COM  580645109      9041101       149014 SH       D       7        128076            0        20938
MCGRAW-HILL COMPANIES INC      COM  580645109       584205         9480 SH       S       7          9480            0            0
MCK COMMUNICATIONS COM         COM  581243102      1244250        55300 SH       D       6         55300            0            0
MCK COMMUNICATIONS, INC.       COM  581243102        18000          800 SH       D       7           800            0            0
MCKESSON CORP                  PFD  58155P501      6025305       214500 SH       D       9        214500            0            0
MCKESSON HBOC INC              COM  58155Q103       154236         4105 SH       D       2          4105            0            0
MCKESSON HBOC INC              COM  58155Q103     17085459       454730 SH       D       3        448530            0         6200
MCKESSON HBOC INC              COM  58155Q103       158481         4218 SH       D       4          4218            0            0
MCKESSON HBOC INC              COM  58155Q103      1729507        76867 SH       D       5         76867            0            0
MCKESSON HBOC INC COM          COM  58155Q103    154828230      6862193 SH       D       6       6296681          932       564580
MCKESSON HBOC INC COM          COM  58155Q103      5297112       232818 SH       D       7        182323            0        50495
MCKESSON HBOC INC              COM  58155Q103       307887        13646 SH       S       7         13646            0            0
MCLAREN AUTOMOTIVE GROUP INC C COM  581759107         1275          567 SH       D       6           567            0            0
MCLAREN AUTOMOTIVE GROUP INC   COM  581759107         1334          593 SH       D       7           593            0            0
MCLEOD INC COM                 COM  582266102     60412991      1026123 SH       D       6       1026123            0            0
MCLEODUSA INC.                 COM  582266102      2550977        46138 SH       D       7         16734            0        29404
MCMORAN EXPLORATIO             COM  582411104         6073          298 SH       D       1             0          298            0
MCMORAN EXPLORATION CO         COM  582411104         1759           52 SH       D       4            52            0            0
MCMORAN EXPLORATION COMPANY CO COM  582411104      3649639       172764 SH       D       6        172764            0            0
McMoran Exploration Co         COM  582411104        47763         2261 SH       D       7          2261            0            0
MCNAUGHTON APPAREL GROUP COM   COM  582524104       529627        73052 SH       D       6         73052            0            0
MCNAUGHTON APPAREL GROUP INC.  COM  582524104         2175          300 SH       D       7           300            0            0
MCRAE INDS INC CL A            COM  582757209         3296          586 SH       D       6           586            0            0
MCWHORTER TECHNOLOGIES INC COM COM  582803102      1796176       112261 SH       D       6        112261            0            0
MCWHORTER TECHNOLOGIES INC.    COM  582803102         6096          381 SH       D       7           381            0            0
MEAD CORP COM STOCK NPV        COM  582834107     12249465       178046 SH       D       3        158046            0        20000
MEAD CORP                      COM  582834107      1250174        28781 SH       D       5         28781            0            0
MEAD CORPORATION COM           COM  582834107    116215729      2675470 SH       D       6       2463577          342       211551
MEAD CORPORATION COM           COM  582834107      3304556        76011 SH       D       7         67256            0         8755
MEAD CORP                      COM  582834107       217187         5000 SH       S       7          5000            0            0
MEADE INSTRUMENTS COM          COM  583062104      1133388        39768 SH       D       6         39768            0            0
MEADE INSTRUMENTS CORP         COM  583062104         8265          290 SH       D       7           290            0            0
MEADOW VY CORP COM             COM  583185103         9870         2723 SH       D       6          2723            0            0
MEADOW VALLEY CORP.            COM  583185103         1450          400 SH       D       7           400            0            0
MEADOWBROOK INS GRP COM        COM  58319P108       290226        44225 SH       D       6         44225            0            0
MEADOWBROOK INSURANCE GROUP    COM  58319P108         2559          390 SH       D       7           390            0            0
MEASUREMENT SPECIALITIES INC C COM  583421102       715323        34267 SH       D       6         34267            0            0
MEASUREMENTS SPECIALTIES INC.  COM  583421102         6262          300 SH       D       7           300            0            0
MECHANICS SAVINGS BANK CO COM  COM  583492103      2076618        60083 SH       D       6         60083            0            0
MECH FINANCIAL INC             COM  583492103         6636          192 SH       D       7           192            0            0
MECHANICAL DYNAMICS COM        COM  583521109        80975        15800 SH       D       6         15800            0            0
MECHANICAL DYNAMICS INC        COM  583521109         9225         1800 SH       D       7          1800            0            0
MECHANICAL TECHNOLOGY INC COM  COM  583538103      3338490       143591 SH       D       6        143591            0            0
Mechanical Technology Inc.     COM  583538103        31689         1363 SH       D       7          1363            0            0
MEDAREX INC. COM               COM  583916101     12113625       325198 SH       D       6        325198            0            0
MEDAREX INC                    COM  583916101        50809         1364 SH       D       7          1364            0            0
MED/WASTE INC COM              COM  583921101         1656         3117 SH       D       6          3117            0            0
MED-DESIGN COM                 COM  583926100        57037         3900 SH       D       6          3900            0            0
MED DESIGN CORP.               COM  583926100         8775          600 SH       D       7           600            0            0
MEDALLION FINL CORP COM        COM  583928106      4267528       237911 SH       D       6        237911            0            0
Medallion Financial Corp.      COM  583928106        28951         1614 SH       D       7          1614            0            0
MECOR INC COM                  COM  58400M105       491849        45489 SH       D       6         45489            0            0
MECON INC                      COM  58400M105         3016          279 SH       D       7           279            0            0
MEDALLIANCE INC ESCROW COM     COM  584022990            0       144988 SH       D       6        144988            0            0
MEDCARE TECHNOLOGIES COM       COM  58404T106         1153          551 SH       D       6           551            0            0
MEDCARE TECHNOLOGIES INC.      COM  58404T106          837          400 SH       D       7           400            0            0
MEDCO RESH INC COM             COM  584059109      4962717       165080 SH       D       6        165080            0            0
Medco Research Inc.            COM  584059109        40764         1356 SH       D       7          1356            0            0
MEDFORD BANCORP COM            COM  584131106      2350276       141370 SH       D       6        130570            0        10800
MEDFORD BANCORP INC            COM  584131106         5336          321 SH       D       7           321            0            0
MEDIA ARTS GROUP COM           COM  58439C102       304655        88627 SH       D       6         88627            0            0
MEDIA ARTS GROUP INC           COM  58439C102         7840         2281 SH       D       7          2281            0            0
MEDIA GENERAL INC CL A COM     COM  584404107     24250252       466351 SH       D       6        464351            0         2000
MEDIA GENERAL INC CLASS A      COM  584404107       284743         5461 SH       D       7          2992            0         2469
MEDIAONE GROUP INC             COM  58440J104     10015698        81300 SH       D       1         81300            0            0
MEDIAONE GROUP INC             COM  58440J104      2927097        23760 SH       D       2         23760            0            0
MEDIAONE GROUP INC             COM  58440J104    127906747      1038252 SH       D       3        982952            0        55300
MEDIAONE GROUP INC             COM  58440J104      2513164        20400 SH       D       4         20400            0            0
MEDIAONE GROUP, INC COM        COM  58440J104   1288301940     16772035 SH       D       6      15099433         2041      1670561
MEDIAONE GROUP, INC COM        COM  58440J104     40089358       523187 SH       D       7        444732            0        78455
MEDIAONE GROUP INC             COM  58440J104      1261218        16500 SH       D       9         16500            0            0
MEDIAONE GROUP INC             COM  58440J104      2254830        29355 SH       S       7         29355            0            0
MEDIAONE GROUP                 PFD  58440J401     81922362       763400 SH       D       9        763400            0            0
MEDIA 100 INC COM              COM  58440W105       142762         5400 SH       D       6          5400            0            0
MEDIA 100 INC                  COM  58440W105         5287          200 SH       D       7           200            0            0
MEDIA METRIX COM               COM  58440X103      5434464       152013 SH       D       6        152013            0            0
Media Metrix Inc.              COM  58440X103        44079         1233 SH       D       7          1233            0            0
MEDIALINK WORLDWIDE INC COM    COM  58445P105       491860        61006 SH       D       6         61006            0            0
MEDIALINK WORLDWIDE INC        COM  58445P105         1910          237 SH       D       7           237            0            0
MEDIAPLEX INC COM              COM  58446B105       370225         5900 SH       D       6          5900            0            0
MEIAPLEX INC                   COM  58446B105        94125         1500 SH       D       7          1500            0            0
MEDIA BAY, INC COM             COM  58446J108       826297        73859 SH       D       6         73859            0            0
MEDIABAY INC                   COM  58446J108         4195          375 SH       D       7           375            0            0
MEDICAL ADVISORY SYS INC COM   COM  58449P101       280150        21550 SH       D       6         21550            0            0
MEDICAL INFORMATION SYSTEMS    COM  58449P101         3900          300 SH       D       7           300            0            0
MEDICAL ASSURANCE INC COM      COM  58449U100     10522327       496629 SH       D       6        493995            0         2634
Medical Assurance Inc.         COM  58449U100        69495         3280 SH       D       7          3280            0            0
MEDICAL RES INC. (NEW) COM     COM  58461Q409         2238         3980 SH       D       6          3980            0            0
MEDICAL MANAGED CORP COM       COM  58461U103     20732577       246084 SH       D       6        246084            0            0
MEDICAL MANAGER CORPORATION    COM  58461U103       702992         8965 SH       D       7          1750            0         7215
MEDICALCONTROL INC COM         COM  584636104        18009         2088 SH       D       6          2088            0            0
MEDICALOGIC COM                COM  584642102      1744407        83067 SH       D       6         83067            0            0
MEDICALOGIC INC                COM  584642102        26208         1248 SH       D       7          1248            0            0
MEDICIS PHARMACEUTICAL CORP CO COM  584690309     25902431       608574 SH       D       6        608574            0            0
Medicis Pharmaceutical Corp.   COM  584690309       179060         4207 SH       D       7          4207            0            0
MEDIMMUM INC. COM              COM  584699102    122709417       739767 SH       D       6        739767            0            0
MEDIMMUNE INC                  COM  584699102      2798688        18207 SH       D       7          4267            0        13940
MEDICONSULT COM INC COM        COM  58469J100      1102331       176373 SH       D       6        176373            0            0
Mediconsult.com Inc.           COM  58469J100         7137         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        25350         3271 SH       D       6          3271            0            0
MEDIWARE INFORMATION SYSTEMS   COM  584946107         1550          200 SH       D       7           200            0            0
MEDQUIST COM                   COM  584949101     21867601       847171 SH       D       6        826471            0        20700
Medquist Inc.                  COM  584949101       136212         5277 SH       D       7          5277            0            0
MEDTOX SCIENTIFIC INC          COM  584977201         1750          200 SH       D       7           200            0            0
MEDITRUST ACQUISITION PAIRED C COM  58501T306      1542861       176053 SH       D       3        176053            0            0
MEDITRUST (PAIR CERTIFICATE -  COM  58501T306     14297404      2599528 SH       D       6       1660578            0       938950
MEDITRUST CORPORATION          COM  58501T306       389466        61827 SH       D       7         25887            0        35940
MEDPARTNERS NEW                COM  58503X107        36343         4400 SH       D       2          4400            0            0
MEDPARTNERS NEW                COM  58503X107      1973131       238879 SH       D       3        238879            0            0
MEDSCAPE INC COM               COM  585046105      2045270       204527 SH       D       6        204527            0            0
MEDSCAPE INC                   COM  585046105        22000         2200 SH       D       7          2200            0            0
MEDPLUS INC OHIO COM           COM  58504P103        61325         8800 SH       D       6          8800            0            0
MEDTRONIC INC                  COM  585055106       850820        22390 SH       D       1             0        22390            0
MEDTRONIC INC COM STOCK US$0.1 COM  585055106       941337        15920 SH       D       2         15920            0            0
MEDTRONIC INC COM STOCK US$0.1 COM  585055106    116382553      1968274 SH       D       3       1877874            0        90400
MEDTRONIC INC COM STOCK US$0.1 COM  585055106      3323063        56200 SH       D       4         56200            0            0
MEDTRONIC INC                  COM  585055106     12086100       331694 SH       D       5        331694            0            0
MEDTRONIC INC COM              COM  585055106   1040552409     28540819 SH       D       6      26250981         3886      2285952
MEDTRONIC INC COM              COM  585055106     42372074      1110483 SH       D       7        768277            0       342206
MEDTRONICS, INC                COM  585055106      2065168        56677 SH       S       7         56677            0            0
MEDSTONE INTERNATIONAL COM     COM  58505C101        16150         3400 SH       D       6          3400            0            0
MEDSTONE INTERNATIONAL INC     COM  58505C101         1425          300 SH       D       7           300            0            0
MEDWAVE INC COM                COM  585081102         2457          364 SH       D       6           364            0            0
MEDWAVE INC                    COM  585081102         2301          341 SH       D       7           341            0            0
MEGABANK FINANCIAL CORP COM    COM  58515J104       300212        32900 SH       D       6         32900            0            0
MEGO FINANCIAL CORP            COM  585162308         9213         2106 SH       D       6          2106            0            0
MELLON FINANCIAL CORP ORD USD0 COM  58551A108       401127         7280 SH       D       2          7280            0            0
MELLON FINANCIAL CORP ORD USD0 COM  58551A108     45324869       822593 SH       D       3        769793            0        52800
MELLON FINANCIAL CORP ORD USD0 COM  58551A108      1597899        29000 SH       D       4         29000            0            0
MELLON FINANCIAL COM           COM  58551A108    440567237     12934084 SH       D       6      11867532         1724      1064828
MELLON FINANCIAL COM           COM  58551A108     12854139       379525 SH       D       7        335493            0        44032
MELLON FINANCIAL CORP          COM  58551A108       598281        17500 SH       D       9         17500            0            0
MELLON FINANCIAL CORP          COM  58551A108       847611        24884 SH       S       7         24884            0            0
MEMBERWORKS INC COM            COM  586002107      7547766       227428 SH       D       6        227428            0            0
Memberworks Inc.               COM  586002107        63686         1919 SH       D       7          1919            0            0
INTERIM SERVICES               CNV  5868PAA84     13511075     15310000 SH       D       9      15310000            0            0
INTERIM SERVICES               COM  5868PI003       528650        21800 SH       D       9         21800            0            0
MENS WEARHOUSE COM             COM  587118100     15720530       535167 SH       D       6        535167            0            0
Men's Wearhouse Inc.           COM  587118100       130689         4449 SH       D       7          4449            0            0
MENTOR CORP MINN             C COM  587188103     12130945       469964 SH       D       6        469964            0            0
Mentor Corp.                   COM  587188103        83348         3229 SH       D       7          3229            0            0
MENTOR GRAPHICS CORP COM STOCK COM  587200106      1586073        75700 SH       D       3         75700            0            0
MENTOR GRAPHICS CORP COM       COM  587200106     19319859      1465013 SH       D       6       1465013            0            0
Mentor Graphics Corp.          COM  587200106       202006        15318 SH       D       7         15318            0            0
MERCANTILE BANKSHARES CORP COM COM  587405101     35600252      1114685 SH       D       6       1066959            0        47726
MERCANTILE BANKSHARES          COM  587405101       531716        16735 SH       D       7         11832            0         4903
MERCHANTS BANCORP INC DEL COM  COM  588438101      1890370        66621 SH       D       6         66621            0            0
MERCHANTS BANCORP INC/DEL      COM  588438101         5419          191 SH       D       7           191            0            0
MERCHANTS BANCSHARES COM       COM  588448100       971515        45451 SH       D       6         45451            0            0
MERCHANTS BANCSHARES INC       COM  588448100         9875          462 SH       D       7           462            0            0
MERCHANTS GROUP INC COM        COM  588539106       994071        50978 SH       D       6         50978            0            0
MERCHANTS GROUP INC            COM  588539106         9204          472 SH       D       7           472            0            0
MERCHANTS NEW YORK BANCORP COM COM  589167105      3910802       228368 SH       D       6        228368            0            0
Merchants New York Bancorp     COM  589167105        46682         2726 SH       D       7          2726            0            0
MERCK & CO COM STOCK NPV       COM  589331107     12502211       136470 SH       D       1         77300        59170            0
MERCK & CO COM STOCK NPV       COM  589331107      6097629        55740 SH       D       2         55740            0            0
MERCK & CO COM STOCK NPV       COM  589331107    442021015      4040628 SH       D       3       3866628            0       174000
MERCK & CO COM STOCK NPV       COM  589331107      9046895        82700 SH       D       4         82700            0            0
MERCK & CO., INC.              COM  589331107     43897356       653356 SH       D       5        653356            0            0
MERCK & CO INC COM             COM  589331107   4135449397     61665601 SH       D       6      56264746         7808      5393047
MERCK & CO INC COM             COM  589331107    161913705      2340962 SH       D       7       1692929            0       648033
MERCK & CO                     COM  589331107       319995         4680 SH       D       9          4680            0            0
MERCK & CO., INC               COM  589331107      7574038       112940 SH       S       7        112940            0            0
MERCURY AIR GROUP INC COM      COM  589354109        40470         4981 SH       D       6          4981            0            0
MERCURY AIR GROUP INC          COM  589354109         2388          294 SH       D       7           294            0            0
MERCURY COMPUTER SYS COM       COM  589378108     12483240       356664 SH       D       6        356664            0            0
Mercury Computer Systems       COM  589378108       102830         2938 SH       D       7          2938            0            0
MERCURY GEN CORP NEW           COM  589400100      9729813       437295 SH       D       6        434476            0         2819
MERCURY GENERAL CORP           COM  589400100       162957         7303 SH       D       7          5441            0         1862
MERCURY INTRACTIVE CORP COM    COM  589405109     61754605       572133 SH       D       6        572133            0            0
Mercury Interactive Corp.      COM  589405109       621180         5755 SH       D       7          5755            0            0
MEREDITH CORP                  COM  589433101       933697        13814 SH       D       3         13814            0            0
MEREDITH CORP COM              COM  589433101     51321481      1231100 SH       D       6       1126242          162       104696
MEREDITH CORP COM              COM  589433101      1699876        41300 SH       D       7         34402            0         6898
MEREDITH CORP                  COM  589433101       102884         2468 SH       S       7          2468            0            0
MERIDIAN DIAGNOSTICS INC       COM  589602101       977604       134842 SH       D       6        134842            0            0
MERIDIAN DIAGNOSTICS INC       COM  589602101        11092         1530 SH       D       7          1530            0            0
MERIDIAN INS GROUP INC COM     COM  589644103       529396        37814 SH       D       6         37814            0            0
MERIDIAN INS GROUP             COM  589644103        11503          821 SH       D       7           821            0            0
MERIDIAN MEDICAL TECH INC      COM  589658103         1125          200 SH       D       7           200            0            0
MERIDIAN RES C COM             COM  58977Q109      1612005       526369 SH       D       6        526369            0            0
Meridian Resource Corp.        COM  58977Q109        14001         4572 SH       D       7          4572            0            0
MERISEL INC COM                COM  589849108       915336       697399 SH       D       6        697399            0            0
Merisel Inc.                   COM  589849108        14457        11015 SH       D       7         11015            0            0
MERISTAR HOSPITALITY CORP COM  COM  58984Y103     25828784      1614299 SH       D       6       1269843            0       344456
Meristar Hospitality           COM  58984Y103       113584         7099 SH       D       7          7099            0            0
MERIT MED SYS INC COM          COM  589889104       127527        17590 SH       D       6         17590            0            0
MERIT MEDICAL SYSTEMS INC      COM  589889104         2900          400 SH       D       7           400            0            0
MERIDIAN GOLD                  COM  589975101        31296         4594 SH       D       7          4594            0            0
MERGE TECHNOLOGIES INC         COM  589981109         6825         2600 SH       D       6          2600            0            0
MERGE TECHNOLOGIES INC         COM  589981109         1837          700 SH       D       7           700            0            0
MERISTAR HOTELS AND RESORTS CO COM  589988104       968693       271914 SH       D       6        271914            0            0
MERISTAR HOTELS & RESORTS      COM  589988104         3206          900 SH       D       7           900            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100       333138        10600 SH       D       1         10600            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100        40856         1300 SH       D       2          1300            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100       204282         6500 SH       D       3          6500            0            0
MERITOR AUTOMOTIVE COM         COM  59000G100     60330010      3113807 SH       D       6       2935199            0       178608
MERITOR AUTOMOTIVE INC         COM  59000G100      2754639       142078 SH       D       7        134564            0         7514
MERITAGE CORP COM              COM  59001A102       308382        28195 SH       D       6         28195            0            0
MERITAGE CORPORATION           COM  59001A102         3696          338 SH       D       7           338            0            0
MERIX CORP COM                 COM  590049102      1139842       103622 SH       D       6        103622            0            0
MERIX CORP                     COM  590049102         5500          500 SH       D       7           500            0            0
MERRILL LYNCH & CO             COM  590188108        43918          575 SH       D       1             0          575            0
MERRILL LYNCH & CO INC COM STO COM  590188108       671881         5080 SH       D       2          5080            0            0
MERRILL LYNCH & CO INC COM STO COM  590188108     79558701       601532 SH       D       3        578332            0        23200
MERRILL LYNCH & CO INC COM STO COM  590188108      1838415        13900 SH       D       4         13900            0            0
MERRILL LYNCH & CO             COM  590188108      8025409        96329 SH       D       5         96329            0            0
MERRILL LYNCH & CO INC COM     COM  590188108    788215367      9439705 SH       D       6       8672255         1223       766227
MERRILL LYNCH & CO INC COM     COM  590188108     22510051       271739 SH       D       7        240393            0        31346
MERRILL LYNCH & COMPANY        COM  590188108      1494984        17904 SH       S       7         17904            0            0
MERRILL MERCHANTS BANC COM     COM  59021H103         2775          300 SH       D       6           300            0            0
MERRILL MERCHANTS BANCSHARES   COM  59021H103         2775          300 SH       D       7           300            0            0
MERRY GO ROUND ENTERPRISES COM COM  590436101            3         3700 SH       D       6          3700            0            0
MERRYLAND PROPERTIES INC COM   COM  590441101        37805         7201 SH       D       6          7201            0            0
MERRY LAND PROPERTIES INC      COM  590441101         3150          600 SH       D       7           600            0            0
MESA AIRLINES COMMON STOCK     COM  590479101      2226325       468700 SH       D       6        468700            0            0
Mesa Air Group Inc.            COM  590479101        21085         4439 SH       D       7          4439            0            0
MESA LABORITORIES INC COM      COM  59064R109         3949         1036 SH       D       6          1036            0            0
MESA LABORATORIES INC          COM  59064R109          762          200 SH       D       7           200            0            0
MESA RTY TR COM                COM  590660106         9500          200 SH       D       6           200            0            0
MESABA HOLDINGS INC COM        COM  59066B102      4725528       413161 SH       D       6        413161            0            0
Mesaba Holdings Inc.           COM  59066B102        24075         2105 SH       D       7          2105            0            0
MESSAGEMEDIA INC. COM          COM  590787107      8286581       589268 SH       D       6        589268            0            0
MessageMedia Inc.              COM  590787107        64814         4609 SH       D       7          4609            0            0
MESTEK INC COM                 COM  590829107      1691077        83510 SH       D       6         83510            0            0
Mestek Inc.                    COM  590829107        13587          671 SH       D       7           671            0            0
MET COIL SYSMS CORP COM        COM  590850103         5512          882 SH       D       6           882            0            0
MET-COIL SYSTEMS CORP          COM  590850103         1875          300 SH       D       7           300            0            0
MET PRO CORP COM               COM  590876306       977610        97761 SH       D       6         97761            0            0
MET-PRO CORP                   COM  590876306         3060          306 SH       D       7           306            0            0
META GROUP INC COM             COM  591002100      2215742       116618 SH       D       6        116618            0            0
META GROUP INC                 COM  591002100         8113          427 SH       D       7           427            0            0
METACREATIONS COM              COM  591016100      2567320       298741 SH       D       6        298741            0            0
METACREATIONS CORPORATION      COM  591016100        11008         1281 SH       D       7          1281            0            0
METAL MANAGEMENT INC COM       COM  591097100      1820580       485488 SH       D       6        485488            0            0
METAL MANAGEMENT INC           COM  591097100        14625         3900 SH       D       7          3900            0            0
METALS USA INC COM             COM  591324108      5319002       625765 SH       D       6        614565            0        11200
Metals USA Inc.                COM  591324108        39414         4637 SH       D       7          4637            0            0
METAMOR WORLDWIDE INC COM      COM  59133P100     16224984       557081 SH       D       6        557081            0            0
Metamor Worldwide Inc.         COM  59133P100       146032         5014 SH       D       7          5014            0            0
METASOLVE COM                  COM  591393103      5758797        70444 SH       D       6         70444            0            0
METASOLV SOFTWARE INC          COM  591393103       135705         1660 SH       D       7          1660            0            0
METATEC INTERNATIONAL INC      COM  591398102        16800         5600 SH       D       6          5600            0            0
METEOR INDUSTRIES INC          COM  591475108         5462         1900 SH       D       6          1900            0            0
METHODE ELECTRS INC CL A       COM  591520200     20819892       648090 SH       D       6        648090            0            0
Methode Electronics Inc.       COM  591520200       165475         5151 SH       D       7          5151            0            0
METRICOM COM                   COM  591596101     10395640       132218 SH       D       6        132218            0            0
Metricom Inc.                  COM  591596101       159215         2025 SH       D       7          2025            0            0
METRIS COMPANIES COM           COM  591598107     46117456      1286899 SH       D       6       1190659            0        96240
Metris Companies Inc.          COM  591598107       291021         8156 SH       D       7          8156            0            0
METRIKA SYSTEMS COM            COM  59159M106        25188         4198 SH       D       6          4198            0            0
METRIKA SYSTEMS CORPORATION    COM  59159M106         2166          361 SH       D       7           361            0            0
METRO-GOLDWYN-MAYER INC USD0.0 COM  591610100       251022         7000 SH       D       1          7000            0            0
METRO-GOLDWYN-MAYER INC USD0.0 COM  591610100       100408         2800 SH       D       2          2800            0            0
METRO-GOLDWYN-MAYER INC USD0.0 COM  591610100       627555        17500 SH       D       3         17500            0            0
METRO GOLDWYN COM              COM  591610100     20051546       850994 SH       D       6        715669            0       135325
METRO-GOLDWYN-MAYER INC        COM  591610100       767153        32628 SH       D       7         31576            0         1052
RTS METRO GOLDWYN MAYER INC. E RT   591610118            0        17662 SH       D       6         17662            0            0
METRO GOLDWYN MAYER INC        COM  591610126            0         2211 SH       D       7          2211            0            0
METRO INFORMATION SVCX INC. CO COM  59162P104      3489936       145414 SH       D       6        145414            0            0
Metro Information Services Inc COM  59162P104        31248         1302 SH       D       7          1302            0            0
METRO 1 TELECOM COM            COM  59163F105      2453269       188713 SH       D       6        188713            0            0
METRO ONE TELLECOMMUNICATIONS  COM  59163F105         5330          410 SH       D       7           410            0            0
METROCALL INC COM              COM  591647102       613296       363435 SH       D       6        363435            0            0
METROCALL INC                  COM  591647102         2548         1510 SH       D       7          1510            0            0
METROCORP BANCSHARES INC COM   COM  591650106       331485        40180 SH       D       6         40180            0            0
METROCORP BANCSHARES INC       COM  591650106         4232          513 SH       D       7           513            0            0
METROLOGIC INSTRS INC COM      COM  591676101       385344        28544 SH       D       6         28544            0            0
METROLOGIC INSTRUMENTS INC.    COM  591676101         3253          241 SH       D       7           241            0            0
METORMEDIA FIBER NET COM       COM  591689104     59279506      1236594 SH       D       6       1236594            0            0
METROMEDIA FIBER NETWORK       COM  591689104      1745418        36309 SH       D       7         10411            0        25898
METROMEDIA INTL GROUP INC COM  COM  591695101      6255588      1316966 SH       D       6       1316966            0            0
Metromedia Intl Group Inc.     COM  591695101        48273        10162 SH       D       7         10162            0            0
METROPOLITAN FINL CORP COM     COM  59189N108         2569          571 SH       D       6           571            0            0
METROPOLITAN FINANCIAL         COM  59189N108         5400         1200 SH       D       7          1200            0            0
METROBANCORP COM               COM  591913108         4342          579 SH       D       6           579            0            0
METROWEST BANK COM             COM  592668107       848759       142949 SH       D       6        142949            0            0
METROWEST BANK/MASS            COM  592668107         3782          637 SH       D       7           637            0            0
METTLER TOLEDO INTL COM        COM  592688105     27405679       717661 SH       D       6        717661            0            0
Mettler Toledo Intl. Inc.      COM  592688105       144119         3774 SH       D       7          3774            0            0
MEXICO FUND                    COM  592835102       905825        32700 SH       D       2         32700            0            0
MEXICAN RESTAURANTS INC COM    COM  59283R104        10908         2815 SH       D       6          2815            0            0
MEXICAN RESTAURANTS            COM  59283R104         1550          400 SH       D       7           400            0            0
MIAMI COMPUTER SUPPLY CORP COM COM  593261100      4319791       116358 SH       D       6        116358            0            0
Miami Computer Supply Corp.    COM  593261100        53571         1443 SH       D       7          1443            0            0
MICHAEL ANTHONY JEWELERS INC   COM  594060105         4744         1615 SH       D       6          1615            0            0
MICHAEL ANTHONY JEWELLERS INC  COM  594060105         3525         1200 SH       D       7          1200            0            0
MICHAEL FOODS INC COM          COM  594079105      9500669       385814 SH       D       6        385814            0            0
Michael Foods Inc.             COM  594079105        62916         2555 SH       D       7          2555            0            0
MICHAELS STORES INC          C COM  594087108     14214945       498770 SH       D       6        498770            0            0
Michaels Stores Inc.           COM  594087108       117619         4127 SH       D       7          4127            0            0
MICHIGAN FINL CORP COM         COM  594480105      1754932        63671 SH       D       6         63671            0            0
Michigan Financial Corp.       COM  594480105        14663          532 SH       D       7           532            0            0
MICREL INC COM                 COM  594793101     29275269       514165 SH       D       6        514165            0            0
Micrel Inc.                    COM  594793101       272502         4786 SH       D       7          4786            0            0
MICRO COMPONENT TECH COM       COM  59479Q100         2500          500 SH       D       6           500            0            0
MICRO LINEAR CORP COM          COM  594850109      1113142       130002 SH       D       6        130002            0            0
MICRO LINEAR CORP              COM  594850109         6935          810 SH       D       7           810            0            0
MICROS SYS INC COM             COM  594901100     23087112       311988 SH       D       6        311988            0            0
Micros Systems Inc.            COM  594901100       171162         2313 SH       D       7          2313            0            0
MICROSOFT CORP COM STOCK US$0. COM  594918104     46777637       295325 SH       D       1        179600       115725            0
MICROSOFT CORP COM STOCK US$0. COM  594918104     21721642       114580 SH       D       2        114580            0            0
MICROSOFT CORP COM STOCK US$0. COM  594918104   1678916321      8856155 SH       D       3       8494155            0       362000
MICROSOFT CORP COM STOCK US$0. COM  594918104     36284887       191400 SH       D       4        191400            0            0
MICROSOFT CORP                 COM  594918104    167082442      1431113 SH       D       5       1431113            0            0
MICROSOFT CORP COM             COM  594918104  15127051858    129567896 SH       D       6     118226002        16822     11325072
MICROSOFT CORP COM             COM  594918104    528964880      4579264 SH       D       7       3453710            0      1125554
MICROSOFT CORP                 COM  594918104     10778705        96670 SH       D       9         96670            0            0
MICROSOFT CORPORATION          COM  594918104     28994162       248344 SH       S       7        248344            0            0
MICROAGE INC COM               COM  594928103       811559       231874 SH       D       6        231874            0            0
MICROAGE INC                   COM  594928103         4000         1143 SH       D       7          1143            0            0
MICROTESK COM                  COM  594941106        46800         5200 SH       D       6          5200            0            0
MICROS-TO-MAINFRAMES INC       COM  594944100         1356          200 SH       D       7           200            0            0
MICROVISION INC WASH COM       COM  594960106      2119738        70074 SH       D       6         70074            0            0
MICROVISION INC                COM  594960106         8228          272 SH       D       7           272            0            0
MICROSTRATEGY INC COM          COM  594972101     78432690       373489 SH       D       6        373489            0            0
MicroStrategy Inc.             COM  594972101       903420         4302 SH       D       7          4302            0            0
MICRO THERAPEUTICS INC COM     COM  59500W100       374934        48772 SH       D       6         48772            0            0
MICRO THERAPEUTICS INC         COM  59500W100         2306          300 SH       D       7           300            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104       601667         5500 SH       D       1          5500            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104       164091         1500 SH       D       2          1500            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104       339121         3100 SH       D       3          3100            0            0
MICROCHIP TECHNOLOGY INC       COM  595017104      5270976        78625 SH       D       7         64349            0        14276
MICROCIDE PHARMACEUTICALS IN C COM  595018102        59755         6733 SH       D       6          6733            0            0
MICROCIDE PHARMACEUTICALS, INC COM  595018102        25666         2892 SH       D       7          2892            0            0
MICRO WAREHOUSE COM            COM  59501B105     16539388       894021 SH       D       6        894021            0            0
Micro Warehouse Inc.           COM  59501B105       203231        10998 SH       D       7         10998            0            0
MICROFIELD GRAPHICS INC        COM  59506W104          187         1500 SH       D       6          1500            0            0
MICROFINANCIAL INC COM         COM  595072109      1367507       117006 SH       D       6        117006            0            0
MICROFINANCIAL INC             COM  595072109         8181          700 SH       D       7           700            0            0
MICROGRAFX INC COM             COM  595077108        34063         7786 SH       D       6          7786            0            0
MICROGRAFX INC                 COM  595077108         1771          405 SH       D       7           405            0            0
MICROLOG CORP COM              COM  595079104         2500         2000 SH       D       6          2000            0            0
MICROMUSE INC -COM COM         COM  595094103     58228910       342523 SH       D       6        339023            0         3500
Micromuse Inc.                 COM  595094103       300730         1769 SH       D       7          1769            0            0
MICRON ELECTRONICS, INC. COM   COM  595100108      7325768       658496 SH       D       6        658496            0            0
Micron Electronics Inc.        COM  595100108       103952         9344 SH       D       7          9344            0            0
MICRON TECHNOLOGY INC COM STOC COM  595112103     11635224        91600 SH       D       1         91600            0            0
MICRON TECHNOLOGY INC COM STOC COM  595112103      3054881        24050 SH       D       2         24050            0            0
MICRON TECHNOLOGY INC COM STOC COM  595112103     70340142       553763 SH       D       3        533363            0        20400
MICRON TECHNOLOGY INC COM STOC COM  595112103       495386         3900 SH       D       4          3900            0            0
MICRON TECHNOLOGY INC          COM  595112103      5432109        69531 SH       D       5         69531            0            0
MICRON TECHNOLOGY INC COM      COM  595112103    726715488      9346823 SH       D       6       8448389          836       897598
MICRON TECHNOLOGY INC COM      COM  595112103     32303874       417639 SH       D       7        391515            0        26124
Micron Technology, Inc.        COM  595112103       950338        12223 SH       S       7         12223            0            0
MICROSEMI CORP COM             COM  595137100      1090169       122836 SH       D       6        122836            0            0
MICROSEMI CORP.                COM  595137100         5475          617 SH       D       7           617            0            0
MICROTOUCH SYS COM             COM  595145103      1674340       132621 SH       D       6        132621            0            0
MICROTOUCH SYSTEMS INC         COM  595145103         4721          374 SH       D       7           374            0            0
MICROWAVE SYS CORP COM         COM  595150103        98491        20735 SH       D       6         20735            0            0
MICROWAVE PWR DEVICE COM       COM  59517M103       465390        65318 SH       D       6         65318            0            0
MICROWAVE POWER DEVICES INC    COM  59517M103         3434          482 SH       D       7           482            0            0
MID-AMERICAN APT. COM          COM  59522J103     12710430       561787 SH       D       6        435607            0       126180
Mid Amer Apartment Cmntys Inc. COM  59522J103        64481         2850 SH       D       7          2850            0            0
MID-ATLANTIC RLTY TR COM       COM  595232109      1827631       181628 SH       D       6        181628            0            0
MID ATLANTIC REALTY TRUST      COM  595232109         8251          820 SH       D       7           820            0            0
MID ATLANTIC MED SVCS INC COM  COM  59523C107      9742516      1172032 SH       D       6       1172032            0            0
Mid Atlantic Medical Svcs Inc. COM  59523C107        83366        10029 SH       D       7         10029            0            0
MID-COAST BANCORP INC COM      COM  595262106         5651          811 SH       D       6           811            0            0
MID COAST BANCORP              COM  595262106         4390          630 SH       D       7           630            0            0
MID PENN BANCORP INC COM       COM  59540G107       370777        16479 SH       D       6         16479            0            0
MID PENN BANCOROP INC          COM  59540G107         5123          229 SH       D       7           229            0            0
MID STATE BANCSHARES COM       COM  595440108      3553425       111480 SH       D       6        111480            0            0
Mid-State Bancshares           COM  595440108        51063         1602 SH       D       7          1602            0            0
MIDAS INC                      COM  595626102      7302981       333850 SH       D       6        333850            0            0
Midas Group Inc.               COM  595626102        75184         3437 SH       D       7          3437            0            0
MIDAMERICAN ENERGY HOLDINGS CO COM  59562V107     27199321       807401 SH       D       6        802856            0         4545
MIDAMERICAN ENERGY HOLDINGS CO COM  59562V107       237614         7025 SH       D       7          3953            0         3072
MIDCOAST ENERGY RES INC COM    COM  59563W104      3051498       182179 SH       D       6        182179            0            0
MIDCOAST ENERGY RESOURCES      COM  59563W104         4388          262 SH       D       7           262            0            0
MID AMER BANCORP               COM  595915109      3616564       126897 SH       D       6        126897            0            0
Mid-America Bancorp            COM  595915109        37192         1305 SH       D       7          1305            0            0
MIDDLEBY CORP                  COM  596278101       522371        92866 SH       D       6         92866            0            0
MIDDLEBY CORP                  COM  596278101         1125          200 SH       D       7           200            0            0
MIDDLESEX WATER CO COM         COM  596680108      1679232        52476 SH       D       6         52476            0            0
MIDDLESEX WATER CO             COM  596680108        14752          461 SH       D       7           461            0            0
MIDLAND CO COM                 COM  597486109      1388486        66915 SH       D       6         66915            0            0
Midland Co.                    COM  597486109        15956          769 SH       D       7           769            0            0
MIDWEST EXPRESS COM            COM  597911106      9236131       289761 SH       D       6        289761            0            0
Midwest Express Hldgs. Inc.    COM  597911106        65694         2061 SH       D       7          2061            0            0
MIDSOUTH BANCORP INC COM       COM  598039105        14778         1642 SH       D       6          1642            0            0
MIDWAY AIRLS CORP COM          COM  598126100       503346        81349 SH       D       6         81349            0            0
MIDWAY AIRLINES CORP           COM  598126100         3198          517 SH       D       7           517            0            0
MIDWAY GAMES INC COM           COM  598148104     15642725       653482 SH       D       6        653482            0            0
Midway Games Inc.              COM  598148104       110184         4603 SH       D       7          4603            0            0
MIDWEST BAC HOLDINGS INC COM   COM  598251106      1115152        81102 SH       D       6         81102            0            0
Midwest Banc Holdings Inc.     COM  598251106        17077         1242 SH       D       7          1242            0            0
MIDWEST GRAIN PRODS INC COM    COM  59832G104       573126        77712 SH       D       6         77712            0            0
MIDWEST GRAIN PRODUCTS, INC.   COM  59832G104         7795         1057 SH       D       7          1057            0            0
NIKOHN GAMING CORP COM         COM  59862K108        53956        10528 SH       D       6         10528            0            0
MIKOHN GAMING CORP             COM  59862K108         2562          500 SH       D       7           500            0            0
MIKASA INC COM                 COM  59862T109      1191389       118399 SH       D       6        118399            0            0
Mikasa Inc.                    COM  59862T109        12990         1291 SH       D       7          1291            0            0
MIIX GROUP INC COM             COM  59862V104       365625        25000 SH       D       6         25000            0            0
MIIX GROUP INC                 COM  59862V104        16087         1100 SH       D       7          1100            0            0
MILACRON INC                   COM  598709103      1284461        51625 SH       D       3         51625            0            0
MILACRON, INC. COM             COM  598709103     15185506       987675 SH       D       6        913087           93        74495
MILACRON, INC. COM             COM  598709103       451614        29373 SH       D       7         28885            0          488
MILACRON INC                   COM  598709103        27213         1770 SH       S       7          1770            0            0
MILESTONE SCIENTIFIC INC       COM  59935P100        11700        14400 SH       D       6         14400            0            0
MILLENNIUM PHARMACEUTICALS I C COM  599902103     75540325       619183 SH       D       6        619183            0            0
Millennium Pharmaceuticals     COM  599902103       704367         5773 SH       D       7          5773            0            0
MILLENIUM CHEMICALS INC COMMON COM  599903101     17498342       885992 SH       D       6        878324            0         7668
MILLENIUM CHEMICALS INC        COM  599903101       369308        18228 SH       D       7         13265            0         4963
MIRAGE RESORTS COM STOCK US$0. COM  6.05E+108       114664         4590 SH       D       2          4590            0            0
MIRAGE RESORTS COM STOCK US$0. COM  6.05E+108      8196580       328108 SH       D       3        308308            0        19800
NCR.                           COM  6.29E+112       114163         1944 SH       D       2          1944            0            0
NCR.                           COM  6.29E+112      7485315       127461 SH       D       3        118455            0         9006
NAVISTAR INTERNATIONAL CORP CO COM  6.39E+112      7596760       101094 SH       D       3        101094            0            0
MILLER BLDG SYS INC. COM       COM  600404107         3826          785 SH       D       6           785            0            0
MILLER BUILDING SYSTEMS INC    COM  600404107         2925          600 SH       D       7           600            0            0
MILLER EXPL CO- COM COM        COM  600533103         7656         7000 SH       D       6          7000            0            0
MILLER EXPLORATION CO          COM  600533103         3281         3000 SH       D       7          3000            0            0
MILLER HERMAN                  COM  600544100      1026965        26900 SH       D       1         26900            0            0
MILLER HERMAN                  COM  600544100       408495        10700 SH       D       2         10700            0            0
MILLER HERMAN                  COM  600544100      1729424        45300 SH       D       3         45300            0            0
MILLER HERMAN INC COM          COM  600544100     54537347      2371189 SH       D       6       2285889            0        85300
MILLER HERMAN                  COM  600544100      1840262        80682 SH       D       7         58063            0        22619
MILLER INDS INC TENN COM       COM  600551105      1898250       660261 SH       D       6        660261            0            0
Miller Industries Inc.         COM  600551105        16048         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      4202004        67500 SH       D       3         67500            0            0
MILLIPORE CORP COM             COM  601073109     46919836      1214753 SH       D       6       1127479          160        87114
MILLIPORE CORP COM             COM  601073109      1615144        42444 SH       D       7         28968            0        13476
MILLIPORE CORP                 COM  601073109        81112         2100 SH       S       7          2100            0            0
MILLS CORP COM                 COM  601148109     11229647       628232 SH       D       6        470226            0       158006
Mills Corp.                    COM  601148109        48262         2700 SH       D       7          2700            0            0
MILTON FED FINL CORP COM       COM  601795107        25000         2000 SH       D       6          2000            0            0
MINDSPRING ENTERPRISES INC COM COM  602683104     15274882       578456 SH       D       6        565056            0        13400
MINDSPRING ENTERPRISES INC     COM  602683104       390153        14935 SH       D       7          5192            0         9743
MINE SAFETY APPLIANCES CO COM  COM  602720104      4531392        70803 SH       D       6         70803            0            0
Mine Safety Appliances Company COM  602720104        42112          658 SH       D       7           658            0            0
MINERALS TECHOLOGIE COM        COM  603158106     20548376       512908 SH       D       6        512908            0            0
Minerals Technologies Inc.     COM  603158106       120828         3016 SH       D       7          3016            0            0
MINIMED INC. COM               COM  60365K108     19116785       260980 SH       D       6        260980            0            0
MINIMED INC                    COM  60365K108       516356         7483 SH       D       7          1706            0         5777
MINING SVCS INTL CORP COM NEW  COM  603665209        15882         5294 SH       D       6          5294            0            0
MINING SERVICES INTL CORP      COM  603665209          600          200 SH       D       7           200            0            0
MINNESOTA MINING & MANUFACTURI COM  604059105     11733975        74880 SH       D       1         74700          180            0
MINNESOTA MINING & MANUFACTURI COM  604059105      3351639        21370 SH       D       2         21370            0            0
MINNESOTA MINING & MANUFACTURI COM  604059105    123327018       786331 SH       D       3        753031            0        33300
MINNESOTA MINING & MANUFACTURI COM  604059105      2525100        16100 SH       D       4         16100            0            0
MINNESOTA MINING & MFG CO      COM  604059105     10962978       112010 SH       D       5        112010            0            0
MINNESOTA MINING & MFG CO COM  COM  604059105   1294405097     13225084 SH       D       6      11887020         1351      1336713
MINNESOTA MINING & MFG CO COM  COM  604059105     46054345       469007 SH       D       7        434519            0        34488
MINNESOTA MINING & MFG         COM  604059105      1902592        19439 SH       S       7         19439            0            0
MINNESOTA POWER, INC.          COM  604110106     18329762      1082200 SH       D       6       1066697            0        15503
MINNESOTA POWER INC            COM  604110106       218745        12780 SH       D       7          7558            0         5222
MINNTECH CORP COM              COM  604258103       919890        95573 SH       D       6         95573            0            0
MINNTECH CORP                  COM  604258103         2897          301 SH       D       7           301            0            0
MINUTEMAN INTL COM             COM  604540104        19162         2100 SH       D       6          2100            0            0
MIPS TECHNOLOGIES INC COM      COM  604567107      6562348       126199 SH       D       6        126199            0            0
MIPS Technologies Inc.         COM  604567107       110084         2117 SH       D       7          2117            0            0
MIRAGE RESORTS INC             COM  60462E104       822845        54403 SH       D       5         54403            0            0
MIRAGE RESORTS INC. COM        COM  60462E104     77633426      5069938 SH       D       6       4660217          625       409096
MIRAGE RESORTS INC. COM        COM  60462E104      2207067       144863 SH       D       7        124664            0        20199
MIRAGE RESORTS INC             COM  60462E104       147214         9614 SH       S       7          9614            0            0
MIRAVANT MEDICAL TECHNOLOGIES  COM  604690107      1402536       150608 SH       D       6        150608            0            0
MIRAVANT MEDICAL TECHNOLOG     COM  604690107         7366          791 SH       D       7           791            0            0
MISONIX INC                    COM  604871103        14175         2700 SH       D       6          2700            0            0
MISONIX INC                    COM  604871103         2100          400 SH       D       7           400            0            0
MISSION CRITICAL SOFTWARE INC  COM  605047109      3771040        53872 SH       D       6         53872            0            0
MISSION CRITICAL SOFTWARE      COM  605047109        49000          700 SH       D       7           700            0            0
MISSION WEST PPTYS INC COM     COM  605203108       708342        91399 SH       D       6         91399            0            0
MISSISSIPPI CHEM CORP COM      COM  605288208      2841188       459182 SH       D       6        459182            0            0
Mississippi Chemical Corp.     COM  605288208        24898         4024 SH       D       7          4024            0            0
MISSISSIPPI VY BANCS COM       COM  605720101      3027132       112116 SH       D       6        112116            0            0
Mississippi Valley Bancshares  COM  605720101        27027         1001 SH       D       7          1001            0            0
MITCHAM INDUSTRIES INC         COM  606501104        15468         4500 SH       D       6          4500            0            0
MITCHAM INDUSTRIES INC         COM  606501104         7562         2200 SH       D       7          2200            0            0
MITCHELL ENERGY & DEV CORP CL  COM  606592202      7763661       351894 SH       D       6        349794            0         2100
Mitchell Energy & Dev. Corp.   COM  606592202       101244         4589 SH       D       7          4589            0            0
MITCHELL ENERGY & DEV CORP CL  COM  606592301      6897390       319879 SH       D       6        319879            0            0
MITEK SYS INC COM NEW          COM  606710200        94875        22000 SH       D       6         22000            0            0
MITEK SYSTEMS INC              COM  606710200         2156          500 SH       D       7           500            0            0
MITSUBISHI CORP-SPONS ADR      COM  606769305      1757172       113977 SH       D       7        113977            0            0
MITSUI & CO LTD                COM  606827202      2104110        15586 SH       D       7         15586            0            0
MTY-LITE INC COM               COM  606850105        42952         2760 SH       D       6          2760            0            0
MITY LITE INC                  COM  606850105         3408          219 SH       D       7           219            0            0
MOBIUS MGMT SYSTEMS COM        COM  606925105      1057576       133238 SH       D       6        133238            0            0
MOBIUS MANAGEMENT SOLUTIONS    COM  606925105         7588          956 SH       D       7           956            0            0
MOBIL CORP                     COM  607059102            0            0 SH       D       1             0            0            0
MOBILE AMER CORP FLA COM       COM  607235504        10354         5344 SH       D       6          5344            0            0
MOBILE AMERICA CORP            COM  607235504          968          500 SH       D       7           500            0            0
INTERSTATE BAKERIES            COM  6072HI086       369150        21400 SH       D       9         21400            0            0
MOBILE MINI INC COM            COM  60740F105      1787316        83131 SH       D       6         83131            0            0
MOBILE MINI INC                COM  60740F105        10556          491 SH       D       7           491            0            0
MOBILE MEDIA                   COM  607415106            1         1900 SH       D       7          1900            0            0
MODEM MEDIA POPPE TYSON INC CO COM  607533106      1423475        20227 SH       D       6         20227            0            0
Modem Media Poppe Tyson Inc.   COM  607533106        37158          528 SH       D       7           528            0            0
MODINE MFG CO COM              COM  607828100     12609325       504373 SH       D       6        504373            0            0
Modine Manufacturing Co.       COM  607828100       134450         5378 SH       D       7          5378            0            0
MODIS PROFESSIONAL SERVICES CO COM  607830106     20785092      1458603 SH       D       6       1453199            0         5404
MODIS PROFESSIONAL SERVICES    COM  607830106       485442        32301 SH       D       7         16822            0        15479
MODTECH INC                    COM  60783C100       614472       102412 SH       D       6        102412            0            0
MODTECH HOLDINGS INC           COM  60783C100         3000          500 SH       D       7           500            0            0
MOHAWK INDS INC. COM           COM  608190104     16076222       609525 SH       D       6        605054            0         4471
MOHAWK INDUSTRIES INC          COM  608190104       194434         7622 SH       D       7          3853            0         3769
MOLECULAR BIOSYSTEMS INC COM   COM  608513107        11229        11229 SH       D       6         11229            0            0
MOLECULAR DEVICES CO COM       COM  60851C107      6941376       133488 SH       D       6        133488            0            0
Molecular Devices Corp.        COM  60851C107        65624         1262 SH       D       7          1262            0            0
MOLEX INC COM STOCK US$0.05    COM  608554101     14397706       157068 SH       D       3        134355            0        22713
MOLEX INC COM STOCK US$0.05    COM  608554101      1431814        15620 SH       D       4         15620            0            0
MOLEX INC COM                  COM  608554101    183621697      3239192 SH       D       6       2970149            0       269043
MOLEX INC COM                  COM  608554101      5467654        97888 SH       D       7         83820            0        14068
MOLEX INC                      COM  608554101       425156         7500 SH       S       7          7500            0            0
MOLEX 'A' USD0.05              CLA  608554200      6797358        92820 SH       D       3         92820            0            0
MOLEX INC CL A                 COM  608554200     22617036       499824 SH       D       6        499824            0            0
MOLEX INC CLASS A              COM  608554200       382996         8464 SH       D       7          8464            0            0
MOMENTUM BUSINESS AP COM       COM  60877P108        20341         2583 SH       D       6          2583            0            0
MOMENTUM BUSINESS APPLICATIONS COM  60877P108         1827          234 SH       D       7           234            0            0
MANACO COACH CORP COM          COM  60886R103     13978750       546846 SH       D       6        545646            0         1200
Monaco Coach Corp.             COM  60886R103        64494         2523 SH       D       7          2523            0            0
MONARCH CASINO & RES COM       COM  609027107       350700        66800 SH       D       6         66800            0            0
MONARCH CASINO & RESORT INC    COM  609027107         1575          300 SH       D       7           300            0            0
MONARCH DENTAL COM             COM  609044102        10312         6000 SH       D       6          6000            0            0
MONARCH SERVICES INC COM       COM  609176102         4679         1085 SH       D       6          1085            0            0
MONDAVI ROBERT CORP COM        COM  609200100      5003096       143974 SH       D       6        143974            0            0
Robert Mondavi Corp.           COM  609200100        41248         1187 SH       D       7          1187            0            0
MONMOUTH CAP CORP COM          COM  609524103         3807         1504 SH       D       6          1504            0            0
MONMOUTH REAL ESTATE INVT CORP COM  609720107        12993         2700 SH       D       6          2700            0            0
MONMOUTH REIT CLASS A          COM  609720107         2406          500 SH       D       7           500            0            0
STMICROELECTRON                COM  610121027     16658125       110000 SH       D       9        110000            0            0
MONRO MUFFLER COM              COM  610236101       654810        87308 SH       D       6         87308            0            0
MONRO MUFFLER INC              COM  610236101         8250         1100 SH       D       7          1100            0            0
MONSANTO                       COM  611662107         8181          220 SH       D       1             0          220            0
MONSANTO CO COM STOCK US$2     COM  611662107       503278         8750 SH       D       2          8750            0            0
MONSANTO CO COM STOCK US$2     COM  611662107     60975613      1060122 SH       D       3       1012022            0        48100
MONSANTO CO COM STOCK US$2     COM  611662107      1495456        26000 SH       D       4         26000            0            0
MONSANTO CO                    COM  611662107      6234200       175921 SH       D       5        175921            0            0
MONSANTO COMPANY COM           COM  611662107    550062042     15440338 SH       D       6      14202874         2095      1235369
MONSANTO COMPANY COM           COM  611662107     21614404       593004 SH       D       7        407769            0       185235
MONSANTO CO                    COM  611662107      1089768        30590 SH       S       7         30590            0            0
MONSANTO CO                    PFD  611662305     20226125       610600 SH       D       9        610600            0            0
MONTANA POWER CO COM           COM  612085100     59535941      1650910 SH       D       6       1639280            0        11630
MONTANA POWER CO               COM  612085100       553507        15226 SH       D       7          7368            0         7858
MONTEDISON SPA ADR             COM  612376707       941541        57941 SH       D       7         57941            0            0
MONTEREY BAY BANCORP COM       COM  61239H107         3290          325 SH       D       6           325            0            0
MONTEREY BAY BANCORP INC       COM  61239H107         1690          167 SH       D       7           167            0            0
MONTGOMERY FINL COM            COM  613826106         5598          689 SH       D       6           689            0            0
MONTGOMERY FINANCIAL CORP      COM  613826106         1625          200 SH       D       7           200            0            0
MONY GROUP INC COM             COM  615337102     20275213       694654 SH       D       6        649854            0        44800
Mony Group Inc.                COM  615337102       220336         7549 SH       D       7          7549            0            0
MOOG INC CL A COM              COM  615394202      4144689       153507 SH       D       6        153507            0            0
Moog Inc.                      COM  615394202        21114          782 SH       D       7           782            0            0
MOORE CORP LTD                 COM  615785102        36496         6020 SH       D       7          6020            0            0
MOORE MED CORP COM             COM  615799103        25203         2585 SH       D       6          2585            0            0
MOORE MED CORP                 COM  615799103         7800          800 SH       D       7           800            0            0
MOORE PRODUCTS CO COM          COM  615836103      1039860        26078 SH       D       6         26078            0            0
MOORE PRODUCTS CO              COM  615836103         4665          117 SH       D       7           117            0            0
MORGAN (J P) & CO INC COM STOC COM  616880100       489553         2400 SH       D       2          2400            0            0
MORGAN (J P) & CO INC COM STOC COM  616880100     59649691       292428 SH       D       3        278128            0        14300
MORGAN (J P) & CO INC COM STOC COM  616880100      1754234         8600 SH       D       4          8600            0            0
J.P. MORGAN & COMPANY          COM  616880100      6174868        48765 SH       D       5         48765            0            0
MORGAN J P & CO INC COM        COM  616880100    607018979      4793832 SH       D       6       4422402          587       370843
MORGAN J P & CO INC COM        COM  616880100     16363895       129621 SH       D       7        114591            0        15030
J P MORGAN & CO INC            COM  616880100      1072513         8470 SH       S       7          8470            0            0
MORGAN'S FOODS INC             COM  616900205         6562         2500 SH       D       7          2500            0            0
MORGAN GROUP INC COM           COM  617358106         3064          533 SH       D       6           533            0            0
MORGAN GROUP INC CLASS A       COM  617358106         1150          200 SH       D       7           200            0            0
MORGAN KEEGAN INC COM          COM  617410105     12166567       723662 SH       D       6        723662            0            0
Morgan Keegan Inc.             COM  617410105        72226         4296 SH       D       7          4296            0            0
MORGAN STANLEY DEAN WITTER COM COM  617446448     15030758        66730 SH       D       1         65200         1530            0
MORGAN STANLEY DEAN WITTER COM COM  617446448      4977852        21866 SH       D       2         21866            0            0
MORGAN STANLEY DEAN WITTER COM COM  617446448    219788592       965456 SH       D       3        922226            0        43230
MORGAN STANLEY DEAN WITTER COM COM  617446448      6510865        28600 SH       D       4         28600            0            0
MORGAN STANLEY, DEAN WITTER &  COM  617446448   2344824062     16426088 SH       D       6      14868781         1915      1555392
MORGAN STANLEY, DEAN WITTER &  COM  617446448     78785520       556634 SH       D       7        508350            0        48284
MORGAN STANLEY DEAN WITTER     COM  617446448      3851395        26980 SH       S       7         26980            0            0
MORGAN STANLEY DEAN WITTER IND COM  61745C105      8739820       340250 SH       D       3        340250            0            0
MORGAN STANLEY INDIA FUND COM  COM  61745C105     16303650       988100 SH       D       6        988100            0            0
MORRISON KNUDSEN CORP NEW MORR COM  61844A109      4704922       602230 SH       D       6        602230            0            0
Morrison Knudsen Corp.         COM  61844A109        45359         5806 SH       D       7          5806            0            0
MORRISON KNUDSEN CORP NEW WTS  RT   61844A117         1576          682 SH       D       6           682            0            0
MORRISON KNUDSEN CORP - WTS    COM  61844A117          265          115 SH       D       7           115            0            0
MORRISON MGMT SPECIALISTS INC  COM  618459101      3940201       182734 SH       D       6        182734            0            0
Morrison Mgmt Specialist Inc.  COM  618459101        51124         2371 SH       D       7          2371            0            0
MORTGAGE.COM COM               COM  61910V102      1198374       206172 SH       D       6        206172            0            0
MORTGAGE.COM INC               COM  61910V102        10462         1800 SH       D       7          1800            0            0
MORTON INDUSTRIAL GROUP COM    COM  619328107         1095          313 SH       D       6           313            0            0
MORTON INDUSTRIAL GROUP INC    COM  619328107          700          200 SH       D       7           200            0            0
MORTONS RESTAURANT GROUP INC C COM  619429103      1656438       106867 SH       D       6        106867            0            0
MORTON'S RESTAURANT GROUP INC  COM  619429103         3735          241 SH       D       7           241            0            0
MOSSIMO INC COM                COM  619696107       824245       102232 SH       D       6        102232            0            0
MOSSIMO INC                    COM  619696107         5409          671 SH       D       7           671            0            0
MOTHERNATURE.COM COM           COM  61978K105       580378        79368 SH       D       6         79368            0            0
MOTHERNATURE.COM               COM  61978K105         4621          632 SH       D       7           632            0            0
MOTOR CLUB AMER COM            COM  619823107         5006          589 SH       D       6           589            0            0
MOTOR CLUB OF AMERICA          COM  619823107         3300          400 SH       D       7           400            0            0
MOTHERS WK INC COM             COM  619903107        35119         3021 SH       D       6          3021            0            0
MOTHERS WORK INC               COM  619903107         1162          100 SH       D       7           100            0            0
MOTOR CARGO INDS COM           COM  619907108        15725         3400 SH       D       6          3400            0            0
MOTOR CARGO INDUSTRIES INC     COM  619907108         1850          400 SH       D       7           400            0            0
MOTORCAR PARTS & ACCESSORIES C COM  620071100         4853         4568 SH       D       6          4568            0            0
MOTORCAR PARTS & ACCESSORIES   COM  620071100          532          487 SH       D       7           487            0            0
MOTOROLA INC                   COM  620076109       229900         1900 SH       D       1             0         1900            0
MOTOROLA INC COM STOCK US$3    COM  620076109      1982906         8320 SH       D       2          8320            0            0
MOTOROLA INC COM STOCK US$3    COM  620076109    244593930      1026282 SH       D       3        977382            0        48900
MOTOROLA INC COM STOCK US$3    COM  620076109      7412067        31100 SH       D       4         31100            0            0
MOTOROLA INC                   COM  620076109     24897030       169080 SH       D       5        169080            0            0
MOTOROLA INC COM               COM  620076109   2255762065     15319267 SH       D       6      14060604         2012      1256651
MOTOROLA INC COM               COM  620076109     72995036       508733 SH       D       7        396886            0       111847
MOTOROLA                       COM  620076109       495125         3400 SH       D       9          3400            0            0
MOTOROLA, INC                  COM  620076109      4322229        29353 SH       S       7         29353            0            0
MOVADO GROUP INC COM           COM  624580106      2905730       133214 SH       D       6        133214            0            0
Movado Group Inc.              COM  624580106        30930         1418 SH       D       7          1418            0            0
MOVIE GALLERY COM              COM  624581104       434687       100797 SH       D       6        100797            0            0
MOVIE GALLERY INC              COM  624581104         2587          600 SH       D       7           600            0            0
MOYCO TECHNOLOGIES INC         COM  624720207         2722         2420 SH       D       6          2420            0            0
MPATH INTERACTIVE INC COM      COM  62473C101      6194279       232649 SH       D       6        232649            0            0
Mpath Interactive Inc.         COM  62473C101        52690         1979 SH       D       7          1979            0            0
MP3.COM COM                    COM  62473M109      4614745       145633 SH       D       6        145633            0            0
MP3.COM                        COM  62473M109       117243         3700 SH       D       7          3700            0            0
MUELLER PAUL CO COM            COM  624752101        17325          600 SH       D       6           600            0            0
MUELLER INDS INC COM           COM  624756102     28395023       783311 SH       D       6        761511            0        21800
Mueller Industries Inc.        COM  624756102       191980         5296 SH       D       7          5296            0            0
MULTIPLE ZONE INC COMMON STOCK COM  624906103       414294        57641 SH       D       6         57641            0            0
MULTIPLE ZONES INT'L INC       COM  624906103         4901          682 SH       D       7           682            0            0
MULTEX SYS INC COM             COM  625367107      5600067       148839 SH       D       6        148839            0            0
Multex.com Inc.                COM  625367107        94852         2521 SH       D       7          2521            0            0
MULTI-COLOR CORP COM           COM  625383104         3929          731 SH       D       6           731            0            0
MULTIMEDIA GAMES INC           COM  625453105        32991        15300 SH       D       6         15300            0            0
MULTIMEDIA GAMES INC           COM  625453105          431          200 SH       D       7           200            0            0
MUNIHOLDINGS N Y INSD FD III C COM  625917109       350370        32976 SH       D       6         32976            0            0
MUNIHOLDINGS N Y FD INC COM    COM  625932108      1030742        92651 SH       D       6         92651            0            0
MURPHY OIL CORP COM            COM  626717102     35826327       624424 SH       D       6        619682            0         4742
MURPHY OIL CORPORATION         COM  626717102       584832        10059 SH       D       7          6818            0         3241
MUSE TECHNOLOGIES INC COM      COM  627487101        11331         3700 SH       D       6          3700            0            0
MUSE TECHNOLOGIES INC          COM  627487101         1387          453 SH       D       7           453            0            0
MUSICMAKER COM INC COM         COM  62757C108       790187       134500 SH       D       6        134500            0            0
MUSICMAKER.COM INC             COM  62757C108         6462         1100 SH       D       7          1100            0            0
MUSICLAND STORES CORP COM      COM  62758B109     18770914      2224701 SH       D       6       1906301            0       318400
Musicland Stores Corp.         COM  62758B109        57931         6866 SH       D       7          6866            0            0
MUSTANG.COM INC COM            COM  628188104        73437         4700 SH       D       6          4700            0            0
MUSTANG.COM INC                COM  628188104        20312         1300 SH       D       7          1300            0            0
MYERS INDS INC COM             COM  628464109      6722698       426838 SH       D       6        426838            0            0
Myers Industries Inc.          COM  628464109        40225         2554 SH       D       7          2554            0            0
MYLAN LABS COMMON STOCK US $0. COM  628530107       110844         2800 SH       D       2          2800            0            0
MYLAN LABS COMMON STOCK US $0. COM  628530107      5977457       150994 SH       D       3        150994            0            0
MYLAN LABS INC COM             COM  628530107     47422396      1882775 SH       D       6       1880649            0         2126
MYLAN LABS INC                 COM  628530107      1298988        51812 SH       D       7         19672            0        32140
MYRIAD GENETICS INC COM        COM  62855J104      5109036       111066 SH       D       6        111066            0            0
MYRIAD GENETICS INC            COM  62855J104        48116         1046 SH       D       7          1046            0            0
MYPOINTS.COM COM               COM  62855T102      9346200       126300 SH       D       6        126300            0            0
MYPOINTS.COM                   COM  62855T102        88800         1200 SH       D       7          1200            0            0
NAB ASSET CORP COM             COM  628712986            0        96200 SH       D       6         96200            0            0
NABI INC. COM                  COM  628716102      1830528       395790 SH       D       6        395790            0            0
NABI INC.                      COM  628716102        15262         3300 SH       D       7          3300            0            0
NBC INTERNET INC. CL-A+ COM    COM  62873D105     13588970       175909 SH       D       6        175909            0            0
NBCI Internet Inc.             COM  62873D105        65817          852 SH       D       7           852            0            0
NBT BANCORP INC COM            COM  628778102      3906341       252022 SH       D       6        248989            0         3033
NBT Bancorp Inc.               COM  628778102        28551         1842 SH       D       7          1842            0            0
NBTY INC. COM                  COM  628782104     23045542      1993128 SH       D       6       1790728            0       202400
NBTY Inc.                      COM  628782104        96951         8385 SH       D       7          8385            0            0
NCH CORP COM                   COM  628850109      3661032        82155 SH       D       6         81355            0          800
NCH Corp.                      COM  628850109        33020          741 SH       D       7           741            0            0
NCI BUILDING COM               COM  628852105      5350810       289233 SH       D       6        289233            0            0
NCI Building Systems Inc.      COM  628852105        48322         2612 SH       D       7          2612            0            0
NCO GROUP INC COM              COM  628858102      8932062       296500 SH       D       6        296500            0            0
NCO Group Inc.                 COM  628858102        69859         2319 SH       D       7          2319            0            0
NCR CORP COM                   COM  62886E108     56030229      1479346 SH       D       6       1471442            0         7904
NCR CORP                       COM  62886E108      1063228        28443 SH       D       7         15954            0        12489
NCS HEALTHCARE INC COM         COM  628874109       274106       113912 SH       D       6        113912            0            0
NCS Healthcare Inc.            COM  628874109         5878         2443 SH       D       7          2443            0            0
N.S. GROUP INC COM             COM  628916108      1804029       236594 SH       D       6        236594            0            0
NS GROUP INC.                  COM  628916108         6359          834 SH       D       7           834            0            0
NEC ADR+                       COM  629050204      3591534        29469 SH       D       7         29469            0            0
NFO WORLDWIDE COM              COM  62910N108      7332444       327707 SH       D       6        327707            0            0
NFO Worldwide Inc.             COM  62910N108        61643         2755 SH       D       7          2755            0            0
NL INDS INC NEW                COM  629156407     12456597       826994 SH       D       6        826994            0            0
NL Industries Inc.             COM  629156407        73218         4861 SH       D       7          4861            0            0
NMT MEDICAL INC COM            COM  629294109        16154         5619 SH       D       6          5619            0            0
NMT MEDICAL INC                COM  629294109         1365          475 SH       D       7           475            0            0
NN BALL & ROLLER COM           COM  629305103       889212       122650 SH       D       6        122650            0            0
NN BALL & ROLLER INC           COM  629305103         4799          662 SH       D       7           662            0            0
NPC INTERNATIONAL INC COM      COM  629360306      2524087       320519 SH       D       6        320519            0            0
NPC International Inc.         COM  629360306        20498         2603 SH       D       7          2603            0            0
NPS PHARMACEUTICALS INC COM    COM  62936P103      1583116       129234 SH       D       6        129234            0            0
NPS PHARMACEUTICALS INC        COM  62936P103         6749          551 SH       D       7           551            0            0
NS & L BANCORP INC COM         COM  62937R108         5861          565 SH       D       6           565            0            0
NS & L BANCORP                 COM  62937R108         4980          480 SH       D       7           480            0            0
NSD BANCORP COM                COM  62938D108       101447         5797 SH       D       6          5797            0            0
NSD BANCORP INC                COM  62938D108         9240          528 SH       D       7           528            0            0
NTL INC COM                    COM  629407107    131038647      1050410 SH       D       6       1050410            0            0
NTL INC.                       COM  629407107      4209948        36530 SH       D       7          8754            0        27776
NTN COMMUNICATIONS INC, WARRAN WT   629410143        43203        13825 SH       D       6         13825            0            0
NTN COMMUNICATIONS INC COM     COM  629410309       166357        44362 SH       D       6         44362            0            0
NUCO2 INC COM                  COM  629428103        77629         5308 SH       D       6          5308            0            0
NUCO2 INC                      COM  629428103         4709          322 SH       D       7           322            0            0
NUI CORP COM                   COM  629430109      7460854       282876 SH       D       6        282176            0          700
NUI Corp.                      COM  629430109        48503         1839 SH       D       7          1839            0            0
NVR INC COM                    COM  62944T105     28027578       586965 SH       D       6        542765            0        44200
NVR Inc.                       COM  62944T105       169130         3542 SH       D       7          3542            0            0
NYMAGIC INC COM                COM  629484106       896183        67957 SH       D       6         61357            0         6600
NYMAGIC INC                    COM  629484106         5710          433 SH       D       7           433            0            0
NABISCO HOLDING CORP 'A'       CLA  629526104      3236546        63001 SH       D       3         63001            0            0
NABISCO HOLDINGS COM           COM  629526104     19412721       613841 SH       D       6        608476            0         5365
NABISCO HOLDINGS CORP-CL A     COM  629526104       231357         7444 SH       D       7          3836            0         3608
NABISCO GROUP HOLDINGS         COM  62952P102       102144         5930 SH       D       2          5930            0            0
NABISCO GROUP HOLDINGS         COM  62952P102      8337903       484057 SH       D       3        484057            0            0
NABISCO GROUP HOLDINGS         COM  62952P102       268710        15600 SH       D       4         15600            0            0
NABISCO GROUP HOLDINGS COM     COM  62952P102     84857607      7986598 SH       D       6       7600417         1079       385102
NABISCO GROUP HOLDINGS COM     COM  62952P102      2605895       246393 SH       D       7        218411            0        27982
NABISCO GROUP HOLDINGS         COM  62952P102       167875        15800 SH       S       7         15800            0            0
NABORS INDS, INC               COM  629568106      1094333        35095 SH       D       7         17932            0        17163
NACCO INDUSTRIES               COM  629579103       175990         1999 SH       D       3          1999            0            0
NACCO INDS INC CL A            COM  629579103     23351587       420276 SH       D       6        390353           32        29891
NACCO INDS INC CL A            COM  629579103       508255         9148 SH       D       7          9075            0           73
NACCO INDS INC CLASS A         COM  629579103        21669          390 SH       S       7           390            0            0
NALCO CHEMICAL CO COM STOCK US COM  629853102        76696          900 SH       D       2           900            0            0
NALCO CHEMICAL CO COM          COM  629853102            0       127044 SH       D       6        127044            0            0
NANOGEN INC COM                COM  630075109      3721243       170114 SH       D       6        170114            0            0
NANOGEN INC                    COM  630075109        17500          800 SH       D       7           800            0            0
NANOMETRICS INC COM            COM  630077105      1480918        73586 SH       D       6         73586            0            0
NANOMETRICS INC                COM  630077105         7808          388 SH       D       7           388            0            0
NANOPHASE TECH CORP COM        COM  630079101        33637         6900 SH       D       6          6900            0            0
NANOPHASE TECHNOLOGIES CORP    COM  630079101         4387          900 SH       D       7           900            0            0
NAPCO SEC SYS INC              COM  630402105         3541         1111 SH       D       6          1111            0            0
NAPRO BIOTHERAPUTIC COM        COM  630795102        20412         7100 SH       D       6          7100            0            0
NARA BANK NATIONAL             COM  630801108        19570         2060 SH       D       6          2060            0            0
NASH FINCH CO COM              COM  631158102      1609483       252468 SH       D       6        252468            0            0
NASH FINCH CO                  COM  631158102         2664          418 SH       D       7           418            0            0
NASHUA CORP COM                COM  631226107       689865        91982 SH       D       6         91982            0            0
NASHUA CORP                    COM  631226107         2122          283 SH       D       7           283            0            0
NASTECH PHARMACEUTICAL INC COM COM  631728409        12028         3564 SH       D       6          3564            0            0
NASTECH PHARMACEUTICAL         COM  631728409        10125         3000 SH       D       7          3000            0            0
NATIONAL AUSTRALIA BANK LTD    COM  632525408      2316322        30378 SH       D       7         30378            0            0
NATIONAL AUTO FINANCE CO INC   COM  632528105          956         3400 SH       D       6          3400            0            0
NATL BANKCORP ALASKA  COM      COM  632587101      9608796       342407 SH       D       6        342407            0            0
National Bancorp Alaska        COM  632587101        81886         2918 SH       D       7          2918            0            0
NATIONAL BANCSHARES CORP TEX C COM  632593505       156128        10496 SH       D       6         10496            0            0
NATL BANCSHARES CRP OF TEXAS   COM  632593505         2749          188 SH       D       7           188            0            0
NATIONAL AUTO CREDIT INC. COM  COM  632900106        14743        23589 SH       D       6         23589            0            0
NATIONAL BEVERAGE CORP COM     COM  635017106      1063614       128923 SH       D       6        128923            0            0
NATIONAL BEVERAGE CORP         COM  635017106         5618          681 SH       D       7           681            0            0
NATIONAL CITY BANCORPORATION C COM  635312101      1315561        78541 SH       D       6         78541            0            0
NATIONAL CITI BANCORPAORATION  COM  635312101         5460          326 SH       D       7           326            0            0
NATIONAL CITY BANCSHARES INC C COM  635313109      7043617       280343 SH       D       6        280343            0            0
National City Bancshares Inc.  COM  635313109        63691         2535 SH       D       7          2535            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103      1661654        43640 SH       D       1         43640            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103       652629        17140 SH       D       2         17140            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103     42269874      1110132 SH       D       3       1023372            0        86760
NATIONAL CITY CORP COM STOCK U COM  635405103       898603        23600 SH       D       4         23600            0            0
NATIONAL CITY CORP             COM  635405103      4134653       174550 SH       D       5        174550            0            0
NATIONAL CITY CORP COM         COM  635405103    403837106     17048532 SH       D       6      15447630         2080      1598822
NATIONAL CITY CORP COM         COM  635405103     11499128       487496 SH       D       7        434545            0        52951
NATIONAL CITY CORP             COM  635405103       708019        29890 SH       S       7         29890            0            0
NATIONAL COMMERCE BANCORPORATI COM  635449101     26914317      1186306 SH       D       6       1185803            0          503
NATIONAL COMMERCE BANCORP      COM  635449101       840003        38145 SH       D       7         16168            0        21977
NATIONAL COMPUTER SYSTEMS INC  COM  635519101     23869413       634403 SH       D       6        634403            0            0
National Computer Systems Inc. COM  635519101       182029         4838 SH       D       7          4838            0            0
NATIONAL DATA CORP             COM  635621105     13352031       393430 SH       D       6        392968            0          462
NATIONAL DATA CORP             COM  635621105       468368        13946 SH       D       7          5192            0         8754
NATIONAL DENTEX COM            COM  63563H109       216075        12900 SH       D       6         12900            0            0
NATIONAL DENTEX CORP           COM  63563H109        10988          656 SH       D       7           656            0            0
NATIONAL DISCOUNT BROKERS GROU COM  635646102      4503320       170742 SH       D       6        170742            0            0
National Discount Brokers Grp. COM  635646102        56495         2142 SH       D       7          2142            0            0
NATIONAL ENERGY GROUP INC COM  COM  635812100          396        11330 SH       D       6         11330            0            0
NATIONAL EQUIP SVCS INC COM    COM  635847106       993293       158927 SH       D       6        158927            0            0
National Equipment Service Inc COM  635847106        21150         3384 SH       D       7          3384            0            0
NATIONAL HEALTH REALTY INC COM COM  635905102       433537        52550 SH       D       6         52550            0            0
NATIONAL HEALTH REALTY INC     COM  635905102         4521          548 SH       D       7           548            0            0
NATIONAL HEALTHCARE COM        COM  635906100       281799        53676 SH       D       6         53676            0            0
NATIONAL FUEL GAS CO COM       COM  636180101     33343429       717063 SH       D       6        680562            0        36501
NATIONAL FUEL GAS CO.          COM  636180101       970845        20897 SH       D       7         18130            0         2767
NATIONAL GOLF PPTYS COM        COM  63623G109      6845982       346632 SH       D       6        263278            0        83354
National Golf Properties Inc.  COM  63623G109        36182         1832 SH       D       7          1832            0            0
NATIONAL HEALTH COM            COM  63633D104      9657980       649276 SH       D       6        637076            0        12200
National Health Investors Inc. COM  63633D104        55305         3718 SH       D       7          3718            0            0
NATIONAL HOME HEALTH CARE CORP COM  636380107         3793          995 SH       D       6           995            0            0
NATIONAL INFO CONSORTIUM COM   COM  636491102      2760512        86266 SH       D       6         86266            0            0
NATIONAL INFO CONSORTIUM INC   COM  636491102        83200         2600 SH       D       7          2600            0            0
NATIONAL INSTRS CORP COM       COM  636518102     17270142       451507 SH       D       6        451507            0            0
National Instruments Corp.     COM  636518102       185397         4847 SH       D       7          4847            0            0
NATIONAL OILWELL INC COM       COM  637071101     10001204       637527 SH       D       6        637527            0            0
National Oilwell Inc.          COM  637071101       118879         7578 SH       D       7          7578            0            0
NATIONAL PENN BANCSHARES INC C COM  637138108      6739957       268257 SH       D       6        268257            0            0
National Penn Bancshares Inc.  COM  637138108        64671         2574 SH       D       7          2574            0            0
NATIONAL POWER                 COM  637194408       529007        24605 SH       D       7         24605            0            0
NATIONAL PRESTO INDUSTRIES INC COM  637215104      3443074        96988 SH       D       6         96988            0            0
National Presto Industries     COM  637215104        42422         1195 SH       D       7          1195            0            0
NATIONAL PROCESSING COM        COM  637229105      1440465       162306 SH       D       6        162306            0            0
National Processing Inc.       COM  637229105        26855         3026 SH       D       7          3026            0            0
NATIONAL R V HLDGS COM         COM  637277104      4577245       237779 SH       D       6        237779            0            0
National RV Holdings Inc.      COM  637277104        27084         1407 SH       D       7          1407            0            0
NATIONAL RECORD MART INC       COM  637355108         1100          400 SH       D       7           400            0            0
NATIONAL RESEARCH COM          COM  637372103        14000         3500 SH       D       6          3500            0            0
NATIONAL RESEARCH CORP         COM  637372103        10000         2500 SH       D       7          2500            0            0
NATIONAL SEC GROUP INC COM     COM  637546102         6721          611 SH       D       6           611            0            0
NATIONAL SECURITY GROUP INC    COM  637546102         4400          400 SH       D       7           400            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103      7507298       109600 SH       D       1        109600            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103      1698731        24800 SH       D       2         24800            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103     27492604       401368 SH       D       3        387468            0        13900
NATIONAL SEMICONDUCTOR CORP CO COM  637640103    362858201      8475520 SH       D       6       7555945          570       919005
NATIONAL SEMICONDUCTOR CORP CO COM  637640103     21597361       504299 SH       D       7        489765            0        14534
NATIONAL SEMICONDUCTOR CORP    COM  637640103       346995         8105 SH       S       7          8105            0            0
NATIONAL SERVICE INDUSTRIES IN COM  637657107      3303572        69044 SH       D       3         69044            0            0
NATIONAL SERVICE INDS INC COM  COM  637657107     32395336      1098147 SH       D       6       1012935          164        85048
NATIONAL SERVICE INDS INC COM  COM  637657107       894443        30464 SH       D       7         27046            0         3418
NATIONAL SERVICE INDUSTRIES    COM  637657107        59000         2000 SH       S       7          2000            0            0
NATIONAL STANDARD CO COM       COM  637742107        12003         3841 SH       D       6          3841            0            0
NATIONAL-STANDARD CO           COM  637742107         9375         3000 SH       D       7          3000            0            0
NATIONAL STL CORP COM          COM  637844309      6065221       815492 SH       D       6        815492            0            0
National Steel Corp.           COM  637844309        28783         3870 SH       D       7          3870            0            0
NATIONAL TECHNICAL SYSM COM    COM  638104109         3762          971 SH       D       6           971            0            0
NATIONAL TECHNICAL SYS INC     COM  638104109         1162          300 SH       D       7           300            0            0
NATIONAL TECHTEAM INC COM      COM  638108100       812080       168744 SH       D       6        168744            0            0
NATIONAL TECHTEAM INC          COM  638108100         2420          503 SH       D       7           503            0            0
NATIONAL WESTERN LIFE INS CO C COM  638522102      2953826        43043 SH       D       6         43043            0            0
National Western Life Ins. Co. COM  638522102        27175          396 SH       D       7           396            0            0
NATIONAL WIRELESS HOLDINGS I   COM  638560102        46800         1600 SH       D       6          1600            0            0
NATIONAL WIRELESS HOLDINGS     COM  638560102         4270          146 SH       D       7           146            0            0
NATIONSRENT INC COM            COM  638588103      2110668       375230 SH       D       6        375230            0            0
NationsRent Inc.               COM  638588103        35791         6363 SH       D       7          6363            0            0
NATIONWIDE FINANCIAL COM       COM  638612101     14866214       532124 SH       D       6        529622            0         2502
NATIONWIDE FINANCIAL SERV - A  COM  638612101        79916         2791 SH       D       7          1064            0         1727
NATIONWIDE HEALTH PPTYS INC CO COM  638620104     19983356      1453335 SH       D       6       1141388            0       311947
Nationwide Health Properties   COM  638620104        93857         6826 SH       D       7          6826            0            0
NATROL INC COM                 COM  638789107       769650       109950 SH       D       6        109950            0            0
NATROL INC                     COM  638789107         4130          590 SH       D       7           590            0            0
NATURAL ALTERNATIVES INTL INC  COM  638842302       168899        51969 SH       D       6         51969            0            0
NATURAL MICROSYSTEMS COM       COM  638882100     12147609       259495 SH       D       6        259495            0            0
NATURAL MICROSYSTEMS CORP      COM  638882100        27619          590 SH       D       7           590            0            0
NAVIGATORS GROUP INC COM       COM  638904102       558967        57330 SH       D       6         57330            0            0
NAVIGATORS GROUP INC           COM  638904102         3675          377 SH       D       7           377            0            0
NATURAL WONDERS COM            COM  639014109         1118          832 SH       D       6           832            0            0
NATURAL WONDERS INC            COM  639014109          403          300 SH       D       7           300            0            0
NATURES SUNSHINE PRODS INC COM COM  639027101      2497376       312172 SH       D       6        312172            0            0
Natures Sunshine Products Inc. COM  639027101        16408         2051 SH       D       7          2051            0            0
NAUTICA ENTERPRISES INC COM    COM  639089101      7425434       656392 SH       D       6        656392            0            0
Nautica Enterprises Inc.       COM  639089101        53813         4757 SH       D       7          4757            0            0
NAVARRE CORP COM               COM  639208107      2651928       461205 SH       D       6        461205            0            0
Navarre Corp.                  COM  639208107        15070         2621 SH       D       7          2621            0            0
NAVISTAR INTERNATIONAL         COM  63934E108       879417        18711 SH       D       5         18711            0            0
NAVISTAR INTERNATIONAL CORP NE COM  63934E108     81309403      1716292 SH       D       6       1578622          245       137425
NAVISTAR INTERNATIONAL CORP NE COM  63934E108      2315593        48954 SH       D       7         43358            0         5596
NAVISTAR INTERNATIONAL         COM  63934E108       150652         3180 SH       S       7          3180            0            0
NAVIDEC INC COM                COM  63934Q101       777600        64800 SH       D       6         64800            0            0
NAVIDEC INC                    COM  63934Q101         8400          700 SH       D       7           700            0            0
NAVISITE COM                   COM  63935M109     10050000       100500 SH       D       6        100500            0            0
NAVISITE INC.                  COM  63935M109       140000         1400 SH       D       7          1400            0            0
NAVIGANT CONSULTING INC COM    COM  63935N107      5581528       513244 SH       D       6        513244            0            0
Navigant Consulting Inc        COM  63935N107        67751         6230 SH       D       7          6230            0            0
NAVIGANT INTL INC COM          COM  63935R108      1572634       134557 SH       D       6        134557            0            0
NAVIGANT INTERNATIONAL INC     COM  63935R108        16292         1394 SH       D       7          1394            0            0
NEFF CORP COM                  COM  640094108      1154257       181060 SH       D       6        181060            0            0
NEFF Corp.                     COM  640094108        11424         1792 SH       D       7          1792            0            0
NEIMAN-MARCUS GROUP INC COM    COM  640204202     21328856       763449 SH       D       6        754549            0         8900
NEIMAN MARCUS GROUP INC        COM  640204202       244922         8778 SH       D       7          6278            0         2500
NEIMAN-MARCUS GROUP INC COM    COM  640204301        28309         1049 SH       D       6          1049            0            0
NEIMAN MARCUS GROUP            COM  640204301        35234         1308 SH       D       7          1308            0            0
NELSON THOMAS INC COM          COM  640376109      1344293       145329 SH       D       6        145329            0            0
NELSON (THOMAS) INC            COM  640376109         5032          544 SH       D       7           544            0            0
NEMATRON CORP COM              COM  640441101         6875         2500 SH       D       6          2500            0            0
NEMATRON CORPORATION           COM  640441101         1100          400 SH       D       7           400            0            0
NEOGEN CORP COM                COM  640491106       100275        19100 SH       D       6         19100            0            0
NEOGEN CORP                    COM  640491106         6825         1300 SH       D       7          1300            0            0
NEOMAGIC COM                   COM  640497103     12829676      1172999 SH       D       6       1172999            0            0
Neomagic Corp.                 COM  640497103        46648         4265 SH       D       7          4265            0            0
NEOMEDIA TECHNOLOGIES INC COM  COM  640505103       334993        70525 SH       D       6         70525            0            0
NEOMEDIA TECHNOLOGIES INC      COM  640505103         2375          500 SH       D       7           500            0            0
NEON SYS INC COM               COM  640509105      2664211        67878 SH       D       6         67878            0            0
NEON Systems Inc.              COM  640509105        37915          966 SH       D       7           966            0            0
NEOPROBE CORP COM              COM  640518106         6391        14608 SH       D       6         14608            0            0
NEORX CORP COM                 COM  640520300        44313        10908 SH       D       6         10908            0            0
NEOSE TECHNOLOGIES I COM       COM  640522108      1642775       114280 SH       D       6        114280            0            0
NEOSE TECHNOLOGIES INC         COM  640522108        16574         1153 SH       D       7          1153            0            0
NEOTHERAPEUTICS INC COM        COM  640656104      1139500        86000 SH       D       6         86000            0            0
NEOTHERAPEUTICS INC            COM  640656104         2650          200 SH       D       7           200            0            0
NETWORK SIX INC                COM  640901203         1350          400 SH       D       7           400            0            0
NEOPHARM INC COM               COM  640919106      3439068       159493 SH       D       6        159493            0            0
NEOPHARM INC                   COM  640919106         7848          364 SH       D       7           364            0            0
NETWORK EVENT THEATER INC COM  COM  640924106      7088919       238283 SH       D       6        238283            0            0
Network Event Theater Inc.     COM  640924106        50158         1686 SH       D       7          1686            0            0
NETBANK INC - COM COM          COM  640933107      7683309       415314 SH       D       6        415314            0            0
NetBanc Inc.                   COM  640933107        68283         3691 SH       D       7          3691            0            0
NETWORK ASSOCIATES COM         COM  640938106     52351241      1961639 SH       D       6       1946580            0        15059
NETWORKS ASSOCIATES INC.       COM  640938106      1402112        54077 SH       D       7         28094            0        25983
NET PERCEPTIONS COM            COM  64107U101      9059946       215713 SH       D       6        215713            0            0
Net Perceptions Inc.           COM  64107U101        93534         2227 SH       D       7          2227            0            0
NET2PHONE COM                  COM  64108N106       691864        15061 SH       D       6         15061            0            0
NET2PHONE INC                  COM  64108N106        22968          500 SH       D       7           500            0            0
NETCENTIVES COM                COM  64108P101     13422112       215400 SH       D       6        215400            0            0
NETCENTIVES INC                COM  64108P101        99700         1600 SH       D       7          1600            0            0
NETCREATIONS INC COM           COM  64110N102      1724800        39200 SH       D       6         39200            0            0
INETCREATIONS INC              COM  64110N102        35200          800 SH       D       7           800            0            0
NETEGRITY INC COM              COM  64110P107      3269180        57417 SH       D       6         57417            0            0
NETEGRITY INC                  COM  64110P107        40995          720 SH       D       7           720            0            0
NET GATEWAY INC COM            COM  641111109        38700         4300 SH       D       6          4300            0            0
NETGATEWAY INC                 COM  641111109         8100          900 SH       D       7           900            0            0
NETLOJIX COMMUNICATIONS, INC.  COM  641143102        49594        19354 SH       D       6         19354            0            0
NETLOJIX COMMUNICATIONS INC    COM  641143102         2116          826 SH       D       7           826            0            0
NETMANAGE INC COM              COM  641144100      3332575       674952 SH       D       6        674952            0            0
NETMANAGE INC                  COM  641144100        12565         2545 SH       D       7          2545            0            0
THE NETPLEX GROUP INC COM      COM  641147103       214712        19300 SH       D       6         19300            0            0
NETRIX CORP COM                COM  641148101       259912        17400 SH       D       6         17400            0            0
NETRIX CORP                    COM  641148101        38837         2600 SH       D       7          2600            0            0
NETRADIO CORP COM              COM  64114E108       231825        28100 SH       D       6         28100            0            0
NETOPIA INC COM                COM  64114K104     11052322       203495 SH       D       6        203495            0            0
Netopia Inc.                   COM  64114K104        74245         1367 SH       D       7          1367            0            0
NETOBJECTS COM                 COM  64114L102      2803251       169894 SH       D       6        169894            0            0
NetObjects Inc.                COM  64114L102        26383         1599 SH       D       7          1599            0            0
NETRO CORP COM                 COM  64114R109     14065698       275798 SH       D       6        275798            0            0
NETRO CORP                     COM  64114R109       107100         2100 SH       D       7          2100            0            0
NETSMART TECHNOLOGIES INC COM  COM  64114W306        56737         8900 SH       D       6          8900            0            0
NETSMART TECHNOLOGIES          COM  64114W306         8287         1300 SH       D       7          1300            0            0
NETSPEAK CORP COM              COM  64115D109      1858121        87441 SH       D       6         87441            0            0
NETSPEAK CORP                  COM  64115D109        14088          663 SH       D       7           663            0            0
NETSOLVE COM                   COM  64115J106      1841175        58450 SH       D       6         58450            0            0
NETSOLVE INC                   COM  64115J106        15750          500 SH       D       7           500            0            0
NETIQ CORPORATION COM          COM  64115P102      4909493        94300 SH       D       6         94300            0            0
NETIQ CORP                     COM  64115P102        41650          800 SH       D       7           800            0            0
NETIVATION COM INC COM         COM  64115R108         1725          300 SH       D       6           300            0            0
NETIVATION.COM INC             COM  64115R108         1725          300 SH       D       7           300            0            0
NETSCOUT SYS INC COM           COM  64115T104      1898843        61253 SH       D       6         61253            0            0
NETSCOUT SYSTEMS INC           COM  64115T104        31000         1000 SH       D       7          1000            0            0
NETSILICON INC COM             COM  64115X105       914850        45600 SH       D       6         45600            0            0
NETSILICON INC                 COM  64115X105        20062         1000 SH       D       7          1000            0            0
NETMOVES CORP COM              COM  64116A104       867916       123988 SH       D       6        123988            0            0
NETMOVES CORPORATION           COM  64116A104         4795          685 SH       D       7           685            0            0
NETOPTIX CORP COM              COM  64116F103      5687834        85211 SH       D       6         85211            0            0
NETOPTIX CORPORATION           COM  64116F103        26700          400 SH       D       7           400            0            0
NETRATINGS INC COM             COM  64116M108      5607332       116516 SH       D       6        116516            0            0
NETRATINGS INC                 COM  64116M108        49472         1028 SH       D       7          1028            0            0
NETWORK EQUIP TECHNOLOGIES COM COM  641208103      4693272       397314 SH       D       6        397314            0            0
Network Equipment Technologies COM  641208103        34374         2910 SH       D       7          2910            0            0
NETWORK APPLIANCE INC NPV      COM  64120L104      5362287        39200 SH       D       3         39200            0            0
NETWORK APPLIANCE INC COM      COM  64120L104    284378755      3423672 SH       D       6       3121012          460       302200
NETWORK APPLIANCE INC COM      COM  64120L104     10933277       130772 SH       D       7         92120            0        38652
NETWORK APPLIANCE INC          COM  64120L104       594727         7160 SH       S       7          7160            0            0
NETWORK COMPUTING DEVICES COM  COM  64120N100      1682383       213636 SH       D       6        213636            0            0
NETWORK COMPUTING DEVICES      COM  64120N100         4622          587 SH       D       7           587            0            0
NETWORK CONNECTION INC         COM  64120Q103       129375        22500 SH       D       6         22500            0            0
NETWORK CONNECTIONS INC        COM  64120Q103         9775         1700 SH       D       7          1700            0            0
NETWORK ACCESS SOLUTIONS CO CO COM  64120S109      4690554       142138 SH       D       6        142138            0            0
NETWORK ACCESS SOLUTIONS CORP  COM  64120S109        75900         2300 SH       D       7          2300            0            0
NETWORK SYS INTL INC COM       COM  64121L103         9165         2444 SH       D       6          2444            0            0
NETWORK SYSTEMS INTERNATIONAL  COM  64121L103          750          200 SH       D       7           200            0            0
NETWORK-1 SECURITY SOLUTIONS   COM  64121N109       208681        19300 SH       D       6         19300            0            0
NETWORK SOLUTIONS INC COM      COM  64121Q102     57478272       264192 SH       D       6        262092            0         2100
NETWORK SOLUTIONS, INC.        COM  64121Q102      1468995         6999 SH       D       7          3372            0         3627
NETWORK PERIPHERALS INC COM    COM  64121R100      9914656       209834 SH       D       6        209834            0            0
Network Peripherals Inc.       COM  64121R100        87554         1853 SH       D       7          1853            0            0
NETWORK PLUS CORP COM          COM  64122D506      2207583       105123 SH       D       6        105123            0            0
NETWORK PLUS CORPORATION       COM  64122D506        50400         2400 SH       D       7          2400            0            0
NET ZERO COM                   COM  64122R109      6806432       252675 SH       D       6        252675            0            0
NETZERO INC                    COM  64122R109       134687         5000 SH       D       7          5000            0            0
NETZEE INC COM                 COM  64122W108       428925        25800 SH       D       6         25800            0            0
NETZEE                         COM  64122W108        16625         1000 SH       D       7          1000            0            0
NEUBERGER BERMAN COM           COM  641234109      2134026        85790 SH       D       6         85790            0            0
NEUBERGER BERMAN INC           COM  641234109        62187         2500 SH       D       7          2500            0            0
NEUROGEN CORP COM              COM  64124E106      3339996       202424 SH       D       6        202424            0            0
Neurogen Corp.                 COM  64124E106        28050         1700 SH       D       7          1700            0            0
NEUROMEDICAL SYS INC COM       COM  64124H109          830        15100 SH       D       6         15100            0            0
NEUROCRINE BIOSCIENCES INC COM COM  64125C109     10442520       421920 SH       D       6        421920            0            0
NEUROCRINE BIOSCIENCES, INC.   COM  64125C109        19082          771 SH       D       7           771            0            0
NEW BRUNSWICK SCIENTIFIC CO CO COM  642876106         3977          776 SH       D       6           776            0            0
NEW CENTURY FINANCIAL COM      COM  64352D101      1627557       103337 SH       D       6        103337            0            0
New Century Financial Corp.    COM  64352D101        22995         1460 SH       D       7          1460            0            0
NEW CENTURY ENERGIES INC       COM  64352U103      1698389        34200 SH       D       3         34200            0            0
NEW CENTURY ENERGIES INC. COM  COM  64352U103     87208631      2871066 SH       D       6       2632534          367       238165
NEW CENTURY ENERGIES INC. COM  COM  64352U103      2608483        85876 SH       D       7         75962            0         9914
NEW CENTURY ENERGIES INC       COM  64352U103       168368         5543 SH       S       7          5543            0            0
NEW ENGLAND BUSINESS SVC INC C COM  643872104      6697341       274060 SH       D       6        274060            0            0
New England Business Service   COM  643872104        46651         1909 SH       D       7          1909            0            0
NEW ENGLAND ELECTRIC SYSTEM CO COM  644001109      5860391        70434 SH       D       3         70434            0            0
NEW ENGLAND ELECTRIC SYSTEM CO COM  644001109     44525700       860400 SH       D       6        854124            0         6276
NEW ENGLAND ELEC SYS           COM  644001109       427785         8215 SH       D       7          3961            0         4254
NEW ERA NETWORKS COM           COM  644312100     22160627       465315 SH       D       6        465315            0            0
NEW ERA OF NETWORKS            COM  644312100       466773         8330 SH       D       7          1888            0         6442
NEW FRONTIER MEDIA INC COM     COM  644398109       400775        94300 SH       D       6         94300            0            0
NEW FRONTIER MEDIA INC         COM  644398109         1275          300 SH       D       7           300            0            0
NEW HORIZON WORLDWIDE COM      COM  645526104       995552        83836 SH       D       6         83836            0            0
NEW HORIZONS WORLDWIDE INC     COM  645526104         3666          308 SH       D       7           308            0            0
NEW JERSEY RESOURCES CORP COM  COM  646025106     18792773       481095 SH       D       6        478495            0         2600
New Jersey Resources Corp.     COM  646025106       102929         2635 SH       D       7          2635            0            0
NEW MEXICO & ARIZONA LAND      COM  647072107         1545          309 SH       D       7           309            0            0
NEW PLAN EXCEL REALTY TRUST, I COM  648053106     27215591      1721144 SH       D       6       1126687            0       594457
NEW PLAN EXCEL REALTY TRUST    COM  648053106       282513        17640 SH       D       7         11273            0         6367
NEW WORLD POWER CORP (COMPR 1  COM  649290301        23168        46000 SH       D       1         46000            0            0
NEW YORK TIMES CO COM CLASS 'A CLA  650111107       241041         3060 SH       D       2          3060            0            0
NEW YORK TIMES CO COM CLASS 'A CLA  650111107     20831369       264452 SH       D       3        264452            0            0
NEW YORK TIMES CO -CL A        COM  650111107      2410121        49061 SH       D       5         49061            0            0
NEW YORK TIMES CO CL A COM     COM  650111107    222480740      4528870 SH       D       6       4168596          589       359685
NEW YORK TIMES CO CL A COM     COM  650111107      6814516       139579 SH       D       7        124971            0        14608
NEW YORK TIMES CO              COM  650111107       415597         8460 SH       S       7          8460            0            0
NEWCOM INC                     COM  651093106           48         4800 SH       D       6          4800            0            0
NEWCOR INC                     COM  651186108         6562         2500 SH       D       7          2500            0            0
NEWELL RUBBERMAID INC COM STOC COM  651229106       204114         4257 SH       D       2          4257            0            0
NEWELL RUBBERMAID INC COM STOC COM  651229106     22470194       468636 SH       D       3        437551            0        31085
NEWELL RUBBERMAID INC COM STOC COM  651229106       608556        12692 SH       D       4         12692            0            0
NEWELL RUBBERMAID INC.         COM  651229106      2283750        78750 SH       D       5         78750            0            0
NEWELL RUBBERMAID INC COM      COM  651229106    206224104      7111176 SH       D       6       6532275          937       577964
NEWELL RUBBERMAID INC COM      COM  651229106      6236808       214568 SH       D       7        182535            0        32033
NEWELL RUBBERMAID INC          COM  651229106       396517        13673 SH       S       7         13673            0            0
NEWFIELD EXPL CO COM           COM  651290108     18407263       688122 SH       D       6        688122            0            0
Newfield Exploration Co.       COM  651290108       150014         5608 SH       D       7          5608            0            0
NEWGEN RESULTS CORP COM        COM  651359101       648537        61400 SH       D       6         61400            0            0
NEWGEN RESULTS CORP            COM  651359101         8450          800 SH       D       7           800            0            0
NEWMARK HOMES CORP COM         COM  651578106       175800        29300 SH       D       6         29300            0            0
NEWMARK HOMES CORP             COM  651578106        11484         1914 SH       D       7          1914            0            0
NEWMONT MINING CORP COM STOCK  COM  651639106       186820         4780 SH       D       2          4780            0            0
NEWMONT MINING CORP COM STOCK  COM  651639106     10664072       272852 SH       D       3        258709            0        14143
NEWMONT MINING CORP            COM  651639106      1145252        46745 SH       D       5         46745            0            0
NEWMONT MINING CORP COM        COM  651639106    104773980      4276489 SH       D       6       3921998          535       353956
NEWMONT MINING CORP COM        COM  651639106      3024825       124999 SH       D       7        110709            0        14290
NEWMONT MINING                 COM  651639106       199626         8148 SH       S       7          8148            0            0
NEWPARK RES INC COM            COM  651718504      8088675      1320600 SH       D       6       1320600            0            0
Newpark Resources Inc.         COM  651718504        87360        14263 SH       D       7         14263            0            0
NEWPORT CORP COM               COM  651824104      5051074       110406 SH       D       6        110406            0            0
NEWPORT CORP                   COM  651824104        15326          335 SH       D       7           335            0            0
NEWPORT NEWS SHIP BUILDING COM COM  652228107     30872655      1122642 SH       D       6       1122642            0            0
Newport News Shipbuilding Inc. COM  652228107       190080         6912 SH       D       7          6912            0            0
News Corporation Ltd.          COM  652487703       931693        24358 SH       D       7         24358            0            0
NEWSOUTH BANCORP INC COM       COM  652495102       317941        17186 SH       D       6         17186            0            0
NEWSOUTH BANCORP INC           COM  652495102         3367          182 SH       D       7           182            0            0
NEWSEDGE CORP COM              COM  65249Q106      1921600       164415 SH       D       6        164415            0            0
NEWSEDGE CORPORATION           COM  65249Q106        19074         1632 SH       D       7          1632            0            0
NIAGARA BANCORP COM            COM  652914102      3290670       321041 SH       D       6        321041            0            0
Niagra Bancorp Inc.            COM  652914102        26721         2607 SH       D       7          2607            0            0
NEXTERA ENTERPRISES INC COM    COM  65332E101      1983316       154044 SH       D       6        154044            0            0
Nextera Enterprises Inc.       COM  65332E101        26625         2068 SH       D       7          2068            0            0
NEXELL THERAPEUTICS INC COM    COM  65332H104       237000       189600 SH       D       6        189600            0            0
MEDICAL BIOMEDICAL GENE        COM  65332H104         1375         1100 SH       D       7          1100            0            0
NEXTCARD INC COM               COM  65332K107      3149627       109078 SH       D       6        109078            0            0
Nextcard Inc.                  COM  65332K107        80012         2771 SH       D       7          2771            0            0
NEXAR TECHNOLOGIES COM         COM  65332P106           57         3000 SH       D       6          3000            0            0
NEXTEL COMMUNICATIONS COM STK  COM  65332V103      2317020        14000 SH       D       1         14000            0            0
NEXTEL COMMUNICATIONS COM STK  COM  65332V103       976458         5900 SH       D       2          5900            0            0
NEXTEL COMMUNICATIONS COM STK  COM  65332V103     82588695       499021 SH       D       3        491221            0         7800
NEXTEL COMMUNICATIONS COM      COM  65332V103    867179676      8409015 SH       D       6       7677920         1213       729882
NEXTEL COMMUNICATIONS COM      COM  65332V103     28728985       280025 SH       D       7        230105            0        49920
NEXTEL COMMUNICATIONS INC-A    COM  65332V103      1800562        17460 SH       S       7         17460            0            0
NEXTLINK COMMUNICATIONS COM    COM  65333H707     94256417      1134765 SH       D       6       1128243            0         6522
NEXTLINK COMMUNICATIONS-CLA    COM  65333H707      2241198        28312 SH       D       7          4100            0        24212
NEXT LEVEL COM                 COM  65333U104      1752075        23400 SH       D       6         23400            0            0
NEXT LEVEL COMMUNICATION INC   COM  65333U104       284525         3800 SH       D       7          3800            0            0
NIAGARA CORP COM               COM  653349100        11479         2701 SH       D       6          2701            0            0
NIAGARA CORP (DEL)             COM  653349100         2550          600 SH       D       7           600            0            0
NFRONT INC COM                 COM  65334N109      1256000        62800 SH       D       6         62800            0            0
NFRONT INC                     COM  65334N109        10000          500 SH       D       7           500            0            0
NIAGRA MOHAWK HOLDINGS INC USD COM  653520106      6391894       285833 SH       D       3        272033            0        13800
NIAGRA MOHAWK HOLDINGS INC COM COM  653520106     64882422      4655241 SH       D       6       4265765          621       388855
NIAGRA MOHAWK HOLDINGS INC COM COM  653520106      1944554       139891 SH       D       7        123867            0        16024
NIAGRA MOHAWK HOLDINGS INC     COM  653520106       126831         9100 SH       S       7          9100            0            0
NICOR INC COM STOCK US$5       COM  654086107      3952672        75899 SH       D       3         75899            0            0
NICOR INC COM                  COM  654086107     40126905      1234674 SH       D       6       1135982          148        98544
NICOR INC COM                  COM  654086107      1243776        38144 SH       D       7         34170            0         3974
NICOR INC                      COM  654086107        71500         2200 SH       S       7          2200            0            0
NIKE INC COM STOCK CLASS 'B' N CLA  654106103       206909         2610 SH       D       2          2610            0            0
NIKE INC COM STOCK CLASS 'B' N CLA  654106103     27444303       346189 SH       D       3        321989            0        24200
NIKE INC COM STOCK CLASS 'B' N CLA  654106103       610421         7700 SH       D       4          7700            0            0
NIKE INC -CL B                 COM  654106103      3948049        79658 SH       D       5         79658            0            0
NIKE INC CL B COM              COM  654106103    329918432      6656614 SH       D       6       6104050          957       551607
NIKE INC CL B COM              COM  654106103     10318805       208917 SH       D       7        184437            0        24480
NIKE, INC                      COM  654106103       672166        13562 SH       S       7         13562            0            0
99 CENTS ONLY STORES COM       COM  65440K106      8576721       224228 SH       D       6        224228            0            0
99 Cents Only Stores           COM  65440K106        79292         2073 SH       D       7          2073            0            0
NIPPON TELEGRAPH & TELE SP     COM  654624105      3838160        44565 SH       D       7         44565            0            0
NISOURCE INC COM               COM  65473P105     32639231      1825971 SH       D       6       1812696            0        13275
NISOURCE INC                   COM  65473P105       313957        17313 SH       D       7          8337            0         8976
NISSAN MOTOR CO LTD-SPON       COM  654744408       743128        92171 SH       D       7         92171            0            0
NITCHES INC COM                COM  65476M109         1162          332 SH       D       6           332            0            0
NOBEL LEARNING CMNTYS INC COM  COM  654889104        28072         3872 SH       D       6          3872            0            0
NOBILITY HOMES INC. COM        COM  654892108        30455         5801 SH       D       6          5801            0            0
NOBILITY HOMES INC             COM  654892108         1149          219 SH       D       7           219            0            0
NOBLE AFFILIATES INC COM       COM  654894104     21535104      1004553 SH       D       6        992232            0        12321
NOBLE AFFILIATES               COM  654894104       343731        16218 SH       D       7          9911            0         6307
NOKIA CORP                     COM  654902204      6297360        33144 SH       D       7         33144            0            0
NOBLE DRILLING CORP COM        COM  655042109     97666296      2982177 SH       D       6       2839578            0       142599
NOBLE DRILLING CORP            COM  655042109      4028440       123167 SH       D       7        102053            0        21114
NOBLE INTL INC- COM COM        COM  655053106       511232        35564 SH       D       6         35564            0            0
NOBLE INTERNATIONAL LTD        COM  655053106         4312          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       847132        47392 SH       D       6         47392            0            0
NOLAND CO                      COM  655286102         2431          136 SH       D       7           136            0            0
NOODLE KIDOODLE                COM  655370104         1610          339 SH       D       7           339            0            0
NOONEY RLTY TR INC COM         COM  655379105         1931          300 SH       D       6           300            0            0
NOONEY REALTY TRUST INC        COM  655379105         2400          400 SH       D       7           400            0            0
NORD RESOURCES CORP COM        COM  655555100         1890        12600 SH       D       6         12600            0            0
NORDSON CORP COM               COM  655663102     14415170       298760 SH       D       6        298760            0            0
Nordson Corp.                  COM  655663102       161637         3350 SH       D       7          3350            0            0
NORDSTROM INC COM STOCK NPV    COM  655664100        95082         2280 SH       D       2          2280            0            0
NORDSTROM INC COM STOCK NPV    COM  655664100      9329944       223725 SH       D       3        204525            0        19200
NORDSTROM INC COM              COM  655664100     90427009      3453060 SH       D       6       3165693          478       286889
NORDSTROM INC COM              COM  655664100      2821692       108074 SH       D       7         94045            0        14029
NORDSTROM INC                  COM  655664100       177472         6777 SH       S       7          6777            0            0
NORFOLK STHN CORP              COM  655844108         3452          162 SH       D       1             0          162            0
NORFOLK SOUTHERN CORP COM STOC COM  655844108       186382         5590 SH       D       2          5590            0            0
NORFOLK SOUTHERN CORP COM STOC COM  655844108     21774655       653069 SH       D       3        613769            0        39300
NORFOLK SOUTHERN CORP COM STOC COM  655844108       673509        20200 SH       D       4         20200            0            0
NORFOLK SOUTHERN CORP          COM  655844108      2177038       106197 SH       D       5        106197            0            0
NORFOLK SOUTHERN CORP COM      COM  655844108    202346910      9870581 SH       D       6       9083344         1298       785939
NORFOLK SOUTHERN CORP COM      COM  655844108      5819502       283622 SH       D       7        251100            0        32522
NORFOLK SOUTHERN CORP          COM  655844108       378020        18440 SH       S       7         18440            0            0
NORLAND MED SYS INC COM        COM  656031101         1700         3200 SH       D       6          3200            0            0
NORSTAN INC COM                COM  656535101       814693       127795 SH       D       6        127795            0            0
NORSTAN INC                    COM  656535101         3136          492 SH       D       7           492            0            0
NORTECH SYS INC COM            COM  656553104         4201         1977 SH       D       6          1977            0            0
NORTEK INC COM                 COM  656559101      5840744       208598 SH       D       6        208598            0            0
Nortek Inc.                    COM  656559101        39872         1424 SH       D       7          1424            0            0
NORTEL NETWORKS CORP           COM  656569100      9774634        61200 SH       D       1         61000          200            0
NORTEL NETWORKS CORP           COM  656569100      2159476        13500 SH       D       2         13500            0            0
NORTEL NETWORKS CORP           COM  656569100     76908717       480796 SH       D       3        456136            0        24660
Nortel Networks Corp           COM  656569100     96430072       954860 SH       D       7        936037            0        18823
NORTEL NETWORKS CORP           COM  656569100      6479251        64151 SH       S       7         64151            0            0
NORTH AMERICAN SCIENTIFIC      COM  65715D100         2682          298 SH       D       7           298            0            0
NORTH AMERN VACCINE INC COM    COM  657201109       933714       207492 SH       D       6        207492            0            0
NORTH AMERICAN VACCINE INC     COM  657201109         5341         1187 SH       D       7          1187            0            0
NORTH BANCSHARES INC COM       COM  657467106         4751          458 SH       D       6           458            0            0
NORTH CENTRAL BANCSHARES COM   COM  658418108        18780         1252 SH       D       6          1252            0            0
NORTH CENTRAL BANCSHARES INC.  COM  658418108         2070          138 SH       D       7           138            0            0
NORTH CNTY BANCORP COM         COM  658810106       416164        19936 SH       D       6         19936            0            0
NORTH COUNTY BANCORP           COM  658810106         4175          200 SH       D       7           200            0            0
NORTH EUROPEAN OIL ROYALTY TRU COM  659310106      1877663       129494 SH       D       6        129494            0            0
NORTH FACE INC COM             COM  659317101       591914       145702 SH       D       6        145702            0            0
NORTH FACE INC                 COM  659317101         2275          560 SH       D       7           560            0            0
NORTH FORK BANCORP USD2.5      COM  659424105      1345527        47200 SH       D       1         47200            0            0
NORTH FORK BANCORP USD2.5      COM  659424105        39909         1400 SH       D       2          1400            0            0
NORTH FORK BANCORP USD2.5      COM  659424105       145385         5100 SH       D       3          5100            0            0
NORTH FORK BANCORPORATION INC  COM  659424105     69042277      3945273 SH       D       6       3440010            0       505263
NORTHFORK BANCORP              COM  659424105      2299627       131792 SH       D       7        121999            0         9793
NORTH PITTSBURGH SYS INC COM   COM  661562108      3152134       213704 SH       D       6        213704            0            0
North Pittsburgh Systems Inc.  COM  661562108        30075         2039 SH       D       7          2039            0            0
NORTHEAST BANCORP COM          COM  663904100         4338          534 SH       D       6           534            0            0
NORTHEAST BANCORP              COM  663904100         5817          716 SH       D       7           716            0            0
NORTHEAST PA FINL CORP COM     COM  663905107       216980        21698 SH       D       6         21698            0            0
NORTHEAST BANCORP RIGHTS COM   COM  664058989            0       108943 SH       D       6        108943            0            0
NORTHEAST DIGITAL NETWORKS     COM  664148103          179        17900 SH       D       7         17900            0            0
NORTHEAST IND BANCORP COM      COM  664196102         5680          459 SH       D       6           459            0            0
NORTHEAST INDIANA BANCORP      COM  664196102         5445          440 SH       D       7           440            0            0
NORTHEAST OPTIC NETWORK INC CO COM  664334109     10671535       170574 SH       D       6        170574            0            0
Northeast Optic Network Inc.   COM  664334109        79704         1274 SH       D       7          1274            0            0
NORTHEAST UTILITIES COM STOCK  COM  664397106      5325856       160218 SH       D       3        160218            0            0
NORTHEAST UTILITIES CO COM     COM  664397106     39849343      1937962 SH       D       6       1923507            0        14455
NORTHEAST UTILS                COM  664397106       375595        17941 SH       D       7          8219            0         9722
NORTHERN BK COMM ORE COM       COM  66476P100         2805          774 SH       D       6           774            0            0
NORTHERN BANK OF COMMERCE      COM  66476P100         1087          300 SH       D       7           300            0            0
NORTHERN STS FINL CO COM       COM  665751103       609202        28335 SH       D       6         28335            0            0
NORTHERN STATES FINANCIAL CORP COM  665751103        10440          464 SH       D       7           464            0            0
NORTHERN STATES POWER CO (MINN COM  665772109      8944938       278370 SH       D       3        256570            0        21800
NORTHERN STATES POWER CO MINN  COM  665772109     74790807      3835426 SH       D       6       3516309          523       318594
NORTHERN STATES POWER CO MINN  COM  665772109      2248914       115038 SH       D       7        101857            0        13181
NORTHERN STATES PWR CO MINN    COM  665772109       145645         7469 SH       S       7          7469            0            0
NORTHERN TECHNOLOGIES INTL     COM  665809109          737          100 SH       D       7           100            0            0
NORTHERN TRUST CORP COM STOCK  COM  665859104       326198         3760 SH       D       2          3760            0            0
NORTHERN TRUST CORP COM STOCK  COM  665859104     28531915       328880 SH       D       3        328880            0            0
NORTHERN TRUST CORP COM        COM  665859104    288654271      5446307 SH       D       6       4993393          756       452158
NORTHERN TRUST CORP COM        COM  665859104      9221922       175593 SH       D       7        145912            0        29681
NORTHERN TRUST                 COM  665859104       570280        10760 SH       S       7         10760            0            0
NORTHFIELD LABS INC COM        COM  666135108      2196813       198582 SH       D       6        198582            0            0
NORTHFIELD LABORATORIES INC    COM  666135108         5752          520 SH       D       7           520            0            0
NORTHLAND CRANBERRIES INC CL A COM  666499108      1689156       281526 SH       D       6        281526            0            0
NORTHLAND CRANBERRIES -CL A    COM  666499108         4362          727 SH       D       7           727            0            0
NORTHPOINT COM COM             COM  666610100      6505704       271071 SH       D       6        270892            0          179
NORTHPOINT COMMUNICATIONS      COM  666610100       257480        10529 SH       D       7          6500            0         4029
NORTHRIM BK ALASKA COM         COM  666764105         3965          399 SH       D       6           399            0            0
NORTHROP GRUMMAN CORP COM STOC COM  666807102      2986963        34400 SH       D       1         34400            0            0
NORTHROP GRUMMAN CORP COM STOC COM  666807102       848332         9770 SH       D       2          9770            0            0
NORTHROP GRUMMAN CORP COM STOC COM  666807102     13085505       150702 SH       D       3        143802            0         6900
NORTHROP CORP COM              COM  666807102    148052589      2738545 SH       D       6       2370393          227       367925
NORTHROP CORP COM              COM  666807102      5465008       101116 SH       D       7         95252            0         5864
NORTHROP GRUMMAN CORP.         COM  666807102       178406         3300 SH       S       7          3300            0            0
NORTHSTAR COMPUTER FORMS INC C COM  667031108         5148          528 SH       D       6           528            0            0
NORTHWAY FINL INC COM          COM  667270102        30914         1189 SH       D       6          1189            0            0
NORTHWAY FINANCIAL INC         COM  667270102         8034          309 SH       D       7           309            0            0
NORTHWEST AIRLINES 'A' USD0.01 CLA  667280101      4038038       109528 SH       D       3        102728            0         6800
NORTHWEST AIRLINES C COM       COM  667280101     16465801       740036 SH       D       6        737389            0         2647
NORTHWEST AIRLINES CORP CL A   COM  667280101       305228        13688 SH       D       7         11899            0         1789
NORTHWEST BANCORP INC COM      COM  667328108      1575547       227106 SH       D       6        227106            0            0
Northwest Bancorp Inc.         COM  667328108        24170         3484 SH       D       7          3484            0            0
NORTHWEST EQUITY CORP COM      COM  667454102         7298          328 SH       D       6           328            0            0
NORTHWEST EQUITY CORP          COM  667454102         8900          400 SH       D       7           400            0            0
NORTHWEST NATURAL GAS CO COM   COM  667655104     16768147       764360 SH       D       6        744160            0        20200
Northwest Natural Gas Co.      COM  667655104        80115         3652 SH       D       7          3652            0            0
NORTHWEST PIPE CO COM          COM  667746101      1043350        74525 SH       D       6         74525            0            0
NORTHWEST PIPE COMPANY         COM  667746101         4718          337 SH       D       7           337            0            0
NORTHWEST CORP COM             COM  668074107     18418004       837182 SH       D       6        801382            0        35800
Northwestern Corp.             COM  668074107        78320         3560 SH       D       7          3560            0            0
NORTHWESTERN STL & WIRE CO COM COM  668367204         8662        19800 SH       D       6         19800            0            0
NORWOOD FINL CORP COM          COM  669549107         6266          302 SH       D       6           302            0            0
NORWOOD FINANCIAL CORP         COM  669549107         4150          200 SH       D       7           200            0            0
NOVA CORP GA COM               COM  669784100     26976879       854713 SH       D       6        853352            0         1361
NOVA CORP/GEORGIA              COM  669784100       576739        18115 SH       D       7          4823            0        13292
NOVAMED EYECARE INC COM        COM  66986W108      1169464       173254 SH       D       6        173254            0            0
NOVAMETRIX MEDICAL SYSTEMS     COM  669870107         1975          400 SH       D       7           400            0            0
NU HORIZONS ELECTRS CORP COM   COM  669908105      1434312       108250 SH       D       6        108250            0            0
HORIZONS ELECTRONICS INC       COM  669908105         2782          210 SH       D       7           210            0            0
NOVACARE, INC.                 COM  669930109          560         2988 SH       D       7          2988            0            0
NOVADIGM INC COM               COM  669937104       217190        10467 SH       D       6         10467            0            0
NOVADIGM INC                   COM  669937104        13383          645 SH       D       7           645            0            0
NOVASTAR FINL INC COM          COM  669947400         5312         1700 SH       D       6          1700            0            0
NOVASTAR FINANCIAL INC         COM  669947400         2071          663 SH       D       7           663            0            0
NOTIFY CORP                    COM  669956104         1212          200 SH       D       7           200            0            0
NOVAVAX INC COM                COM  670002104       752062       133700 SH       D       6        133700            0            0
NOVAVAX INC                    COM  670002104        15750         2800 SH       D       7          2800            0            0
NOVELL INC COM STOCK US$0.10   COM  670006105       313423         5160 SH       D       2          5160            0            0
NOVELL INC COM STOCK US$0.10   COM  670006105     33845704       557214 SH       D       3        519714            0        37500
NOVELL INC COM STOCK US$0.10   COM  670006105      1503581        24754 SH       D       4         24754            0            0
NOVELL INC                     COM  670006105      3754963        94021 SH       D       5         94021            0            0
NOVELL INC COM                 COM  670006105    326886121      8184942 SH       D       6       7526812         1130       657000
NOVELL INC COM                 COM  670006105     12414528       318280 SH       D       7        220868            0        97412
NOVELL INC.                    COM  670006105       646548        16189 SH       S       7         16189            0            0
NOVELLUS SYS INC               COM  670008101     64560761       526892 SH       D       6        526632            0          260
NOVELLUS SYSTEM INC            COM  670008101      1960555        15802 SH       D       7          5427            0        10375
NOVEN PHARMACEUTICALS INC COM  COM  670009109      3852831       212570 SH       D       6        212570            0            0
NOVEN PHARMACEUTICALS INC      COM  670009109        14282          788 SH       D       7           788            0            0
NOVO NORDISK A/S               COM  670100205      4362833        67510 SH       D       7         67510            0            0
NOVOSTE CORP COM               COM  67010C100      3041115       184310 SH       D       6        184310            0            0
Novoste Corp.                  COM  67010C100        33759         2046 SH       D       7          2046            0            0
NSTOR TECHNOLOGIES COM         COM  67018N108        21826         9978 SH       D       6          9978            0            0
NSTOR TECHNOLOGIES INC         COM  67018N108         6240         2853 SH       D       7          2853            0            0
NU SKIN ENTERPRISES, INC       COM  67018T105      3339875       368538 SH       D       6        368538            0            0
NU SKIN ASIA PACIFIC INC-A     COM  67018T105       134884        15160 SH       D       7          1809            0        13351
NUCENTRIX BROADBAND NETWORKS C COM  670198100      1671071        68207 SH       D       6         68207            0            0
NUCENTRIX BROADBAND NETWORKS   COM  670198100         7350          300 SH       D       7           300            0            0
NSTAR COM                      COM  67019E107     41154627      1014466 SH       D       6       1007269            0         7197
NSTAR                          COM  67019E107       321508         8029 SH       D       7          3122            0         4907
N2H2 INC COM                   COM  67019F104      2441650       103900 SH       D       6        103900            0            0
N2H2 INC                       COM  67019F104        21150          900 SH       D       7           900            0            0
NUCOR CORP COM STOCK US$0.40   COM  670346105      3899810        44500 SH       D       1         44500            0            0
NUCOR CORP COM STOCK US$0.40   COM  670346105      1065656        12160 SH       D       2         12160            0            0
NUCOR CORP COM STOCK US$0.40   COM  670346105     18869911       215321 SH       D       3        201621            0        13700
NUCOR CORP                     COM  670346105      1344989        24538 SH       D       5         24538            0            0
NUCOR CORP COM                 COM  670346105    224598495      4097578 SH       D       6       3715659          304       381615
NUCOR CORP COM                 COM  670346105      6749860       123012 SH       D       7        115510            0         7502
NUCOR CORP                     COM  670346105       229280         4183 SH       S       7          4183            0            0
NUEVO ENERGY CO COM            COM  670509108      6813843       363405 SH       D       6        359305            0         4100
Nuevo Energy Co.               COM  670509108        57356         3059 SH       D       7          3059            0            0
NUMBER NINE VISUAL TECHNOLOGY  COM  67052W105           60          600 SH       D       7           600            0            0
NUMEREX CORP PA COM            COM  67053A102        76786         6205 SH       D       6          6205            0            0
NUMEREX CORP - CLASS A         COM  67053A102        35887         2900 SH       D       7          2900            0            0
NUTMEG FED SVGS & LN ASSN DANB COM  670608108        11271         1326 SH       D       6          1326            0            0
NUTMEG FEDL SVGS & LOAN ASSO   COM  670608108         1680          210 SH       D       7           210            0            0
NUTRACEUTICAL INT`L CORP COM   COM  67060Y101         3269          934 SH       D       6           934            0            0
NUTRACEUTICAL INTL CORP        COM  67060Y101         2527          722 SH       D       7           722            0            0
NUTRAMAX PRODS INC COM         COM  67061A300        24680        61700 SH       D       6         61700            0            0
NUTRITION FOR LIFE I COM       COM  67061S202         6562         3000 SH       D       6          3000            0            0
NUWAVE TECHNOLOGIES INC        COM  67065M102        13181         5700 SH       D       6          5700            0            0
NUWAVE TECHNOLOGIES INC        COM  67065M102         1387          600 SH       D       7           600            0            0
NVIDIA CORP COM                COM  67066G104     10554976       224873 SH       D       6        224873            0            0
NVIDIA Corp.                   COM  67066G104       144332         3075 SH       D       7          3075            0            0
NYER MED GROUP COM             COM  670711100        10200         1600 SH       D       6          1600            0            0
NYER MEDICAL GROUP INC         COM  670711100         1275          200 SH       D       7           200            0            0
NYFIX, INC CLA COM             COM  670712108      3524373       124207 SH       D       6        124207            0            0
NYFIX INC                      COM  670712108        16712          589 SH       D       7           589            0            0
O CHARLEYS INC COM             COM  670823103      3231755       246229 SH       D       6        246229            0            0
O'Charley's Inc.               COM  670823103        25383         1934 SH       D       7          1934            0            0
OEA INC COM                    COM  670826106      1542450       316400 SH       D       6        311500            0         4900
OEA Inc.                       COM  670826106        15941         3270 SH       D       7          3270            0            0
OAO TECHNOLOGY SOLUTIONS COM   COM  67082B105        92411        11924 SH       D       6         11924            0            0
OAO TECHNOLOGY SOLUTIONS INC.  COM  67082B105         5704          736 SH       D       7           736            0            0
ODS NETWORK INC COM            COM  67082N109      1160951       128105 SH       D       6        128105            0            0
ODS NETWORKS INC               COM  67082N109        10222         1128 SH       D       7          1128            0            0
OGE ENERGY CORP COM            COM  670837103     37787504      1988816 SH       D       6       1744985            0       243831
OGE ENERGY CORP                COM  670837103       961069        50546 SH       D       7         44986            0         5560
O I CORP COM                   COM  670841105         3110          790 SH       D       6           790            0            0
O.I. CORPORATION               COM  670841105          787          200 SH       D       7           200            0            0
OIS OPTICAL IMAGING SYS INC CO COM  670852102          388        48500 SH       D       6         48500            0            0
0MA PRODUCT CORP COM           COM  670872100     15048326       436975 SH       D       6        436975            0            0
OM Group Inc.                  COM  670872100       125145         3634 SH       D       7          3634            0            0
ONIX SYS INC COM               COM  67088G108       328520        53636 SH       D       6         53636            0            0
ONIX SYSTEMS INC               COM  67088G108         3240          529 SH       D       7           529            0            0
OSI PHARMACEUTICALS, INC. COM  COM  671040103      1743305       219629 SH       D       6        219629            0            0
OSI PHARMACEITICALS INC        COM  671040103         7921          998 SH       D       7           998            0            0
OSI SYSTEMS INC-CO COM         COM  671044105        38681         7033 SH       D       6          7033            0            0
OSI SYSTEMS INC                COM  671044105         2387          434 SH       D       7           434            0            0
O`SULLIVAN INDUSTRIES HOLDINGS COM  67104Q205       238344       467342 SH       D       6        433842            0        33500
OSULLIVAN INDUSTRIES           COM  67104Q205          349          686 SH       D       7           686            0            0
OTR EXPRESS INC                COM  671062107          675          400 SH       D       7           400            0            0
OYO GEOSPACE CORP COM          COM  671074102       361343        35253 SH       D       6         35253            0            0
OYO GEOSPACE CORP              COM  671074102        11275         1100 SH       D       7          1100            0            0
OAK HILL FINL INC COM          COM  671337103       195580        13373 SH       D       6         13373            0            0
OAK HILL FINANCIAL INC.        COM  671337103         2866          196 SH       D       7           196            0            0
OAK INDS INC COM               COM  671400505     39164688       369043 SH       D       6        369043            0            0
Oak Industries Inc.            COM  671400505       278153         2621 SH       D       7          2621            0            0
OAK TECHNOLOGY COM             COM  671802106      4232360       448462 SH       D       6        448462            0            0
OAK TECHNOLOGY INC             COM  671802106        16034         1699 SH       D       7          1699            0            0
OAKLEY INC. COM                COM  673662102      5944855      1068738 SH       D       6       1068738            0            0
Oakley Inc.                    COM  673662102        58261        10474 SH       D       7         10474            0            0
OAKWOOD HOMES CORP COM         COM  674098108      2697170       846171 SH       D       6        846171            0            0
Oakwood Homes Corp.            COM  674098108        39493        12390 SH       D       7         12390            0            0
OBIE MEDIA CORP COM            COM  674391107         5022          432 SH       D       6           432            0            0
OBIE MEDIA CORPORATION         COM  674391107         2557          220 SH       D       7           220            0            0
OBJECT DESIGN INC. COMMON STOC COM  674416102      3133682       216116 SH       D       6        216116            0            0
OBJECT DESIGN INC              COM  674416102        19314         1332 SH       D       7          1332            0            0
OBJECTIVE SYSTEM INTEGRATED CO COM  674424106      1792552       270574 SH       D       6        270574            0            0
OBJECTIVE SYSTEMS INTEGRATOR   COM  674424106        10924         1649 SH       D       7          1649            0            0
OBJECTSHARE INC COM            COM  674426101         3040         7600 SH       D       6          7600            0            0
OBJECTSHARE INC                COM  674426101          440         1100 SH       D       7          1100            0            0
OBJECTSOFT CORPORATION         COM  674427406          780          233 SH       D       7           233            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105       210971         6160 SH       D       2          6160            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105     21310521       622230 SH       D       3        586230            0        36000
OCCIDENTAL PETROLEUM CORP COM  COM  674599105      1130204        33000 SH       D       4         33000            0            0
OCCIDENTAL PETROLEUM CORP      COM  674599105      2110491        97595 SH       D       5         97595            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105    193548812      8950234 SH       D       6       8228496         1141       720597
OCCIDENTAL PETROLEUM CORP COM  COM  674599105      5628329       260192 SH       D       7        229183            0        31009
OCCIDENTAL PETROLEUM CORP.     COM  674599105       364748        16867 SH       S       7         16867            0            0
OCEAN ENERGY INC COM OCEAN ENE COM  67481E106     18808149      2426858 SH       D       6       2409299            0        17559
OCEAN ENERGY INC               COM  67481E106       296921        37927 SH       D       7         25978            0        11949
OCEANEERING INTL INC COM       COM  675232102      8015447       536599 SH       D       6        536599            0            0
Oceaneering International Inc. COM  675232102        50055         3351 SH       D       7          3351            0            0
OCEANFIRST FIN`L CORP COM      COM  675234108      4739037       273735 SH       D       6        272035            0         1700
Oceanfirst Financial Corp.     COM  675234108        32963         1904 SH       D       7          1904            0            0
OCTEL CORP. COM                COM  675727101      2712222       261419 SH       D       6        261419            0            0
Octel Corp.                    COM  675727101        24568         2368 SH       D       7          2368            0            0
OCULAR SCIENCE COM             COM  675744106      5165483       273668 SH       D       6        273668            0            0
Ocular Sciences Inc.           COM  675744106        50283         2664 SH       D       7          2664            0            0
OCWEN FINL CORP COM            COM  675746101      4465275       714444 SH       D       6        714444            0            0
Ocwen Financial Corp.          COM  675746101        57745         9239 SH       D       7          9239            0            0
ODETICS INC CL A COM           COM  676065204      1050759        77834 SH       D       6         77834            0            0
ODETICS INC -CL A              COM  676065204         4522          335 SH       D       7           335            0            0
ODWALLA INC COM                COM  676111107        14250         2400 SH       D       6          2400            0            0
ODWALLA INC                    COM  676111107          593          100 SH       D       7           100            0            0
OFFICE DEPOT                   COM  676220106      1042447        58800 SH       D       1         58800            0            0
OFFICE DEPOT                   COM  676220106       434353        24500 SH       D       2         24500            0            0
OFFICE DEPOT                   COM  676220106     11822365       666849 SH       D       3        638649            0        28200
OFFICE DEPOT INC COM           COM  676220106    131786605     12049061 SH       D       6      10963498         1220      1084343
OFFICE DEPOT INC COM           COM  676220106      5431038       497888 SH       D       7        415688            0        82200
OFFICE DEPOT                   COM  676220106       189546        17330 SH       S       7         17330            0            0
OFFICE MAX COM                 COM  67622M108     14040279      2552778 SH       D       6       2552778            0            0
OfficeMax Inc.                 COM  67622M108       183370        33340 SH       D       7         33340            0            0
OPTICAL PAYMENTS COM           COM  676235104      3915600        75300 SH       D       6         75300            0            0
OFFICIAL PAYMENTS CORPORATION  COM  676235104        78000         1500 SH       D       7          1500            0            0
OFFSHORE LOGISTICS INC COM     COM  676255102      4343493       463306 SH       D       6        463306            0            0
Offshore Logistics Inc.        COM  676255102        29193         3114 SH       D       7          3114            0            0
OGDEN CORP COM                 COM  676346109     12478925      1045355 SH       D       6       1045355            0            0
Ogden Corp.                    COM  676346109       149935        12560 SH       D       7         12560            0            0
OGLEBAY NORTON CO COM          COM  677007106       892430        37576 SH       D       6         37576            0            0
OGLEBAY NORTON CO              COM  677007106        11281          475 SH       D       7           475            0            0
OHIO CASUALTY CORP COM         COM  677240103     19205947      1195701 SH       D       6       1195701            0            0
Ohio Casualty Corp.            COM  677240103       239909        14936 SH       D       7         14936            0            0
OHIO VY BANC CORP COM          COM  677719106       787539        24047 SH       D       6         24047            0            0
OHIO VALLEY BANC CORP          COM  677719106        10676          326 SH       D       7           326            0            0
LUKOIL ADR                     ADR  677862104      7711662       119620 SH       D       3        119620            0            0
OIL DRI CORP AMER COM          COM  677864100       761946        53005 SH       D       6         53005            0            0
OIL DRI AMER                   COM  677864100         3823          266 SH       D       7           266            0            0
OILGEAR CO COM                 COM  678042102         2557          372 SH       D       6           372            0            0
OLD DOMINION COM               COM  679580100       557129        51826 SH       D       6         51826            0            0
OLD DOMINION FREIGHT LINE      COM  679580100         5439          506 SH       D       7           506            0            0
OLD GUARD GROUP INC COM        COM  679783100       635987        57817 SH       D       6         57817            0            0
OLD GUARD GROUP INC            COM  679783100         3300          300 SH       D       7           300            0            0
OLD KENT FINANCIAL CORP USD1   COM  679833103      9150500       160496 SH       D       3        160496            0            0
OLD KENT FINANCIAL CORP COM    COM  679833103     94549352      2672795 SH       D       6       2420196            0       252599
OLD KENT FINANCIAL CORP COM    COM  679833103      3440647        97630 SH       D       7         88837            0         8793
OLD KENT FINANCIAL CORP        COM  679833103       201637         5700 SH       S       7          5700            0            0
OLD NATL BANCORP IND COM       COM  680033107     20498002       631923 SH       D       6        624832            0         7091
OLD NATIONAL BANCORP           COM  680033107       256970         8225 SH       D       7          4800            0         3425
OLD REPUBLIC INT.              COM  680223104      3741257       171949 SH       D       3        154549            0        17400
OLD REPUBLIC INTL CORP COM     COM  680223104     27223990      1998091 SH       D       6       1978267            0        19824
OLD REPUBLIC INTL CORP         COM  680223104       456922        33962 SH       D       7         24667            0         9295
OLD SECOND BANCORP INC ILL COM COM  680277100      1611268        63187 SH       D       6         63187            0            0
OLD SECOND BANCORP INC         COM  680277100         5712          224 SH       D       7           224            0            0
OLIN CORP COM STOCK US$1       COM  680665205      1692217        53844 SH       D       3         53844            0            0
OLIN CORP COM NEW              COM  680665205     21714222      1095986 SH       D       6       1082786            0        13200
Olin Corp.                     COM  680665205       259741        13110 SH       D       7         13110            0            0
OLSTEN CORP COM                COM  681385100     17361475      1534716 SH       D       6       1534716            0            0
Olsten Corp.                   COM  681385100       175852        15545 SH       D       7         15545            0            0
OLYMPIC CASCADE FINANCIAL CO   COM  68158N106         4200          700 SH       D       6           700            0            0
OLYMPIC STEEL COM              COM  68162K106       617158       129928 SH       D       6        129928            0            0
OLYMPIC STEEL INC              COM  68162K106         1871          394 SH       D       7           394            0            0
OMNICARE INC COM               COM  681904108     21863328      1821944 SH       D       6       1816685            0         5259
OMNICARE INC                   COM  681904108       381577        29531 SH       D       7         13985            0        15546
OMNICOM GROUP INC              COM  681919106        12810          140 SH       D       1             0          140            0
OMNICOM GROUP INC COM STOCK US COM  681919106       392025         2440 SH       D       2          2440            0            0
OMNICOM GROUP INC COM STOCK US COM  681919106     43768082       272416 SH       D       3        272416            0            0
OMNICOM GROUP                  COM  681919106      4965300        49653 SH       D       5         49653            0            0
OMNICOM GROUP                  COM  681919106    433605900      4336059 SH       D       6       3989080          588       346391
OMNICOM GROUP                  COM  681919106     16308271       165383 SH       D       7        113526            0        51857
OMNICOM GROUP                  COM  681919106       854000         8540 SH       S       7          8540            0            0
OMEGA HEALTHCARE COM           COM  681936100      5725183       451246 SH       D       6        440946            0        10300
Omega Healthcare Investors Inc COM  681936100        37009         2917 SH       D       7          2917            0            0
OMTOOL LTD COM                 COM  681974101        19030         8013 SH       D       6          8013            0            0
OMTOOL LTD.                    COM  681974101         2280          960 SH       D       7           960            0            0
1-800 CONTACTS INC COM         COM  681977104      1151455        42548 SH       D       6         42548            0            0
1-800 CONTACTS, INC            COM  681977104        10473          387 SH       D       7           387            0            0
OMEGA FINL CORP COM            COM  682092101      4394254       151526 SH       D       6        151526            0            0
Omega Financial Corp.          COM  682092101        36859         1271 SH       D       7          1271            0            0
OMEGA WORLDWIDE COM 4/23/98 CO COM  68210B108        34694         7451 SH       D       6          7451            0            0
OMEGA WORLDWIDES INC           COM  68210B108         2551          548 SH       D       7           548            0            0
OMEGA PROTEIN CORP COM         COM  68210P107       301306        96418 SH       D       6         96418            0            0
OMEGA PROTEIN CORP             COM  68210P107         7796         2495 SH       D       7          2495            0            0
OMNI ENERGY SVCS COM           COM  68210T109        10228         9092 SH       D       6          9092            0            0
OMNI ENERGY SERVICES CORP      COM  68210T109          802          713 SH       D       7           713            0            0
OMEGA RESEARCH COM             COM  68211E101      1484154       247359 SH       D       6        247359            0            0
Omega Research Inc.            COM  68211E101        10374         1729 SH       D       7          1729            0            0
OMNOVA SOLUTIONS INC COM       COM  682129101      4366226       563384 SH       D       6        563384            0            0
Omnova Solutions               COM  682129101        47104         6078 SH       D       7          6078            0            0
OMNIPORT CORP COM              COM  68212D102     73858687       612300 SH       D       6        612300            0            0
Omnipoint Corp.                COM  68212D102       945820         7841 SH       D       7          7841            0            0
OMNIPOINT CORP                 COM  68212D102     57562500       500000 SH       D       9        500000            0            0
OMNI NUTRACEUTICALS COM        COM  68212M102       227809       202497 SH       D       6        202497            0            0
OMNI NUTRACEUTICALS INC.       COM  68212M102         1150         1023 SH       D       7          1023            0            0
ON ASSIGNMENT INC COM          COM  682159108      5345414       178926 SH       D       6        178926            0            0
On Assignment Inc.             COM  682159108        45171         1512 SH       D       7          1512            0            0
ON COMMAND CORP COM            COM  682160106      4248192       229632 SH       D       6        229132            0          500
On Command Corp.               COM  682160106        42661         2306 SH       D       7          2306            0            0
ON POINT TECHNOLOGY SYSTEMS    COM  682184106         1000          400 SH       D       7           400            0            0
ON-SITE SOURCING INC           COM  682195102         3162         2300 SH       D       6          2300            0            0
ON TECHNOLOGY CORP COM         COM  68219P108       106837         7700 SH       D       6          7700            0            0
ON TECHNOLOGY CORP             COM  68219P108         6937          500 SH       D       7           500            0            0
ONCOR INC COM                  COM  682311105           59        14787 SH       D       6         14787            0            0
ONE LIBERTY PROPERTIES INC     COM  682406103         2625          200 SH       D       6           200            0            0
ONE LIBERTY PROPERTIES INC     COM  682406103         2625          200 SH       D       7           200            0            0
ONE PRICE CLOTHING STORES INC  COM  682411103         2009          784 SH       D       6           784            0            0
ONE PRICE CLOTHING STORES      COM  682411103         1709          667 SH       D       7           667            0            0
ONE VY BANCORP WEST VA INC COM COM  682419106     21303148       695613 SH       D       6        683632            0        11981
One Valley Bancorp Inc.        COM  682419106       157718         5150 SH       D       7          5150            0            0
1 800 FLOWERS COM              COM  68243Q106         9618          900 SH       D       6           900            0            0
1-800-FLOWERS.COM              COM  68243Q106        10687         1000 SH       D       7          1000            0            0
ONEIDA LTD COM                 COM  682505102      6209668       285502 SH       D       6        285502            0            0
Oneida Ltd.                    COM  682505102        45348         2085 SH       D       7          2085            0            0
ONEMAIN.COM COM                COM  68267P109      4226865       281791 SH       D       6        281791            0            0
OneMain.com Inc.               COM  68267P109        40725         2715 SH       D       7          2715            0            0
ONEOK INC                      COM  682680103       317190         7775 SH       D       3          7775            0            0
ONEOK INC (NEW) COM            COM  682680103     31850059      1267664 SH       D       6       1167095           92       100477
ONEOK INC (NEW) COM            COM  682680103       605927        24115 SH       D       7         23680            0          435
ONEOK INC                      COM  682680103        37687         1500 SH       S       7          1500            0            0
ONESOURCE INFORMATION SVC COM  COM  68272J106       837156        62300 SH       D       6         62300            0            0
ONESOURCE INFORMATION SERVICES COM  68272J106        13437         1000 SH       D       7          1000            0            0
ONHEALTH NETWORK CO COM        COM  68272W107      2134176       238789 SH       D       6        238789            0            0
On Health Network Co.          COM  68272W107        19492         2181 SH       D       7          2181            0            0
ONLINE TRADING INC COM INC COM COM  68273D108       172912        15900 SH       D       6         15900            0            0
ONLINETRADING                  COM  68273D108         9787          900 SH       D       7           900            0            0
ONLINE RES & COMMUNICATIONS CO COM  68273G101      1371562        82500 SH       D       6         82500            0            0
ONLINE RESOURCES & COMM CORP   COM  68273G101        11637          700 SH       D       7           700            0            0
ONYX ACCEP CORP COM            COM  682914106        22312         3500 SH       D       6          3500            0            0
ONTRACK DATA INTL IN COM       COM  683372106       194061        16088 SH       D       6         16088            0            0
ONTRACK DATA INTENATIONAL      COM  683372106        21712         1800 SH       D       7          1800            0            0
ON2 COM INC COM                COM  68338A107     18534538       639122 SH       D       6        639122            0            0
ON2.COM INC                    COM  68338A107        34800         1200 SH       D       7          1200            0            0
ONYX PHARMACEUTICALS COM       COM  683399109       972310        97231 SH       D       6         97231            0            0
ONYX PHARMACEUTICALS, INC      COM  683399109         5100          510 SH       D       7           510            0            0
ONYX SOFTWARE CORP COM         COM  683402101      4303174       116302 SH       D       6        116302            0            0
ONYX Software Corp.            COM  683402101        48248         1304 SH       D       7          1304            0            0
OPEN MKT INC COM               COM  68370M100     27845328       617071 SH       D       6        617071            0            0
Open Market Inc.               COM  68370M100       204235         4526 SH       D       7          4526            0            0
OPINION RESH CORP COM          COM  683755102         7380          820 SH       D       6           820            0            0
OPINION RESEARCH CORP          COM  683755102         1800          200 SH       D       7           200            0            0
OPTA FOOD COM                  COM  68381N105        21687         6940 SH       D       6          6940            0            0
OPTICAL CABLE CORP COM         COM  683827109       811420        40571 SH       D       6         40571            0            0
Optical Cable Corp.            COM  683827109        42320         2116 SH       D       7          2116            0            0
OPTICAL COATING LABORATORY INC COM  683829105     78391752       264837 SH       D       6        259537            0         5300
Optical Coating Lab Inc.       COM  683829105       578680         1955 SH       D       7          1955            0            0
OPTICAL SENSORS INC COM        COM  68384P107         5437         8700 SH       D       6          8700            0            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105     23055733       128522 SH       D       1        128350          172            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105      8519575        47462 SH       D       2         47462            0            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105    467044865      2601876 SH       D       3       2478689            0       123187
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105     12381225        68975 SH       D       4         68975            0            0
ORACLE CORPORATION             COM  68389X105     44926528       400906 SH       D       5        400906            0            0
ORACLE CORP COM                COM  68389X105   4267937737     38085334 SH       D       6      34806060         4813      3274461
ORACLE CORP COM                COM  68389X105    160370713      1455101 SH       D       7       1129829            0       325272
ORACLE                         COM  68389X105       541450         4900 SH       D       9          4900            0            0
ORACLE CORP.                   COM  68389X105      7713037        68828 SH       S       7         68828            0            0
OPTI INC COM                   COM  683960108       646610       121715 SH       D       6        121715            0            0
OPTI INC                       COM  683960108         3628          683 SH       D       7           683            0            0
OPTIKA IMAGING SYSTEMS INC     COM  683973101        43206         3100 SH       D       6          3100            0            0
OPTIKA IMAGING SYSTEMS         COM  683973101         6968          500 SH       D       7           500            0            0
ORALABS HOLDING CORP COM       COM  684029101         1707         1242 SH       D       6          1242            0            0
ORBITAL SCIENCES CORP COM      COM  685564106     13068055       704003 SH       D       6        704003            0            0
Orbital Sciences Corp.         COM  685564106       101982         5494 SH       D       7          5494            0            0
ORGANOGENESIS INC COM          COM  685906109      4490603       516904 SH       D       6        516904            0            0
Organogenesis Inc.             COM  685906109        37312         4295 SH       D       7          4295            0            0
ORBIT/FR INC                   COM  685929101         2475          900 SH       D       7           900            0            0
OREGON TRAIL FINL CO COM       COM  685932105        23616         2347 SH       D       6          2347            0            0
OREGON TRAIL FINANCIAL CORP    COM  685932105         2012          200 SH       D       7           200            0            0
OREGON STL MLS INC        COM  COM  686079104      8795472      1108091 SH       D       6       1092291            0        15800
Oregon Steel Mills Inc.        COM  686079104        34282         4319 SH       D       7          4319            0            0
O REILLY AUTOMOTIVE COM        COM  686091109     13866296       644944 SH       D       6        644944            0            0
O'Reilly Automotive Inc.       COM  686091109       126592         5888 SH       D       7          5888            0            0
ORIENTAL FINL GROUP COM        COM  68618W100      1238323        56128 SH       D       6         56128            0            0
Oriental Financial Group Inc.  COM  68618W100        38432         1742 SH       D       7          1742            0            0
OROAMERICA INC                 COM  687027102         1775          284 SH       D       7           284            0            0
ORPHAN MEDICAL INC COM         COM  687303107        17694         3411 SH       D       6          3411            0            0
ORPHAN MEDICAL INC             COM  687303107         1473          284 SH       D       7           284            0            0
ORTEC INTL INC COM             COM  68749B108       353220        47096 SH       D       6         47096            0            0
ORTEC INERNATIONAL INC         COM  68749B108         1972          263 SH       D       7           263            0            0
ORTEL CORP COM                 COM  68749W102     13059360       108828 SH       D       6        108828            0            0
ORTEL CORP.                    COM  68749W102        64560          538 SH       D       7           538            0            0
ORTHOLOGIC CORP                COM  68750J107         2390          933 SH       D       7           933            0            0
ORTHODONTIC CTRS AME COM       COM  68750P103      9041402       757395 SH       D       6        757395            0            0
Orthodontic Centers America    COM  68750P103        75922         6360 SH       D       7          6360            0            0
OSAGE SYSTEMS GROUP COM        COM  687735100         7750         6200 SH       D       6          6200            0            0
OSAGE SYSTEMS GROUP INC        COM  687735100          528          423 SH       D       7           423            0            0
ORTHALLIANCE INC - COM COM     COM  687913103       767350       122776 SH       D       6        122776            0            0
ORTHALLIANCE INC               COM  687913103         9881         1581 SH       D       7          1581            0            0
OSHKOSH B GOSH INC CL A COM    COM  688222207      9065763       430422 SH       D       6        430422            0            0
Oshkosh B'Gosh Inc.            COM  688222207        65546         3112 SH       D       7          3112            0            0
OSHKOSH TRUCK CORP CL B COM    COM  688239201      5112217       174404 SH       D       6        174404            0            0
Oshkosh Truck Corp.            COM  688239201        48629         1659 SH       D       7          1659            0            0
OSHMANS SPORTING GOOD INC      COM  688260108         8020         5133 SH       D       6          5133            0            0
OSICOM TECHNOLOGIES INC COM    COM  688271501      3964005        87361 SH       D       6         87361            0            0
OSICOM TECHNOLOGIES INC        COM  688271501        32715          721 SH       D       7           721            0            0
OSMONICS INC COM               COM  688350107      1235783       134507 SH       D       6        134507            0            0
OSMONICS INC                   COM  688350107         4740          516 SH       D       7           516            0            0
OSTEOTECH INC COM              COM  688582105      2620697       195940 SH       D       6        195940            0            0
Osteotech Inc                  COM  688582105        27405         2049 SH       D       7          2049            0            0
OSTEX INTL INC. COM            COM  68859Q101        80400        26800 SH       D       6         26800            0            0
OTTAWA FINL COM                COM  689389104      1434340        79136 SH       D       6         79136            0            0
OTTAWA FINANCIAL CORP          COM  689389104        11291          623 SH       D       7           623            0            0
OTTER TAIL POWER CO COM        COM  689648103      9455287       252141 SH       D       6        241941            0        10200
Otter Tail Power Co.           COM  689648103        63675         1698 SH       D       7          1698            0            0
OUTBACK STEAKHOUSE INC COM     COM  689899102     27529959      1061396 SH       D       6       1060545            0          851
OUTBACK STEAKHOUSE INC         COM  689899102       692739        27563 SH       D       7          9822            0        17741
OUTLOOK GRAPHICS CORP COM      COM  690113105         5087         1197 SH       D       6          1197            0            0
OUTSOURCE INTL INC COM         COM  690131107         9115         4782 SH       D       6          4782            0            0
OUTSOURCE INTERNATIONAL INC    COM  690131107         4765         2500 SH       D       7          2500            0            0
OVERLAND DATA INC COM          COM  690213103       743722        99163 SH       D       6         99163            0            0
OVERLAND DATA INC              COM  690213103         3382          451 SH       D       7           451            0            0
OVERSEAS SHIPHOLDING GROUP INC COM  690368105      9340081       630554 SH       D       6        630554            0            0
Overseas Shipholding Group Inc COM  690368105        92459         6242 SH       D       7          6242            0            0
OWENS & MINOR INC COM          COM  690732102      8008438       896049 SH       D       6        896049            0            0
Owens & Minor Inc.             COM  690732102        44678         4999 SH       D       7          4999            0            0
OWENS-CORNING FIBERGLASS CORP  COM  69073F103      2639742        84263 SH       D       3         84263            0            0
OWENS CORNING                  COM  69073F103       305910        15840 SH       D       5         15840            0            0
OWENS CORNING COM              COM  69073F103     29136904      1508707 SH       D       6       1395278          212       113217
OWENS CORNING COM              COM  69073F103       799526        41436 SH       D       7         37050            0         4386
OWENS CORNING                  COM  69073F103        52143         2700 SH       S       7          2700            0            0
OWENS ILLINOIS                 COM  690768403       240868         6100 SH       D       2          6100            0            0
OWENS ILLINOIS                 COM  690768403      9491090       240362 SH       D       3        240362            0            0
OWENS-ILLINOIS INC             COM  690768403      1090920        43528 SH       D       5         43528            0            0
OWENS ILL INC COM              COM  690768403    100517141      4010659 SH       D       6       3686654          523       323482
OWENS ILL INC COM              COM  690768403      2905684       116538 SH       D       7        103214            0        13324
OWENS ILLINOIS                 COM  690768403       187968         7500 SH       S       7          7500            0            0
OWENS & MINOR TR 5.375% 4/30/1 PFD  690905203      2698800       130000 SH       D       9        130000            0            0
OWOSSO CORP COM                COM  691217103         3037          900 SH       D       6           900            0            0
OXFORD HEALTH PLANS INC COM ST COM  691471106        37169         1800 SH       D       2          1800            0            0
OXFORD HEALTH PLANS INC COM ST COM  691471106      2012333        97450 SH       D       3         97450            0            0
OXFORD HEALTH COM              COM  691471106     19271310      1518921 SH       D       6       1518921            0            0
OXFORD HEALTH PLANS, INC       COM  691471106       740977        52711 SH       D       7         29605            0        23106
OXFORD INDUSTRIES INC COM      COM  691497309      2154530       108746 SH       D       6        108346            0          400
Oxford Industries Inc.         COM  691497309        18207          919 SH       D       7           919            0            0
OXIGENE INC COM                COM  691828107      1912844       122422 SH       D       6        122422            0            0
OXIGENE INC                    COM  691828107         5875          376 SH       D       7           376            0            0
P & F INDS INC CL A NEW        COM  692830508         2793          434 SH       D       6           434            0            0
P&F INDUSTRIES -CL A           COM  692830508         1287          200 SH       D       7           200            0            0
PAB BANKSHARES INC COM         COM  69313P101       782854        58806 SH       D       6         58806            0            0
PAB BANKSHARES INC             COM  69313P101         6270          471 SH       D       7           471            0            0
P A M TRANSN SVCS INC COM      COM  693149106       517412        46509 SH       D       6         46509            0            0
P.A.M. TRANSPORTATION SVCS     COM  693149106         7192          673 SH       D       7           673            0            0
PBOC HLDGS INC - COM COM       COM  69316G108      1332197       141160 SH       D       6        141160            0            0
PBOC HOLDINGS INC              COM  69316G108         7606          806 SH       D       7           806            0            0
PCC GROUP INC COM              COM  693183105         4225         1300 SH       D       6          1300            0            0
PC CONNECTION COM              COM  69318J100      6565522       190305 SH       D       6        190305            0            0
PC Connection Inc.             COM  69318J100        39364         1141 SH       D       7          1141            0            0
PCD INC COM                    COM  69318P106       531616        78758 SH       D       6         78758            0            0
PCD INC                        COM  69318P106         2092          310 SH       D       7           310            0            0
PC SERVICE SOURCE INC COM      COM  693258105         5906         2700 SH       D       6          2700            0            0
PC SERVICE SOURCE INC.         COM  693258105         1312          600 SH       D       7           600            0            0
PC-TEL INC                     COM  69325Q105        36750          700 SH       D       7           700            0            0
P-COM INC COM                  COM  693262107     10267581      1160992 SH       D       6       1160992            0            0
P-COM Inc.                     COM  693262107        82114         9285 SH       D       7          9285            0            0
PDK LABS INC COM               COM  693293508        12525         2863 SH       D       6          2863            0            0
PDS FINANCIAL COM              COM  69329T105         2700         1600 SH       D       6          1600            0            0
PDS FINANCIAL CORP             COM  69329T105          506          300 SH       D       7           300            0            0
PECO ENERGY CO COM STOCK NPV   COM  693304107       200701         3590 SH       D       2          3590            0            0
PECO ENERGY CO COM STOCK NPV   COM  693304107     17301628       309478 SH       D       3        287978            0        21500
PECO ENERGY CO COM STOCK NPV   COM  693304107       648507        11600 SH       D       4         11600            0            0
PECO ENERGY CO                 COM  693304107      1805610        51960 SH       D       5         51960            0            0
PECO ENERGY COM                COM  693304107    168097738      4837345 SH       D       6       4450438          602       386305
PECO ENERGY COM                COM  693304107      5192948       148574 SH       D       7        132634            0        15940
PECO ENERGY COMPANY            COM  693304107       312750         9000 SH       S       7          9000            0            0
PG & E COM STOCK US$0.01       COM  69331C108       227938         6920 SH       D       2          6920            0            0
PG & E COM STOCK US$0.01       COM  69331C108     21441389       650940 SH       D       3        615440            0        35500
P G & E CORPORATION            COM  69331C108      2196841       107163 SH       D       5        107163            0            0
PACIFIC GAS & ELEC COM         COM  69331C108    262618940     12810680 SH       D       6      11348964         1296      1460420
PACIFIC GAS & ELEC COM         COM  69331C108      8733818       423622 SH       D       7        390705            0        32917
P G & E CORPORATION            COM  69331C108       381095        18590 SH       S       7         18590            0            0
PFF BANCORP INC COM            COM  69331W104      4777565       246584 SH       D       6        246584            0            0
PFF Bancorp Inc.               COM  69331W104        35921         1854 SH       D       7          1854            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102       347764         1800 SH       D       2          1800            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102     30485041       157788 SH       D       3        157788            0            0
PE CORP-PE BIOSYSTEMS GROUP    COM  69332S102      3347935        27827 SH       D       5         27827            0            0
PE CORPORATION COM             COM  69332S102    292542130      2431519 SH       D       6       2231519          348       199652
PE CORPORATION COM             COM  69332S102     11513201        95048 SH       D       7         64907            0        30141
PE CORP-PE BIOSYSTEMS GROUP    COM  69332S102       591937         4920 SH       S       7          4920            0            0
PE CORP - CELERA GENOMICS GROU COM  69332S201       144045          550 SH       D       2           550            0            0
PE CORP - CELERA GENOMICS GROU COM  69332S201      8289698        31652 SH       D       3         31652            0            0
PE CORP-CELERA GENOMICS GRP    COM  69332S201      1061178         7122 SH       D       5          7122            0            0
PE CORPORATION COM             COM  69332S201     77100050       517450 SH       D       6        517450            0            0
PE Corp.                       COM  69332S201       842520         5654 SH       D       7          5654            0            0
PF CHANGS CHINA BISTRO INC COM COM  69333Y108      2334493        93849 SH       D       6         93849            0            0
P.F. Chang's China Bistro Inc. COM  69333Y108        22636          910 SH       D       7           910            0            0
PHP HEALTHCARE CORP COM        COM  693344103          137         6867 SH       D       6          6867            0            0
PHS BANCORP COM                COM  693347106        10180         1234 SH       D       6          1234            0            0
PHS BANCORP INC                COM  693347106         3300          400 SH       D       7           400            0            0
PICO HOLDINGS INC. COM         COM  693366205      2176973       176810 SH       D       6        176810            0            0
PICO Holdings Inc.             COM  693366205        18739         1522 SH       D       7          1522            0            0
PLX TECHNOLOGY INC COM         COM  693417107      4713884       248918 SH       D       6        248918            0            0
PLX Technology Inc             COM  693417107        47305         2498 SH       D       7          2498            0            0
PMA CAPITAL CORP COM           COM  693419202      2591819       130406 SH       D       6        130406            0            0
PMA Capital Corp.              COM  693419202        42472         2137 SH       D       7          2137            0            0
PLC SYSTEMS INC                COM  69341D104         1764          882 SH       D       7           882            0            0
PLM INTL INC (NEW) COM         COM  69341L205        10163         1730 SH       D       6          1730            0            0
PLM INTERNATIONAL INC          COM  69341L205        10575         1800 SH       D       7          1800            0            0
PMC CAPITAL COM                COM  693430100      1123322       138255 SH       D       6        138255            0            0
PMC CAPITAL INC                COM  693430100         4062          500 SH       D       7           500            0            0
PMC COML TR - SH BEN COM       COM  693434102       806213        79626 SH       D       6         79626            0            0
PMC COMMERCIAL TRUST-SBI       COM  693434102         4455          440 SH       D       7           440            0            0
PMC-SIERRA INC COM             COM  69344F106    120079513       749034 SH       D       6        749034            0            0
PMC-SIERRA INC                 COM  69344F106      2782409        18489 SH       D       7          1300            0        17189
PMI GROUP INC                  COM  69344M101      3001529        38300 SH       D       1         38300            0            0
PMI GROUP INC                  COM  69344M101       658298         8400 SH       D       2          8400            0            0
PMI GROUP INC                  COM  69344M101      9934827       126770 SH       D       3        116120            0        10650
PMI GROUP COM                  COM  69344M101    120413312      2466854 SH       D       6       2210522            0       256332
THE PMI GROUP INC              COM  69344M101      4255624        87278 SH       D       7         85160            0         2118
PMR CORP COM                   COM  693451106        59380        18271 SH       D       6         18271            0            0
PMR CORPORATION                COM  693451106         1014          312 SH       D       7           312            0            0
PNC BANK CORP COM US$5         COM  693475105      4027638        56000 SH       D       1         56000            0            0
PNC BANK CORP COM US$5         COM  693475105       962317        13380 SH       D       2         13380            0            0
PNC BANK CORP COM US$5         COM  693475105     42463030       590403 SH       D       3        563003            0        27400
PNC BANK CORP COM US$5         COM  693475105      1064447        14800 SH       D       4         14800            0            0
PNC BANK CORP                  COM  693475105      3678592        82665 SH       D       5         82665            0            0
PNC BANK CORP                  COM  693475105    438508963      9854134 SH       D       6       8747597         1021      1105516
PNC BANK CORP                  COM  693475105     14991475       337605 SH       D       7        311800            0        25805
PNC BANK CORP.                 COM  693475105       646540        14529 SH       S       7         14529            0            0
PNV.NET INC. COM               COM  69348A103       552656        67500 SH       D       6         67500            0            0
PENNSYLVANIA POWER & LIGHT CO  COM  693499105       185345         5000 SH       D       2          5000            0            0
PENNSYLVANIA POWER & LIGHT CO  COM  693499105     10035457       270723 SH       D       3        250223            0        20500
P P & L RESOURCES INC          COM  693499105      1005768        43968 SH       D       5         43968            0            0
PP&L RESOURCES, INC. COM       COM  693499105    100650550      4400024 SH       D       6       3914929          537       484558
PP&L RESOURCES, INC. COM       COM  693499105      3182859       138887 SH       D       7        125371            0        13516
P P & L RESOURCES INC.         COM  693499105       173850         7600 SH       S       7          7600            0            0
PPG INDUSTRIES INC COM STOCK U COM  693506107       287942         2870 SH       D       2          2870            0            0
PPG INDUSTRIES INC COM STOCK U COM  693506107     30443727       303441 SH       D       3        282741            0        20700
PPG INDUSTRIES INC COM STOCK U COM  693506107      2066763        20600 SH       D       4         20600            0            0
PPG INDUSTRIES INC             COM  693506107      3018390        48246 SH       D       5         48246            0            0
PPG IND INC COM                COM  693506107    279995841      4475458 SH       D       6       4096012          589       378857
PPG IND INC COM                COM  693506107      8420870       134279 SH       D       7        119380            0        14899
PPG INDUSTRIES, INC.           COM  693506107       526150         8410 SH       S       7          8410            0            0
PPT VISION INC. COM            COM  693519100        13079         3608 SH       D       6          3608            0            0
PPT VISION INC                 COM  693519100          725          200 SH       D       7           200            0            0
PRT GROOUP INC- COM COM        COM  693579104        23679        10825 SH       D       6         10825            0            0
PRT GROUP INC                  COM  693579104         1785          816 SH       D       7           816            0            0
PRI AUTOMATION INC COM         COM  69357H106     36237230       539847 SH       D       6        539847            0            0
PRI Automation Inc.            COM  69357H106       220975         3292 SH       D       7          3292            0            0
PUBLIC STORAGE PPTYS COM       COM  69360J107     10667520       468902 SH       D       6        465202            0         3700
PS Business Pks. Inc.          COM  69360J107        79989         3516 SH       D       7          3516            0            0
PSC INC. COM                   COM  69361E107      1453162       197039 SH       D       6        197039            0            0
PSC INC. ELECTRONICS           COM  69361E107         3222          437 SH       D       7           437            0            0
PS GROUP HOLDINGS,INC COM      COM  693622102       466042        41426 SH       D       6         41426            0            0
PS GROUP HOLDINGS INC          COM  693622102         3048          271 SH       D       7           271            0            0
PSW TECHNOLOGIES INC COM       COM  69364J103       213331        10700 SH       D       6         10700            0            0
PSW TECHNOLOGIES INC           COM  69364J103        11962          600 SH       D       7           600            0            0
PTI HOLDINGS INC               COM  69364P109         2946         2300 SH       D       6          2300            0            0
PVC CONTAINER CORP COM         COM  693651101         4329          666 SH       D       6           666            0            0
PVC CONTAINER CORP             COM  693651101         2034          313 SH       D       7           313            0            0
PVF CAPITAL CORP COM           COM  693654105       232459        20436 SH       D       6         20436            0            0
PVF CAPITAL CORP               COM  693654105         2502          220 SH       D       7           220            0            0
PSS WORLD MEDICAL INC COM      COM  69366A100     16483434      1746589 SH       D       6       1746589            0            0
PSS World Medical Inc.         COM  69366A100        97479        10329 SH       D       7         10329            0            0
PACCAR INC COM STOCK US$12     COM  693718108       117654         1600 SH       D       2          1600            0            0
PACCAR INC COM STOCK US$12     COM  693718108      8412047       114397 SH       D       3        114397            0            0
PACCAR INC COM                 COM  693718108     94749076      2138202 SH       D       6       1958349          278       179575
PACCAR INC COM                 COM  693718108      3438027        77622 SH       D       7         71401            0         6221
PACCAR INC                     COM  693718108       166615         3760 SH       S       7          3760            0            0
PAC WEST TELCOMM NOV 99 TELECO COM  69371Y101      2045800        77200 SH       D       6         77200            0            0
PAC-WEST TELECOMM              COM  69371Y101        45050         1700 SH       D       7          1700            0            0
PACIFIC AEROSPACE AND ELECTR   COM  693758104         7375         5900 SH       D       6          5900            0            0
PAC AEROSPACE & ELECTRONICS    COM  693758104          750          600 SH       D       7           600            0            0
PACIFIC BK NATL ASSN COM       COM  694026204      1367984        49408 SH       D       6         49408            0            0
PACIFIC BANK NA                COM  694026204        16557          598 SH       D       7           598            0            0
PACIFIC CAPITAL BANCORP COM    COM  69404P101     10540638       342785 SH       D       6        342785            0            0
Pacific Capital Bancorp        COM  69404P101       108209         3519 SH       D       7          3519            0            0
PACIFIC CENTURY FINANCIAL CORP COM  694058108       118248         3900 SH       D       2          3900            0            0
PACIFIC CENTURY FINANCIAL CORP COM  694058108      2982225        98358 SH       D       3         98358            0            0
PACIFIC CENTURY FINANCIAL COM  COM  694058108     28629007      1531987 SH       D       6       1444850            0        87137
PACIFIC CENTURY FINANCIAL CORP COM  694058108       987673        53026 SH       D       7         47248            0         5778
PACIFIC CHEMICAL INC           COM  69406F101            1         1100 SH       D       6          1100            0            0
PACIFIC CREST CAPITAL INC COM  COM  694166109        14025         1100 SH       D       6          1100            0            0
PACIFIC GATEWAY EXCHANGE COMMO COM  694327107      4704626       275729 SH       D       6        275729            0            0
Pacific Gateway Exchange Inc.  COM  694327107        43714         2562 SH       D       7          2562            0            0
PACIFIC GATEWAY PROPERTIES COM COM  694330101         6130          613 SH       D       6           613            0            0
PACIFIC GULF COM               COM  694396102     12136513       599334 SH       D       6        463540            0       135794
Pacific Gulf Properties Inc.   COM  694396102        54573         2695 SH       D       7          2695            0            0
PAC SUNWEAR CA COM             COM  694873100     15885703       498375 SH       D       6        498375            0            0
Pacific Sunwear CA Inc.        COM  694873100       135680         4230 SH       D       7          4230            0            0
PACIFICAMERICA MONEY CENTER    COM  694935107          106         1700 SH       D       6          1700            0            0
PACIFICARE HEALTH SYSTEMS USD0 COM  695112102       111701         1300 SH       D       2          1300            0            0
PACIFICARE HEALTH SYSTEMS USD0 COM  695112102      5875263        68377 SH       D       3         68377            0            0
PACIFICARE HEALTH SYSTEMS      COM  695112102       693452        13084 SH       D       5         13084            0            0
PACIFICARE HEALTH SYSTEMS CL A COM  695112102     70288812      1326204 SH       D       6       1258467            0        67737
PACIFICARE HEALTH SYSTEMS      COM  695112102      5243905        99073 SH       D       7         95231            0         3842
PACKAGED ICE INC COM           COM  695148106       692480       213071 SH       D       6        213071            0            0
PACKAGED ICE INC               COM  695148106         2275          700 SH       D       7           700            0            0
PACKETEER INC COM              COM  695210104      7596290       106990 SH       D       6        106990            0            0
PACKETEER INC                  COM  695210104        99400         1400 SH       D       7          1400            0            0
PACTIV COPORATION ORD USD 0.01 COM  695257105       756894        44200 SH       D       3         44200            0            0
PACTV COM                      COM  695257105     45935957      4323384 SH       D       6       3969152          591       353641
PACTV COM                      COM  695257105      1338363       125402 SH       D       7        112704            0        12698
PACTIV CORPORATION             COM  695257105        87613         8246 SH       S       7          8246            0            0
PAGING NETWORK INC. COM        COM  695542100      1393854      1715513 SH       D       6       1715513            0            0
Paging Network Inc.            COM  695542100        16290        20050 SH       D       7         20050            0            0
PAINE WEBBER GROUP INC COM STO COM  695629105       172159         2700 SH       D       2          2700            0            0
PAINE WEBBER GROUP INC COM STO COM  695629105     14376361       225466 SH       D       3        225466            0            0
PAINE WEBBER GROUP INC         COM  695629105      1564764        40316 SH       D       5         40316            0            0
PAINE WEBBER GROUP INC COM     COM  695629105    143218243      3690003 SH       D       6       3388173          480       301350
PAINE WEBBER GROUP INC COM     COM  695629105      4165013       108295 SH       D       7         95853            0        12442
PAINE WEBBER GROUP, INC.       COM  695629105       275180         7090 SH       S       7          7090            0            0
PAIRGAIN TECHNOLOGIE COM       COM  695934109     21869307      1541449 SH       D       6       1541449            0            0
Pairgain Technologies Inc.     COM  695934109       227822        16058 SH       D       7         16058            0            0
MEDICAL IMAGING SYSTEMS        COM  696077304         4500         1800 SH       D       7          1800            0            0
PALEX INC COM                  COM  696368109      1250928       178704 SH       D       6        178704            0            0
PALEX INC                      COM  696368109         5047          721 SH       D       7           721            0            0
PALL CORP COM STOCK US$0.10    COM  696429307      7190267       208107 SH       D       3        177207            0        30900
PALL CORP COM                  COM  696429307     67292013      3120789 SH       D       6       2862012          397       258380
PALL CORP COM                  COM  696429307      2006425        93264 SH       D       7         82615            0        10649
PALL CORP                      COM  696429307       128749         5971 SH       S       7          5971            0            0
PALM HARBOR HOMES COM          COM  696639103      5648220       313790 SH       D       6        313790            0            0
Palm Harbor Homes Inc.         COM  696639103        54396         3022 SH       D       7          3022            0            0
PALOMAR MED COM                COM  697529303         2854         2342 SH       D       6          2342            0            0
PALOMAR MEDICAL TECHNOLOGIES   COM  697529303          609          500 SH       D       7           500            0            0
PAMRAPO BANCORP INC COM        COM  697738102       709485        31887 SH       D       6         31887            0            0
PAMRAPO BANCORP INC            COM  697738102         2825          127 SH       D       7           127            0            0
PANAMSAT CORP. COM             COM  697933109     13093493       220522 SH       D       6        218135            0         2387
PANASMAT CORP.                 COM  697933109       613558         9340 SH       D       7          2079            0         7261
PAN PACIFIC RETAIL PPTYS COM   COM  69806L104      4212246       258222 SH       D       6        257222            0         1000
Pan Pacific Retail Properties  COM  69806L104        31124         1908 SH       D       7          1908            0            0
PANACO INC COM                 COM  698106101         3059         8900 SH       D       6          8900            0            0
PANAVISION, INC. NEW COM       COM  69830E209         5395         1151 SH       D       6          1151            0            0
PANAVISION INC                 COM  69830E209         1687          360 SH       D       7           360            0            0
PANDA PROJECT INC (THE) COM    COM  69833F104          293         6900 SH       D       6          6900            0            0
PANDA PROJECT INC              COM  69833F104          344         8100 SH       D       7          8100            0            0
PANERA BREAD CO COM            COM  69840W108      1121246       144677 SH       D       6        144677            0            0
PANERA BREAD COMPANY           COM  69840W108         4169          538 SH       D       7           538            0            0
PANJA INC COM                  COM  698493103      1045605        63370 SH       D       6         63370            0            0
PANJA INC                      COM  698493103         6121          371 SH       D       7           371            0            0
PANTRY INC COM                 COM  698657103      1021237        72300 SH       D       6         72300            0            0
PANTRY INC                     COM  698657103         9887          700 SH       D       7           700            0            0
PAPA JOHNS INTL INC COM        COM  698813102     12768618       489923 SH       D       6        489923            0            0
Papa Johns International Inc.  COM  698813102        93460         3586 SH       D       7          3586            0            0
PAR TECHNOLOGY CORP COM        COM  698884103       340218        71625 SH       D       6         71625            0            0
PAR TECHNOLOGY CORP/DEL        COM  698884103         1857          391 SH       D       7           391            0            0
PARACELSUS HEALTHCARE CORP COM COM  698891108        13573        31026 SH       D       6         31026            0            0
PAPER WAREHOUSE INC            COM  698941101         3162         2200 SH       D       6          2200            0            0
PARADIGM MEDICAL INDUSTRIES    COM  69900Q108        13612         1800 SH       D       6          1800            0            0
PARADISE FRUIT INC             COM  699058103         4541          293 SH       D       6           293            0            0
PARADISE HOLDINGS INC          COM  699062105            1         1300 SH       D       6          1300            0            0
PARADYNE NETWORK COM           COM  69911G107      3065488       112495 SH       D       6        112495            0            0
PARADYNE NETWORKS              COM  69911G107        40875         1500 SH       D       7          1500            0            0
PARAGON TRADE BRANDS COM       COM  69912K107         2478        10776 SH       D       6         10776            0            0
PARAGON TRADE BRANDS INC       COM  69912K107          122          534 SH       D       7           534            0            0
PARALLEL PETE CORP DEL COM     COM  699157103        16151         9571 SH       D       6          9571            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100       204661         4660 SH       D       2          4660            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100     19594427       446151 SH       D       3        421751            0        24400
PARAMETRIC TECHNOLOGY CORP     COM  699173100      2068468        76433 SH       D       5         76433            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100    176913759      6537229 SH       D       6       6008558          881       527790
PARAMETRIC TECHNOLOGY CORP COM COM  699173100      6273338       253511 SH       D       7        174502            0        79009
PARAMETRIC TECHNOLOGY CORP     COM  699173100       352299        13018 SH       S       7         13018            0            0
PARAMOUNT FINANCIAL CORP       COM  699223301          862          600 SH       D       7           600            0            0
PARAVANT INC                   COM  699376109         3262          900 SH       D       7           900            0            0
PAREXEL INTL CP COM            COM  699462107      6097470       516188 SH       D       6        516188            0            0
Parexel International Corp.    COM  699462107        41946         3551 SH       D       7          3551            0            0
PARK BANCORP INC               COM  700164106        17400         1200 SH       D       6          1200            0            0
PARK ELECTROCHEMICAL CORP COM  COM  700416209      7030031       264660 SH       D       6        264260            0          400
Park Electrochemical Corp.     COM  700416209        36284         1366 SH       D       7          1366            0            0
PARK NATL CORP COM             COM  700658107     13055616       135996 SH       D       6        135996            0            0
Park National Corp.            COM  700658107       132288         1378 SH       D       7          1378            0            0
PARK-OHIO HOLDINGS CORP. COM   COM  700666100      1232805       124841 SH       D       6        124841            0            0
PARK - OHIO HOLDINGS CORP      COM  700666100         4058          411 SH       D       7           411            0            0
PARK PLACE ENTERTAINMENT CORP  COM  700690100       340959        16840 SH       D       3         16840            0            0
PARK PLACE ENTERTAINMENT       COM  700690100      1067850        85428 SH       D       5         85428            0            0
PARK PLACE ENTERTAINMENT COM   COM  700690100     54787062      4382965 SH       D       6       4355373            0        27592
PARK PLACE ENTERTAINMENT       COM  700690100       666998        55218 SH       D       7         36637            0        18581
PARKER DRILLING CO COM         COM  701081101      4286043      1344641 SH       D       6       1344641            0            0
Parker Drilling Co.            COM  701081101        37752        11844 SH       D       7         11844            0            0
PARKER-HANNIFIN CORP COM STOCK COM  701094104       157129         1945 SH       D       2          1945            0            0
PARKER-HANNIFIN CORP COM STOCK COM  701094104     13928797       172415 SH       D       3        172415            0            0
PARKER HANNIFIN CORP           COM  701094104      1581194        30815 SH       D       5         30815            0            0
PARKER HANNIFIN CORP COM       COM  701094104    146554044      2856108 SH       D       6       2630855          384       224869
PARKER HANNIFIN CORP COM       COM  701094104      4152039        80788 SH       D       7         71358            0         9430
PARKER-HANNIFIN CORP           COM  701094104       266311         5190 SH       S       7          5190            0            0
PARKERVISION INC COM           COM  701354102      3069003        99805 SH       D       6         99805            0            0
Parkervision Inc.              COM  701354102        37945         1234 SH       D       7          1234            0            0
PARKVALE FINL CORP COM         COM  701492100      1094611        68147 SH       D       6         68147            0            0
PARKVALE FINANCIAL CORP        COM  701492100        10167          633 SH       D       7           633            0            0
PARKWAY PROPERTIES INC COM     COM  70159Q104      8482832       294415 SH       D       6        226305            0        68110
Parkway Properties Inc.        COM  70159Q104        43420         1507 SH       D       7          1507            0            0
PARLEX CORP                    COM  701630105      1244002        47278 SH       D       6         47278            0            0
PARLEX CORP                    COM  701630105        15787          600 SH       D       7           600            0            0
PARLUX FRAGRANCES INC COM      COM  701645103        25162         6100 SH       D       6          6100            0            0
PARTY CITY CORP COM            COM  702145103        15696        15696 SH       D       6         15696            0            0
PARTY CITY CORP                COM  702145103          413          459 SH       D       7           459            0            0
PATHFINDER BANKCORP INC COM    COM  70320A103         4659          525 SH       D       6           525            0            0
PATHFINDER BANCORP INC         COM  70320A103         3550          400 SH       D       7           400            0            0
PATHWAYS GROUP INC COM         COM  70321D106         1064          448 SH       D       6           448            0            0
PATHWAYS GROUP INC             COM  70321D106         5700         2400 SH       D       7          2400            0            0
PATHOGENESIS CORP COM          COM  70321E104      5856253       273178 SH       D       6        273178            0            0
Pathogenesis Corp.             COM  70321E104        50871         2373 SH       D       7          2373            0            0
PATINA OIL & GAS CORP COM      COM  703224105       989149       114684 SH       D       6        114684            0            0
PATINA OIL & GAS CORP          COM  703224105        25875         3000 SH       D       7          3000            0            0
PATINA OIL & GAS CORP WTS 0502 COM  703224113         1537         2460 SH       D       6          2460            0            0
PATRICK INDS INC COM           COM  703343103       660311        71385 SH       D       6         71385            0            0
PATRICK INDUSTRIES INC         COM  703343103         1998          216 SH       D       7           216            0            0
PATRIOT BANK CORP PA COM       COM  70335P103       386193        35925 SH       D       6         35925            0            0
PATRIOT BANK CORP              COM  70335P103         2451          228 SH       D       7           228            0            0
PATRIOT NATIONAL BANCORP INC C COM  70336F104        21594         1745 SH       D       6          1745            0            0
PATTERSON DENTAL CO COM        COM  703412106     21998719       516099 SH       D       6        516099            0            0
Patterson Dental Co.           COM  703412106       174549         4095 SH       D       7          4095            0            0
PATTERSON DRILLING INC COM     COM  703414102     17067622      1312894 SH       D       6       1275794            0        37100
Patterson Energy Inc.          COM  703414102        68718         5286 SH       D       7          5286            0            0
PAUL HARRIS STORES INC COM     COM  703555201        14850         5400 SH       D       6          5400            0            0
PAUL HARRIS STORES             COM  703555201         1875          682 SH       D       7           682            0            0
PAUL-SON GAMING CORP COM       COM  703578104         2533          563 SH       D       6           563            0            0
PAUL-SON GAMING CORP           COM  703578104         5850         1300 SH       D       7          1300            0            0
PAULA FINL DEL COM             COM  703588103        24371         4020 SH       D       6          4020            0            0
PAULSON CAP CORP COM           COM  703797100        18699         3479 SH       D       6          3479            0            0
PAULSON CAPITAL CORP           COM  703797100         2640          500 SH       D       7           500            0            0
PAXAR CORP COM                 COM  704227107      6802312       806200 SH       D       6        806200            0            0
Paxar Corp.                    COM  704227107        52430         6214 SH       D       7          6214            0            0
PAXSON COMMUNICATION COM       COM  704231109      5369045       449763 SH       D       6        449763            0            0
Paxson Communications Corp.    COM  704231109        63865         5350 SH       D       7          5350            0            0
PAYCHEX INC USD0.01            COM  704326107       251080         3737 SH       D       2          3737            0            0
PAYCHEX INC USD0.01            COM  704326107     25599202       381010 SH       D       3        381010            0            0
PAYCHEX INC                    COM  704326107      2758720        68968 SH       D       5         68968            0            0
PAYCHEX INC COM                COM  704326107    237315840      5932896 SH       D       6       5450768          819       481309
PAYCHEX INC COM                COM  704326107      9008665       223010 SH       D       7        158696            0        64314
PAYCHEX, INC                   COM  704326107       476440        11911 SH       S       7         11911            0            0
PAYLESS CASHWAYS INC COM       COM  704378405          399          237 SH       D       6           237            0            0
PAYLESS SHOESOURCE USD0.01     COM  704379106       160132         2100 SH       D       3          2100            0            0
PAYLESS SHOE SOURCE COM        COM  704379106     27138176       577408 SH       D       6        555968            0        21440
PAYLESS SHOESOURCE INC-W/I     COM  704379106       621992        13401 SH       D       7         11116            0         2285
PCORDER COM INC COM            COM  70453H107      1110372        21772 SH       D       6         21772            0            0
PcOrder.com Inc.               COM  70453H107        19227          377 SH       D       7           377            0            0
PEAPOD INC - COM COM           COM  704718105      1310525       151945 SH       D       6        151945            0            0
PEAPOD INC                     COM  704718105         7167          831 SH       D       7           831            0            0
PEDIATRIC SVCS OF AMERICA COM  COM  705323103         3489         3722 SH       D       6          3722            0            0
PEDIATRIX MED GROUP Z          COM  705324101      4271351       610193 SH       D       6        610193            0            0
Pediatrix Medical Group Inc.   COM  705324101        29666         4238 SH       D       7          4238            0            0
PEEKSKILL FINL CORP COM        COM  705385102        24467         1919 SH       D       6          1919            0            0
PEEKSKILL FINANCIAL CORP       COM  705385102         5100          400 SH       D       7           400            0            0
PEERLESS SYS CORP COM          COM  705536100      1196057       154330 SH       D       6        154330            0            0
PEERLESS SYSTEMS CORP          COM  705536100         7029          907 SH       D       7           907            0            0
PEGASYSTEMS INC                COM  705573103        30816         3200 SH       D       1             0         3200            0
PEGASYSTEMS INC COMMON STOCK   COM  705573103      2357178       209527 SH       D       6        209527            0            0
Pegasystems Inc.               COM  705573103        47520         4224 SH       D       7          4224            0            0
PELICAN FINANCIAL COM          COM  705808103          375          100 SH       D       6           100            0            0
PELICAN FINANCIAL INC          COM  705808103         1500          400 SH       D       7           400            0            0
PEGASUS COMMUNICATION COM      COM  705904100     18272700       186933 SH       D       6        186933            0            0
Pegasus Communication Corp.    COM  705904100       178198         1823 SH       D       7          1823            0            0
PEGASUS SYSTEMS INC COM        COM  705906105     15021732       249065 SH       D       6        249065            0            0
Pegasus Systems Inc.           COM  705906105       112965         1873 SH       D       7          1873            0            0
PEN INTERCONNECT INC           COM  706583101          520         2000 SH       D       6          2000            0            0
PENFORD CO COM                 COM  707051108      1342395        77820 SH       D       6         77820            0            0
PENFORD CORP                   COM  707051108        13299          771 SH       D       7           771            0            0
PENN-AMER GROUP INC COM        COM  707247102       714100        92142 SH       D       6         92142            0            0
PENN-AMERICA GROUP INC         COM  707247102         3875          500 SH       D       7           500            0            0
PENN ENGR & MFG CORP NON-VTG C COM  707389300      2459667       106364 SH       D       6        106364            0            0
PENN ENGINEERING & MFG CORP    COM  707389300         9643          417 SH       D       7           417            0            0
PENN NATL GAMING INC COM       COM  707569109      1031400       114600 SH       D       6        114600            0            0
PENN NATIONAL GAMING INC       COM  707569109         4887          543 SH       D       7           543            0            0
PENN TRAFFIC CO NEW COM        COM  707832200         7030          760 SH       D       6           760            0            0
GEN SEMICON USD                COM  707871030       283750        20000 SH       D       9         20000            0            0
PENN TREATY AMERN CORP         COM  707874103      1612485       102380 SH       D       6        102380            0            0
Penn Treaty American Corp.     COM  707874103        14490          920 SH       D       7           920            0            0
PENN VIRGINIA CORP COM         COM  707882106      1351775        80703 SH       D       6         80703            0            0
PENN VIRGINIA CORP             COM  707882106         5527          330 SH       D       7           330            0            0
PENNACO ENERGY INC COM         COM  708046107      1156976       144622 SH       D       6        144622            0            0
PENNACO ENERGY INC             COM  708046107         2400          300 SH       D       7           300            0            0
PENNCORP FINL GROUP COM        COM  708094107        30648        75434 SH       D       6         75434            0            0
PENNEY (J C) CO INC COM STOCK  COM  708160106       114715         3570 SH       D       2          3570            0            0
PENNEY (J C) CO INC COM STOCK  COM  708160106     13143663       409036 SH       D       3        388236            0        20800
PENNEY (J C) CO INC COM STOCK  COM  708160106       395239        12300 SH       D       4         12300            0            0
PENNEY J C CO INC COM          COM  708160106    133767287      6709331 SH       D       6       6165846          886       542599
PENNEY J C CO INC COM          COM  708160106      3844463       191912 SH       D       7        171605            0        20307
J.C. PENNEY COMPANY, INC.      COM  708160106       253206        12700 SH       S       7         12700            0            0
PENNFED FINANCIAL COM          COM  708167101      1855701       122691 SH       D       6        122691            0            0
PENNFED FINANCIAL SVCS INC     COM  708167101         5127          339 SH       D       7           339            0            0
PENNSYLVANIA COMMERCE BANCORP  COM  708677109        21494          977 SH       D       6           977            0            0
PENNSYLVANIA COMMERCE BANCORP  COM  708677109         5100          255 SH       D       7           255            0            0
PENNWOOD BANCORP INC           COM  708904107         2850          400 SH       D       6           400            0            0
PENNSYLVANIA REAL ESTATE INVT  COM  709102107      5299366       363905 SH       D       6        274841            0        89064
Pennsylvania Real Estate       COM  709102107        27057         1858 SH       D       7          1858            0            0
PENNZOIL - QUAKER STATE CO     COM  709323109      1742956       103611 SH       D       3         95811            0         7800
PENNZOIL-QUAKER STATE CO. COM  COM  709323109     16688479      1638133 SH       D       6       1638133            0            0
Pennzoil-Quaker State Co.      COM  709323109       158476        15556 SH       D       7         15556            0            0
PANTACON INC COM               COM  709620108       121868        38998 SH       D       6         38998            0            0
PENTACON INC                   COM  709620108         2328          745 SH       D       7           745            0            0
PENTAIR INDUSTRIES INC COM     COM  709631105     24734594       642457 SH       D       6        637942            0         4515
PENTAIR INC                    COM  709631105       348386         9133 SH       D       7          6089            0         3044
PENTASTAR COMMUNICATIONS INC C COM  709632103      1608675       106800 SH       D       6        106800            0            0
PENTECH INTL INC COM           COM  709635106         6600         9600 SH       D       6          9600            0            0
PENTEGRA DENTAL GROUP INC      COM  709637102          475          400 SH       D       7           400            0            0
PENTON MEDIA INC. COM          COM  709668107     12189408       507892 SH       D       6        507892            0            0
Penton Media Inc.              COM  709668107        90144         3756 SH       D       7          3756            0            0
PENWEST PHARMACEUTICAL COM     COM  709754105      2181131       143025 SH       D       6        143025            0            0
PENWEST PHARMACEUTICALS CO     COM  709754105         6206          407 SH       D       7           407            0            0
PEOPLES BANCORP AUBURN IND COM COM  709788103       747046        47811 SH       D       6         47811            0            0
PEOPLES BANCORP/AUBURN IN      COM  709788103         2265          145 SH       D       7           145            0            0
PEOPLES BANCORP INC COM        COM  709789101      1788929        83206 SH       D       6         83206            0            0
PEOPLES BANCORP INC            COM  709789101         4988          232 SH       D       7           232            0            0
PEOPLES BANCSHARES INC. COM    COM  709795108       705302        40303 SH       D       6         40303            0            0
PEOPLES BANCSHARES INC         COM  709795108         3500          200 SH       D       7           200            0            0
PEOPLES BANCTRUST INC COM      COM  709796106         2750          200 SH       D       6           200            0            0
PEOPLES BANCTRUST CO INC       COM  709796106         9473          689 SH       D       7           689            0            0
PEOPLES BK BRIDGEPORT CONN     COM  710198102      7102753       336225 SH       D       6        333630            0         2595
PEOPLES BANK BRIDGEPORT        COM  710198102       158815         7560 SH       D       7          5794            0         1766
PEOPLE`S BANCORP OF NORTH      COM  710577107         6372          432 SH       D       6           432            0            0
PEOPLES BANK/ CATAWBA NC       COM  710577107         6858          465 SH       D       7           465            0            0
PEOPLES ENERGY CORP COM STOCK  COM  711030106      2831117        51570 SH       D       3         51570            0            0
PEOPLES ENERGY CORP COM        COM  711030106     31888817       951905 SH       D       6        866959          122        84824
PEOPLES ENERGY CORP COM        COM  711030106       890959        26630 SH       D       7         23588            0         3042
PEOPLES ENERGY CORP            COM  711030106        56280         1680 SH       S       7          1680            0            0
PEOPLES FINL CORP OHIO COM     COM  71103A104        11113         1434 SH       D       6          1434            0            0
PEOPLES FINANCIAL CORP/ OHIO   COM  71103A104         1550          200 SH       D       7           200            0            0
PEOPLES HERITAGE SVGS BK PORTL COM  711147108     25800948      1712926 SH       D       6       1701811            0        11115
PEOPLES HERITAGE FIN GROUP INC COM  711147108       221603        15090 SH       D       7          7595            0         7495
PEOPLES KLDG CO COM            COM  711148106      2211016        76572 SH       D       6         76572            0            0
Peoples Holdings Co.           COM  711148106        24139          836 SH       D       7           836            0            0
PEOPLES-SIDNEY FINL CORP COM   COM  712308105         3115          356 SH       D       6           356            0            0
PEOPLESOFT INC COM STOCK US$0. COM  712713106       143348         4020 SH       D       2          4020            0            0
PEOPLESOFT INC COM STOCK US$0. COM  712713106     13362695       374737 SH       D       3        374737            0            0
PEOPLESOFT INC                 COM  712713106      1430942        67141 SH       D       5         67141            0            0
PEOPLESOFT INC COM             COM  712713106    126162394      5919643 SH       D       6       5444442          764       474437
PEOPLESOFT INC COM             COM  712713106      4693790       211389 SH       D       7        155535            0        55854
PEOPLESOFT                     COM  712713106       251189        11786 SH       S       7         11786            0            0
"PEP BOYS-MANNY, MOE & JACK CO COM  713278109       200173        13611 SH       D       3         13611            0            0
PEP BOYS MANNY MOE & JACK COM  COM  713278109     12462160      1365716 SH       D       6       1260782          143       104791
PEP BOYS MANNY MOE & JACK COM  COM  713278109       376228        41232 SH       D       7         40521            0          711
THE PEP BOYS                   COM  713278109        23086         2530 SH       S       7          2530            0            0
PEPSI BOTTLING GROUP INC USD0. COM  713409100       125460         4700 SH       D       3          4700            0            0
PEPSI BOTTLING GROUP INC COM   COM  713409100     19303361      1165486 SH       D       6       1165486            0            0
PEPSI BOTTLING GROUP INC       COM  713409100       753123        42793 SH       D       7         14400            0        28393
PEPSI AMERICAS, INC COM        COM  71343P101       612581       163355 SH       D       6        163355            0            0
PEPSIAMERICAS                  COM  71343P101         2970          792 SH       D       7           792            0            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108      6917005       175055 SH       D       1         24400       150655            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108      1618032        28230 SH       D       2         28230            0            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108    137022976      2390655 SH       D       3       2274055            0       116600
PEPSICO INC CAP STOCK US$0.01  COM  713448108      3496280        61000 SH       D       4         61000            0            0
PEPSICO INC COM                COM  713448108   1317120021     37365107 SH       D       6      34014810         4783      3345514
PEPSICO INC COM                COM  713448108     50068952      1382866 SH       D       7        958413            0       424453
PEPSICO, INC                   COM  713448108      2490060        70640 SH       S       7         70640            0            0
PER-SE TECHNOLOGIES INC COM    COM  713569309      3956319       470637 SH       D       6        470637            0            0
Per Se Technologies Inc.       COM  713569309        49992         5946 SH       D       7          5946            0            0
PERCON INC COM                 COM  71361E103        29500         2000 SH       D       6          2000            0            0
PERCON INC                     COM  71361E103         1475          100 SH       D       7           100            0            0
PERCEPTION INC COM             COM  71361F100        21844         5461 SH       D       6          5461            0            0
PERCEPTRON INC                 COM  71361F100          800          200 SH       D       7           200            0            0
PEREZ COMPANC SA ADR-CV TO 2 B ADR  713665107      1392831        86420 SH       D       3         86420            0            0
PEREGRINE SYSTEMS INC COM      COM  71366Q101     38200330       453753 SH       D       6        453753            0            0
Peregrine Systems Inc.         COM  71366Q101       422026         5059 SH       D       7          5059            0            0
PERFORMANCE FOOD COM           COM  713755106      5098860       209184 SH       D       6        209184            0            0
Performance Food Group         COM  713755106        50115         2056 SH       D       7          2056            0            0
PERFUMANIA COM                 COM  713766103         1903          564 SH       D       6           564            0            0
PERFUMANIA INC                 COM  713766103         1012          300 SH       D       7           300            0            0
PERFORMANCE TECHNOLO COM       COM  71376K102      1919381       110468 SH       D       6        110468            0            0
PERFORMANCE TECHNOLOGIES INC   COM  71376K102         8461          487 SH       D       7           487            0            0
PERICOM SEMICONDUCTO COM       COM  713831105      2954762       112295 SH       D       6        112295            0            0
PERICOM SEMICONDUCTOR CORP     COM  713831105        14314          544 SH       D       7           544            0            0
PERINI CORP COM                COM  713839108         4072         1051 SH       D       6          1051            0            0
PERINI CORP                    COM  713839108          775          200 SH       D       7           200            0            0
PERITUS SOFTWARE SER COM       COM  714006103          808        10100 SH       D       6         10100            0            0
PERKINELMER COM STK $1         COM  714046109      4639380        69051 SH       D       3         69051            0            0
PERKINELMER INC COM            COM  714046109     49678159      1191680 SH       D       6       1102543          131        89006
PERKINELMER INC COM            COM  714046109      1466570        35184 SH       D       7         34579            0          605
PERKINELMER INC                COM  714046109        91712         2200 SH       S       7          2200            0            0
PERMANENT BANCORP INC COM      COM  714197100         8687          500 SH       D       6           500            0            0
PERMANENT BANCORP INC          COM  714197100         3475          200 SH       D       7           200            0            0
PEROT SYSTEMS COM              COM  714265105      6081159       320061 SH       D       6        320061            0            0
PEROT SYSTEMS CORP CL A        COM  714265105       364601        19051 SH       D       7          5011            0        14040
Perrigo Co.                    COM  714290103       114536        14317 SH       D       7         14317            0            0
PERSISTENCE SOFTWARE INC COM   COM  715329108      2967457       131887 SH       D       6        131887            0            0
PERSISTENCE SOFTWARE           COM  715329108        15750          700 SH       D       7           700            0            0
PERSONALGROUP OF AME COM       COM  715338109      7659633       756507 SH       D       6        756507            0            0
Personnel Group America        COM  715338109        40662         4016 SH       D       7          4016            0            0
PERVASIVE SOFTWARE INC COM     COM  715710109      4421009       261019 SH       D       6        261019            0            0
Pervasive Software Inc.        COM  715710109        37872         2236 SH       D       7          2236            0            0
PETCO ANIMAL SUPPLIES COM      COM  716016100     11582121       778630 SH       D       6        735930            0        42700
Petco Animal Supplies Inc.     COM  716016100        74345         4998 SH       D       7          4998            0            0
PETROCORP INC COM              COM  71645N101       346140        59551 SH       D       6         59551            0            0
PETROGLYPH ENERGY INC          COM  71649C101         4062         2600 SH       D       6          2600            0            0
PETROLEUM DEV CORP COM         COM  716578109       286661        75190 SH       D       6         75190            0            0
PETROLEUM DEVELOPMENT CORP     COM  716578109         3812         1000 SH       D       7          1000            0            0
PETROLEUM HELICOPTERS NV       COM  716604202         2388          245 SH       D       7           245            0            0
PETSMART INC COM               COM  716768106     11651529      2026353 SH       D       6       2026353            0            0
Petsmart Inc.                  COM  716768106       149149        25939 SH       D       7         25939            0            0
PHARMACYCLICS INC COM          COM  716933106      7362918       178495 SH       D       6        178495            0            0
Pharmacyclics Inc.             COM  716933106        77673         1883 SH       D       7          1883            0            0
PHARMACIA & UPJOHN USD0.01     COM  716941109      1029725        14100 SH       D       1         14100            0            0
PHARMACIA & UPJOHN USD0.01     COM  716941109       852261        11670 SH       D       2         11670            0            0
PHARMACIA & UPJOHN USD0.01     COM  716941109     59847409       819489 SH       D       3        777869            0        41620
PHARMACIA & UPJOHN USD0.01     COM  716941109      1338204        18324 SH       D       4         18324            0            0
PHARMACIA - UPJOHN INC COM     COM  716941109    572023029     12710557 SH       D       6      11586569         1680      1122308
PHARMACIA - UPJOHN INC COM     COM  716941109     17464014       383900 SH       D       7        339696            0        44204
PHARMACIA & UPJOHN INC         COM  716941109      1099800        24440 SH       S       7         24440            0            0
PHARMAPRINT INC COM            COM  716950100       303181       236620 SH       D       6        236620            0            0
PHARMAPRINT INC                COM  716950100         2310         1803 SH       D       7          1803            0            0
PFIZER INC COM STOCK US$0.10   COM  717081103      8436372       161105 SH       D       1        158600         2505            0
PFIZER INC COM STOCK US$0.10   COM  717081103      4592328        87170 SH       D       2         87170            0            0
PFIZER INC COM STOCK US$0.10   COM  717081103    352366050      6688491 SH       D       3       6388791            0       299700
PFIZER INC COM STOCK US$0.10   COM  717081103      7649490       145200 SH       D       4        145200            0            0
PFIZER INC                     COM  717081103     35013621      1079418 SH       D       5       1079418            0            0
PFIZER INC COM                 COM  717081103   3196979326     98558128 SH       D       6      90002980        12930      8542218
PFIZER INC COM                 COM  717081103    122115928      3691680 SH       D       7       2563512            0      1128168
PFIZER                         COM  717081103       676238        20570 SH       D       9         20570            0            0
PFIZER INC                     COM  717081103      6070353       187140 SH       S       7        187140            0            0
PES WEB INC COM                COM  717098107      1754512        46787 SH       D       6         46787            0            0
PFSWEB INC                     COM  717098107        22500          600 SH       D       7           600            0            0
PHAR-MOR INC COM               COM  717113203       342815       124660 SH       D       6        124660            0            0
PHAR MOR INC                   COM  717113203         1504          547 SH       D       7           547            0            0
PHARMACEUTICAL PROD COM        COM  717124101      4263600       359040 SH       D       6        359040            0            0
Pharmaceutical Prod. Dev. Inc. COM  717124101        34936         2942 SH       D       7          2942            0            0
PHARMACEUTICAL RESOURCES INC.  COM  717125108      1482331       300219 SH       D       6        300219            0            0
Pharmaceutical Resources Inc.  COM  717125108        13642         2763 SH       D       7          2763            0            0
PHARMCHEM COM                  COM  717133102         3007          908 SH       D       6           908            0            0
PHARMOS COM                    COM  717139208        79567        36900 SH       D       6         36900            0            0
PHARMACOPEIA INC COM           COM  71713B104      4430676       195831 SH       D       6        195831            0            0
PHARMACOPEIA INC               COM  71713B104        18100          800 SH       D       7           800            0            0
PHARMANETICS, INC. COM         COM  71713J107         7344          794 SH       D       6           794            0            0
PHARMANETICS INC               COM  71713J107         3700          400 SH       D       7           400            0            0
PHELPS DODGE CORP COM STOCK US COM  717265102       144216         1390 SH       D       2          1390            0            0
PHELPS DODGE CORP COM STOCK US COM  717265102     15187806       146384 SH       D       3        128359            0        18025
PHELPS DODGE CORP COM STOCK US COM  717265102       881902         8500 SH       D       4          8500            0            0
PHELPS DODGE CORP              COM  717265102      1406587        20877 SH       D       5         20877            0            0
PHELPS DODGE CORP COM          COM  717265102    121195733      1805523 SH       D       6       1663857          251       141415
PHELPS DODGE CORP COM          COM  717265102      3563410        52543 SH       D       7         43951            0         8592
PHELPS DODGE CORP              COM  717265102       249705         3720 SH       S       7          3720            0            0
PHILADELPHIA CONS HL COM       COM  717528103      2290753       157983 SH       D       6        157983            0            0
Philadelphia Cons. Hldg. Corp. COM  717528103        21242         1465 SH       D       7          1465            0            0
PHILADELPHIA SUBURBAN CORP COM COM  718009608     13253488       640652 SH       D       6        640652            0            0
Philadelphia Suburban Corp.    COM  718009608       113098         5467 SH       D       7          5467            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107      3157300        84800 SH       D       1         79500         5300            0
PHILIP MORRIS COS INC COM STOC COM  718154107      1795471        47030 SH       D       2         47030            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107    149720488      3921731 SH       D       3       3921731            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107      3584833        93900 SH       D       4         93900            0            0
PHILIP MORRIS COMPANIES INC    COM  718154107     15294678       664986 SH       D       5        664986            0            0
PHILIP MORRIS COS INC COM      COM  718154107   1408833591     60758322 SH       D       6      57282664         7865      3467793
PHILIP MORRIS COS INC COM      COM  718154107     48716957      2091608 SH       D       7       1627759            0       463849
PHILIP MORRIS COMPANIES, INC   COM  718154107      2660760       114749 SH       S       7        114749            0            0
PHILIPS INTL RLTY CORP COM     COM  718333107      1449442        88179 SH       D       6         88179            0            0
PHILIPS INTERNATIONAL REALTY   COM  718333107         7725          470 SH       D       7           470            0            0
PHILLIPS PETROLEUM COM STOCK U COM  718507106       329950         4350 SH       D       2          4350            0            0
PHILLIPS PETROLEUM COM STOCK U COM  718507106     31184242       411127 SH       D       3        385527            0        25600
PHILLIPS PETROLEUM COM STOCK U COM  718507106      1084664        14300 SH       D       4         14300            0            0
PHILLIPS PETROLEUM CO COM      COM  718507106    303828445      6464435 SH       D       6       5929459          849       534127
PHILLIPS PETROLEUM CO COM      COM  718507106      8707888       185899 SH       D       7        167216            0        18683
PHILLIPS PETROLEUM CO          COM  718507106       575280        12240 SH       S       7         12240            0            0
PHILLIPS VAN HEUSEN CORP COM   COM  718592108      5450456       655694 SH       D       6        652494            0         3200
Phillips-Van Heusen Corp.      COM  718592108        31678         3811 SH       D       7          3811            0            0
PHOENIX INTERNATIONAL LTD      COM  719078107        14531         3750 SH       D       6          3750            0            0
PHOENIX INTERNATIONAL LTD      COM  719078107         1472          380 SH       D       7           380            0            0
PHOENIX INVESTMENT PARTNERS, L COM  719085102      2092951       257594 SH       D       6        256794            0          800
Phoenix Investment Partners    COM  719085102        50846         6258 SH       D       7          6258            0            0
PHOENIX TECHNOLOGY LTD COM     COM  719153108      6453334       408116 SH       D       6        408116            0            0
Phoenix Technologies Ltd.      COM  719153108        54790         3465 SH       D       7          3465            0            0
PHONE COM INC COM              COM  71920Q100     32161062       277400 SH       D       6        272800            0         4600
PHONE.COM                      COM  71920Q100       382593         3300 SH       D       7          3300            0            0
PHOSPHATE RESOURCE PARTNERS    COM  719217101       156018        15700 SH       D       6         15700            0            0
PHOTOELECTRON CORP             COM  719320103         8750         3500 SH       D       6          3500            0            0
PHOTON DYNAMICS INC COM        COM  719364101      2536885        65468 SH       D       6         65468            0            0
PHOTON DYNAMICS INC.           COM  719364101        15500          400 SH       D       7           400            0            0
PHOTRONIC INC FORMLY PHOTRONIC COM  719405102     10233409       357499 SH       D       6        357499            0            0
Photronics Inc.                COM  719405102        91857         3209 SH       D       7          3209            0            0
PHTCOR COM                     COM  71940F100      2198850      1172720 SH       D       6       1172720            0            0
Phycor Inc.                    COM  71940F100        34074        18173 SH       D       7         18173            0            0
PHYSICIAN COMPUTER NETWORK COM COM  71940K109         1450        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         5083        15406 SH       D       6         15406            0            0
PICCADILLY CAFETERIAS INC COM  COM  719567109       522156       130539 SH       D       6        130539            0            0
PICADILLY CAFETARIES, INC.     COM  719567109         1552          388 SH       D       7           388            0            0
PICTURETEL CORP COM NEW        COM  720035302      3014080       698917 SH       D       6        698917            0            0
Picturetel Corp.               COM  720035302        36535         8472 SH       D       7          8472            0            0
PIEDMONT BANCORP INC COM       COM  720104108        18100         1600 SH       D       6          1600            0            0
PIEDMONT BANCORP INC           COM  720104108         4525          400 SH       D       7           400            0            0
PIEDMONT NATURAL GAS CO COM    COM  720186105     21183107       700268 SH       D       6        700268            0            0
Piedmont Natural Gas Inc.      COM  720186105       138726         4586 SH       D       7          4586            0            0
PIER I INC COM                 COM  720279108     12499609      1960723 SH       D       6       1960723            0            0
Pier 1 Imports Inc.            COM  720279108       174082        27307 SH       D       7         27307            0            0
PIERCE LEAHY C COM             COM  720722107      6033245       139497 SH       D       6        139497            0            0
Pierce Leahy Corp.             COM  720722107        66302         1533 SH       D       7          1533            0            0
PIERCING PAGODA INC COM        COM  720773100      1306331        86369 SH       D       6         86369            0            0
PIERCING PAGODA INC            COM  720773100         6594          436 SH       D       7           436            0            0
PILGRIMS PRIDE CORP CL B       COM  721467108      7877080       947618 SH       D       6        866218            0        81400
Pilgrim's Pride Corp.          COM  721467108        23632         2843 SH       D       7          2843            0            0
PILGRIMS PRIDE CORP COM        COM  721467207      1830992       284426 SH       D       6        282776            0         1650
PILLOWTEX CORP COM             COM  721501104      1067789       172572 SH       D       6        172572            0            0
Pillowtex Corp.                COM  721501104        10475         1693 SH       D       7          1693            0            0
PILOT NETWORK SVCS INC COM     COM  721596104      3120480       130020 SH       D       6        130020            0            0
PILOT NETWORK SERVICES         COM  721596104        14712          613 SH       D       7           613            0            0
PINNACLE BANKCSHARES INC COM   COM  722903101         5098          618 SH       D       6           618            0            0
PINNACLE BANCSHARES INC        COM  722903101         6500          800 SH       D       7           800            0            0
PINNACLE GLOBAL GROUP COM      COM  723465100        19704         4926 SH       D       6          4926            0            0
PINNACLE HLDGS INC COM         COM  72346N101     24981164       589526 SH       D       6        589526            0            0
Pinnacle Holdings Inc.         COM  72346N101       198781         4691 SH       D       7          4691            0            0
PINNACLE SYS INC COM           COM  723481107     15038832       369618 SH       D       6        369618            0            0
Pinnacle Systems Inc.          COM  723481107       117749         2894 SH       D       7          2894            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101      3018190        60900 SH       D       1         60900            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101       431170         8700 SH       D       2          8700            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101      8470905       170923 SH       D       3        155823            0        15100
PINNACLE WEST CAP CORP COM     COM  723484101     82522724      2700130 SH       D       6       2383197          280       316653
PINNACLE WEST CAP CORP COM     COM  723484101      2915118        95089 SH       D       7         87815            0         7274
PINNACLE WEST CAPITAL CORP     COM  723484101       125917         4120 SH       S       7          4120            0            0
PIONEER CORP                   COM  723646105      1527415        55796 SH       D       7         55796            0            0
PIONEER GROUP INC COM          COM  723684106      7392813       469385 SH       D       6        469385            0            0
Pioneer Group Inc.             COM  723684106        58653         3724 SH       D       7          3724            0            0
PIONEER NATURAL RESOURCES COM  COM  723787107     21231782      2375584 SH       D       6       2370784            0         4800
Pioneer Nat Res Co.            COM  723787107       236808        26496 SH       D       7         26496            0            0
PIONEER STANDARD ELECTRONICS I COM  723877106      6799210       470941 SH       D       6        470941            0            0
Pioneer Standard Electronics   COM  723877106        51094         3539 SH       D       7          3539            0            0
PITNEY BOWES INC COM STOCK US$ COM  724479100       338293         4460 SH       D       2          4460            0            0
PITNEY BOWES INC COM STOCK US$ COM  724479100     33482213       441423 SH       D       3        405223            0        36200
PITNEY BOWES INC COM STOCK US$ COM  724479100      1418406        18700 SH       D       4         18700            0            0
PITNEY BOWES INC COM           COM  724479100    313943854      6498191 SH       D       6       5972645          907       524639
PITNEY BOWES INC COM           COM  724479100     11788621       247515 SH       D       7        172978            0        74537
PITNEY BOWES, INC              COM  724479100       624245        12921 SH       S       7         12921            0            0
PITT DESMOINES INC COM         COM  724508106      2148014        87229 SH       D       6         87229            0            0
Pitt-Des Moines Inc.           COM  724508106        17311          703 SH       D       7           703            0            0
PITTSBURGH & W VA RR SH BEN IN COM  724819107         2825          400 SH       D       6           400            0            0
PITTSBURGH & W VA RAILROAD     COM  724819107         2825          400 SH       D       7           400            0            0
PITTSBURGH HOME FINL COM       COM  725149108         4690          395 SH       D       6           395            0            0
PITTSBURGH HOME FINANCIAL CR   COM  725149108         4750          400 SH       D       7           400            0            0
PITTSTON BRINKS GROUP COM STOC COM  725701106      1719606        48636 SH       D       3         48636            0            0
PITTSTON SERVICES GROUP COM    COM  725701106     41575974      1889817 SH       D       6       1873517            0        16300
Pittston Bax Group             COM  725701106       251482        11431 SH       D       7         11431            0            0
PITTSTON MINERALS GROUP COM    COM  725701205        11245         6920 SH       D       6          6920            0            0
PITTSTON BAX GROUP             COM  725701882      6251856       588410 SH       D       6        585610            0         2800
Pittston Bax Group             COM  725701882        41001         3859 SH       D       7          3859            0            0
PITTWAY CORP DEL COM           COM  725790109      2938075        65200 SH       D       6         65200            0            0
PITTWAY CORP DEL CL A          COM  725790208     37494708       836702 SH       D       6        836702            0            0
Pittway Corp Del               COM  725790208       233876         5219 SH       D       7          5219            0            0
PIXAR ANIMATION STUDIOS COM    COM  725811103      7494937       211871 SH       D       6        211871            0            0
PIXAR INC                      COM  725811103       231328         6527 SH       D       7          3037            0         3490
PIVOTAL CORP COM               COM  72581R106       160550         3800 SH       D       6          3800            0            0
PIVOTAL CORP                   COM  72581R106        42250         1000 SH       D       7          1000            0            0
PIZZA INN INC NEW COM          COM  725848105        51975        12600 SH       D       6         12600            0            0
PJ AMER INC - COM COM          COM  72585Q104       685921        44253 SH       D       6         44253            0            0
PJ AMERICA INC                 COM  72585Q104         7920          511 SH       D       7           511            0            0
PLACER DOME INC COM NPV        COM  725906101      1502214        86704 SH       D       3         86704            0            0
Placer Dome Inc.               COM  725906101      2121714       197406 SH       D       7        192817            0         4589
PLACER DOME INC                COM  725906101       168947        15716 SH       S       7         15716            0            0
PAN AM CORP FLA COM            COM  726503105       144300        11100 SH       D       6         11100            0            0
PLAINS ALL AMER PIPELINE LP    COM  726503105        11661          897 SH       D       7           897            0            0
PLAINS RES INC COM PAR $0.10   COM  726540503      5458325       436666 SH       D       6        436666            0            0
Plains Resources Inc.          COM  726540503        28825         2306 SH       D       7          2306            0            0
PLANAR SYS INC COM             COM  726900103       944360       142545 SH       D       6        142545            0            0
PLANAR SYSTEMS INC.            COM  726900103         2603          393 SH       D       7           393            0            0
PLANET HOLLYWOOD COM           COM  727025108         7389       102634 SH       D       6        102634            0            0
PLANET HOLLYWOOD INTERNATIONAL COM  727025108          233         3428 SH       D       7          3428            0            0
PLANETRX COM INC COM           COM  727049108      4208625       290250 SH       D       6        290250            0            0
PLANETRX.COM INC               COM  727049108        36250         2500 SH       D       7          2500            0            0
PLANTRONICS INC COM            COM  727493108     30342714       424003 SH       D       6        424003            0            0
Plantronics Inc.               COM  727493108       260344         3638 SH       D       7          3638            0            0
PLASMA-THERM                   COM  727900102         8575          700 SH       D       7           700            0            0
PLAYERS INTL INC COM           COM  727903106      3630794       441767 SH       D       6        437367            0         4400
Players International Inc.     COM  727903106        31650         3851 SH       D       7          3851            0            0
PLATINUM ENTMT INC COM         COM  727909103        22500         9000 SH       D       6          9000            0            0
PLATINUM ENTERTAINMENT         COM  727909103         1500          600 SH       D       7           600            0            0
PLAYBOY ENT CL A HLDG CO    CO COM  728117201       452353        22066 SH       D       6         22066            0            0
PLAYBOY ENT CL B HOLDING CO  C COM  728117300      6652362       273619 SH       D       6        273619            0            0
Playboy Enterprises Class B    COM  728117300        74080         3047 SH       D       7          3047            0            0
PLAYCORE, INC. COM             COM  72811G102       526768        65846 SH       D       6         65846            0            0
PLAYCORE INC                   COM  72811G102         9600         1200 SH       D       7          1200            0            0
PLAY BY PLAY TOYS COM          COM  72811K103        26495        15701 SH       D       6         15701            0            0
PLAY BY PLAY TOYS & NOVELTIES  COM  72811K103         2531         1500 SH       D       7          1500            0            0
PLAYTEX PROOS COM              COM  72813P100     11165694       726224 SH       D       6        726224            0            0
Playtex Products Inc.          COM  72813P100        89897         5847 SH       D       7          5847            0            0
PLAZA INVESTMENTS, LTD COM     COM  728999996            0        10200 SH       D       6         10200            0            0
PLEXUS CORP COM                COM  729132100     15539964       353181 SH       D       6        353181            0            0
Plexus Corp.                   COM  729132100       110528         2512 SH       D       7          2512            0            0
PLIANT SYSTEMS INC             COM  729138107        69761        10335 SH       D       6         10335            0            0
PLIANT SYSTEMS INC             COM  729138107         6256          700 SH       D       7           700            0            0
PLUG POWER COM                 COM  72919P103      3825050       135400 SH       D       6        135400            0            0
PLUG POWER INC                 COM  72919P103        59325         2100 SH       D       7          2100            0            0
PLUM CREEK TIMBER CO INC COM   COM  729251108      8193750       327750 SH       D       6        327750            0            0
PLUM CREEK TIMBER CO           COM  729251108        10000          400 SH       D       7           400            0            0
PLUMA INC COM                  COM  729272104           23         4635 SH       D       6          4635            0            0
PLYMOUTH RUBBER COMPANY-A      COM  730026101         3250          400 SH       D       7           400            0            0
POGO PRODUCING CO COM          COM  730448107     16021201       781522 SH       D       6        781522            0            0
Pogo Producing Co.             COM  730448107       170293         8307 SH       D       7          8307            0            0
POHANG IRON & STEEL-SPON ADR R ADR  730450103      5467081        97615 SH       D       3         97615            0            0
POINT WEST CAP CORP COM        COM  730715109        19473         1972 SH       D       6          1972            0            0
POINT WEST CAPITAL CORP        COM  730715109         2419          245 SH       D       7           245            0            0
POLARIS INDS INC COM           COM  731068102     25010542       689946 SH       D       6        675646            0        14300
Polaris Industries Inc.        COM  731068102       135502         3738 SH       D       7          3738            0            0
POLAROID CORP COM STOCK US$1   COM  731095105      2088509        68882 SH       D       3         63182            0         5700
POLAROID CORP COM              COM  731095105     21836779      1160759 SH       D       6       1073320          159        87280
POLAROID CORP COM              COM  731095105       650658        34588 SH       D       7         34006            0          582
POLAROID CORP                  COM  731095105        41387         2200 SH       S       7          2200            0            0
POLICY MGMT SYSM CORP COM      COM  731108106     22460465       878649 SH       D       6        878649            0            0
Policy Management Systems      COM  731108106       193789         7581 SH       D       7          7581            0            0
POLO RALPH LAUREN CO COM       COM  731572103      6624789       388266 SH       D       6        383088            0         5178
 POLO RALPH LAUREN CORP        COM  731572103       125892         7234 SH       D       7          1606            0         5628
POLYCOM INC COM                COM  73172K104     32440565       509371 SH       D       6        509371            0            0
Polycom Inc.                   COM  73172K104       242139         3802 SH       D       7          3802            0            0
POLYMEDICA COM                 COM  731738100      2692420       116429 SH       D       6        116429            0            0
POLYMEDICA INDUSTRIES INC      COM  731738100         9250          400 SH       D       7           400            0            0
POLYMER GROUP INC COM          COM  731745105      9072239       497109 SH       D       6        495609            0         1500
Polymer Group Inc.             COM  731745105        63510         3480 SH       D       7          3480            0            0
POLYMER RESEARCH CORP OF AME   COM  731785101          735          735 SH       D       6           735            0            0
POLYVISION CORP COM            COM  731805107        44000        17600 SH       D       6         17600            0            0
POMEROY COMPUTER COM           COM  731822102      2764480       208640 SH       D       6        208640            0            0
POMEROY COMPUTER RESOURCES     COM  731822102         6956          525 SH       D       7           525            0            0
POPE & TALBOT INC COM          COM  732827100      2548176       159261 SH       D       6        159261            0            0
POPE AND TALBOT                COM  732827100         7952          497 SH       D       7           497            0            0
POPMAIL.COM INC                COM  733167100         2400          800 SH       D       7           800            0            0
POPULAR INC COM                COM  733174106     22679969       811811 SH       D       6        728323            0        83488
POPULAR INC                    COM  733174106       438383        16729 SH       D       7          7068            0         9661
PORTA SYS CORP COM             COM  735647307          171          229 SH       D       6           229            0            0
PORTA SYSTEMS CORP             COM  735647307          375          500 SH       D       7           500            0            0
PORTAL SOFTWARE COM            COM  736126103     22204952       215844 SH       D       6        200197            0        15647
PORTAL SOFTWARE                COM  736126103       639765         6433 SH       D       7          4600            0         1833
PORTIVITY INC                  COM  736419102            2         2300 SH       D       6          2300            0            0
PORTUGAL TELECOM ADR (1 ADR RE ADR  737273102       370338        21500 SH       D       4         21500            0            0
POSSIS MEDICAL INC COM         COM  737407106      1556539       199237 SH       D       6        199237            0            0
POSSIS MEDICAL, INC.           COM  737407106         4343          556 SH       D       7           556            0            0
POST PPTYS INC COM             COM  737464107     29383497       768196 SH       D       6        508822            0       259374
POST PROPERTIES INC            COM  737464107       292379         7590 SH       D       7          4841            0         2749
POTLATCH CORP COM STOCK US$1   COM  737628107       528083         7500 SH       D       3          7500            0            0
POTLATCH CORP COM              COM  737628107     35236659       789617 SH       D       6        732197           71        57349
POTLATCH CORP COM              COM  737628107       985035        22074 SH       D       7         21652            0          422
POTLATCH CORP                  COM  737628107        62475         1400 SH       S       7          1400            0            0
POTOMAC ELECTRIC POWER CO COM  COM  737679100      5864762       159512 SH       D       3        140912            0        18600
POTOMAC ELECTRIC POWER CO COM  COM  737679100     35981942      1568695 SH       D       6       1556119            0        12576
POTOMAC ELECTRIC POWER         COM  737679100       369244        16005 SH       D       7          7486            0         8519
POTTERS FINL CORP COM          COM  738140102        10426          878 SH       D       6           878            0            0
POWELL INDUSTRIES INC COM      COM  739128106       899167       130788 SH       D       6        130788            0            0
POWELL INDUSTRIES INC          COM  739128106         2688          391 SH       D       7           391            0            0
POWER INTEGRATIONS INC COM     COM  739276103     16961917       353834 SH       D       6        353834            0            0
Power Integrations Inc.        COM  739276103       169123         3528 SH       D       7          3528            0            0
POWER ONE INC - COM COM        COM  739308104      6649455       145145 SH       D       6        145145            0            0
Power-One Inc.                 COM  739308104        92403         2017 SH       D       7          2017            0            0
POWERCERV CORP COM             COM  73931P105        44525         8481 SH       D       6          8481            0            0
POWERCERV CORP                 COM  73931P105         2100          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     21549598       369158 SH       D       6        369158            0            0
Powerwave Technologies Inc.    COM  739363109       140100         2400 SH       D       7          2400            0            0
POWERTEL INC COM               COM  73936C109     29984722       298727 SH       D       6        298727            0            0
Powertel Inc.                  COM  73936C109       374097         3727 SH       D       7          3727            0            0
PRANDIUM INC COM               COM  73972W100         2262        15600 SH       D       6         15600            0            0
PRNADIUM INC                   COM  73972W100          855         5900 SH       D       7          5900            0            0
PREFERRED NETWORKS I COM       COM  739905107         2668         9200 SH       D       6          9200            0            0
PREMIER BANCSHARES INC GEORGIA COM  739909109      5867797       430664 SH       D       6        430664            0            0
Premier Bancshares Inc.        COM  739909109        51243         3761 SH       D       7          3761            0            0
PRAXAIR INC                    COM  74005P104      1053950        19700 SH       D       1             0        19700            0
PRAXAIR INC COM STOCK US$0.01  COM  74005P104       214587         2630 SH       D       2          2630            0            0
PRAXAIR INC COM STOCK US$0.01  COM  74005P104     22393418       274455 SH       D       3        259955            0        14500
PRAXAIR INC                    COM  74005P104      2221296        44150 SH       D       5         44150            0            0
PRAXAIR INC COM                COM  74005P104    213522225      4243920 SH       D       6       3908366          553       335001
PRAXAIR INC COM                COM  74005P104      6820318       134813 SH       D       7        121133            0        13680
PRAXAIR INC                    COM  74005P104       168712         3300 SH       D       9          3300            0            0
PRAXAIR, INC                   COM  74005P104       385896         7670 SH       S       7          7670            0            0
PRE PAID LEGAL SVCS INC        COM  740065107      9591768       399657 SH       D       6        399657            0            0
Pre-Paid Legal Services Inc.   COM  740065107        70440         2935 SH       D       7          2935            0            0
PRECEPT BUSINESS SVCS INC COM  COM  740165204         8972         2900 SH       D       6          2900            0            0
PRECEPT BISINESS SERVICES-A    COM  740165204          897          290 SH       D       7           290            0            0
PRECISION CASTPARTS CORP COM   COM  740189105     13748096       523737 SH       D       6        523737            0            0
Precision Castparts Corp.      COM  740189105       165821         6317 SH       D       7          6317            0            0
PRECISION AUTO CARE COM        COM  74018R105         4050         3600 SH       D       6          3600            0            0
PRECISION OPTICS CORP INC      COM  740294103       274950        15600 SH       D       6         15600            0            0
PRECISION RESPONSE COM         COM  740314109      5236714       215947 SH       D       6        215947            0            0
PRECISION RESPONSE CORP        COM  740314109        21679          894 SH       D       7           894            0            0
PRECISION STD INC COM          COM  740327200         7909          801 SH       D       6           801            0            0
PRECISION STANDARD INC         COM  740327200         6912          700 SH       D       7           700            0            0
PREDICTIVE SYSTEMS COM         COM  74036W102      5095900        77800 SH       D       6         77800            0            0
PREDICTIVE SYSTEMS             COM  74036W102        65500         1000 SH       D       7          1000            0            0
TAIWAN SEMICONDUCTOR ADR       ADR  740391003      4728952       103933 SH       D       9        103933            0            0
PREMIER CONCEPTS INC           COM  740474309        96525        14300 SH       D       6         14300            0            0
PREMIER FINL BANCORP INC COM   COM  74050M105       238500        26500 SH       D       6         26500            0            0
PREMIER FINANCIAL BANCORP      COM  74050M105         2106          234 SH       D       7           234            0            0
PREMIER FARNELL PLC-ADR W/I    COM  74050U107       962952        69402 SH       D       7         69402            0            0
PREMIER LASER SYS COM          COM  740522107        76475        53200 SH       D       6         53200            0            0
PREMIER NATIONAL BANCORP INC C COM  74053F107      3750814       203434 SH       D       6        203434            0            0
Premier National Bancorp Inc.  COM  74053F107        39290         2131 SH       D       7          2131            0            0
PREMIER PKS INC COM            COM  740540208     24025704       832059 SH       D       6        830858            0         1201
PREMIER PARKS INC.             COM  740540208       675257        24717 SH       D       7          4874            0        19843
PREMIER RESEARCH WORLDWIDE COM COM  740568100         7594          774 SH       D       6           774            0            0
PREMEIR RESEARCH WORLDWIDE     COM  740568100         1962          200 SH       D       7           200            0            0
Premisys Communications Inc.   COM  740584107        21000         2100 SH       D       7          2100            0            0
PREMIERE PAGE COM              COM  74058E998            0        71826 SH       D       6         71826            0            0
PREMIERE TECHNOLOGIES COM      COM  74058F102      6531973       933139 SH       D       6        933139            0            0
Premiere Technologies Inc.     COM  74058F102        47572         6796 SH       D       7          6796            0            0
PRENTISS PPTYS TR COM          COM  740706106     24973746      1189226 SH       D       6        932142            0       257084
Prentiss Properties Trust      COM  740706106       116655         5555 SH       D       7          5555            0            0
PRESIDENT CASINO`S INC COM     COM  740822309         1500         2400 SH       D       6          2400            0            0
PRESIDENTIAL LIFE CORP COM     COM  740884101     13808886       751504 SH       D       6        697204            0        54300
Presidential Life Corp.        COM  740884101        69567         3786 SH       D       7          3786            0            0
PREMIUM WEAR INC COM           COM  740909106         3624          659 SH       D       6           659            0            0
PREMIUMWEAR INC                COM  740909106         1100          200 SH       D       7           200            0            0
PRESIDENTIAL RLTY CORP NEW     COM  741004204         2750          400 SH       D       6           400            0            0
PRESIDENTIAL REALTY NEW        COM  741004204         2750          400 SH       D       7           400            0            0
PRESLEY COS DEL COM            COM  741031108            0          200 SH       D       6           200            0            0
THE PRESLEY COMPANIES          COM  741031108         3850          700 SH       D       7           700            0            0
PRESSTEK INC COM               COM  741113104      6853612       493954 SH       D       6        493954            0            0
Presstek Inc.                  COM  741113104        86566         6239 SH       D       7          6239            0            0
PRESTIGE BANCORP INC COM       COM  741115109        11055         1005 SH       D       6          1005            0            0
PREVIEW SYSTEMS INC COM        COM  741379101      8204676       126469 SH       D       6        126469            0            0
PREVIEW SYSTEMS INC            COM  741379101        39768          613 SH       D       7           613            0            0
PREVIEW TRAVEL, INC. COM       COM  74137R101     16070346       308304 SH       D       6        308304            0            0
Preview Travel Inc.            COM  74137R101       102112         1959 SH       D       7          1959            0            0
PRICE, INC.                    COM  741437305     72804475      2617689 SH       D       6       2125250            0       492439
Price Communications Corp.     COM  741437305       332248        11946 SH       D       7         11946            0            0
PRICE ENTERPRISES NEW          COM  741444202       521341        71600 SH       D       6         71600            0            0
PRICE ENTERPRISES INC          COM  741444202         5825          800 SH       D       7           800            0            0
PRICE (T. ROWE) ASSOC. USD0.2  COM  741477103      1874084        32300 SH       D       3         32300            0            0
PRICE T ROWE & ASSOC INC COM   COM  741477103     96937335      2624361 SH       D       6       2418081          380       205900
PRICE T ROWE & ASSOC INC COM   COM  741477103      3620159        99731 SH       D       7         69181            0        30550
T. ROWE PRICE ASSOC INC.       COM  741477103       217931         5900 SH       S       7          5900            0            0
PRICELINE.COM COM              COM  741503106     18241507       385045 SH       D       6        368045            0        17000
PRICELINE.COM INC              COM  741503106       837884        15933 SH       D       7          7522            0         8411
PRICE SMART INC COM            COM  741511109      1919795        48990 SH       D       6         48990            0            0
PRICESMART INC                 COM  741511109         7249          185 SH       D       7           185            0            0
NEW PMSI INC COM               COM  74156D108      2418727       265066 SH       D       6        265066            0            0
PRIME MEDICAL SERVICE INC      COM  74156D108         6013          659 SH       D       7           659            0            0
PRIME RETAIL INC COM           COM  741570105      7115433      1264966 SH       D       6        971190            0       293776
Prime Retail Inc.              COM  741570105        35881         6379 SH       D       7          6379            0            0
PRIME BANCSHARES INC COM       COM  74157H108      4465440       186060 SH       D       6        186060            0            0
PRIME BANCSHARES INC           COM  74157H108         9096          379 SH       D       7           379            0            0
PRIMEDIA INC COM               COM  74157K101     15065853       913082 SH       D       6        903961            0         9121
PRIMEDIA INC                   COM  74157K101       508207        31676 SH       D       7          8561            0        23115
PRIMEENERGY CORP COM           COM  74158E104         3424          721 SH       D       6           721            0            0
PRIME GROUP RLTY TRU COM       COM  74158J103      3888577       256038 SH       D       6        254938            0         1100
Prime Group Realty Trust       COM  74158J103        26183         1724 SH       D       7          1724            0            0
PRIMESOURCE CORP COM           COM  741593107        29678         6248 SH       D       6          6248            0            0
PRIMEX TECHNOLOGIES COM        COM  741597108      3742656       180369 SH       D       6        180369            0            0
Primex Technologies Inc.       COM  741597108        40919         1972 SH       D       7          1972            0            0
PRIMIX SOLUTIONS, INC COM      COM  741620108        72781         8500 SH       D       6          8500            0            0
PRIMIX SOLUTIONS INC           COM  741620108         3425          400 SH       D       7           400            0            0
PRIMUS KNOWLEDGE SOLUTIONS COM COM  74163Q100      6960453       153610 SH       D       6        153610            0            0
PRIMUS KNOWLEDGE SOLUTIONS     COM  74163Q100        36250          800 SH       D       7           800            0            0
PRIMA ENERGY CORP              COM  741901201      1356234        56363 SH       D       6         56363            0            0
PRIMA ENERGY CORP              COM  741901201         6208          258 SH       D       7           258            0            0
PRIMARK CORP COM               COM  741903108     11289205       405904 SH       D       6        405904            0            0
Primark Corp.                  COM  741903108        81407         2927 SH       D       7          2927            0            0
PRIME CAP CORP COM             COM  741910103         1837         2100 SH       D       6          2100            0            0
PRIME HOSPITALITY COM          COM  741917108      8241511       935207 SH       D       6        935207            0            0
Prime Hospitality Corp.        COM  741917108        65494         7432 SH       D       7          7432            0            0
PRIMUS TELECOMMUNICATIONS COM  COM  741929103     19542537       510916 SH       D       6        510916            0            0
Primus Telecommunications      COM  741929103       147759         3863 SH       D       7          3863            0            0
PRIDE PETROLEUM SVCS COM       COM  741932107     12441005       850667 SH       D       6        850667            0            0
Pride International Inc.       COM  741932107       171288        11712 SH       D       7         11712            0            0
PRINCETON NAT`L COM            COM  742282106        34142         3069 SH       D       6          3069            0            0
PRINCETON NATIONAL BANCORP     COM  742282106         1902          171 SH       D       7           171            0            0
PRINCETON VIDEO IMAGE INC      COM  742476104        31200         3900 SH       D       6          3900            0            0
PRINCETON VIDEO IMAGE INC      COM  742476104         1600          200 SH       D       7           200            0            0
PRINTAK INTL INC COM           COM  742574106       977135       100219 SH       D       6        100219            0            0
PRINTTRAK INTERNATIONAL INC    COM  742574106         4953          508 SH       D       7           508            0            0
PRINTRONIX INC COM             COM  742578107      2377943       104525 SH       D       6        104525            0            0
PRINTRONIX INC                 COM  742578107         5733          252 SH       D       7           252            0            0
PRISON REALTY TRUST COM        COM  74264N105     10859733      2145183 SH       D       6       1461530            0       683653
PRISION REALTY TRUST INC.      COM  74264N105       113193        21630 SH       D       7         13192            0         8438
PRISM FINL CORP COM            COM  74264Q108       285474        50751 SH       D       6         50751            0            0
Prism Financial Corp.          COM  74264Q108         1456          259 SH       D       7           259            0            0
PRIORITY HEALTHCARE COM        COM  74264T102     16734816       578309 SH       D       6        578309            0            0
Priority Healthcare Corp.      COM  74264T102        37647         1301 SH       D       7          1301            0            0
PRIVATE MEDIA GROUP INC COM    COM  74266R104       933750        51875 SH       D       6         51875            0            0
PROBUSINESS SVCS INC COM       COM  742674104      9212364       255899 SH       D       6        255899            0            0
Probusiness Services Inc.      COM  742674104        86112         2392 SH       D       7          2392            0            0
PRIVATE BUSINESS INC COM       COM  74267D104       766877       159351 SH       D       6        159351            0            0
Private Business Inc           COM  74267D104         2642          549 SH       D       7           549            0            0
PROCEPT INC COM                COM  742683402        21387         5800 SH       D       6          5800            0            0
PROCOM TECHNOLOGY IN COM       COM  74270W107      1822246        68764 SH       D       6         68764            0            0
PROCOM TECHNOLOGY INC          COM  74270W107        13223          499 SH       D       7           499            0            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109     27371617       185035 SH       D       1        107700        77335            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109      7190982        40700 SH       D       2         40700            0            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109    411958126      2331628 SH       D       3       2243628            0        88000
PROCTER & GAMBLE CO COM STOCK  COM  742718109      7420669        42000 SH       D       4         42000            0            0
PROCTER & GAMBLE CO            COM  742718109     40130004       366275 SH       D       5        366275            0            0
PROCTER & GAMBLE CO COM        COM  742718109   3892482489     35527507 SH       D       6      32278083         4450      3244974
PROCTER & GAMBLE CO COM        COM  742718109    150218886      1347821 SH       D       7        964865            0       382956
PROCTER & GAMBLE CO            COM  742718109      6958314        63510 SH       S       7         63510            0            0
PROCURENET INC COM             COM  742804107        48086       320575 SH       D       6        320575            0            0
PRODIGY COMMUNICATIONS CORP CO COM  74283P107      2581796       133254 SH       D       6        133254            0            0
PRODIGY COMMUNICATIONS CORP    COM  74283P107       134720         6368 SH       D       7          3128            0         3240
PROFESSIONALS GROUP INC.       COM  742954100      3991640       170310 SH       D       6        170310            0            0
Professionals Group Inc.       COM  742954100        30726         1311 SH       D       7          1311            0            0
PRIVATEBANCORP INC COM         COM  742962103       360964        26988 SH       D       6         26988            0            0
PROFESSIONAL DETAILING INC COM COM  74312N107      2011021        67174 SH       D       6         67174            0            0
Professional Detailing Inc     COM  74312N107        24099          805 SH       D       7           805            0            0
PROFILE TECHNOLOGIES INC COM   COM  743164105         3423          489 SH       D       6           489            0            0
PROFILE TECHNOLOGIES INC       COM  743164105         8400         1200 SH       D       7          1200            0            0
PROFIT RECOVERY GROUP INTL COM COM  743168106     13303350       500832 SH       D       6        500832            0            0
Profit Recovery Group Intl.    COM  743168106       138735         5223 SH       D       7          5223            0            0
PROGENICS PHARMACEUTICALS COM  COM  743187106      5054555       103418 SH       D       6        103418            0            0
PROGENICS PHARMECEUTICALS      COM  743187106        20038          410 SH       D       7           410            0            0
PROGRAMMER`S PARADISE INC COM  COM  743205106        17537         2300 SH       D       6          2300            0            0
PROGRAMMERS PARADISE           COM  743205106         2409          316 SH       D       7           316            0            0
PROGRESS FINL CORP COM         COM  743266108       451280        35745 SH       D       6         35745            0            0
PROGRESS FINL CORP             COM  743266108         3105          246 SH       D       7           246            0            0
PROGRESS SOFTWARE CO COM       COM  743312100     30539842       538147 SH       D       6        538147            0            0
Progress Software Corp.        COM  743312100       128652         2267 SH       D       7          2267            0            0
PROGRESSIVE CORP (OHIO) COM ST COM  743315103       137387         1150 SH       D       2          1150            0            0
PROGRESSIVE CORP (OHIO) COM ST COM  743315103     13913037       116459 SH       D       3        109159            0         7300
PROGRESSIVE CORP OHIO COM      COM  743315103    128110760      1751942 SH       D       6       1603814          247       147881
PROGRESSIVE CORP OHIO COM      COM  743315103      3977295        54596 SH       D       7         47555            0         7041
PROGRESSIVE CORP               COM  743315103       260325         3560 SH       S       7          3560            0            0
PROJECT SOFTWARE & DEV INC COM COM  74339P101     28157037       507334 SH       D       6        507334            0            0
Project Software & Dev. Inc.   COM  74339P101       124653         2246 SH       D       7          2246            0            0
PROLOGIS TRUST COM COM         COM  743410102     48019798      2494535 SH       D       6       1412629            0      1081906
PROLOGIS TRUST                 COM  743410102       409731        21263 SH       D       7         14775            0         6488
PROMEDCO MGMT CO COM           COM  74342L105       375580       127857 SH       D       6        127857            0            0
PROMEDCO MANAGEMENT COMPANY    COM  74342L105         9925         3379 SH       D       7          3379            0            0
PROPHET 21 COM                 COM  743459109        53325         5400 SH       D       6          5400            0            0
PROSOFT-INET SOLUTIONS COM     COM  743477101         7231          697 SH       D       6           697            0            0
PROSOFT I-NET SOLUTIONS INC    COM  743477101         5934          572 SH       D       7           572            0            0
PROSPERITY BANCSHARES INC COM  COM  743606105       663856        41491 SH       D       6         41491            0            0
PROSPERITY BANCSHARES INC.     COM  743606105         3696          231 SH       D       7           231            0            0
PROTECTION ONE, INC. COM       COM  743663304      1025290       529182 SH       D       6        529182            0            0
Protection One Inc.            COM  743663304        15550         8026 SH       D       7          8026            0            0
PROTECTIVE LIFE CORP COM       COM  743674103     27926189       877837 SH       D       6        872428            0         5409
PROTECTIVE LIFE CORP           COM  743674103       415733        13168 SH       D       7          9541            0         3627
PROTEIN DESIGNS LABS COM       COM  74369L103     22246000       317800 SH       D       6        317800            0            0
Protein Design Labs Inc.       COM  74369L103       198590         2837 SH       D       7          2837            0            0
PROTOCOL SYSTEMS COM           COM  74371R106      1059930       117770 SH       D       6        117770            0            0
PROTOCOL SYSTEMS INC           COM  74371R106         3348          372 SH       D       7           372            0            0
PROVANT INC COM                COM  743724106      4442131       175926 SH       D       6        175926            0            0
Provant Inc                    COM  743724106        39996         1584 SH       D       7          1584            0            0
PROVANTAGE HEALTH SVCS INC COM COM  743725103       548000        68500 SH       D       6         68500            0            0
PROVANTAGE HEALTH SERVICES     COM  743725103         8000         1000 SH       D       7          1000            0            0
PROVIDENCE & WORCESTER RR      COM  743737108         4000          500 SH       D       7           500            0            0
PROVIDENCE ENERGY CORP COM     COM  743743106      3381419        91082 SH       D       6         91082            0            0
PROVIDENCE ENERGY CORP         COM  743743106         8167          220 SH       D       7           220            0            0
PROVIDENT AMERN CORP COM       COM  743832107      5711071       162304 SH       D       6        162304            0            0
Provident American Corp        COM  743832107        50247         1428 SH       D       7          1428            0            0
PROVIDENT BANCORP INC MONTEB C COM  743835100      1311202        84254 SH       D       6         84254            0            0
PROVIDENT BANKSHARES CORP COM  COM  743859100     10303552       595151 SH       D       6        579851            0        15300
Provident Bankshares Corp.     COM  743859100        63432         3664 SH       D       7          3664            0            0
PROVIDENT FINANCIAL GROUP, INC COM  743866105     16833841       469236 SH       D       6        436675            0        32561
PROVIDENT FINANCIAL GROUP      COM  743866105       185951         5226 SH       D       7          3826            0         1400
PROVIDENT FINL HLDGS COM       COM  743868101      1050786        63684 SH       D       6         63684            0            0
PROVIDENT FINANCIAL HOLDINGS   COM  743868101         3300          200 SH       D       7           200            0            0
PROVINCE HEALTHCARE COM        COM  743977100      3990570       210030 SH       D       6        210030            0            0
Province Healthcare Co.        COM  743977100        37696         1984 SH       D       7          1984            0            0
PROVIDIAN FINANCIAL CORP       COM  74406A102      2148053        14850 SH       D       1         14850            0            0
PROVIDIAN FINANCIAL CORP       COM  74406A102       881642         6095 SH       D       2          6095            0            0
PROVIDIAN FINANCIAL CORP       COM  74406A102     36335954       251199 SH       D       3        235899            0        15300
PROVIDIAN FINANCIAL CORP       COM  74406A102       940225         6500 SH       D       4          6500            0            0
PROVIDIAN FINL CORP COM        COM  74406A102    345241979      3791264 SH       D       6       3456078          489       334697
PROVIDIAN FINL CORP COM        COM  74406A102     12111220       134803 SH       D       7         93297            0        41506
PROVIDIAN FINANCIAL CORP       COM  74406A102       619680         6805 SH       S       7          6805            0            0
PROXICOM COM                   COM  744282104     27765072       223349 SH       D       6        223349            0            0
Proxicom Inc.                  COM  744282104       282313         2271 SH       D       7          2271            0            0
PROXIM INC COM                 COM  744284100     22271480       202468 SH       D       6        202468            0            0
Proxim Inc.                    COM  744284100       181500         1650 SH       D       7          1650            0            0
PROXYMED PHARMACY COM          COM  744290107      3345098       343087 SH       D       6        343087            0            0
ProxyMed Inc.                  COM  744290107        23692         2430 SH       D       7          2430            0            0
PSYCHEMEDICS CORP COM          COM  744375106      1199885       239977 SH       D       6        239977            0            0
PSYCHEMEDICS CORP              COM  744375106        12080         2416 SH       D       7          2416            0            0
PUBCO CORP COM NEW             COM  744378605         4680          585 SH       D       6           585            0            0
PSINET INC COM                 COM  74437C101     45074968       729959 SH       D       6        716659            0        13300
PSINET INC                     COM  74437C101      1155359        18860 SH       D       7          6523            0        12337
PS FINL INC COM                COM  74437V109        18133         1527 SH       D       6          1527            0            0
PUBLIC SERVICE CO NEW MEXICO C COM  744499104     26322806      1619865 SH       D       6       1608965            0        10900
Public Service Co. NM          COM  744499104       104325         6420 SH       D       7          6420            0            0
PUBLIC SERVICE CO              COM  744516105     13234456       409577 SH       D       6        409577            0            0
Public Service Co.             COM  744516105       104143         3223 SH       D       7          3223            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106      2905955        51700 SH       D       1         51700            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106       847617        15080 SH       D       2         15080            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106     23549481       418970 SH       D       3        397170            0        21800
PUBLIC SERVICE ENTERPRISE GROU COM  744573106       326006         5800 SH       D       4          5800            0            0
PUBLIC SERVICE ENTERPRISE GP   COM  744573106      2104554        60454 SH       D       5         60454            0            0
PUBLIC SVC ENTERPRISE GROUP IN COM  744573106    287388954      8255338 SH       D       6       7326249          718       928371
PUBLIC SVC ENTERPRISE GROUP IN COM  744573106     13314997       382274 SH       D       7        363466            0        18808
PUBLIC SVC ENT GROUP INC       COM  744573106       368211        10577 SH       S       7         10577            0            0
PUBLIC STORAGE INC COM         COM  74460D109     50772901      2237924 SH       D       6       1269211            0       968713
PUBLIC STORAGE, INC            COM  74460D109       812379        35422 SH       D       7         29340            0         6082
PUBICAUD INC COM               COM  744627100      1138462       173480 SH       D       6        173480            0            0
PubliCARD Inc.                 COM  744627100        16117         2456 SH       D       7          2456            0            0
PUERTO RICAN CEMENT CO.        COM  745075101         6732          198 SH       D       7           198            0            0
PUGET SOUND ENERGY COM STOCK N COM  745332106      3982646       128368 SH       D       3        128368            0            0
PUGET SOUND POWER & LIGHT CO C COM  745332106     24062161      1241918 SH       D       6       1232974            0         8944
PUGET SOUND ENERGY INC         COM  745332106       220843        11086 SH       D       7          5034            0         6052
PULASKI FURNITURE CORP         COM  745553107         1953          126 SH       D       7           126            0            0
PULITZER INC COM               COM  745769109      6011481       149122 SH       D       6        149122            0            0
Pulitzer Inc                   COM  745769109        67079         1664 SH       D       7          1664            0            0
PULTE CORP                     COM  745867101       423141        11900 SH       D       3         11900            0            0
PULTE CORP                     COM  745867101       279900        12440 SH       D       5         12440            0            0
PULTE CORP COM                 COM  745867101     25050712      1113365 SH       D       6       1027709          158        85498
PULTE CORP COM                 COM  745867101       735319        32691 SH       D       7         32130            0          561
PULTE CORPORATION              COM  745867101        47925         2130 SH       S       7          2130            0            0
PUMA TECHNOLOGY INC COM        COM  745887109     17366593       132950 SH       D       6        132950            0            0
PUMA TECHNOLOGY INC.           COM  745887109       126314          967 SH       D       7           967            0            0
PURCHASEPRO COM COM            COM  746144104     24055625       174950 SH       D       6        174950            0            0
PURCHASEPRO.COM INC            COM  746144104       206250         1500 SH       D       7          1500            0            0
PURE WORLD INC. COM            COM  74622C106         1312          420 SH       D       6           420            0            0
PURE WORLD INC                 COM  74622C106         6250         2000 SH       D       7          2000            0            0
QC OPTICS INC                  COM  746934108         1593         1500 SH       D       6          1500            0            0
PYRAMID REWERIES INC COMMON ST COM  747135101         9722         5100 SH       D       6          5100            0            0
QMS INC COM                    COM  74726G102        16723         5693 SH       D       6          5693            0            0
QMS  INC                       COM  74726G102          569          194 SH       D       7           194            0            0
QRS CORP COM                   COM  74726X105     23502128       225305 SH       D       6        225305            0            0
QRS Corp.                      COM  74726X105       186659         1785 SH       D       7          1785            0            0
QLOGIC COM                     COM  747277101     71637269       448083 SH       D       6        448083            0            0
QLOGIC CORP                    COM  747277101      1787065        11946 SH       D       7          1870            0        10076
QAD INC CL A COM               COM  74727D108      2195239       157506 SH       D       6        157506            0            0
QAD INCORPORATED               COM  74727D108        22146         1589 SH       D       7          1589            0            0
QEP INC COM                    COM  74727K102        13875         1805 SH       D       6          1805            0            0
QUAD CITY HLDGS INC COM        COM  74730P106         6331          469 SH       D       6           469            0            0
QUAD CITY HOLDINGS INC         COM  74730P106         2700          200 SH       D       7           200            0            0
QUAD SYS CORP COM              COM  74730Q104         3600         3200 SH       D       6          3200            0            0
QUADRAMED CORP COM             COM  74730W101      3914889       449017 SH       D       6        449017            0            0
QuadraMed Corp.                COM  74730W101        29652         3401 SH       D       7          3401            0            0
QUAKER CHEMICAL CORP COM       COM  747316107      1990924       139714 SH       D       6        139714            0            0
QUAKER CHEMICAL CORP.          COM  747316107         4617          324 SH       D       7           324            0            0
QUAKER CITY BANCORP COM        COM  74731K106      1065805        65588 SH       D       6         65588            0            0
QUAKER CITY BANCORP            COM  74731K106        11375          700 SH       D       7           700            0            0
QUAKER FABRIC CORP NEW COM     COM  747399103       690370       162440 SH       D       6        162440            0            0
QUAKER FABRIC CORP             COM  747399103         2975          700 SH       D       7           700            0            0
QUAKER OATS CO COM STOCK US$5  COM  747402105      2630536        24800 SH       D       1         24800            0            0
QUAKER OATS CO COM STOCK US$5  COM  747402105       663998         6260 SH       D       2          6260            0            0
QUAKER OATS CO COM STOCK US$5  COM  747402105     26695380       251677 SH       D       3        237777            0        13900
QUAKER OATS CO                 COM  747402105      2450437        37340 SH       D       5         37340            0            0
QUAKER OATS CO COM             COM  747402105    272747541      4156153 SH       D       6       3758980          458       396715
QUAKER OATS CO COM             COM  747402105     10869273       165380 SH       D       7        142178            0        23202
Quaker Oats Company            COM  747402105       421968         6430 SH       S       7          6430            0            0
QUALCOMM INC USD0.0001         COM  747525103      4483910        17200 SH       D       1         17200            0            0
QUALCOMM INC USD0.0001         COM  747525103       729938         2800 SH       D       2          2800            0            0
QUALCOMM INC USD0.0001         COM  747525103     66945827       256800 SH       D       3        256800            0            0
QUALCOMM INC                   COM  747525103     29633383       168252 SH       D       5        168252            0            0
QUALICOMM INC. COM             COM  747525103   1057427729      6003848 SH       D       6       5607120         2120       394608
QUALICOMM INC. COM             COM  747525103    106294066       627264 SH       D       7        459082            0       168182
QUALCOM INC                    COM  747525103      5514826        31312 SH       S       7         31312            0            0
QUALCOMM FINANCIAL TRUST INC   CNV  74752R402    179702437       191300 SH       D       9        191300            0            0
QUALITY DINING COM             COM  74756P105        15512         7300 SH       D       6          7300            0            0
QUALITY SYSM INC COM           COM  747582104       430156        55504 SH       D       6         55504            0            0
QUALITY SYSTEMS INC            COM  747582104         1550          200 SH       D       7           200            0            0
QUALMARK CORP                  COM  747587103         4800         1600 SH       D       6          1600            0            0
QUALMARK CORP                  COM  747587103         6300         2100 SH       D       7          2100            0            0
QUANEX CORP COM                COM  747620102     16172508       634216 SH       D       6        609516            0        24700
Quanex Corp.                   COM  747620102        80911         3173 SH       D       7          3173            0            0
QUANTA SVCS INC COM            COM  74762E102     13270381       469748 SH       D       6        469748            0            0
Quanta Services Inc.           COM  74762E102       116898         4138 SH       D       7          4138            0            0
QUANTUM CORP COM DSSG          COM  747906204     39686200      2623881 SH       D       6       2595812            0        28069
QUANTUM CORP-DLT & STORAGE     COM  747906204       920802        63064 SH       D       7         46011            0        17053
QUANTUM CORP COM HDDG          COM  747906303     10279668      1481754 SH       D       6       1477920            0         3834
QUANTUM HARD DISK DRIVE        COM  747906303       146331        19396 SH       D       7         12420            0         6976
Q MED INC                      COM  747914109        22907         4953 SH       D       6          4953            0            0
QUEEN SAND RES INC COM         COM  747927101         3252         7563 SH       D       6          7563            0            0
QUEENS CNTY BANCORP INC COM    COM  748242104     14583702       537648 SH       D       6        529198            0         8450
Queens County Bancorp Inc.     COM  748242104        71365         2631 SH       D       7          2631            0            0
QUEPASA COM INC COM            COM  74833W107       978206        77100 SH       D       6         77100            0            0
QUEPASA.COM                    COM  74833W107         8881          700 SH       D       7           700            0            0
QUEST DIAGNOSTICS COM          COM  74834L100     22762645       744790 SH       D       6        719460            0        25330
Quest Diagnostics Inc.         COM  74834L100       193368         6327 SH       D       7          6327            0            0
QUEST SOFTWARE COM             COM  74834T103      8627568        84584 SH       D       6         84584            0            0
QUEST SOFTWARE INC             COM  74834T103       193800         1900 SH       D       7          1900            0            0
QUESTA OIL & GAS CO            COM  748354305         5512          900 SH       D       6           900            0            0
QUESTAR CORP COM               COM  748356102     21156315      1410421 SH       D       6       1317069            0        93352
QUESTAR CORP                   COM  748356102       301539        19630 SH       D       7         13660            0         5970
QUEST ED CORP COM              COM  74835F102       637656        72875 SH       D       6         72875            0            0
QUEST EDUCATION CORP           COM  74835F102         3193          365 SH       D       7           365            0            0
QUESTOR PHARMACEUTICALS COM    COM  74835Y101        12880        10304 SH       D       6         10304            0            0
QUESTRON TECHNOLOGY COM        COM  748372208         6437         1000 SH       D       6          1000            0            0
QUESTRON TECHNOLOGY INC        COM  748372208         1931          300 SH       D       7           300            0            0
QUICKLOGIC CORP COM            COM  74837P108      2682405       162570 SH       D       6        162570            0            0
QUICKLOGIC CORP                COM  74837P108         9900          600 SH       D       7           600            0            0
QUICKSILVER RESOURCES INC COM  COM  74837R104         2625          600 SH       D       6           600            0            0
QUICKSILVER RESOURCES INC      COM  74837R104         3500          800 SH       D       7           800            0            0
QUICKSILVER INC COM            COM  74838C106      7161914       462059 SH       D       6        462059            0            0
Quiksilver Inc.                COM  74838C106        47058         3036 SH       D       7          3036            0            0
QUIDEL CORP COM                COM  74838J101      1700985       247416 SH       D       6        247416            0            0
QUINTEL COMMUNICATIONS INC     COM  748762101       233919        25991 SH       D       6         25991            0            0
QUINTILES TRANSNATIONAL CORP U COM  748767100      1051090        34100 SH       D       3         34100            0            0
QUINTILES TRANSNATIONAL CORP C COM  748767100     40190589      2150667 SH       D       6       2018067            0       132600
QUINTILES TRANSNATIONAL CORP C COM  748767100      1581686        84856 SH       D       7         50994            0        33862
QUINTILES TRANSNATIONAL CORP   COM  748767100       104650         5600 SH       S       7          5600            0            0
QUINTUS COM                    COM  748798105      8229745       179395 SH       D       6        179395            0            0
QUINTUS CORP                   COM  748798105        82804         1805 SH       D       7          1805            0            0
QUIPP INC                      COM  748802105         1500          100 SH       D       7           100            0            0
QUIXOTE CORP COM               COM  749056107      1427156        93584 SH       D       6         93584            0            0
QUIXOTE CORP                   COM  749056107         4453          292 SH       D       7           292            0            0
QUIZNOS CORP COM               COM  749058103        14455         1960 SH       D       6          1960            0            0
QUOKKA SPORTS COM              COM  749077103      1897428       144566 SH       D       6        144566            0            0
QUOKKA SPORTS INC              COM  749077103        24937         1900 SH       D       7          1900            0            0
QUORUM HEALTH GROUP INC COM    COM  749084109     17143018      1840861 SH       D       6       1840861            0            0
Quorum Health Group Inc        COM  749084109       145982        15676 SH       D       7         15676            0            0
QUOTESMITH.COM INC             COM  749117107        51210         4500 SH       D       1             0         4500            0
QUOTESMITH INC COM             COM  749117107       699562        61500 SH       D       6         61500            0            0
QUOTESMITH.COM INC             COM  749117107         4550          400 SH       D       7           400            0            0
QWEST COMMUNICATIONS INTL USD0 COM  749121109      3348931        49400 SH       D       3         49400            0            0
QWEST COMMUNICATIONS INTL      COM  749121109      8372487       194709 SH       D       5        194709            0            0
QWEST COMMUNICATIONS COM       COM  749121109    160276955      3727371 SH       D       6       3724771            0         2600
QWEST COMMUNICATIONS INTL      COM  749121109      4164410        99797 SH       D       7         69061            0        30736
R & B INC COM                  COM  749124103       421652        91168 SH       D       6         91168            0            0
R & B INC                      COM  749124103         2132          461 SH       D       7           461            0            0
R & B FALCON CORP COM          COM  74912E101     32195075      2429817 SH       D       6       2419622            0        10195
R&B FALCON CORP.               COM  74912E101       653029        49818 SH       D       7         21581            0        28237
R&G FINANCIAL CORP COM         COM  749136107      1485225       129150 SH       D       6        129150            0            0
R&G Financial Corp.            COM  749136107        15329         1333 SH       D       7          1333            0            0
R-B RUBBER PRODUCTS INC        COM  749270104          427          134 SH       D       6           134            0            0
RCM TECHNOLOGIES INC COM       COM  749360400      1809059       104873 SH       D       6        104873            0            0
RCM TECHNOLOGIES INC           COM  749360400         8383          486 SH       D       7           486            0            0
RCN CORPORTATION COM           COM  749361101     31235164       644024 SH       D       6        582624            0        61400
RCN CORPORATION                COM  749361101      1488087        31451 SH       D       7         20917            0        10534
RDM SPORTS GROUP INC COM       COM  749412102          134        26800 SH       D       6         26800            0            0
RDO EQUIPMENT COM              COM  749413100        20239         3445 SH       D       6          3445            0            0
RDO EQUIPMENT COMPANY -CL A    COM  749413100         1175          200 SH       D       7           200            0            0
MONOLITHICS INC COM            COM  74955F106       652956       108826 SH       D       6        108826            0            0
RF MONOLITHICS INC             COM  74955F106         1542          257 SH       D       7           257            0            0
RFS HOTEL INVS INC COM         COM  74955J108      7536261       722037 SH       D       6        553694            0       168343
RFS Hotel Investors Inc.       COM  74955J108        39067         3743 SH       D       7          3743            0            0
RGC RESOURCES INC              COM  74955L103        17600          800 SH       D       6           800            0            0
RH DONNELLEY CORP              COM  74955W307        66986         2202 SH       D       2          2202            0            0
RH DONNELLEY CORP              COM  74955W307      1269218        41722 SH       D       3         38762            0         2960
RH DONNELLEY CORP              COM  74955W307      1559372        51260 SH       D       4         51260            0            0
R.H. DONNELLEY CORP. COM       COM  74955W307     12067599       639343 SH       D       6        639343            0            0
RH Donnelley                   COM  74955W307       140599         7449 SH       D       7          7449            0            0
RGS ENERGY GROUP INC COM       COM  74956K104     25088450      1220107 SH       D       6       1201107            0        19000
RGS Energy Group Inc.          COM  74956K104       209963        10211 SH       D       7         10211            0            0
RLI CORP                       COM  749607107      6766306       199009 SH       D       6        199009            0            0
RLI Corp.                      COM  749607107        43622         1283 SH       D       7          1283            0            0
RMI.NET COM                    COM  74961K107      1309709       157559 SH       D       6        157559            0            0
RMI.NET INC                    COM  74961K107         5752          692 SH       D       7           692            0            0
RPC, INC                       COM  749660106      1788767       311090 SH       D       6        309290            0         1800
RPC Inc.                       COM  749660106        14219         2473 SH       D       7          2473            0            0
R P M INC COM                  COM  749685103     15831905      1554052 SH       D       6       1542467            0        11585
RPM INC.                       COM  749685103       264005        25530 SH       D       7         17692            0         7838
RSA SECURITY INC COM           COM  749719100     56469290       728636 SH       D       6        728636            0            0
RSA Security Inc.              COM  749719100       796700        10280 SH       D       7         10280            0            0
RTI INTERNATIONAL METALS, INC. COM  74973W107      1889175       251890 SH       D       6        251890            0            0
RTI International Metals Inc.  COM  74973W107        18067         2409 SH       D       7          2409            0            0
RIO TINTO ADR                  ADR  74974K706       368000         4000 SH       D       9          4000            0            0
RTW INC COM                    COM  74974R107       614548       106878 SH       D       6        106878            0            0
RTW INC                        COM  74974R107         8050         1400 SH       D       7          1400            0            0
RWD TECHNOLOGIES INC COM       COM  74975B101       848031        81738 SH       D       6         81738            0            0
RWD Technologies Inc.          COM  74975B101         9679          933 SH       D       7           933            0            0
RMH TELESERVICES INC COM       COM  749938106        25250         4000 SH       D       6          4000            0            0
RF MICRODEVICES INC COM        COM  749941100     61150822       893528 SH       D       6        867328            0        26200
RF MICRO DEVICES INC           COM  749941100      2392181        34746 SH       D       7         20376            0        14370
RACING CHAMPIONS CORP COM      COM  750069106       986443       222297 SH       D       6        222297            0            0
Racing Champions Corp.         COM  750069106        13237         2983 SH       D       7          2983            0            0
RADIAN GROUP INC COM           COM  750236101     28223067       591059 SH       D       6        591059            0            0
Radian Group Inc               COM  750236101       384387         8050 SH       D       7          8050            0            0
RADIANCE MEDICAL SYSTEMS COM   COM  750241101       537999       108962 SH       D       6        108962            0            0
Radiant Systems Inc.           COM  75025N102        69444         1728 SH       D       7          1728            0            0
RADIOLOGIX COM                 COM  75040K109       744270       170119 SH       D       6        170119            0            0
RADIO ONE INC COM              COM  75040P108     10609624       115322 SH       D       6        115322            0            0
Radio One Inc.                 COM  75040P108       140576         1528 SH       D       7          1528            0            0
RADIO UNICA COMM COM           COM  75040Q106      1166550        40400 SH       D       6         40400            0            0
RADIO UNICA COMMUNICATIONS     COM  75040Q106        28875         1000 SH       D       7          1000            0            0
RADISYS CORP COM               COM  750459109     18568845       364095 SH       D       6        364095            0            0
RadiSys Corp.                  COM  750459109        91290         1790 SH       D       7          1790            0            0
RAGEN MACKENZIE GROUP COM      COM  750642100      2257290       125405 SH       D       6        125405            0            0
RAGEN MACKENZIE GROUP INC      COM  750642100         8658          481 SH       D       7           481            0            0
RAILAMERICA INC COM            COM  750753105       936369       109357 SH       D       6        109357            0            0
RAILAMERICA INC                COM  750753105         3056          357 SH       D       7           357            0            0
RAILAMERICA WTS 30/04/04       WAR  750753113          539       539000 SH       D       9        539000            0            0
RAILAMERICA WTS 30/04/04       WAR  750753204          211       211000 SH       D       9        211000            0            0
RAILTEX INC COM                COM  750766107      1847792       103373 SH       D       6        103373            0            0
RAILTEX INC                    COM  750766107        16784          939 SH       D       7           939            0            0
RAILWORKS CORP COM             COM  750789109      1344876       137936 SH       D       6        137936            0            0
RAILWORKS CORP                 COM  750789109         5411          555 SH       D       7           555            0            0
RAINBOW RENTALS INC COM        COM  750857104       364456        50707 SH       D       6         50707            0            0
RAINBOW RENTALS INC            COM  750857104         7654         1065 SH       D       7          1065            0            0
RAINBOW TECHNOLOGIES INC       COM  750862104      4054474       174386 SH       D       6        174386            0            0
RAINBOW TECHNOLOGIES INC       COM  750862104        10044          432 SH       D       7           432            0            0
RAINFOREST CAFE INC COM        COM  75086K104      1243595       313343 SH       D       6        313343            0            0
RAINFOREST CAFE INC.           COM  75086K104         3619          912 SH       D       7           912            0            0
RAINMAKER COM                  COM  750875106      2932200       144800 SH       D       6        144800            0            0
RAINMAKER SYSTEMS              COM  750875106        52650         2600 SH       D       7          2600            0            0
RAMBUS INC DEL COM             COM  750917106     12483018       185105 SH       D       6        185105            0            0
RAMBUS INC                     COM  750917106       564374         7005 SH       D       7          1805            0         5200
RALCORP HLDGS (NEW) COM        COM  751028101     14261213       715296 SH       D       6        715296            0            0
Ralcorp Holdings Inc.          COM  751028101        84016         4214 SH       D       7          4214            0            0
RALSTON-RALSTON PURINA GROUP C COM  751277302       218657         4900 SH       D       2          4900            0            0
RALSTON-RALSTON PURINA GROUP C COM  751277302     23836727       534169 SH       D       3        507469            0        26700
RALSTON-RALSTON PURINA GROUP C COM  751277302       771994        17300 SH       D       4         17300            0            0
RALSTON-RALSTON PURINA GROUP   COM  751277302      2433208        87290 SH       D       5         87290            0            0
RALSTON-RALSTON PURINA GROUP   COM  751277302    228007996      8179659 SH       D       6       7518039         1085       660535
RALSTON-RALSTON PURINA GROUP   COM  751277302      7107779       254646 SH       D       7        212674            0        41972
RALSTON-RALSTON PURINA GROUP   COM  751277302       435769        15633 SH       S       7         15633            0            0
RAMCO-GERSHENSON PPTYS COM     COM  751452202       880215        69720 SH       D       6         69720            0            0
RAMCO-GERSHENSON PROPERTIES    COM  751452202         5832          462 SH       D       7           462            0            0
RAMP NETWORKS INC COM          COM  751567108      2388150       156600 SH       D       6        156600            0            0
RAMP NETWORKS INC              COM  751567108        13725          900 SH       D       7           900            0            0
RAMSAY YOUTH SRVS, INC COM     COM  75158K206         2447         1666 SH       D       6          1666            0            0
RAMSAY YOUTH SERVICES INC      COM  75158K206          587          400 SH       D       7           400            0            0
RAMTRON INTERNATIONAL CORP     COM  751907304        23780         4756 SH       D       6          4756            0            0
RAMTRON INTERNATIONAL CORP     COM  751907304         5617          840 SH       D       7           840            0            0
RANDERS KILLAM GROUP COM       COM  752333203         5100         1200 SH       D       6          1200            0            0
RANDERS KILLAM GROUP INC       COM  752333203         3400          800 SH       D       7           800            0            0
RANGE RESOURCES CORP. COM      COM  75281A109      1377981       432308 SH       D       6        432308            0            0
RANGE RESOURCES CORP           COM  75281A109         5100         1600 SH       D       7          1600            0            0
RANKIN AUTOMOTIVE GR COM       COM  753050103         5737         2700 SH       D       6          2700            0            0
RARE HOSPITALITY INTL INC COM  COM  753820109      8839233       408456 SH       D       6        408456            0            0
Rare Hospitality International COM  753820109        33607         1553 SH       D       7          1553            0            0
RARE MEDIUM CORP COM           COM  75382N109     23231276       680770 SH       D       6        680770            0            0
Rare Medium Group Inc.         COM  75382N109       185094         5424 SH       D       7          5424            0            0
RATIONAL SOFTWARE COM          COM  75409P202     54772115      1114954 SH       D       6       1114954            0            0
RATIONAL SOFTWARE CORP         COM  75409P202      1668008        35473 SH       D       7         11113            0        24360
RAVEN INDS INC COM             COM  754212108       818809        55987 SH       D       6         55987            0            0
RAVEN INDUSTRIES INC           COM  754212108         3071          210 SH       D       7           210            0            0
RAVISENT TECHNOLOGIES INC COM  COM  754440105      4608656       119900 SH       D       6        119900            0            0
RAVISENT SOFTWARE              COM  754440105        30750          800 SH       D       7           800            0            0
RAWLINGS SPORTING GOODS INC CO COM  754459105       590244        98374 SH       D       6         98374            0            0
RAWLINGS SPORTING GOODS CO     COM  754459105         1722          287 SH       D       7           287            0            0
RAYMOND JAMES FINL INC COM     COM  754730109     16090909       861052 SH       D       6        861052            0            0
Raymond James Financial Inc.   COM  754730109       117488         6287 SH       D       7          6287            0            0
RAYONIER INV COM               COM  754907103     29416321       608876 SH       D       6        608876            0            0
Rayonier Inc.                  COM  754907103       352198         7290 SH       D       7          7290            0            0
RAYOVAC CORP- COM COM          COM  755081106      6067821       321474 SH       D       6        321474            0            0
Rayovac Corp.                  COM  755081106        75235         3986 SH       D       7          3986            0            0
RAYTECH CORP                   COM  755103108         5062         1500 SH       D       6          1500            0            0
RAYTECH CORP-DEL               COM  755103108         1012          300 SH       D       7           300            0            0
RAYTEL MED CORP COM            COM  755107109        19615         6405 SH       D       6          6405            0            0
RAYTEL MEDICAL CORP.           COM  755107109         7656         2500 SH       D       7          2500            0            0
RAYTHEON CO  CL A COM USD1     COM  755111309        68065         1715 SH       D       2          1715            0            0
RAYTHEON CO  CL A COM USD1     COM  755111309      5567924       140292 SH       D       3        130110            0        10182
RAYTHEON CO  CL A COM USD1     COM  755111309       266227         6708 SH       D       4          6708            0            0
RAYTHEON CO-CLASS A            COM  755111309       700109        28216 SH       D       5         28216            0            0
RAYTHEON CO CLASS A            COM  755111309      1358112        54735 SH       D       6         54735            0            0
RAYTHEON CO  CL 'B' COM USD1   CLA  755111408       166690         3940 SH       D       2          3940            0            0
RAYTHEON CO  CL 'B' COM USD1   CLA  755111408     17451815       412503 SH       D       3        389103            0        23400
RAYTHEON CO-CLASS B            COM  755111408      1740029        65507 SH       D       5         65507            0            0
RAYTHEON CO COM                COM  755111408    230613155      8681907 SH       D       6       7982188         1147       698572
RAYTHEON CO COM                COM  755111408      6669444       249797 SH       D       7        220883            0        28914
RAYTHEON CO. CLASS B           COM  755111408       433181        16308 SH       S       7         16308            0            0
RAZORFISH COM                  COM  755236106     23164269       243514 SH       D       6        243514            0            0
Razorfish Inc.                 COM  755236106       265398         2790 SH       D       7          2790            0            0
READ-RITE CORP COM             COM  755246105      4415300       929537 SH       D       6        929537            0            0
Read-Rite Corp.                COM  755246105        50920        10720 SH       D       7         10720            0            0
READERS DI AS INC SER A N-VTG  COM  755267101      6166467       130249 SH       D       3        117449            0        12800
READER'S DIGEST ASSN-CL A      COM  755267101       887766        30351 SH       D       5         30351            0            0
READERS DIGEST ASSN INC CL A N COM  755267101     39148931      1338425 SH       D       6       1333306            0         5119
READERS DIGEST ASSOCIATION INC COM  755267101       908802        30700 SH       D       7         14951            0        15749
READERS DIGEST ASSN INC COM    COM  755267200      2097766        79161 SH       D       6         79161            0            0
READERS DIGEST - CLASS B       COM  755267200        43062         1625 SH       D       7          1625            0            0
READING ENTERTAINMENT INC. COM COM  755358108        16100         2800 SH       D       6          2800            0            0
READING ENTERTAINMENT INC      COM  755358108         1914          333 SH       D       7           333            0            0
REAL GOODS TRADING CORP COM    COM  756012100         4244         1078 SH       D       6          1078            0            0
REAL GOODS TRADING CORP        COM  756012100         9843         2500 SH       D       7          2500            0            0
REALNETWORKS, INC COM          COM  75605L104     63311445       526225 SH       D       6        509225            0        17000
REALNETWORKS INC               COM  75605L104      2140859        16940 SH       D       7          8194            0         8746
REALTY INCOME CORP COM         COM  756109104     17395083       843398 SH       D       6        662442            0       180956
Realty Income Corp.            COM  756109104        80561         3906 SH       D       7          3906            0            0
RECKSON SERVICE IND COM        COM  75621J109     19006910       304720 SH       D       6        304720            0            0
RECKSON SERVICE INDUSTRIES     COM  75621J109        81087         1300 SH       D       7          1300            0            0
RECKSON SERVICE IND. COM       COM  75621K106     27418032      1337465 SH       D       6        994682            0       342783
Reckson Associates Rlty. Corp. COM  75621K106       121320         5918 SH       D       7          5918            0            0
RECKSON SERVICE IND. COM       COM  75621K304      4192119       184269 SH       D       6        184269            0            0
RECOTON CORP COM               COM  756268108      1173789       130421 SH       D       6        130421            0            0
RECOTON CORP                   COM  756268108         4779          531 SH       D       7           531            0            0
RECORDLAB CORPORATION COM      COM  75626L109        19055         7622 SH       D       6          7622            0            0
RECYCLING INDUSTRIES INC       COM  756285102            8         8700 SH       D       6          8700            0            0
RED HAT INC COM                COM  756577102     27580377       130558 SH       D       6        130558            0            0
RED HAT INC.                   COM  756577102       739375         3500 SH       D       7          3500            0            0
REDBACK NETWORKS COM           COM  757209101     34654035       195234 SH       D       6        195176            0           58
REDBACK NETWORKS INC           COM  757209101       604549         3488 SH       D       7          2200            0         1288
REDHOOK ALE BREWERY COM        COM  757473103         9318         4200 SH       D       6          4200            0            0
REDWOOD EMPIRE BANCORP COM     COM  757897103       950187        49683 SH       D       6         49683            0            0
REDWOOD EMPIRE BANCORP         COM  757897103         2887          151 SH       D       7           151            0            0
REDWOOD TR INC COM             COM  758075402      3113937       249115 SH       D       6        245915            0         3200
Redwood Trust Inc.             COM  758075402        18437         1475 SH       D       7          1475            0            0
REEBOK INTERNATIONAL LTD  COM  COM  758110100      1126803        86048 SH       D       3         79348            0         6700
REEBOK INTL LTD COM            COM  758110100     11683326      1426971 SH       D       6       1315226          188       111557
REEBOK INTL LTD COM            COM  758110100       346995        42383 SH       D       7         41622            0          761
REEBOK INTL LTD                COM  758110100        22270         2720 SH       S       7          2720            0            0
REEDS JEWELERS INC COM         COM  758341101         4383         1461 SH       D       6          1461            0            0
REEDS JEWELERS INC             COM  758341101          900          300 SH       D       7           300            0            0
REFAC COM                      COM  758653109        11237         2900 SH       D       6          2900            0            0
REGAL BELOIT CORP COM          COM  758750103      9682901       469474 SH       D       6        469474            0            0
Regal Beloit Corp.             COM  758750103        63937         3100 SH       D       7          3100            0            0
REGENERON PHARMACEUTICALS COM  COM  75886F107      5664123       444245 SH       D       6        444245            0            0
Regeneron Pharmaceutical Inc.  COM  75886F107        34858         2734 SH       D       7          2734            0            0
REGIS CORP MINN COM            COM  758932107     17346068       918997 SH       D       6        918997            0            0
Regis Corp.                    COM  758932107        85824         4547 SH       D       7          4547            0            0
REGENCY RLTY CORP COM          COM  758939102     13197600       659880 SH       D       6        654480            0         5400
Regency Realty Corp.           COM  758939102       128400         6420 SH       D       7          6420            0            0
REGIONS FINANCIAL CORP COM USD COM  758940100       165590         4120 SH       D       2          4120            0            0
REGIONS FINANCIAL CORP COM USD COM  758940100     13412515       333713 SH       D       3        333713            0            0
REGIONS FINANCIAL COM          COM  758940100    142081449      5654983 SH       D       6       5109813          511       544659
REGIONS FINANCIAL COM          COM  758940100      4235217       169975 SH       D       7        150783            0        19192
REGIONS FINANCIAL CORP         COM  758940100       272405        10842 SH       S       7         10842            0            0
REHABILICARE COM               COM  758944102         4844         1211 SH       D       6          1211            0            0
REGENT ASSISTED LIVING COM     COM  758949101         6146         3073 SH       D       6          3073            0            0
REGISTRY MAGIC INC             COM  75913K103         1200          400 SH       D       7           400            0            0
REHABCARE GROUP INC COM        COM  759148109      3831779       181386 SH       D       6        181386            0            0
REHABCARE CORP                 COM  759148109         7161          339 SH       D       7           339            0            0
REINSURANCE GROUP COM          COM  759351109     11190714       403269 SH       D       6        401660            0         1609
REINSURANCE GROUP OF AMERICA   COM  759351109       139512         4933 SH       D       7          3185            0         1748
RELIANCE BANCORP INC COM       COM  759451107      4141656       120048 SH       D       6        120048            0            0
Reliance Bancorp Inc.          COM  759451107        40365         1170 SH       D       7          1170            0            0
RELIANCE GROUP HLDGS INC COM   COM  759464100      9687318      1448571 SH       D       6       1448571            0            0
Reliance Group Holdings Inc    COM  759464100       130961        19583 SH       D       7         19583            0            0
RELIANCE STEEL & ALU COM       COM  759509102     14715117       627845 SH       D       6        624730            0         3115
Reliance Steel & Aluminum Co.  COM  759509102        79640         3398 SH       D       7          3398            0            0
RELIANT ENERGY INC             COM  75952J108      2418517        65600 SH       D       1         65600            0            0
RELIANT ENERGY INC             COM  75952J108       533843        14480 SH       D       2         14480            0            0
RELIANT ENERGY INC             COM  75952J108     21944760       595231 SH       D       3        571131            0        24100
RELIANT ENERGY INC             COM  75952J108      1886112        82453 SH       D       5         82453            0            0
RELIANT ENERGY INC COM         COM  75952J108    196475457      8589091 SH       D       6       7645897          971       942223
RELIANT ENERGY INC COM         COM  75952J108      5863312       255477 SH       D       7        233802            0        21675
RELIANT ENERGY INC             COM  75952J108       327547        14319 SH       S       7         14319            0            0
RELIASTAR FINANCIAL CORP       COM  75952U103      6704180       105811 SH       D       3        105811            0            0
RELIASTAR FINANCIAL CORP COM   COM  75952U103     45695485      1166073 SH       D       6       1154294            0        11779
RELIASTAR FINANCIAL CORP       COM  75952U103       782992        20603 SH       D       7         14779            0         5824
REMEC INC COM                  COM  759543101      9505992       372784 SH       D       6        372784            0            0
Remec Inc.                     COM  759543101        82798         3247 SH       D       7          3247            0            0
REMEDY CORP COM                COM  759548100     22767382       480578 SH       D       6        480578            0            0
Remedy Corp.                   COM  759548100       176187         3719 SH       D       7          3719            0            0
REMEDYTEMP INC COM             COM  759549108      1341970        70630 SH       D       6         70630            0            0
REMEDY TEMP INC.               COM  759549108        14440          760 SH       D       7           760            0            0
REMINGTON OIL & GAS CORP COM   COM  759594302       514929       132885 SH       D       6        132885            0            0
REMINGTON OIL & GAS CORP       COM  759594302         6587         1700 SH       D       7          1700            0            0
RENEX CORP                     COM  759683105        31662         3400 SH       D       6          3400            0            0
RENEX CORP                     COM  759683105         2793          300 SH       D       7           300            0            0
RENAISSANCE WORLDWIDE INC COM  COM  75968A109      4401510       596815 SH       D       6        596815            0            0
Renaissance Worldwide Inc.     COM  75968A109        75711        10266 SH       D       7         10266            0            0
RELIABILITY INC COM            COM  759903107         8808         3132 SH       D       6          3132            0            0
REPLIGEN CORP COM              COM  759916109       684625       219080 SH       D       6        219080            0            0
REPUBLIC BANCSHARES, INC COM   COM  759929102      1557175       124574 SH       D       6        124574            0            0
Republic Bancshares Inc.       COM  759929102        12950         1036 SH       D       7          1036            0            0
RENAL CARE GROUP INC COM       COM  759930100     17182985       735101 SH       D       6        735101            0            0
Renal Care Group Inc.          COM  759930100       154929         6628 SH       D       7          6628            0            0
RENT-A-CENTER INC COM          COM  76009N100      7046672       355668 SH       D       6        355668            0            0
Rent-A-Center Inc.             COM  76009N100        57773         2916 SH       D       7          2916            0            0
RENT WAY INC COM               COM  76009U104      3425362       183297 SH       D       6        183297            0            0
Rent-Way Inc.                  COM  76009U104        47896         2563 SH       D       7          2563            0            0
RENTRAK CORP COM               COM  760174102        72842        10314 SH       D       6         10314            0            0
RENTRAK CORP                   COM  760174102         2118          300 SH       D       7           300            0            0
REPSOL S.A.                    COM  76026T205      1708061        73465 SH       D       7         73465            0            0
REPTRON ELCTRONICS INC COM     COM  76026W109        48326         5523 SH       D       6          5523            0            0
REPTRON ELECTRONICS INC        COM  76026W109        19250         2200 SH       D       7          2200            0            0
REPUBLIC BANCORP KY COM        COM  760281204       250769        29287 SH       D       6         29287            0            0
Republic Bancorp Kentucky      COM  760281204         9769         1141 SH       D       7          1141            0            0
REPUBLIC BANCORP INC COM       COM  760282103     13823019      1138578 SH       D       6       1102177            0        36401
Republic Bancorp Inc.          COM  760282103        78747         6486 SH       D       7          6486            0            0
REPUBLIC FIRST BANCORP INC COM COM  760416107        14836         2860 SH       D       6          2860            0            0
REPUBLIC FIRST BANCORP INC     COM  760416107         1286          248 SH       D       7           248            0            0
REPUBLIC GROUP INC COM         COM  760473108      2415961       159733 SH       D       6        159733            0            0
Republic Group Inc.            COM  760473108        21870         1446 SH       D       7          1446            0            0
REPUBLIC NEW YORK CORP COM STO COM  760719104       219906         1900 SH       D       2          1900            0            0
REPUBLIC NEW YORK CORP COM STO COM  760719104     20696547       178819 SH       D       3        161419            0        17400
REPUBLIC NEW YORK CORP COM     COM  760719104    183856752      2553566 SH       D       6       2339831          349       213386
REPUBLIC NEW YORK CORP COM     COM  760719104      5058720        70260 SH       D       7         69026            0         1234
REPUBLIC NEW YORK CORP         COM  760719104       357840         4970 SH       S       7          4970            0            0
REPUBLIC SEC FINANCIAL CORP    COM  760758102      5645161       788838 SH       D       6        788838            0            0
Republic Security Finl. Corp.  COM  760758102        50337         7034 SH       D       7          7034            0            0
REPUBLIC SVCS INC COM          COM  760759100     18315115      1274095 SH       D       6       1271291            0         2804
REPUBLIC SERVICES INC          COM  760759100       325748        23321 SH       D       7         10667            0        12654
RESEARCH INC                   COM  760898106        16000         3200 SH       D       7          3200            0            0
RESEARCH FRONTIERS INC COM     COM  760911107      1849488       124860 SH       D       6        124860            0            0
RESEARCH FRONTIERS INC         COM  760911107         5984          404 SH       D       7           404            0            0
RES-CARE INC COM               COM  760943100      4250824       333398 SH       D       6        333398            0            0
Res-Care Inc.                  COM  760943100        39180         3073 SH       D       7          3073            0            0
RESEARCH ENGINEERS INC         COM  760961102       124800         2600 SH       D       6          2600            0            0
RESEARCH ENGINEERS INC         COM  760961102        38400          800 SH       D       7           800            0            0
RESTORATION HARDWAR INC DEL CO COM  760981100      1144724       168033 SH       D       6        168033            0            0
Restoration Hardware Inc.      COM  760981100        14224         2088 SH       D       7          2088            0            0
RESEARCH PARTNERS INTERNATIO   COM  761013101        11700         3900 SH       D       6          3900            0            0
RESMED INC - COM COM           COM  761152107      9079581       217475 SH       D       6        217475            0            0
Resmed Inc.                    COM  761152107        90054         2157 SH       D       7          2157            0            0
RESORT QUEST INTL INC COM      COM  761183102       699132       166957 SH       D       6        166957            0            0
RESORTQUEST INTL INC           COM  761183102         3157          754 SH       D       7           754            0            0
RESOURCE AMERICA INC COM       COM  761195205      3799348       482457 SH       D       6        482457            0            0
Resource America Inc.          COM  761195205        23577         2994 SH       D       7          2994            0            0
RESOURCE ASSET INVESTMENT TR C COM  761196104       828096        76587 SH       D       6         76587            0            0
RESOURCE ASSET INVT TRUST      COM  761196104         4054          375 SH       D       7           375            0            0
RESOURCE BANCSHARES COM        COM  761197102      1893939       417968 SH       D       6        410168            0         7800
Resource Bancshares Mtg. Group COM  761197102        14214         3137 SH       D       7          3137            0            0
RESOURCES BANKSHARES COM       COM  76121R104         9013         1045 SH       D       6          1045            0            0
RESOURCE BANKSHARES CORP       COM  76121R104         1725          200 SH       D       7           200            0            0
RESOURCE PHOENIX COM COM       COM  76122L106      1185000        60000 SH       D       6         60000            0            0
RESPIRONICS INC COM            COM  761230101      4492402       563749 SH       D       6        563749            0            0
Respironics Inc.               COM  761230101        35763         4488 SH       D       7          4488            0            0
RESPONSE TECHNOLOGIES INC COM  COM  761232305        15269        13573 SH       D       6         13573            0            0
RESPONSE USA INC               COM  761235506         2784         2700 SH       D       6          2700            0            0
RETCK INC COM                  COM  76128Q109     15920642       211570 SH       D       6        211570            0            0
RETEK INC                      COM  76128Q109       165550         2200 SH       D       7          2200            0            0
RETROSPETTIVA INC              COM  761300102         2562         2000 SH       D       6          2000            0            0
REUNION INDS INC COM           COM  761312107         2142         1258 SH       D       6          1258            0            0
REUNION INDUSTRIES INC         COM  761312107         3325         1900 SH       D       7          1900            0            0
REUTERS GROUP PLC-SPONS ADR    COM  76132M102      1518305        18788 SH       D       7         18788            0            0
REVLON INC CL A                COM  761525500      1275984       160754 SH       D       6        160754            0            0
REVLON INC-CL A                COM  761525500        52152         6803 SH       D       7           894            0         5909
REX STORES CORP COM            COM  761624105      6137775       175365 SH       D       6        175365            0            0
REX STORES CORPORATION         COM  761624105        12670          362 SH       D       7           362            0            0
REXALL SUNDOWN INC COM         COM  761648104      6985099       677343 SH       D       6        677343            0            0
Rexall Sundown Inc.            COM  761648104       116809        11327 SH       D       7         11327            0            0
REXHALL INDUSTRIES INC         COM  761684109         3071          315 SH       D       7           315            0            0
REYNOLDS & REYNOLDS CO CL A CO COM  761695105     35310735      1569366 SH       D       6       1557297            0        12069
REYNOLDS & REYNOLDS INC        COM  761695105       495754        22357 SH       D       7         17064            0         5293
REYNOLDS METALS CO COM STOCK N COM  761763101       168159         1390 SH       D       2          1390            0            0
REYNOLDS METALS CO COM STOCK N COM  761763101     13183723       108976 SH       D       3        100876            0         8100
REYNOLDS METALS CO COM STOCK N COM  761763101      1149293         9500 SH       D       4          9500            0            0
REYNOLDS METALS CO             COM  761763101      1330516        17364 SH       D       5         17364            0            0
REYNOLDS METALS CO COM         COM  761763101    124932696      1630443 SH       D       6       1499960          185       130298
REYNOLDS METALS CO COM         COM  761763101      3610889        46944 SH       D       7         41860            0         5084
REYNOLDS METALS COMPANY        COM  761763101       229875         3000 SH       S       7          3000            0            0
REYNOLDS RJ TOB HLDGS COM      COM  76182K105     26142565      1482956 SH       D       6       1482956            0            0
RJ REYNOLDS TOBACCO HOLD       COM  76182K105       683891        37249 SH       D       7         22147            0        15101
RHYTHMS NET CONNECTIONS INC CO COM  762430205     21444994       691774 SH       D       6        690399            0         1375
RYTHMS NETCONNECTIONS INC      COM  762430205       670446        23212 SH       D       7          7800            0        15412
RIBOZYME PHARMACEUTICALS INC C COM  762567105        52500         5000 SH       D       6          5000            0            0
RIBOZYME PHARMACEUTICALS INC   COM  762567105        19950         1900 SH       D       7          1900            0            0
RICA FOODS INC COM             COM  762582203       435432        36668 SH       D       6         36668            0            0
RICA FOODS INC                 COM  762582203         3990          336 SH       D       7           336            0            0
RICHARDSON ELECTRS LTD COM     COM  763165107      1512585       201678 SH       D       6        201678            0            0
RICHARDSON ELECTRONICS         COM  763165107         3607          481 SH       D       7           481            0            0
RICHMOND CNTY FINL C COM       COM  764556106      8649896       478887 SH       D       6        478887            0            0
Richmond County Finl. Corp.    COM  764556106        86483         4788 SH       D       7          4788            0            0
RICHTON INTL CORP COM          COM  765516109         8811          613 SH       D       6           613            0            0
ICHTON INTERNATIONAL CORP      COM  765516109        11400          800 SH       D       7           800            0            0
RICOH CO LTD-SP ADR            COM  765658307      1594070        16943 SH       D       7         16943            0            0
RIDDELL SPORTS INC COM         COM  765670104         3451         1004 SH       D       6          1004            0            0
RIDDELL SPORTS INC.            COM  765670104         1718          500 SH       D       7           500            0            0
RIDGEVIEW INC COM              COM  765905104         4291         2641 SH       D       6          2641            0            0
RIGGS NATIONAL CORP WASH DC CO COM  766570105      5194252       393877 SH       D       6        393877            0            0
Riggs National Corp.           COM  766570105        43492         3298 SH       D       7          3298            0            0
RIGHT MGMT CONSULTANTS INC     COM  766573109      1293980       112520 SH       D       6        112520            0            0
RIGHT MAMAGEMENT CONSULTANTS   COM  766573109         9200          800 SH       D       7           800            0            0
RIGHT START INC. COM           COM  766574206        23688         1128 SH       D       6          1128            0            0
THE RIGHT START                COM  766574206        16800          800 SH       D       7           800            0            0
RIGHTCHOICE MANAGED COM        COM  76657K101        29578         2572 SH       D       6          2572            0            0
RIGHTCHOICE MANAGED CARE - A   COM  76657K101         3450          300 SH       D       7           300            0            0
RIMAGE CORP COM                COM  766721104       718032        44877 SH       D       6         44877            0            0
RIMAGE CORP                    COM  766721104         3472          217 SH       D       7           217            0            0
RISCORP INC COM                COM  767597107        15112         6200 SH       D       6          6200            0            0
RISK CAP HLDGS INC COM         COM  767711104      2622768       207744 SH       D       6        207744            0            0
Risk Cap Holdings Inc.         COM  767711104        20503         1624 SH       D       7          1624            0            0
RITCHIE BROS. AUCTIONEERS      COM  767744105        24975          900 SH       D       7           900            0            0
RITE AID CORP COM STOCK US$1   COM  767754104        70681         3920 SH       D       2          3920            0            0
RITE AID CORP COM STOCK US$1   COM  767754104      7411382       411038 SH       D       3        411038            0            0
RITE AID CORP                  COM  767754104       805861        72437 SH       D       5         72437            0            0
RITE AID CORP COM              COM  767754104     74830493      6688759 SH       D       6       6150004          829       537926
RITE AID CORP COM              COM  767754104      2157476       193166 SH       D       7        171082            0        22084
RITE AID CORP                  COM  767754104       140291        12540 SH       S       7         12540            0            0
RIVERSIDE GROUP INC COM        COM  769135104          706          870 SH       D       6           870            0            0
RIVERVIEW BANCORP INC COM      COM  769397100       326139        33666 SH       D       6         33666            0            0
RIVERVIEW BANCORP              COM  769397100         2509          259 SH       D       7           259            0            0
RIVIANA FOODS INC COM          COM  769536103      2187794       123256 SH       D       6        123256            0            0
Riviana Foods Inc.             COM  769536103        25009         1409 SH       D       7          1409            0            0
RIVIERA HLDGS CORP COM         COM  769627100        11710         1837 SH       D       6          1837            0            0
RIVIERA HOLDINGS CORP          COM  769627100         1275          200 SH       D       7           200            0            0
RIVIERA TOOL CO                COM  769648106         3417          882 SH       D       6           882            0            0
RIVIERA TOOL CO                COM  769648106         1220          315 SH       D       7           315            0            0
ROADHOUSE GRILL COM            COM  769725102         3568          865 SH       D       6           865            0            0
ROADHOUSE GRILL INC            COM  769725102         1650          400 SH       D       7           400            0            0
ROADWAY EXPRESS INC COM        COM  769742107      7415428       342910 SH       D       6        317110            0        25800
Roadway Express Inc.           COM  769742107        68594         3172 SH       D       7          3172            0            0
ROANOKE EL STEEL CORP COM      COM  769841107      1822015       112124 SH       D       6        112124            0            0
ROANOKE ELECTRICS STEEL CORP   COM  769841107         6630          408 SH       D       7           408            0            0
ROBERTS REALTY INVS COM        COM  769900101        24800         3200 SH       D       6          3200            0            0
ROBERTS REALTY INVESTORS INC   COM  769900101         3100          400 SH       D       7           400            0            0
ROBBINS & MYERS INC COM        COM  770196103      3722265       164520 SH       D       6        164520            0            0
Robbins & Myers Inc.           COM  770196103        28303         1251 SH       D       7          1251            0            0
ROBERDS INC COM                COM  770292100         6900         4800 SH       D       6          4800            0            0
ROBERT HALF INTERNATIONAL INC  COM  770323103       287567         6100 SH       D       3          6100            0            0
ROBERT HALF INTL INC           COM  770323103       723602        25334 SH       D       5         25334            0            0
ROBERT HALF INTL INC COM       COM  770323103     34660193      1213486 SH       D       6       1213486            0            0
ROBERT HALF INTL INC           COM  770323103      1047733        38567 SH       D       7         13232            0        25335
ROBERTSON CECO CORP COM        COM  770539203      1834439       185766 SH       D       6        185766            0            0
ROBERTSON-CECO CORP            COM  770539203        12837         1300 SH       D       7          1300            0            0
ROBINSON NUGENT INC COM        COM  770810109        68276         5252 SH       D       6          5252            0            0
ROBINSON NUGENT INC.           COM  770810109        28600         2200 SH       D       7          2200            0            0
ROBOCOM SYSTEMS INC            COM  771062106         3400         1700 SH       D       6          1700            0            0
ROBOTIC VISION SYSTEMS INC COM COM  771074101      3042861       328958 SH       D       6        328958            0            0
ROBOTIC VISION SYSTEMS INC     COM  771074101        10295         1113 SH       D       7          1113            0            0
ROCHESTER MED CORP COM         COM  771497104         2337          328 SH       D       6           328            0            0
ROCHESTER MEDICAL CORP         COM  771497104         1695          238 SH       D       7           238            0            0
ROCK OF AGES CORP              COM  772632105         8212         1800 SH       D       6          1800            0            0
ROCK OF AGES CORP              COM  772632105          793          174 SH       D       7           174            0            0
ROCK-TENN CO COM               COM  772739207      7082846       480193 SH       D       6        480193            0            0
Rock-Tenn Company              COM  772739207        33069         2242 SH       D       7          2242            0            0
ROCKWELL INTERNATIONAL CORP CO COM  773903109       251630         3240 SH       D       2          3240            0            0
ROCKWELL INTERNATIONAL CORP CO COM  773903109     25039428       322408 SH       D       3        301708            0        20700
ROCKWELL INTERNATIONAL CORP CO COM  773903109      1390181        17900 SH       D       4         17900            0            0
ROCKWELL INTL CORP             COM  773903109      2548817        53239 SH       D       5         53239            0            0
ROCKWELL INTL CORP (NEW) COM   COM  773903109    234774118      4903898 SH       D       6       4512520          660       390718
ROCKWELL INTL CORP (NEW) COM   COM  773903109      6832127       142603 SH       D       7        128872            0        13731
ROCKWELL INTL CORP             COM  773903109       440737         9206 SH       S       7          9206            0            0
ROCKSHOX INC COM               COM  774066104        14010         8006 SH       D       6          8006            0            0
ROCKY MOUNTAIN CHOC FACT INC   COM  774678403         1575          300 SH       D       7           300            0            0
ROCKY SHOES & BOOTS COM        COM  774830103         5612          736 SH       D       6           736            0            0
ROCKY SHOES & BOOTS INC        COM  774830103          762          100 SH       D       7           100            0            0
ROFIN SINAR TECHNOLO COM       COM  775043102      1052027       147653 SH       D       6        147653            0            0
ROFIN-SINAR TECHNOLOGIES INC   COM  775043102         3733          524 SH       D       7           524            0            0
ROGERS CORP COM                COM  775133101      7502775       196151 SH       D       6        196151            0            0
Rogers Corp.                   COM  775133101        39206         1025 SH       D       7          1025            0            0
ROGUE WAVE SOFTWARE COM        COM  775369101      1081952       135244 SH       D       6        135244            0            0
ROGUE WAVE SOFTWARE            COM  775369101         3744          468 SH       D       7           468            0            0
ROHM & HAAS CO COM STOCK US$2. COM  775371107       235711         3600 SH       D       2          3600            0            0
ROHM & HAAS CO COM STOCK US$2. COM  775371107     23689164       361803 SH       D       3        338024            0        23779
ROHM & HAAS CO COM STOCK US$2. COM  775371107       219669         3355 SH       D       4          3355            0            0
ROHM AND HAAS CO               COM  775371107      2417447        59415 SH       D       5         59415            0            0
ROHM AND HAAS CO COM           COM  775371107    212629825      5225925 SH       D       6       4792586          720       432619
ROHM AND HAAS CO COM           COM  775371107      6194017       151125 SH       D       7        141253            0         9872
ROHM & HAAS COMPANY            COM  775371107       426974        10494 SH       S       7         10494            0            0
ROHN INDUSTRIES, INC COM       COM  775381106      1121569       390111 SH       D       6        390111            0            0
ROLLINS INC COM                COM  775711104      5982735       398849 SH       D       6        398849            0            0
Rollins Inc.                   COM  775711104        78885         5259 SH       D       7          5259            0            0
ROLLINS TRUCK LEASING CORP COM COM  775741101     19952862      1671444 SH       D       6       1593824            0        77620
Rollins Truck Leasing Corp.    COM  775741101        86988         7287 SH       D       7          7287            0            0
ROMAC INTL INC COM             COM  775835101      9033292       672245 SH       D       6        672245            0            0
Romac International Inc.       COM  775835101        82855         6166 SH       D       7          6166            0            0
ROPER IND COM                  COM  776696106     24522427       648527 SH       D       6        648527            0            0
Roper Industries Inc.          COM  776696106       176697         4673 SH       D       7          4673            0            0
ROSLYN BANCORP INC. COM        COM  778162107     36961020      1997893 SH       D       6       1953148            0        44745
ROSLYN BANCORP INC             COM  778162107       162715         8963 SH       D       7          3452            0         5511
ROSS STORES INC COM            COM  778296103     25847830      1440994 SH       D       6       1435762            0         5232
ROSS STORES INC                COM  778296103       512691        31162 SH       D       7         15408            0        15754
ROSS SYSTEMS INC. COM          COM  778303107        40412        12200 SH       D       6         12200            0            0
ROSS SYSTEMS                   COM  778303107         4564         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      2299388       121420 SH       D       3        121420            0            0
REXENE CORP NEW COM            COM  779077106         3735         1423 SH       D       6          1423            0            0
ROTTLUND COMPANY               COM  779077106         3150         1200 SH       D       7          1200            0            0
ROUGE INDUSTRIES, INC COM      COM  779088103      1406703       178629 SH       D       6        178629            0            0
Rouge Industries Inc.          COM  779088103        11655         1480 SH       D       7          1480            0            0
ROUSE CO COM STOCK US$0.01     COM  779273101      3118573        89220 SH       D       3         89220            0            0
ROUSE CO COM                   COM  779273101     19106576       899133 SH       D       6        880732            0        18401
ROUSE CO                       COM  779273101       375470        17746 SH       D       7         12525            0         5221
ROWAN COS INC COM STOCK US$0.1 COM  779382100       720321        21604 SH       D       3         21604            0            0
ROWAN CO INC COM               COM  779382100     45595214      2102373 SH       D       6       1929532          326       172515
ROWAN CO INC COM               COM  779382100      1331111        61548 SH       D       7         55161            0         6387
ROWAN COS INC                  COM  779382100        86966         4010 SH       S       7          4010            0            0
ROWE COMPANIES                 COM  779528108      1379168       163457 SH       D       6        163457            0            0
ROWE FURNITURE CORP            COM  779528108         4210          499 SH       D       7           499            0            0
ROWE COM COM                   COM  77957X108      3237279        71345 SH       D       6         71345            0            0
ROWECOM INC                    COM  77957X108        22687          500 SH       D       7           500            0            0
ROYAL APPLIANCE MFG. COM       COM  780076105      1178560       241756 SH       D       6        241756            0            0
ROYAL APPLIANCE MFG CO         COM  780076105         4358          894 SH       D       7           894            0            0
ROYAL BANCSHARES OF PENN INC C COM  780081105      1129170        75278 SH       D       6         75278            0            0
ROYAL BANCSHARES OF PENN-A     COM  780081105        12190          812 SH       D       7           812            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804      8095891        83200 SH       D       1         83200            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804      1829360        18800 SH       D       2         18800            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804     68778295       706822 SH       D       3        706822            0            0
ROYAL DUTCH PETE CO COM        COM  780257804   3124567745     51699156 SH       D       6      46956615         7145      4735396
ROYAL DUTCH PETE CO COM        COM  780257804     88234220      1459713 SH       D       7       1429327            0        30386
ROYAL DUTCH PETROLEUM          COM  780257804       158762         2600 SH       D       9          2600            0            0
ROYAL DUTCH PETROLEUM          COM  780257804      6264286       103649 SH       S       7        103649            0            0
ROYAL GOLD INC                 COM  780287108       558681       154119 SH       D       6        154119            0            0
ROYAL GOLD INC                 COM  780287108         9062         2500 SH       D       7          2500            0            0
ROYALE ENERGY INC              COM  78074G200         4750         1900 SH       D       6          1900            0            0
ROYAL PRECISION INC. COM       COM  780921102         2425          970 SH       D       6           970            0            0
RUBIOS RESTAURANTS INC COM     COM  78116B102       488800        61100 SH       D       6         61100            0            0
RUBY TUESDAY, INC COM          COM  781182100     28464165      1565040 SH       D       6       1445540            0       119500
Ruby Tuesday Inc.              COM  781182100       124184         6828 SH       D       7          6828            0            0
RUDDICK CORP                   COM  781258108     13900772       896824 SH       D       6        893024            0         3800
Ruddick Corp.                  COM  781258108       101587         6554 SH       D       7          6554            0            0
RUDOLF TECHNOLOGIES COM        COM  781270103       112225         3350 SH       D       6          3350            0            0
RUDOLPH TECHNOLOGIES           COM  781270103        24019          717 SH       D       7           717            0            0
RURAL /METRO CORP COM          COM  781748108       709539       165730 SH       D       6        162446            0         3284
RURAL/METRO CORP               COM  781748108         2710          633 SH       D       7           633            0            0
RUSH ENTERPRISES INC COM       COM  781846100      1279683        88254 SH       D       6         88254            0            0
RUSH ENTERPRISES INC           COM  781846100         5756          397 SH       D       7           397            0            0
RURAL CELLULAR CORP COM        COM  781904107     20068556       221752 SH       D       6        197152            0        24600
RURAL CELLULAR CORP-CL A       COM  781904107        34933          386 SH       D       7           386            0            0
RUSS BERRIE & CO INC COM       COM  782233100      6424950       244760 SH       D       6        244760            0            0
Russ Berrie & Company Inc.     COM  782233100        52552         2002 SH       D       7          2002            0            0
RUSSELL CORP COM STOCK US$0.01 COM  782352108       168261         6400 SH       D       1          6400            0            0
RUSSELL CORP COM STOCK US$0.01 COM  782352108        44694         1700 SH       D       2          1700            0            0
RUSSELL CORP COM STOCK US$0.01 COM  782352108      1382925        52601 SH       D       3         52601            0            0
RUSSELL CORP COM               COM  782352108     28518466      1702595 SH       D       6       1549884          137       152574
RUSSELL CORP COM               COM  782352108       493350        29457 SH       D       7         29002            0          455
RUSSELL CORP                   COM  782352108        26800         1600 SH       S       7          1600            0            0
RYANS FAMILY STEAK HOUSE INC C COM  783519101      9497152      1117312 SH       D       6       1112012            0         5300
Ryan's Family Steak House Inc. COM  783519101        85000        10000 SH       D       7         10000            0            0
RYDER SYSTEM INC COM STOCK US$ COM  783549108      3715885        95075 SH       D       3         95075            0            0
RYDER SYSTEM INC COM           COM  783549108     47501539      1943797 SH       D       6       1702797          270       240730
RYDER SYSTEM INC COM           COM  783549108      1484090        60589 SH       D       7         54857            0         5732
RYDER SYSTEM                   COM  783549108        80643         3300 SH       S       7          3300            0            0
RYERSON TULL INC COM           COM  78375P107     19644431      1010646 SH       D       6        985246            0        25400
Ryerson Tull Inc.              COM  78375P107       153128         7878 SH       D       7          7878            0            0
RYLAND GROUP INC COM           COM  783764103     22169658       961286 SH       D       6        914556            0        46730
Ryland Group Inc.              COM  783764103        49399         2142 SH       D       7          2142            0            0
S & K FAMOUS BRANDS INC COM    COM  783774102        35702         6013 SH       D       6          6013            0            0
S & K FAMOUS BRANDS INC        COM  783774102         5343          900 SH       D       7           900            0            0
S & T BANCORP INC COM          COM  783859101      9311311       401566 SH       D       6        401366            0          200
S&T Bancorp Inc.               COM  783859101        90639         3909 SH       D       7          3909            0            0
SBE INC COM NEW                COM  783873201        22950         3600 SH       D       6          3600            0            0
SBE INC                        COM  783873201         6375         1000 SH       D       7          1000            0            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103     13679571       178042 SH       D       1        177910          132            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103      6265075        81515 SH       D       2         81515            0            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103    448678998      5837770 SH       D       3       5572547            0       265223
SBC COMMUNICATIONS COM STOCK U COM  78387G103      9417788       122535 SH       D       4        122535            0            0
SBC COMMUNICATIONS INC         COM  78387G103     46291440       949568 SH       D       5        949568            0            0
SBC COMMUNICATIONS INC. COM    COM  78387G103   4535797012     93041990 SH       D       6      84647061        11392      8383537
SBC COMMUNICATIONS INC. COM    COM  78387G103    136055077      2825517 SH       D       7       2429366            0       396151
SBC COMMUNICATIONS, INC        COM  78387G103      8034438       164809 SH       S       7        164809            0            0
SBS TECHNOLOGIES INC COM       COM  78387P103      2665522        73028 SH       D       6         73028            0            0
SBS TECHNOLOGIES INC           COM  78387P103        11497          315 SH       D       7           315            0            0
SBA COMMUNICATIONS CORP COM    COM  78388J106       860625        45900 SH       D       6         45900            0            0
SCB COMPUTER TECHNOL COM       COM  78388N107       570771       182647 SH       D       6        182647            0            0
SCB COMPUTER TECHNOLOGY INC    COM  78388N107         7531         2410 SH       D       7          2410            0            0
SCC COMMUNICATIONS CORP COM    COM  78388X105       465887        79300 SH       D       6         79300            0            0
SCC COMMUNICATIONS CORP        COM  78388X105         2350          400 SH       D       7           400            0            0
S C I SYSTEMS INC COM          COM  783890106     82133256       999340 SH       D       6        995862            0         3478
SCI SYSTEMS INC                COM  783890106      1806229        23243 SH       D       7         10337            0        12906
SI TECHNOLOGIES INC COM        COM  783978109         2082          952 SH       D       6           952            0            0
SCM MICROSYSTEMS INC COM       COM  784018103     14319378       223959 SH       D       6        223959            0            0
SCM Microsystems Inc.          COM  784018103       123207         1927 SH       D       7          1927            0            0
SCP POOL CORP COM              COM  784028102      8196016       315991 SH       D       6        315991            0            0
SCP Pool Corp.                 COM  784028102        38776         1495 SH       D       7          1495            0            0
SCIPE HLDGS INC COM            COM  78402P104      6964507       216794 SH       D       6        216794            0            0
SCPIE Holdings Inc.            COM  78402P104        57054         1776 SH       D       7          1776            0            0
SDL INC COM                    COM  784076101     75865744       348008 SH       D       6        347208            0          800
SDL INC                        COM  784076101      1845584         8517 SH       D       7          2162            0         6355
SED INTERNATIONAL HOLDINGS INC COM  784109100        12820         5544 SH       D       6          5544            0            0
SEEC INC COM                   COM  784110108        39830         5956 SH       D       6          5956            0            0
SEEC INC                       COM  784110108        15381         2300 SH       D       7          2300            0            0
S E I INC COM                  COM  784117103     45756261       384456 SH       D       6        341056            0        43400
SEI INVESTMENT CO.             COM  784117103       711467         6119 SH       D       7          2598            0         3521
SEMCO ENERGY COM               COM  78412D109      4020632       340371 SH       D       6        339641            0          730
Semco Energy Inc.              COM  78412D109        35732         3025 SH       D       7          3025            0            0
SFX ENTERTAINMENT INC COM      COM  784178105     18874569       521577 SH       D       6        520282            0         1295
SFX ENTERTAINMENT INC CL A     COM  784178105       523171        14983 SH       D       7          4101            0        10882
SGV BANCORP INC COM            COM  78422T102        32593         1490 SH       D       6          1490            0            0
SGV BANCORP INC                COM  78422T102         4375          200 SH       D       7           200            0            0
SI HANDLING SYSTEMS INC        COM  784255101          953          100 SH       D       7           100            0            0
SJNB FINL CORP COM             COM  784273104       844362        27684 SH       D       6         27684            0            0
SJNB FINANCIAL CORP            COM  784273104         3355          110 SH       D       7           110            0            0
SJW CORP COM                   COM  784305104      3830082        31851 SH       D       6         31851            0            0
SJW Corp.                      COM  784305104        42688          355 SH       D       7           355            0            0
SK CORPORATION- REP.5 PREF NV  ADR  784328106        18494         1500 SH       D       3          1500            0            0
SKF AB-SPONSORED ADR           COM  784375404       470349        19004 SH       D       7         19004            0            0
SL GREEN RLTY CORP COM         COM  78440X101     15025661       690835 SH       D       6        527585            0       163250
SL Green Realty Corp.          COM  78440X101        73732         3390 SH       D       7          3390            0            0
SL INDS INC COM                COM  784413106      1159500        99742 SH       D       6         99742            0            0
SL INDUSTRIES, INC.            COM  784413106         2941          253 SH       D       7           253            0            0
SLM HOLDINGS                   COM  78442A109       172278         2530 SH       D       2          2530            0            0
SLM HOLDINGS                   COM  78442A109     17335793       254585 SH       D       3        237435            0        17150
SLM HOLDING CORP COM           COM  78442A109    162916126      3856003 SH       D       6       3540029          520       315454
SLM HOLDING CORP COM           COM  78442A109      6359057       151834 SH       D       7        105190            0        46644
SLM HOLDING CORP               COM  78442A109       330817         7830 SH       S       7          7830            0            0
SLI INC COM                    COM  78442T108      4212621       310608 SH       D       6        310608            0            0
SLI Inc.                       COM  78442T108        43874         3235 SH       D       7          3235            0            0
S M & A CORP.                  COM  784432106      1274091       208015 SH       D       6        208015            0            0
SM&A CORPORATION               COM  784432106         4526          739 SH       D       7           739            0            0
SMC CORP COM                   COM  784460107        15250         4000 SH       D       6          4000            0            0
SMC CORP                       COM  784460107         1162          300 SH       D       7           300            0            0
SNB BANCSHARES INC COM         COM  784605107        11059          783 SH       D       6           783            0            0
SNB BANCSHARES INC             COM  784605107         2850          200 SH       D       7           200            0            0
SPS TECHNOLOGIES INC COM       COM  784626103      7012900       219582 SH       D       6        219582            0            0
SPS Technologies Inc.          COM  784626103        57966         1815 SH       D       7          1815            0            0
SPS TRANSACTION COM            COM  784627101        44712         1400 SH       D       6          1400            0            0
SPDR TR COM                    COM  78462F103       688109         4685 SH       D       6          4685            0            0
SPSS INC COM                   COM  78462K102      3561007       141030 SH       D       6        141030            0            0
SPSS Inc.                      COM  78462K102        28153         1115 SH       D       7          1115            0            0
SOS STAFFING SVCS COM          COM  78462X104       644280       147264 SH       D       6        147264            0            0
SOS STAFFING SVCS INC COM      COM  78462X104         8605         1967 SH       D       7          1967            0            0
SPX CORP U$ COMMON STK         COM  784635104      4919605        37889 SH       D       3         37889            0            0
SPX CORP COM                   COM  784635104     34982600       432886 SH       D       6        432265            0          621
SPX CORP.                      COM  784635104       830429        10276 SH       D       7          2656            0         7620
SI CORPORATION COM             COM  78463B101     50487824       645987 SH       D       6        640787            0         5200
S1 Corporation                 COM  78463B101       393984         5043 SH       D       7          5043            0            0
SRS LABS INC COM               COM  78464M106        32858         5593 SH       D       6          5593            0            0
SRS LABS, INC.                 COM  78464M106         3060          521 SH       D       7           521            0            0
SSE TELECOM INC COM            COM  784652109        54943         5900 SH       D       6          5900            0            0
STM WIRELESS INC COM           COM  784776106        57021         8607 SH       D       6          8607            0            0
STM WIRELESS INC.              COM  784776106         6625         1000 SH       D       7          1000            0            0
STV ENGINEERS INC COM          COM  784847105         5146          716 SH       D       6           716            0            0
STV GROUP INC                  COM  784847105         1437          200 SH       D       7           200            0            0
S3 INC COM                     COM  784849101     16700909      1444403 SH       D       6       1428303            0        16100
S3 Inc.                        COM  784849101       100917         8728 SH       D       7          8728            0            0
SVB FINL SVCS INC COM          COM  784869109        22635         2515 SH       D       6          2515            0            0
SVB FINANCIAL SERVICES INC     COM  784869109         2795          315 SH       D       7           315            0            0
SVI HOLDINGS INC COM           COM  784872103      2922156       243513 SH       D       6        243513            0            0
SVI Holdings Inc.              COM  784872103        44136         3678 SH       D       7          3678            0            0
SPR INC-COM COM                COM  784922106       742913       121292 SH       D       6        121292            0            0
SPR INC                        COM  784922106         4324          706 SH       D       7           706            0            0
SPAR GROUP INC COM             COM  784933103        13280         3935 SH       D       6          3935            0            0
S Y BANCORP INC COM            COM  785060104      1814640        82955 SH       D       6         82955            0            0
S.Y. BANCORP INC               COM  785060104         5293          242 SH       D       7           242            0            0
SYNC RESEARCH INC              COM  785065202         6435         1980 SH       D       6          1980            0            0
SABINE RTY TRUST UNIT BEN INT  COM  785688102      2354787       175240 SH       D       6        175240            0            0
SABRATEK CORP COM              COM  78571U108         1657        20721 SH       D       6         20721            0            0
SABRATEK CORPORATION           COM  78571U108           36          461 SH       D       7           461            0            0
SABRE GROUP HOLDINGS COM       COM  785905100     27185408       530447 SH       D       6        530447            0            0
SABRE HOLDINGS CORP            COM  785905100       441088         8899 SH       D       7          2239            0         6660
SAF T LOK INC                  COM  78636P102         4593         4200 SH       D       6          4200            0            0
SAF T LOK INCORPORATED         COM  78636P102          875          800 SH       D       7           800            0            0
SAFECO CORP COM STOCK NPV      COM  786429100       121048         3050 SH       D       2          3050            0            0
SAFECO CORP COM STOCK NPV      COM  786429100      8550843       215451 SH       D       3        201651            0        13800
SAFECO CORP                    COM  786429100       945772        38021 SH       D       5         38021            0            0
SAFECO CORP COM                COM  786429100     86794448      3489224 SH       D       6       3213856          432       274936
SAFECO CORP COM                COM  786429100      2480095        99678 SH       D       7         88412            0        11266
SAFECO CORP                    COM  786429100       156712         6300 SH       S       7          6300            0            0
SAFEGUARD HEALTH ENTERPRISES I COM  786444109          716         1147 SH       D       6          1147            0            0
SAFEGUARD SCIENTIFICS INC COM  COM  786449108     73207196       451722 SH       D       6        438332            0        13390
SAFEGUARD SCIENTIFICS INC      COM  786449108      1144664         6996 SH       D       7          3713            0         3283
SAFESCIENCE INC COM            COM  786452102      1655713       142427 SH       D       6        142427            0            0
Safescience Inc.               COM  786452102        16228         1396 SH       D       7          1396            0            0
SAFESKIN CORP COM              COM  786454108     13459320      1110047 SH       D       6       1110047            0            0
Safeskin Corp.                 COM  786454108       151865        12525 SH       D       7         12525            0            0
SAFETY COMPONENTS INTL INC. CO COM  786474106         7070         8081 SH       D       6          8081            0            0
SAFETY COMPONENTS INTL INC     COM  786474106          350          400 SH       D       7           400            0            0
SAFETY 1ST INC COM             COM  786475103        42750         5700 SH       D       6          5700            0            0
SAFETY 1ST INC                 COM  786475103         3000          400 SH       D       7           400            0            0
SAFETY-KLEEN CORP. COM         COM  78648R203     12336066      1090481 SH       D       6       1084428            0         6053
SAFETY-KLEEN CORP              COM  78648R203       128141        12816 SH       D       7          8671            0         4145
SAFEWAY                        COM  786514208       391909         6960 SH       D       2          6960            0            0
SAFEWAY                        COM  786514208     45514490       808302 SH       D       3        764302            0        44000
SAFEWAY                        COM  786514208      1007926        17900 SH       D       4         17900            0            0
SAFEWAY INC COM NEW            COM  786514208    426970097     12006189 SH       D       6      11001301         1704      1003184
SAFEWAY INC COM NEW            COM  786514208     16455200       462015 SH       D       7        323686            0       138329
SAFEWAY INC                    COM  786514208       875584        24621 SH       S       7         24621            0            0
SAFLINK CORP                   COM  786578104        20425        17200 SH       D       6         17200            0            0
SAFLINK CORPORATION            COM  786578104         2031         1000 SH       D       7          1000            0            0
SAGA COMMUNICATIONS COM        COM  786598102      3600956       177825 SH       D       6        177825            0            0
Saga Communications Inc.       COM  786598102        31124         1537 SH       D       7          1537            0            0
SAGA SYSTEMS INC COM           COM  786610105      5982785       300077 SH       D       6        300077            0            0
Saga Systems Inc.              COM  786610105        86588         4343 SH       D       7          4343            0            0
SAGA INC SEGA INC              COM  786632109      1009437        52100 SH       D       6         52100            0            0
SAGE                           COM  786632109         9687          500 SH       D       7           500            0            0
SAGENT TECHNOLOGY INC COM      COM  786693101      6980138       233157 SH       D       6        233157            0            0
Sagent Technology Inc.         COM  786693101        69844         2333 SH       D       7          2333            0            0
ST FRANCIS CAP CORP COM        COM  789374105      4431092       237911 SH       D       6        176711            0        61200
St Francis Capital Corp.       COM  789374105        21772         1169 SH       D       7          1169            0            0
ST. JOE COMPANY                COM  790148100      4185651       107929 SH       D       3        107929            0            0
ST. JOE COMPANY                COM  790148100     10021904       412212 SH       D       6        409638            0         2574
ST. JOE COMPANY                COM  790148100       281135        11619 SH       D       7          7293            0         4326
ST JOSEPH LIGHT & POWER CO COM COM  790654107      2155247       105134 SH       D       6        105134            0            0
ST JOSEPH LIGHT & POWER        COM  790654107         6129          299 SH       D       7           299            0            0
ST.JUDE MEDICAL INC COM STOCK  COM  790849103       639039        13000 SH       D       1         13000            0            0
ST.JUDE MEDICAL INC COM STOCK  COM  790849103       304772         6200 SH       D       2          6200            0            0
ST.JUDE MEDICAL INC COM STOCK  COM  790849103      6758329       137485 SH       D       3        137485            0            0
ST JUDE MED INC COM            COM  790849103     78746769      2566086 SH       D       6       2302740          280       263066
ST JUDE MED INC COM            COM  790849103      2656162        87190 SH       D       7         74622            0        12568
ST JUDE MEDICAL INC            COM  790849103       125205         4080 SH       S       7          4080            0            0
ST MARY LD & EXPL CO COM       COM  792228108      5737891       231834 SH       D       6        231034            0          800
St Mary Land & Exploration Co. COM  792228108        36159         1461 SH       D       7          1461            0            0
ST.PAUL COS INC COM STOCK NPV  COM  792860108       208020         3860 SH       D       2          3860            0            0
ST.PAUL COS INC COM STOCK NPV  COM  792860108     20965408       389032 SH       D       3        368740            0        20292
ST. PAUL COMPANIES             COM  792860108      2142962        63613 SH       D       5         63613            0            0
ST PAUL COMPANIES INC COM      COM  792860108    208750590      6196678 SH       D       6       5556982          759       638937
ST PAUL COMPANIES INC COM      COM  792860108      6096612       180688 SH       D       7        160767            0        19921
ST. PAUL COS.                  COM  792860108       370562        11000 SH       S       7         11000            0            0
SAKS, INC COM                  COM  79377W108     35949754      2310024 SH       D       6       2299677            0        10347
SAKS INC                       COM  79377W108       783634        50354 SH       D       7         29757            0        20597
SALEM COMMUNICATIONS CORP COM  COM  794093104      1691399        74758 SH       D       6         74758            0            0
SALEM COMMUNICATIONS CLASS A   COM  794093104        15837          700 SH       D       7           700            0            0
SALESLOGIX CORP COM            COM  79466P105      6059141       147559 SH       D       6        147559            0            0
SalesLogix Corp.               COM  79466P105        48535         1182 SH       D       7          1182            0            0
SALIENT 3 COM COM              COM  794721100       185073        26439 SH       D       6         26439            0            0
SALON COM COM                  COM  79549F108       465500        93100 SH       D       6         93100            0            0
SALON.COM                      COM  79549F108         1500          300 SH       D       7           300            0            0
SALTORYMAXIM HOUSEWARES COM    COM  795757103      4131905       123571 SH       D       6        123571            0            0
Salton Inc.                    COM  795757103        47849         1431 SH       D       7          1431            0            0
SAMES CORP COM                 COM  79587E104       598796        38632 SH       D       6         38632            0            0
SAMES CORP.                    COM  79587E104         2013          132 SH       D       7           132            0            0
SAMSONITE CORP NEW COM         COM  79604V105       334329        57519 SH       D       6         57519            0            0
SAMSONITE CORP                 COM  79604V105         5940         1022 SH       D       7          1022            0            0
SAMSUNG ELECTRONICS CO         GDR  796050888        24000          200 SH       D       9           200            0            0
SANCHEZ COMPUTER ASSOCIATES RT COM  799702105     11236197       272806 SH       D       6        272806            0            0
Sanchez Computer Associates    COM  799702105        97820         2375 SH       D       7          2375            0            0
SANDATA INC COM                COM  799778204         1025          800 SH       D       6           800            0            0
SANDERSON FARMS INC COM        COM  800013104       911015       106396 SH       D       6        106396            0            0
Sanderson Farms Inc.           COM  800013104        21226         2479 SH       D       7          2479            0            0
SANDISK CORP COM               COM  80004C101     28609927       297246 SH       D       6        297246            0            0
Sandisk Corp.                  COM  80004C101       348810         3624 SH       D       7          3624            0            0
SANDY SPRING BANCORP COM       COM  800363103      3275586       121318 SH       D       6        121318            0            0
Sandy Springs Bancorp Inc.     COM  800363103        34344         1272 SH       D       7          1272            0            0
SANFILIPPO JOHN B & SON COM    COM  800422107        31960         7990 SH       D       6          7990            0            0
SANMINA CORP COM               COM  800907107     69261914       693486 SH       D       6        693486            0            0
SANMINA CORP                   COM  800907107      2090591        22260 SH       D       7          5943            0        16317
SANGSTAT MED CORP COM          COM  801003104      8001113       268945 SH       D       6        268945            0            0
Sangstat Medical Corp.         COM  801003104        65360         2197 SH       D       7          2197            0            0
SANTA BARBARRA RESTAURANTS GRO COM  801378100         7378         4722 SH       D       6          4722            0            0
SANTA BARBARA RESTAURANT GRP   COM  801378100          887          568 SH       D       7           568            0            0
SANTA CRUZ COM                 COM  801833104     10177113       335049 SH       D       6        335049            0            0
Santa Cruz Operation           COM  801833104       109319         3599 SH       D       7          3599            0            0
SANTA FE FINL CORP COM         COM  802014100         5376          531 SH       D       6           531            0            0
SANTA FE SNYDER CORP COM       COM  80218K105     23234144      2904268 SH       D       6       2790829            0       113439
SANTA FE SNYDER CORP           COM  80218K105       233735        30238 SH       D       7         17169            0        13069
SAPIENT CORP COM               COM  803062108     42483495       301435 SH       D       6        301435            0            0
SAPIENT CORPORATION            COM  803062108      1191527        10436 SH       D       7          3074            0         7362
SARA LEE CORP COM STOCK US$1.3 COM  803111103      5013011       140500 SH       D       1        138800         1700            0
SARA LEE CORP COM STOCK US$1.3 COM  803111103      1340458        37380 SH       D       2         37380            0            0
SARA LEE CORP COM STOCK US$1.3 COM  803111103     61070456      1703009 SH       D       3       1632609            0        70400
SARA LEE CORP COM STOCK US$1.3 COM  803111103      1122428        31300 SH       D       4         31300            0            0
SARA LEE CORP                  COM  803111103      5528200       250570 SH       D       5        250570            0            0
SARA LEE CORP                  COM  803111103    560614988     25410311 SH       D       6      23194597         3012      2212702
SARA LEE CORP                  COM  803111103     22888338      1051213 SH       D       7        808781            0       242432
SARA LEE CORP                  COM  803111103       964131        43700 SH       S       7         43700            0            0
SASOL -SPON ADR REP 1 ORD      ADR  803866300       158349        12000 SH       D       4         12000            0            0
SATA CONSTRUCTION COM          COM  803893106       854513       102413 SH       D       6        102413            0            0
SATCON TECHNOLOGY CORP         COM  803893106         3362          403 SH       D       7           403            0            0
SAUCONY INC. COM               COM  804120202       261779        18867 SH       D       6         18867            0            0
SAUCONY INC-CL B               COM  804120202         4162          300 SH       D       7           300            0            0
SAUER INC COM                  COM  804137107      3147460       347306 SH       D       6        347306            0            0
Sauer Inc.                     COM  804137107        21768         2402 SH       D       7          2402            0            0
SAUL CTRS INC COM              COM  804395101      2962209       210646 SH       D       6        209346            0         1300
Saul Centers Inc.              COM  804395101        24398         1735 SH       D       7          1735            0            0
SAVANNAH BANCORP INC COM       COM  804748101         4945          251 SH       D       6           251            0            0
SABVANNAH BANCORP              COM  804748101         6620          336 SH       D       7           336            0            0
SAVOIR TECHNOLOGY GROUP COM    COM  80533W107      1062095       149066 SH       D       6        149066            0            0
SAVOIR TECHNOLOGY GROUP INC    COM  80533W107         4923          691 SH       D       7           691            0            0
SAWTEK INC COM                 COM  805468105     92950737      1396443 SH       D       6       1341243            0        55200
Sawtek Inc.                    COM  805468105       310447         4664 SH       D       7          4664            0            0
SAXTON INC COM                 COM  805630100         2837         1081 SH       D       6          1081            0            0
SAXTON INC                     COM  805630100         4725         1800 SH       D       7          1800            0            0
SCANA CORP COM                 COM  805898103     40096505      1491963 SH       D       6       1480998            0        10965
SCANA CORP                     COM  805898103       379466        14274 SH       D       7          6901            0         7373
SCANSOURCE INC COM             COM  806037107      2180964        53768 SH       D       6         53768            0            0
SCANSOURCE INC                 COM  806037107         8153          201 SH       D       7           201            0            0
SCANSOFT, INC COM              COM  80603P107       702052       175513 SH       D       6        175513            0            0
SCANSOFT INC                   COM  80603P107         3600          900 SH       D       7           900            0            0
SCHAWK INC COM                 COM  806373106      1019022       119885 SH       D       6        119885            0            0
Schawk Inc.                    COM  806373106         7548          888 SH       D       7           888            0            0
SCHEIB EARL INC COM            COM  806398103         3084         1050 SH       D       6          1050            0            0
EARL SCHEIB INC                COM  806398103         2937         1000 SH       D       7          1000            0            0
SCHEID VINEYARDS INC           COM  806403101         3987         1100 SH       D       6          1100            0            0
SCHEIN HENRY INC COM           COM  806407102      7578127       569249 SH       D       6        569249            0            0
Henry Schein Inc.              COM  806407102        59520         4471 SH       D       7          4471            0            0
SCHEIN PHARMACEUTICA COM       COM  806416103      1226480       101153 SH       D       6        101153            0            0
Schein Pharmaceutical Inc.     COM  806416103        23328         1924 SH       D       7          1924            0            0
SCHERER HEALTHCARE INC         COM  806530101         2825          904 SH       D       6           904            0            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101     11200461       222312 SH       D       1         68800       153512            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101      1909109        28500 SH       D       2         28500            0            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101    161576470      2412083 SH       D       3       2297483            0       114600
SCHERING-PLOUGH CORP COM STOCK COM  806605101      4059368        60600 SH       D       4         60600            0            0
SCHERING-PLOUGH CORP COM       COM  806605101   1602805555     37992427 SH       D       6      34649427         4883      3338117
SCHERING-PLOUGH CORP COM       COM  806605101     69797759      1599689 SH       D       7       1171366            0       428323
SCHERING-PLOUGH CORP           COM  806605101      2994890        70990 SH       S       7         70990            0            0
SCHERING-PLOUGH                COM  806615101       284765         6740 SH       D       9          6740            0            0
SCHICK TECHNOLOGIES COM        COM  806683108         6566         5253 SH       D       6          5253            0            0
SCHICK TECHNOLOGIES INC        COM  806683108         2415         2300 SH       D       7          2300            0            0
SCHLOTZSKY`S INC COM           COM  806832101       463432        69952 SH       D       6         69952            0            0
SCHLOTZSKY'S INC               COM  806832101         6439          972 SH       D       7           972            0            0
SCHLUMBERGER COM STOCK US$0.01 COM  806857108       700356         7460 SH       D       2          7460            0            0
SCHLUMBERGER COM STOCK US$0.01 COM  806857108     84617108       901318 SH       D       3        864618            0        36700
SCHLUMBERGER COM STOCK US$0.01 COM  806857108      2741340        29200 SH       D       4         29200            0            0
SCHLUMBERGER LTD               COM  806857108      8520336       151810 SH       D       5        151810            0            0
SCHLUMBERGER LTD COM           COM  806857108    708895631     12602589 SH       D       6      11533599         1833      1067157
SCHLUMBERGER LTD COM           COM  806857108     20339968       361543 SH       D       7        353779            0         7764
SCHLUMBERGER LTD               COM  806857108      1486856        26433 SH       S       7         26433            0            0
SCHMITT INDS INC ORE COM       COM  806870101         8556         3700 SH       D       6          3700            0            0
SCHMITT INDUSTRIES INC         COM  806870101         7631         3300 SH       D       7          3300            0            0
SCHNITZER STL INDS COM         COM  806882106      1050928        55312 SH       D       6         55312            0            0
SCHNITZER STEEL INDS INC-A     COM  806882106         4712          248 SH       D       7           248            0            0
SCHOLASTIC CORP COM            COM  807066105     16493120       265216 SH       D       6        265216            0            0
Scholastic Corp.               COM  807066105       213987         3441 SH       D       7          3441            0            0
SCHOOL SPECIALTY INC COM       COM  807863105      3940970       260560 SH       D       6        260560            0            0
School Specialty Inc.          COM  807863105        49821         3294 SH       D       7          3294            0            0
SCHUFF STL CO - COM COM        COM  808156103         2216          554 SH       D       6           554            0            0
SCHUFF STEEL CO                COM  808156103         6800         1700 SH       D       7          1700            0            0
SCHULER HOMES COM              COM  808188106       903370       138980 SH       D       6        138980            0            0
SCHULER HOMES INC              COM  808188106         4816          741 SH       D       7           741            0            0
SCHULMAN A INC COM             COM  808194104     15771463       966833 SH       D       6        963433            0         3400
A. Schulman Inc.               COM  808194104       126291         7742 SH       D       7          7742            0            0
SCHULTZ SAV O STORES INC COM   COM  808196109       867969        68076 SH       D       6         68076            0            0
SCHULTZ SAV O STORES INC       COM  808196109         9460          742 SH       D       7           742            0            0
SCHWAB(CHARLES)CP              COM  808513105       103500         2760 SH       D       1             0         2760            0
SCHWAB (CHARLES)               COM  808513105       705860        11284 SH       D       2         11284            0            0
SCHWAB (CHARLES)               COM  808513105     85271755      1363168 SH       D       3       1293418            0        69750
SCHWAB (CHARLES) CORP          COM  808513105      8637921       225828 SH       D       5        225828            0            0
SCHWAB CHARLES CORP NEW COM    COM  808513105    758334553     19761161 SH       D       6      18129125         2718      1629318
SCHWAB CHARLES CORP NEW COM    COM  808513105     27653502       720311 SH       D       7        525488            0       194823
CHARLES SCHWAB & CO., INC      COM  808513105      1515697        39497 SH       S       7         39497            0            0
SCHWEITZER-MANDUIT INTL INC CO COM  808541106      9952632       740661 SH       D       6        723561            0        17100
Schweitzer Mauduit Intl.       COM  808541106        39492         2939 SH       D       7          2939            0            0
SCICLONE PRAX COM              COM  80862K104        89425        14600 SH       D       6         14600            0            0
SCIENT COM                     COM  80864H109     20039930       231843 SH       D       6        218475            0        13368
SCIENT CORP                    COM  80864H109       410394         5122 SH       D       7          3500            0         1622
SCIENTIFIC ATLANTIC COM STOCK  COM  808655104     10325558       112151 SH       D       3        112151            0            0
SCIENTIFIC ATLANTA INC COM     COM  808655104    100074939      1799100 SH       D       6       1649778          246       149076
SCIENTIFIC ATLANTA INC COM     COM  808655104      3840227        70746 SH       D       7         49832            0        20914
SCIENTIFIC ATLANTA INC         COM  808655104       204143         3670 SH       S       7          3670            0            0
SCIENTIFIC GAMES COM           COM  808747109      4117023       248575 SH       D       6        248575            0            0
Scientific Games Hldgs. Corp.  COM  808747109        23137         1397 SH       D       7          1397            0            0
SCIENTIFIC LEARNING CORP COM   COM  808760102      1883400        51600 SH       D       6         51600            0            0
SCIENTIFIC LEARNING CORP       COM  808760102        21900          600 SH       D       7           600            0            0
SCIENTIFIC TECHNOLOGIES INC CO COM  808799209        37426         6883 SH       D       6          6883            0            0
SCIENTIFIC TECHNOLOGIES INC    COM  808799209         2338          430 SH       D       7           430            0            0
SCOIS INC COM                  COM  808905103      2059790       491890 SH       D       6        491890            0            0
SCIOS INC                      COM  808905103         7185         1716 SH       D       7          1716            0            0
SCIQUEST COM                   COM  80908Q107     18491302       232595 SH       D       6        232595            0            0
SCIQUEST.COM                   COM  80908Q107       135547         1705 SH       D       7          1705            0            0
SCOPE INDUSTRIES INC           COM  809163108         4425          100 SH       D       7           100            0            0
SCORE BRD INC COM NEW          COM  809173206            4         4700 SH       D       6          4700            0            0
SCOTT TECHNOLOGIES INC COM     COM  810022301      7398339       391965 SH       D       6        391165            0          800
Scott Technologies Inc.        COM  810022301        41883         2219 SH       D       7          2219            0            0
SCOTTISH POWER PLC 3RD INSTALL COM  81013T705      5063128       180826 SH       D       6        180262          564            0
SCOTTS CO COM                  COM  810186106     20179619       501357 SH       D       6        501357            0            0
Scotts Co.                     COM  810186106       112297         2790 SH       D       7          2790            0            0
SCRIPPS (E W) 'A'              CLA  811054204      5596652        77167 SH       D       3         68867            0         8300
SCRIPTS EW NEW COMMON STOCK    COM  811054204     18801622       419562 SH       D       6        416787            0         2775
E.W. Scripps Company           COM  811054204       390636         8694 SH       D       7          6851            0         1843
SEABOARD CORP DEL COM          COM  811543107      2621209        13494 SH       D       6         13494            0            0
Seaboard Corp.                 COM  811543107        15928           82 SH       D       7            82            0            0
SEACHANGE INTERNATIONAL COM    COM  811699107      6680639       188852 SH       D       6        188852            0            0
SEACHANGE INTERNATIONAL INC    COM  811699107        32155          909 SH       D       7           909            0            0
SEACOAST BKG CORP FLA          COM  811707108      2500164        87342 SH       D       6         81642            0         5700
SEACOAST BANKING CORP. OF FLA  COM  811707108         5267          184 SH       D       7           184            0            0
SEACOAST FINANCIAL SERVICES CO COM  81170Q106      3618630       355203 SH       D       6        355203            0            0
Seacoast Finl Svcs Corp.       COM  81170Q106        38641         3793 SH       D       7          3793            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103      6120017        80900 SH       D       1         80900            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103      1786833        23620 SH       D       2         23620            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103     35115360       464187 SH       D       3        443787            0        20400
SEAGATE TECHNOLOGY INC         COM  811804103      2879937        61851 SH       D       5         61851            0            0
SEAGATE TECHNOLOGY COM         COM  811804103    304979020      6549885 SH       D       6       5990495          746       558644
SEAGATE TECHNOLOGY COM         COM  811804103     10034473       219068 SH       D       7        188375            0        30693
SEAGATE TECHNOLOGY, INC        COM  811804103       468884        10070 SH       S       7         10070            0            0
SEAGRAM LTD                    COM  811850106      8272961       115188 SH       D       3        115188            0            0
Seagram Ltd.                   COM  811850106     11864109       263932 SH       D       7        257798            0         6134
SEAGRAMS_CO_LTD                COM  811850106       937935        20872 SH       S       7         20872            0            0
SEACOR HLDGS INC COM           COM  811904101     10953663       211665 SH       D       6        211665            0            0
Seacor Smit Inc.               COM  811904101        91908         1776 SH       D       7          1776            0            0
SEALED AIR CORP                COM  81211K100        44504          800 SH       D       1             0          800            0
SEALED AIR USD 0.01            COM  81211K100     11291200       135705 SH       D       3        130828            0         4877
SEALED AIR CORP                COM  81211K100      1221427        23574 SH       D       5         23574            0            0
SEALED AIR CORP COM            COM  81211K100    107388765      2072642 SH       D       6       1907934          280       164428
SEALED AIR CORP COM            COM  81211K100      4206572        78546 SH       D       7         53998            0        24548
SEALED AIR CORP                COM  81211K100       208286         4020 SH       S       7          4020            0            0
SEALED AIR CORP PREF CONV STK  COM  81211K209       574985         7171 SH       D       3          2849            0         4322
SEALED AIR CORP PREF CONV STK  COM  81211K209       285608         3562 SH       D       4          3562            0            0
SEARS ROEBUCK & CO COM STOCK U COM  812387108      6279223       126700 SH       D       1        126700            0            0
SEARS ROEBUCK & CO COM STOCK U COM  812387108      1522971        30730 SH       D       2         30730            0            0
SEARS ROEBUCK & CO COM STOCK U COM  812387108     41162069       830554 SH       D       3        807754            0        22800
SEARS ROEBUCK & CO COM STOCK U COM  812387108      1407497        28400 SH       D       4         28400            0            0
SEARS, ROEBUCK AND CO          COM  812387108      3210303       105689 SH       D       5        105689            0            0
SEARS ROEBUCK & CO COM         COM  812387108    415903813     13664191 SH       D       6      12432504         1282      1230405
SEARS ROEBUCK & CO COM         COM  812387108     21242152       695599 SH       D       7        665662            0        29937
SEARS ROEBUCK                  COM  812387108       558832        18360 SH       S       7         18360            0            0
SEATTLE FILMWORKS INC COM      COM  812572105        39522        14210 SH       D       6         14210            0            0
SEATTLE FILMWORKS INC          COM  812572105         2019          726 SH       D       7           726            0            0
SEAWAY FOOD TOWN INC COM       COM  812744100       754243        46415 SH       D       6         46415            0            0
SEAWAY FOOD TOWN INC           COM  812744100        10481          645 SH       D       7           645            0            0
SECOND BANCORP INC COM         COM  813114105      3188661       142510 SH       D       6        142510            0            0
Second Bancorp Inc.            COM  813114105        37433         1673 SH       D       7          1673            0            0
SECURE COMPUTING COR COM       COM  813705100      4032185       320970 SH       D       6        320970            0            0
SECURE COMPUTING CORP          COM  813705100        28014         2230 SH       D       7          2230            0            0
SECURITY ASSOCIATION           COM  813764305        12400         3200 SH       D       7          3200            0            0
SECURITY BK HLDG CO COM        COM  814055109        22770         3795 SH       D       6          3795            0            0
SECURITY HOLDING BANK CO       COM  814055109         2362          420 SH       D       7           420            0            0
WTS SECURITY CAPITAL GROUP INC COM  81413P113            1          106 SH       D       6           106            0            0
SECURITY CAPITAL GROUP WARRANT COM  81413P204      9246300       739704 SH       D       6        739704            0            0
Security Capital Group         COM  81413P204        81612         6529 SH       D       7          6529            0            0
SEDONA CORP                    COM  815677109        68406        19900 SH       D       6         19900            0            0
SEDONA CORP                    COM  815677109         2406          700 SH       D       7           700            0            0
SEGUE SOFTWARE INC COM         COM  815807102      2640625       105625 SH       D       6        105625            0            0
SEGUE SOFTWARE INC             COM  815807102        22675          907 SH       D       7           907            0            0
SEIBELS BRUCE GROUP INC COM    COM  816006209         6475         3700 SH       D       6          3700            0            0
SEIBELS BRUCE GROUP INC        COM  816006209          525          300 SH       D       7           300            0            0
SEITEL INC COM                 COM  816074306      5210433       771916 SH       D       6        753216            0        18700
Seitel Inc.                    COM  816074306        25650         3800 SH       D       7          3800            0            0
SELAS CORP OF AMERICA COM      COM  816119101        15046         2250 SH       D       6          2250            0            0
SELECT COMFORT CORP COM        COM  81616X103      1069713       263314 SH       D       6        263314            0            0
Select Comfort Corp.           COM  81616X103        10420         2565 SH       D       7          2565            0            0
SELECTIVE INS GROUP INC COM    COM  816300107      9337573       543277 SH       D       6        543277            0            0
Selective Insurance Group      COM  816300107        69179         4025 SH       D       7          4025            0            0
SELFCARE INC COM               COM  81631R107        33538        10522 SH       D       6         10522            0            0
SELFCARE INC                   COM  81631R107         7968         2500 SH       D       7          2500            0            0
SEMINIS INC COM                COM  816658108       190637        30200 SH       D       6         30200            0            0
SEMTECH CORP                   COM  816850101     43253533       829804 SH       D       6        829804            0            0
Semtech Corporation            COM  816850101       230601         4424 SH       D       7          4424            0            0
SEMPRA ENERGY COM STK          COM  816851109     10642413       377327 SH       D       3        377327            0            0
SEMPRA ENERGY                  COM  816851109      1178337        67818 SH       D       5         67818            0            0
SEMPRA ENERGY COMMOM STOCK COM COM  816851109    110674305      6369744 SH       D       6       5856766          804       512174
SEMPRA ENERGY COMMOM STOCK COM COM  816851109      3131503       179594 SH       D       7        159028            0        20566
SEMPRA ENERGY                  COM  816851109       201550        11600 SH       S       7         11600            0            0
SEMITOOL INC COM               COM  816909105      2192265       146151 SH       D       6        146151            0            0
SEMITOOL INC                   COM  816909105         9120          608 SH       D       7           608            0            0
SENTO TECHNICAL INNOVATIONS    COM  816918106        94443        20700 SH       D       6         20700            0            0
SENECA FOODS CORP CLA COM      COM  817070501         4393          382 SH       D       6           382            0            0
SENECA FOODS CORP.             COM  817070501         4600          400 SH       D       7           400            0            0
SENIOR HOUSING PROP TRUST COM  COM  81721M109      2270888       182584 SH       D       6        178864            0         3720
SENIOR HOUSING PROPERTIES      COM  81721M109        57678         4483 SH       D       7          2785            0         1698
SENSAR CORP COM                COM  817253107       270130         4540 SH       D       6          4540            0            0
SENSAR CORPORATION             COM  817253107        47600          800 SH       D       7           800            0            0
SENSORMATIC ELECT.             COM  817265101      2440975        93562 SH       D       3         93562            0            0
SENSORMATIC ELECTRONICS COM    COM  817265101     32500780      1863844 SH       D       6       1863844            0            0
Sensormatic Electronics Corp.  COM  817265101       283464        16256 SH       D       7         16256            0            0
SENSORY SCIENCE CORP           COM  81726X100         1225          700 SH       D       7           700            0            0
SEPARACORE COM                 COM  817315104     41904735       422480 SH       D       6        422480            0            0
SEPRACOR INC                   COM  817315104      1383751        12189 SH       D       7          2961            0         9228
SEPRACOR 6.25%                 CNV  817315AE4     31339639     14215000 SH       D       9      14215000            0            0
SEQUA CORP CL A                COM  817320104      8849849       164076 SH       D       6        164076            0            0
Sequa Corporation Class A      COM  817320104       105717         1960 SH       D       7          1960            0            0
SEQUA CORP CL B                COM  817320203      1128000        18800 SH       D       6         18800            0            0
SERACARE INC COM               COM  817473101        23824         6807 SH       D       6          6807            0            0
SERACARE INC                   COM  817473101         6650         1900 SH       D       7          1900            0            0
SERENA SOFTWARE INC COM        COM  817492101      4949876       159996 SH       D       6        159996            0            0
SERENA Software Inc.           COM  817492101        60730         1963 SH       D       7          1963            0            0
SEROLOGICALS CORP COM          COM  817523103      2484168       414028 SH       D       6        414028            0            0
Serologicals Corp.             COM  817523103        17850         2975 SH       D       7          2975            0            0
SERVICE CORP INTERNATIONAL COM COM  817565104        51221         4500 SH       D       2          4500            0            0
SERVICE CORP INTERNATIONAL COM COM  817565104      5232219       459667 SH       D       3        435267            0        24400
SERVICE CORP INTERNATIONAL COM COM  817565104       177569        15600 SH       D       4         15600            0            0
SERVICE CORP INTERNATIONAL     COM  817565104       537711        77508 SH       D       5         77508            0            0
SERVICE CORP INTERNATIONAL COM COM  817565104     48647562      7012261 SH       D       6       6450168          951       561142
SERVICE CORP INTERNATIONAL COM COM  817565104      1362861       197532 SH       D       7        174163            0        23369
SERVICE CORP INTERNATIONAL     COM  817565104        91575        13200 SH       S       7         13200            0            0
SERVICE EXPERTS INC COM        COM  817567100      1593549       274159 SH       D       6        274159            0            0
Service Experts Inc.           COM  817567100        14449         2486 SH       D       7          2486            0            0
SERVICE MERCHANDISE CO INC COM COM  817587108         3757        44200 SH       D       6         44200            0            0
SERVICE MERCHANDISE CO         COM  817587108          534         6290 SH       D       7          6290            0            0
SERVICEMASTER COMPANY          COM  81760N109       113624         6000 SH       D       2          6000            0            0
SERVICEMASTER COMPANY          COM  81760N109      7782014       410932 SH       D       3        410932            0            0
SERVICEMASTER COMPANY          COM  81760N109      1061448        86209 SH       D       5         86209            0            0
SERVICEMASTER CO. COM          COM  81760N109     49144715      3991449 SH       D       6       3928881            0        62568
SERVICEMASTER COMPANY          COM  81760N109      1914594       145733 SH       D       7         62076            0        83657
SERVOTRONICS INC COM           COM  817732100         8920         1762 SH       D       6          1762            0            0
7-ELEVEN INC COM               COM  817826100      4780055      2683464 SH       D       6       2683464            0            0
7-Eleven Inc.                  COM  817826100        79221        44474 SH       D       7         44474            0            0
SEVEN SEAS PETROLE             COM  817917107        11931         6150 SH       D       1             0         6150            0
SEVEN SEAS PETROLEUM CO        COM  817917107         2425         1386 SH       D       7          1386            0            0
SEVENSON ENVIRONMENTAL SVCS IN COM  818063109        55860         5880 SH       D       6          5880            0            0
SEVENSON ENVIRONMENTAL SVCS.   COM  818063109         1900          200 SH       D       7           200            0            0
OMNICARE INC                   COM  819041087       206625        17400 SH       D       9         17400            0            0
OMNICARE                       CNV  81904AD09      3353905      5015000 SH       D       9       5015000            0            0
SHAMAN PHARM COM               COM  819319401            6          599 SH       D       6           599            0            0
SHARED MEDICAL SYSTEMS CORP CO COM  819486101      3316390        40347 SH       D       3         40347            0            0
SHARED MEDICAL SYSTEMS CORP CO COM  819486101     31020378       608989 SH       D       6        556150          101        52738
SHARED MEDICAL SYSTEMS CORP CO COM  819486101      1195303        23869 SH       D       7         17371            0         6498
SHARED MEDICAL SYSTEMS         COM  819486101        66218         1300 SH       S       7          1300            0            0
SHARED TECHNOLOGIES CELLULAR C COM  819487109       380502        44765 SH       D       6         44765            0            0
SHARED TECHNOLOGIES            COM  819487109         1700          200 SH       D       7           200            0            0
SHARPER IMAGE CORP COM         COM  820013100       932379        73488 SH       D       6         73488            0            0
SHARPER IMAGE CORP             COM  820013100         6584          519 SH       D       7           519            0            0
SHAW GROUP INC COM             COM  820280105      2904001       114726 SH       D       6        114726            0            0
SHAW GROUP INC                 COM  820280105        16073          635 SH       D       7           635            0            0
SHAW INDUSTRIES INC COM STOCK  COM  820286102       777243        31623 SH       D       1         31623            0            0
SHAW INDUSTRIES INC COM STOCK  COM  820286102        34409         1400 SH       D       2          1400            0            0
SHAW INDUSTRIES INC COM STOCK  COM  820286102      5457393       222040 SH       D       3        201040            0        21000
SHAW INDUSTRIES INC            COM  820286102       611940        39480 SH       D       5         39480            0            0
SHAW INDS INC COM              COM  820286102     69380172      4494262 SH       D       6       4171109            0       323153
SHAW INDS                      COM  820286102      2909969       188919 SH       D       7        180296            0         8623
SHELDAHL CO COM                COM  822440103       416548        96591 SH       D       6         96591            0            0
SHELDAHL INC                   COM  822440103         2087          484 SH       D       7           484            0            0
SHELLS SEAFOOD RESTAURANTS I   COM  822809109         4375         2000 SH       D       6          2000            0            0
SHELLS SEAFOOD RESTAURANT COM  COM  822809109         5250         2400 SH       D       7          2400            0            0
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106       118431         3640 SH       D       2          3640            0            0
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106     10401528       319691 SH       D       3        292891            0        26800
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106       819912        25200 SH       D       4         25200            0            0
SHERWIN-WILLIAMS CO            COM  824348106      1000566        47646 SH       D       5         47646            0            0
SHERWIN WILLIAMS CO COM        COM  824348106     94397373      4495113 SH       D       6       4145041          543       349529
SHERWIN WILLIAMS CO COM        COM  824348106      2752987       131855 SH       D       7        119193            0        12662
SHERWIN WILLIAMS CO            COM  824348106       171549         8169 SH       S       7          8169            0            0
SHILOH INDS COM                COM  824543102      1118183       101653 SH       D       6        101653            0            0
SHILOH INDUSTRIES INC          COM  824543102         5302          482 SH       D       7           482            0            0
SHIRE PHARMACEUTICALS GROUP    COM  82481R106        45735         1570 SH       D       7          1570            0            0
SHOE CARNIVAL INC COM          COM  824889109      2033792       202116 SH       D       6        202116            0            0
Shoe Carnival Inc.             COM  824889109        14107         1402 SH       D       7          1402            0            0
SHOE PAVILION INC              COM  824894109          875          400 SH       D       7           400            0            0
SHOPKO STORES COM              COM  824911101     12992286       564882 SH       D       6        564882            0            0
ShopKo Stores Inc.             COM  824911101       101476         4412 SH       D       7          4412            0            0
SHOLODGE COM                   COM  825034101        71955        15990 SH       D       6         15990            0            0
SHOLODGE INC.                  COM  825034101         7650         1700 SH       D       7          1700            0            0
SHONEYS INC COM                COM  825039100       668471       486161 SH       D       6        486161            0            0
SHONEYS INC.                   COM  825039100         5313         3864 SH       D       7          3864            0            0
SHOP AT HOME INC COM           COM  825066301      6601163       664268 SH       D       6        664268            0            0
Shop At Home Inc.              COM  825066301        37981         3822 SH       D       7          3822            0            0
SHOPNOW COM COM                COM  82508R105      3893550       205600 SH       D       6        205600            0            0
SHOPNOWCOM INC                 COM  82508R105        30300         1600 SH       D       7          1600            0            0
SHORELINE FINL CORP COM        COM  825190101      2675784       144637 SH       D       6        144637            0            0
Shoreline Financial Corp.      COM  825190101        25326         1369 SH       D       7          1369            0            0
SHOREWOOD PACKAGING CORP COM   COM  825229107     11307543       597098 SH       D       6        594998            0         2100
Shorewood Packaging Corp.      COM  825229107        63781         3368 SH       D       7          3368            0            0
SHOWCASE CORP COM              COM  82539P102       451950        78600 SH       D       6         78600            0            0
SHOWCASE CORP                  COM  82539P102         1725          300 SH       D       7           300            0            0
SHUFFLE MASTER INC COM         COM  825549108      1089819       128214 SH       D       6        128214            0            0
SHUFFLE MASTER INC             COM  825549108         3400          400 SH       D       7           400            0            0
SHUGARD STORAGE CTRS INC COM   COM  82567D104     20563231       886824 SH       D       6        690284            0       196540
Shurgard Storage Centers Inc.  COM  82567D104       100726         4344 SH       D       7          4344            0            0
SICOR INC COM                  COM  825846108      7489142       966341 SH       D       6        966341            0            0
Sicor Inc.                     COM  825846108        97805        12620 SH       D       7         12620            0            0
SIVENSA -SPONS ADR REP 5 'A' S ADR  825865207       329043       108885 SH       D       3        108885            0            0
SIVENSA -SPONS ADR REP 5 'A' S ADR  825865801        29702         9829 SH       D       3          9829            0            0
SIEBEL SYS INC COM             COM  826170102    162843240      1938610 SH       D       6       1938610            0            0
SIEBEL SYSTEMS, INC            COM  826170102      4965974        59032 SH       D       7         21904            0        37128
SIEBERT FINANCIAL CORP COM     COM  826176109       790880        53619 SH       D       6         53619            0            0
Siebert Finl Corp.             COM  826176109        16048         1088 SH       D       7          1088            0            0
SIERRA HEALTH SVCS INC COM     COM  826322109      2965311       443411 SH       D       6        443411            0            0
Sierra Health Services Inc.    COM  826322109        25579         3825 SH       D       7          3825            0            0
SIERRA PAC RES-NEW COM         COM  826428104     23515655      1358305 SH       D       6       1358305            0            0
Sierra Pacific Resources New   COM  826428104       245145        14160 SH       D       7         14160            0            0
SIFCO INDUSTRIES INC COM       COM  826546103        25425         3665 SH       D       6          3665            0            0
SIFCO INDUSTRIES               COM  826546103         1602          231 SH       D       7           231            0            0
SIGMA ALDRICH CORP COM STOCK U COM  826552101      7418784       153436 SH       D       3        153436            0            0
SIGMA ALDRICH CORP COM         COM  826552101     77098107      2564594 SH       D       6       2348259          324       216011
SIGMA ALDRICH CORP COM         COM  826552101      2410701        79998 SH       D       7         71315            0         8683
SIGMA ALDRICH CORP             COM  826552101       145803         4850 SH       S       7          4850            0            0
SIGHT RESOURCES CORP COM       COM  82655N105          412          200 SH       D       6           200            0            0
SIGHT RESOURCE CORP            COM  82655N105         1031          500 SH       D       7           500            0            0
SIGMA DESIGNS INC COM          COM  826565103      2396273       217843 SH       D       6        217843            0            0
SIGMA DESIGNS INC              COM  826565103        11528         1048 SH       D       7          1048            0            0
SIGNAL APPAREL INC COM         COM  826619108         7312         7800 SH       D       6          7800            0            0
SIGMATRON INTERNATIONAL INC    COM  82661L101         8450         1300 SH       D       6          1300            0            0
SIGMATRON INTERNATIONAL        COM  82661L101         1300          200 SH       D       7           200            0            0
SIGNAL TECH COM                COM  826675100        42028         5797 SH       D       6          5797            0            0
SIGNAL TECHNOLOGY CORP.        COM  826675100        17400         2400 SH       D       7          2400            0            0
SIGCORP INC COM                COM  826912107     12969979       570109 SH       D       6        570109            0            0
Sig Corp Inc.                  COM  826912107        77168         3392 SH       D       7          3392            0            0
SIGNATURE EYEWEAR INC          COM  826918104        10125         3600 SH       D       6          3600            0            0
SILGAN HLDGS INC COM           COM  827048109      1744153       130404 SH       D       6        130404            0            0
Silgan Holdings Inc.           COM  827048109        25466         1904 SH       D       7          1904            0            0
SILICON GAMING COM             COM  827054107          886         7385 SH       D       6          7385            0            0
SILICON GRAPHICS INC COM STOCK COM  827056102      4852896       299234 SH       D       3        276134            0        23100
SILICON GRAPHICS INC COM       COM  827056102     46682448      4757447 SH       D       6       4365069          601       391777
SILICON GRAPHICS INC COM       COM  827056102      1373822       140805 SH       D       7        124633            0        16172
SILICON GRAPHICS               COM  827056102        89274         9098 SH       S       7          9098            0            0
SILICON STORAGE TECH COM       COM  827057100      8620425       208980 SH       D       6        208980            0            0
SILICON STORAGE TECHNOLOGY     COM  827057100        54821         1329 SH       D       7          1329            0            0
SILICON IMAGE COM              COM  82705T102      8606898       122846 SH       D       6        122846            0            0
SILICON IMAGE INC              COM  82705T102        84075         1200 SH       D       7          1200            0            0
SILICON VY BANCSHARES COM      COM  827064106     46018566       929668 SH       D       6        911168            0        18500
Silicon Valley Bancshares      COM  827064106       144639         2922 SH       D       7          2922            0            0
SILICON VY GROUP INC COM       COM  827066101     10827269       609987 SH       D       6        609987            0            0
Silicon Valley Group Inc.      COM  827066101        83638         4712 SH       D       7          4712            0            0
SILICONIX INC COM NEW          COM  827079203     12167826        92531 SH       D       6         92531            0            0
Siliconix Inc.                 COM  827079203        93759          713 SH       D       7           713            0            0
SILKNET SOFTWARE INC COM       COM  827094103     18744170       113087 SH       D       6        113087            0            0
Silknet Software Inc.          COM  827094103       186137         1123 SH       D       7          1123            0            0
SILVER DINER INC COM           COM  827655101          968         1000 SH       D       6          1000            0            0
SILVERSTREAM SOFTWARE INC COM  COM  827907106     10721781        90099 SH       D       6         90099            0            0
SILVERSTREAM SOFTWARE INC      COM  827907106       107100          900 SH       D       7           900            0            0
SILVERLEAF RESORTS INC COM     COM  828395103       506972        71154 SH       D       6         71154            0            0
SILVER LEAF RESORTS INC        COM  828395103        10509         1475 SH       D       7          1475            0            0
SIMIONE CENTRAL HOLD COM       COM  828654202         7312         3900 SH       D       6          3900            0            0
SIMIONE CENTRAL HLDGS INC      COM  828654202         1312          700 SH       D       7           700            0            0
SIMMONS 1ST NATL CORP CL A $5  COM  828730200      2182825        87313 SH       D       6         87313            0            0
Simmons First Nation           COM  828730200        22475          899 SH       D       7           899            0            0
SIMON PROPERTY GROUP INC       COM  828806109       133811         3600 SH       D       2          3600            0            0
SIMON PROPERTY GROUP INC       COM  828806109      7973077       214504 SH       D       3        214504            0            0
SIMON PROPERTY GROUP INC       COM  828806109       702509        18900 SH       D       4         18900            0            0
SIMON PROPERTY GROUP INC       COM  828806109      1069277        46617 SH       D       5         46617            0            0
SIMON PROPERTY GROUP INC. COM  COM  828806109     72646686      3167158 SH       D       6       2006913            0      1160245
SIMON PROPERTY GROUP INC       COM  828806109       700755        30088 SH       D       7         21152            0         8936
SIMON TRANSN SVCS IN COM       COM  828813105        15275         2600 SH       D       6          2600            0            0
SIMON TRANSPORTION SERVICES    COM  828813105         2937          500 SH       D       7           500            0            0
SIMPSON INDS INC COM           COM  829060102      4432016       393957 SH       D       6        393957            0            0
Simpson Industries Inc.        COM  829060102        28878         2567 SH       D       7          2567            0            0
SIMPSON MANUFACTURING CO INC C COM  829073105      6521681       149067 SH       D       6        149067            0            0
Simpson Manufacturing Co. Inc. COM  829073105        57093         1305 SH       D       7          1305            0            0
SIMULA INC COM                 COM  829206101       549046       100974 SH       D       6        100974            0            0
SIMULA INC                     COM  829206101         2408          443 SH       D       7           443            0            0
SIMULATIONS PLUS INC           COM  829214105         3375         1800 SH       D       7          1800            0            0
SINCLAIR BROADCAST GROUP CL A  COM  829226109      9852539       807380 SH       D       6        807380            0            0
Sinclair Broadcast Group Inc.  COM  829226109        56646         4642 SH       D       7          4642            0            0
SIRENA APPAREL GROUP INC COM   COM  82966Q102            5         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     10032258       225444 SH       D       6        225444            0            0
Sirius Satellite Radio Inc.    COM  82966U103       110938         2493 SH       D       7          2493            0            0
SITEL CORP COM                 COM  82980K107      7270165      1038595 SH       D       6       1038595            0            0
Sitel Corp.                    COM  82980K107        51856         7408 SH       D       7          7408            0            0
SIPEX CORP COM                 COM  829909100      7272072       296064 SH       D       6        296064            0            0
Sipex Corp.                    COM  829909100        64132         2611 SH       D       7          2611            0            0
SIX RIVS NATL BK EUREKA CA COM COM  830059101        12150          900 SH       D       6           900            0            0
SIX RIVERS NATIONAL BANK       COM  830059101         2650          200 SH       D       7           200            0            0
SIZELER PPTY INVS INC COM      COM  830137105       922926       113591 SH       D       6        113591            0            0
SIZELER PPTY INVS. INC.        COM  830137105         4525          557 SH       D       7           557            0            0
SIZZLER INTL INC COM           COM  830139101       990717       396287 SH       D       6        396287            0            0
SIZZLER INTERNATIONAL, INC.    COM  830139101         2795         1118 SH       D       7          1118            0            0
SKIBO FINL CORP COM            COM  830611109         3864          631 SH       D       6           631            0            0
SKY FINANCIAL GROUP COM        COM  83080P103     28173148      1399908 SH       D       6       1399907            0            1
Sky Financial Group Inc.       COM  83080P103       232944        11574 SH       D       7         11574            0            0
SKYLANDS FINL CORP COM         COM  83081H100        18183         1653 SH       D       6          1653            0            0
SKYLINE CORP COM               COM  830830105      3528572       150152 SH       D       6        150152            0            0
Skyline Corp.                  COM  830830105        38892         1655 SH       D       7          1655            0            0
SKYMALL INC COM                COM  830859104       434564        58924 SH       D       6         58924            0            0
SKYMALL INC                    COM  830859104         5265          714 SH       D       7           714            0            0
SKYWEST INC COM                COM  830879102      9170168       327506 SH       D       6        327506            0            0
Skywest Inc.                   COM  830879102        86576         3092 SH       D       7          3092            0            0
SMART & FINAL INC COM          COM  831683107      1671937       230612 SH       D       6        228112            0         2500
Smart & Final Inc.             COM  831683107        12056         1663 SH       D       7          1663            0            0
SMART CHOICE AUTOMOTIVE GROU   COM  831686209          709         2150 SH       D       6          2150            0            0
SMART CHOICE AUTOMOTIVE GRP    COM  831686209          660         2000 SH       D       7          2000            0            0
SMARTALK TELESERVICE COM       COM  83169A100           30        30600 SH       D       6         30600            0            0
SMARTERKIDS.COM INC. COM       COM  83169C106       526350        72600 SH       D       6         72600            0            0
SMARTERKIDS.COM, INC.          COM  83169C106         7250         1000 SH       D       7          1000            0            0
SMARTSERV ONLINE INC           COM  83169M203        45353         2300 SH       D       6          2300            0            0
SMARTSERV ONLINE INC           COM  83169M203        19718         1000 SH       D       7          1000            0            0
SMARTDISK CORP COM             COM  83169Q105      1647325        50300 SH       D       6         50300            0            0
SMARTDISK CORPORATION          COM  83169Q105        22925          700 SH       D       7           700            0            0
SMITH A O CORP                 COM  831865209      9010837       411924 SH       D       6        411924            0            0
A.O. Smith Corp.               COM  831865209        68075         3112 SH       D       7          3112            0            0
SMITH-GARDNER & ASSOCIATES COM COM  832059109      2708774       158756 SH       D       6        158756            0            0
SMITH-GARDNER & ASSOCIATES     COM  832059109        22181         1300 SH       D       7          1300            0            0
SMITH INTERNATIONAL INC COM    COM  832110100     34269170       689694 SH       D       6        686296            0         3398
SMITH INTERNATIONAL INC        COM  832110100       785655        15720 SH       D       7          8411            0         7309
SMITH MICRO SOFTWARE COM       COM  832154108        62150        22600 SH       D       6         22600            0            0
SMITH CHARLES E. RESD COM      COM  832197107     19713956       557285 SH       D       6        426926            0       130359
Charles E Smith Residential    COM  832197107       102233         2890 SH       D       7          2890            0            0
SMITHFIELD COS INC COM         COM  832245104         4965          662 SH       D       6           662            0            0
SMITHFIELD FOODS INC COM       COM  832248108     28034376      1168099 SH       D       6       1103199            0        64900
Smithfield Foods Inc.          COM  832248108       165864         6911 SH       D       7          6911            0            0
SMITHKLINE BEECHAM PLC         COM  832378301      3836995        59546 SH       D       7         59546            0            0
SMITHKLINE BEECHAM             ADR  832378301       327468         5250 SH       D       9          5250            0            0
SMITHWAY MOTOR XPRESS CORP     COM  832653109         7837         1900 SH       D       6          1900            0            0
SMITHWAY MOTOR EXPRESS         COM  832653109         1650          400 SH       D       7           400            0            0
SMUCKER J M CO CLASS A COM     COM  832696108      6727305       344990 SH       D       6        344990            0            0
JM Smucker Co.                 COM  832696108        98182         5035 SH       D       7          5035            0            0
SMUCKER J M CO CL B            COM  832696207      2450158       150779 SH       D       6        150779            0            0
SMURFIT-STONE CONTAINER CORPOR COM  832727101     10568364       267644 SH       D       3        267644            0            0
SMURFIT STONE CONTAINER COM    COM  832727101     44998735      1836421 SH       D       6       1824198            0        12223
SMURFIT-STONE CONTAINER CORP   COM  832727101       809923        33037 SH       D       7         24769            0         8268
SNYDER COMMUNICATION COM       COM  832914105     10354690       537906 SH       D       6        537906            0            0
SNYDER COMMUNICATIONS INC      COM  832914105       391850        20402 SH       D       7          6190            0        14212
SNYDER COMMUNICATIONS CIRLCE.C COM  832914204      1748338       141997 SH       D       6        141197            0          800
CIRCLE.COM                     COM  832914204        48584         3725 SH       D       7          1372            0         2353
SNAP-ON INC COM STOCK US$1     COM  833034101      1229344        27800 SH       D       1         27800            0            0
SNAP-ON INC COM STOCK US$1     COM  833034101       229949         5200 SH       D       2          5200            0            0
SNAP-ON INC COM STOCK US$1     COM  833034101      5433834       122879 SH       D       3        122879            0            0
SNAP-ON INC                    COM  833034101       434350        16352 SH       D       5         16352            0            0
SNAP ON TOOLS CORP COM         COM  833034101     67333813      2534920 SH       D       6       2142404          222       392294
SNAP ON TOOLS CORP COM         COM  833034101      1710376        64442 SH       D       7         59277            0         5165
SNAP-ON INC.                   COM  833034101        84734         3190 SH       S       7          3190            0            0
SOBIESKI BANCORP INC COM       COM  833582109         3681          357 SH       D       6           357            0            0
SOC QUIMICA Y MIN DE CHILE ADR ADR  833635105      2611578        51339 SH       D       3         51339            0            0
QUIMICA Y MINERA CH-SP ADR-A   ADR  833636103      1725399        33718 SH       D       3         33718            0            0
SOCRATES TECHNOLOGIES COM      COM  833719107        19024         8697 SH       D       6          8697            0            0
SOCRATES TECHNOLOGIES CORP     COM  833719107         3281         1500 SH       D       7          1500            0            0
SODEXHO MARRIOTT SERVICES      COM  833793102      6842966       526382 SH       D       6        525166            0         1216
SODEXHO MARRIOTT SERVICES INC. COM  833793102       145326        11372 SH       D       7          4681            0         6691
SOFTWARE SPECTRUM INC. COM     COM  833960107      1480390        83697 SH       D       6         83697            0            0
SOFTWARE SPECTRUM              COM  833960107         3519          199 SH       D       7           199            0            0
SOFTNET SYSTEMS INC COM        COM  833964109      6371575       253595 SH       D       6        253595            0            0
SoftNet Systems Inc.           COM  833964109        57184         2276 SH       D       7          2276            0            0
SOFTECH INC COM                COM  834021107         3850         2800 SH       D       6          2800            0            0
SOFTWARE COM INC COM           COM  83402P104     13425216       139846 SH       D       6        129646            0        10200
SOFTWARE.COM INC               COM  83402P104       201600         2100 SH       D       7          2100            0            0
SOFTWORKS INC COM              COM  83404P102      2115676       217689 SH       D       6        217689            0            0
SOFTWORKS INC                  COM  83404P102         5724          589 SH       D       7           589            0            0
SOLA INTL INC COM              COM  834092108      7531128       542784 SH       D       6        523384            0        19400
Sola International Inc.        COM  834092108        49325         3555 SH       D       7          3555            0            0
SOLECTRON CORP                 COM  834182107       580242         3900 SH       D       2          3900            0            0
SOLECTRON CORP                 COM  834182107     68002751       457069 SH       D       3        457069            0            0
SOLECTRON CORP                 COM  834182107      7745838        81428 SH       D       5         81428            0            0
SOLECTRON CORP COM             COM  834182107    646826365      6799737 SH       D       6       6252179          887       546671
SOLECTRON CORP COM             COM  834182107     23369732       249154 SH       D       7        181153            0        68001
SOLECTRON CORP                 COM  834182107      1346018        14150 SH       S       7         14150            0            0
SOLOMON-PAGE GROUP LTD         COM  83427A108         6093         2500 SH       D       6          2500            0            0
SOLUTIA INC USD0.01            COM  834376105       562080        22500 SH       D       1         22500            0            0
SOLUTIA INC USD0.01            COM  834376105       247315         9900 SH       D       2          9900            0            0
SOLUTIA INC USD0.01            COM  834376105       776919        31100 SH       D       3         31100            0            0
SOLUTIA INC COM                COM  834376105     61571990      3988469 SH       D       6       3437286            0       551183
SOLUTIA INC.                   COM  834376105      1954065       125681 SH       D       7        117758            0         7923
SOL-EX CORP NEW COM            COM  834382103         1512        12100 SH       D       6         12100            0            0
SOMANETICS CORP                COM  834445405          475          400 SH       D       7           400            0            0
SOMERA COM COM                 COM  834458101      4873721       391857 SH       D       6        391857            0            0
SOMERA COMMUNICATIONS INC      COM  834458101        28606         2300 SH       D       7          2300            0            0
SOMNUS MED TECHNOLOGY COM      COM  835397100        19687         7500 SH       D       6          7500            0            0
SONESTA INTL HOTELS CORP       COM  835438409         7823         1026 SH       D       6          1026            0            0
SONESTA INTL HOTELS            COM  835438409         6200          800 SH       D       7           800            0            0
SONIC CORP COM                 COM  835451105     10211379       358294 SH       D       6        358294            0            0
Sonic Corp.                    COM  835451105        75810         2660 SH       D       7          2660            0            0
SONIC AUTOMOTIVE INC COM       COM  83545G102      3544992       363589 SH       D       6        363589            0            0
SONIC AUTOMOTIVE INC           COM  83545G102         9867         1012 SH       D       7          1012            0            0
SONIC FOUNDRY INC              COM  83545R108         2368          100 SH       D       7           100            0            0
SONIC SOLUTIONS COM            COM  835460106        24412         6200 SH       D       6          6200            0            0
SONIC SOLUTIONS INC            COM  835460106         4331         1100 SH       D       7          1100            0            0
SONICWALL INC SONICWALL INC    COM  835470105      2374750        59000 SH       D       6         59000            0            0
SONICWALL INC                  COM  835470105        48300         1200 SH       D       7          1200            0            0
SONOCO PRODUCTS CO COM STOCK N COM  835495102      4754181       129306 SH       D       3        129306            0            0
SONOCO PRODUCTS CO COM         COM  835495102     32445731      1426186 SH       D       6       1415396            0        10790
SONOCO PRODUCTS CO,            COM  835495102       531007        23341 SH       D       7         16042            0         7299
SONOMAWEST HOLDINGS COM        COM  835637109         2928          488 SH       D       6           488            0            0
SONOMAWEST HOLDINGS INC        COM  835637109         2400          400 SH       D       7           400            0            0
SONASIGHT INC COM              COM  83568G104      3021104        95529 SH       D       6         95529            0            0
SONOSITE INC                   COM  83568G104         6957          220 SH       D       7           220            0            0
SONUS CORP                     COM  835691106         1200          400 SH       D       7           400            0            0
SONUS PHARMACEUTICALS INC COM  COM  835692104        23705         9482 SH       D       6          9482            0            0
SONUS PHARMACEUTICALS INC      COM  835692104         5465         2186 SH       D       7          2186            0            0
SONY CORP                      COM  835699307      3302815        11599 SH       D       7         11599            0            0
SOTHEBYS HLDGS INC CL A        COM  835898107     15590070       519669 SH       D       6        519669            0            0
SOTHEBY'S INC                  COM  835898107       467881        16626 SH       D       7          4855            0        11771
SOUND ADVICE INC               COM  836066100        10375          847 SH       D       6           847            0            0
SOUND ADVICE INC               COM  836066100         2450          200 SH       D       7           200            0            0
SOUND ADVICE INC COM           COM  836066118            0         2234 SH       D       6          2234            0            0
SOUND FEDERAL BANCORP          COM  83607T109         2126          233 SH       D       7           233            0            0
SOURCE CAPITAL CORP A COM      COM  836142307         4318          751 SH       D       6           751            0            0
SOURCE CAPITAL CORP            COM  836142307         2875          500 SH       D       7           500            0            0
SOURCE INFORMATION MGMT COM    COM  836151209      2399638       143262 SH       D       6        143262            0            0
Source Information Mgmt Co.    COM  836151209        24187         1444 SH       D       7          1444            0            0
SOURCE MEDIA INC COM           COM  836153304      9209170       497793 SH       D       6        497793            0            0
Source Media Inc.              COM  836153304        43678         2361 SH       D       7          2361            0            0
SOUTH ALABAMA BANCORP INC COM  COM  836234104       806885        66206 SH       D       6         66206            0            0
SOUTH ALABAMA BANCORPORATION   COM  836234104        10237          840 SH       D       7           840            0            0
SOUTH JERSEY INDUSTRIES INC CO COM  838518108      6923820       243475 SH       D       6        242875            0          600
South Jersey Industries Inc.   COM  838518108        32475         1142 SH       D       7          1142            0            0
SOUTHBANC SHS INC COM          COM  840901102       583960        29198 SH       D       6         29198            0            0
SOUTHDOWN INC COM              COM  841297104     33867032       656020 SH       D       6        652010            0         4010
SOUTHDOWN, INC                 COM  841297104       455625         8761 SH       D       7          6090            0         2671
SOUTHERN AFRICA FUND INC       COM  842157109       937405        39600 SH       D       2         39600            0            0
SOUTHERN BANC INC COM          COM  842233108         4545          551 SH       D       6           551            0            0
SOUTHERN CO COM STOCK US$5     COM  842587107       362301         9490 SH       D       2          9490            0            0
SOUTHERN CO COM STOCK US$5     COM  842587107     43380153      1136286 SH       D       3       1103886            0        32400
SOUTHERN CO COM STOCK US$5     COM  842587107       400860        10500 SH       D       4         10500            0            0
SOUTHERN CO                    COM  842587107      4533925       192933 SH       D       5        192933            0            0
SOUTHERN CO COM                COM  842587107    411648137     17516942 SH       D       6      16108373         2272      1406297
SOUTHERN CO COM                COM  842587107     11927191       504998 SH       D       7        446546            0        58452
SOUTHERN COMPANY               COM  842587107       775970        33020 SH       S       7         33020            0            0
SOUTHERN ENERGY HOME COM       COM  842814105       117581        50167 SH       D       6         50167            0            0
SOUTHERN ENERGY HOMES INC      COM  842814105         1324          565 SH       D       7           565            0            0
SOUTHERN MINERAL CORP COM      COM  843367202         1080         6000 SH       D       6          6000            0            0
SOUTHERN PACIFIC FUNDING CORP  COM  843576109         1149        38300 SH       D       6         38300            0            0
SOUTHERN PERU COPPER CORP (NY  COM  843611104        80337         3337 SH       D       3          3337            0            0
Southern Peru Copper Corp.     COM  843611104        46266         2997 SH       D       7          2997            0            0
SOUTHERN SEC LIFE INS CO CL A  COM  843805102         7579         1535 SH       D       6          1535            0            0
SOUTHERN SEC LIFE INS          COM  843805102         2328          500 SH       D       7           500            0            0
SOUTHERN UN CO NEW COM         COM  844030106     14826599       775247 SH       D       6        775247            0            0
Southern Union Co.             COM  844030106       114386         5981 SH       D       7          5981            0            0
SOUTHFIRST BANCSHARES INC COM  COM  844271106         3461          355 SH       D       6           355            0            0
SOUTHSIDE BANCSHARES CORP COM  COM  844700104       296196        33851 SH       D       6         33851            0            0
SOUTHSIDE BANKSHARES CORP      COM  844700104         2800          320 SH       D       7           320            0            0
SOUTHSIDE BANCSHARES INC COM   COM  84470P109       686479        37107 SH       D       6         37107            0            0
SOUTHTRUST CORP COM STOCK US$2 COM  844730101       928883        16350 SH       D       1         16350            0            0
SOUTHTRUST CORP COM STOCK US$2 COM  844730101       818098        14400 SH       D       2         14400            0            0
SOUTHTRUST CORP COM STOCK US$2 COM  844730101     14901501       262293 SH       D       3        262293            0            0
SOUTHTRUST CORP COM            COM  844730101    216679654      5730371 SH       D       6       5178024          550       551797
SOUTHTRUST CORP COM            COM  844730101     11240510       298974 SH       D       7        284680            0        14294
SOUTHTRUST CORP                COM  844730101       306961         8118 SH       S       7          8118            0            0
SOUTHWEST AIRLINES CO COM STOC COM  844741108       193331         7270 SH       D       2          7270            0            0
SOUTHWEST AIRLINES CO COM STOC COM  844741108     21047175       791454 SH       D       3        791454            0            0
SOUTHWEST AIRLINES             COM  844741108      2265111       140472 SH       D       5        140472            0            0
SOUTHWEST AIRLINES CO COM      COM  844741108    208277522     12866565 SH       D       6      11823901         1664      1041000
SOUTHWEST AIRLINES CO COM      COM  844741108      6055299       374789 SH       D       7        331610            0        43179
SOUTHWEST AIRLINES INC         COM  844741108       394262        24356 SH       S       7         24356            0            0
SOUTHWEST BANCORP INC OKLA COM COM  844767103       252000        12600 SH       D       6         12600            0            0
SOUTHWEST BANCORP INC/OKLA     COM  844767103         8800          440 SH       D       7           440            0            0
SOUTHWEST BANCORP COM          COM  84476R109      8210656       414418 SH       D       6        414418            0            0
Southwest Bancorp Texas Inc.   COM  84476R109        83133         4196 SH       D       7          4196            0            0
SOUTHWEST GAS CORP COM         COM  844895102     21994348       956276 SH       D       6        952376            0         3900
Southwest Gas Corp.            COM  844895102       106513         4631 SH       D       7          4631            0            0
SOUTHWALL TECHNOLOGIES INC COM COM  844909101         4333          937 SH       D       6           937            0            0
SOUTHWALL TECH INC             COM  844909101          925          200 SH       D       7           200            0            0
CLEAR CHANNEL COMMUNICATIONS I COM  845021021      2378500        26800 SH       D       9         26800            0            0
SOUTHWEST GA FINL CORP COM     COM  84502A104         3059          211 SH       D       6           211            0            0
SOUTHWEST GEORGIA FINAL CORP   COM  84502A104         1943          134 SH       D       7           134            0            0
SOUTHWEST SECURITIES COM       COM  845224104      3989167       145723 SH       D       6        145723            0            0
Southwest Secs. Group Inc.     COM  845224104        46674         1705 SH       D       7          1705            0            0
SOUTHWEST WTR CO COM           COM  845331107      1151295        76753 SH       D       6         76753            0            0
SOUTHWEST WATER CO             COM  845331107         4230          282 SH       D       7           282            0            0
SOUTHWESTERN ENERGY CO COM     COM  845467109      6543501       997105 SH       D       6        963075            0        34030
Southwestern Energy Co.        COM  845467109        21406         3262 SH       D       7          3262            0            0
SOVEREIGN BANCORP INC          COM  845905108     22472378      3015172 SH       D       6       2995606            0        19566
SOVEREIGN BANCORP INC          COM  845905108       306226        41281 SH       D       7         28070            0        13211
SOVRAN SELF STORAGE COM        COM  84610H108      7505954       396354 SH       D       6        308104            0        88250
Sovran Self Storage Inc.       COM  84610H108        36000         1901 SH       D       7          1901            0            0
SPACEHAB INC COM               COM  846243103       694020       129120 SH       D       6        129120            0            0
SPACEHAB INC                   COM  846243103         2214          412 SH       D       7           412            0            0
SPACE LABS INC.                COM  846247104      2065189       111256 SH       D       6        111256            0            0
SPACELABS MEDICAL INC.         COM  846247104         6441          347 SH       D       7           347            0            0
SPAN AMER MED SYS INC COM      COM  846396109         3537         1068 SH       D       6          1068            0            0
SPANISH BROADCASTING COM       COM  846425882      9607675       238700 SH       D       6        238700            0            0
SPANISH BROADCASTING SYSTEM    COM  846425882        44275         1100 SH       D       7          1100            0            0
SPANLINK COMMUNICATIONS INC    COM  846492106        98437        12500 SH       D       6         12500            0            0
SPARTAN MTRS INC               COM  846819100       682556       156013 SH       D       6        156013            0            0
SPARTAN MOTORS INC             COM  846819100         2458          562 SH       D       7           562            0            0
SPARTECH CORP COM NEW          COM  847220209     13732920       425827 SH       D       6        425827            0            0
Spartech Corp.                 COM  847220209       104006         3225 SH       D       7          3225            0            0
SPARTON CORP COM               COM  847235108        68074        12814 SH       D       6         12814            0            0
SPARTON CORP.                  COM  847235108         1859          350 SH       D       7           350            0            0
SPATIAL TECHNOLOGY INC         COM  847246105         1387          300 SH       D       7           300            0            0
SPECIAL METALS COM             COM  84741Y103       288529        90519 SH       D       6         90519            0            0
SPECIAL METALS CORP            COM  84741Y103         1816          570 SH       D       7           570            0            0
SPECIALTY CARE NETWORK COM     COM  84748M102            0         9100 SH       D       6          9100            0            0
SPECIALTY CATALOG CORP COM     COM  84748Q103        14802         3483 SH       D       6          3483            0            0
SPECIALTY CATALOG CORP         COM  84748Q103         1218          300 SH       D       7           300            0            0
SPECIALTY EQUIP COS INC COM    COM  847497203      5619519       234758 SH       D       6        234758            0            0
Specialty Equip. Cos. Inc.     COM  847497203        47587         1988 SH       D       7          1988            0            0
SPECTRA-PHYSICS LASE COM       COM  847568102      1151612        41129 SH       D       6         41129            0            0
SPECTRA-PHYSICS LASERS         COM  847568102        22288          796 SH       D       7           796            0            0
SPECTRALINK CORP COM           COM  847580107       729336       102363 SH       D       6        102363            0            0
SPECTRALINK CORP               COM  847580107         6278          866 SH       D       7           866            0            0
SPECTRAN CORP                  COM  847598109       169512        19100 SH       D       6         19100            0            0
SPECTRIAN CORP COM             COM  847608106      5884814       208312 SH       D       6        208312            0            0
SPECTRIAN CORP                 COM  847608106        13701          485 SH       D       7           485            0            0
SPECTRANETICS CORP COM         COM  84760C107      1104414       285010 SH       D       6        285010            0            0
SPECTRANETICS CORP             COM  84760C107         3313          855 SH       D       7           855            0            0
SPECTRASCIENCE INC             COM  84760E202         8400         2100 SH       D       6          2100            0            0
SPECTRASCIENCE INC             COM  84760E202         1200          300 SH       D       7           300            0            0
SPECTRUM CONTROL INC COM       COM  847615101      1378466       129738 SH       D       6        129738            0            0
SPECTRUM CONTROL INC           COM  847615101         5206          490 SH       D       7           490            0            0
SPECTRUM INFORMATION TECHNOLOG COM  847623303        13127        13127 SH       D       6         13127            0            0
SPECTRX INC COM                COM  847635109       463055        38790 SH       D       6         38790            0            0
SPECTRX INC                    COM  847635109         3581          300 SH       D       7           300            0            0
SPEEDFAM-IPEC INC COM          COM  847705100      5434745       420077 SH       D       6        420077            0            0
SpeedFam-IPEC Inc.             COM  847705100        49602         3834 SH       D       7          3834            0            0
SPEEDUS COM                    COM  847723103       452310        94600 SH       D       6         94600            0            0
SPEEDUS.COM INC                COM  847723103         4781         1000 SH       D       7          1000            0            0
SPEEDWAY MOTOR SPORTS COM      COM  847788106      3793847       136408 SH       D       6        136408            0            0
SPEEDWAY MOTORSPORTS           COM  847788106       162337         6084 SH       D       7          2156            0         3928
SPEIZMAN INDUSTRIES INC        COM  847805108         9025         1900 SH       D       7          1900            0            0
SPIEGEL INC CL A NON-VTG       COM  848457107      1839824       261662 SH       D       6        261662            0            0
Spiegel Inc.                   COM  848457107        52776         7506 SH       D       7          7506            0            0
SPIEKER PPTYS COM              COM  848497103     45843294      1258135 SH       D       6        822251            0       435884
SPIEKER PROPERTIES INC         COM  848497103       558666        15112 SH       D       7         10833            0         4279
SPINNAKER EXPLORATION CO COM   COM  84855W109      1177926        83393 SH       D       6         83393            0            0
SPINNAKER EXPLORATION CO       COM  84855W109        11300          800 SH       D       7           800            0            0
SPIRE CORP                     COM  848565107        11500         2000 SH       D       7          2000            0            0
SPLASH TECHNOLOGY HL COM       COM  848623104      1271097       144238 SH       D       6        144238            0            0
SPLASH TECHNOLOGY HOLDINGS     COM  848623104         8927         1013 SH       D       7          1013            0            0
SPLITROCK SVCS INC COM         COM  848636304      2888811       145349 SH       D       6        145349            0            0
SPLITROCK SERVICES INC         COM  848636304        53662         2700 SH       D       7          2700            0            0
SPORTSMAN'S GUIDE INC          COM  848907200         4750         1900 SH       D       6          1900            0            0
SPORTSMAN'S GUIDE INC          COM  848907200          750          300 SH       D       7           300            0            0
SPORT SUPPLY GROUP INC. COM    COM  848915104       427226        62142 SH       D       6         62142            0            0
SPORT SUPPLY GROUP INC         COM  848915104         2275          331 SH       D       7           331            0            0
SPORT-HALEY INC COM            COM  848925103         9119         2653 SH       D       6          2653            0            0
SPORT-HALEY INC                COM  848925103          687          200 SH       D       7           200            0            0
SPINNAKER INDUSTRIES INC.A     COM  848926101         1868          159 SH       D       7           159            0            0
SPINNAKER INDUSTRIES INC       COM  848926200         1995          168 SH       D       7           168            0            0
SPORTSLINE USA INC COM         COM  848934105     19207599       383194 SH       D       6        383194            0            0
SportsLine USA Inc.            COM  848934105       140500         2803 SH       D       7          2803            0            0
SPORT CHALET COM               COM  849163100         3854          752 SH       D       6           752            0            0
SPORT CHALET INC               COM  849163100         1537          300 SH       D       7           300            0            0
SPORT AUTH INC COM             COM  849176102       707496       353748 SH       D       6        353748            0            0
THE SPORTS AUTHORITY INC       COM  849176102         3346         1673 SH       D       7          1673            0            0
SPORTS CLUB INC COM            COM  84917P100       489459       126312 SH       D       6        126312            0            0
SPORTS CLUB CO. INC            COM  84917P100         2325          600 SH       D       7           600            0            0
CSF(THOMSON)                   COM  850944096       585008        17800 SH       D       9         17800            0            0
SPRING INDUSTRIES              COM  851783100       282329         4400 SH       D       3          4400            0            0
SPRINGS INDUSTRIES INC COM     COM  851783100     29628234       741865 SH       D       6        681731           35        60099
SPRINGS INDUSTRIES INC COM     COM  851783100       563675        14115 SH       D       7         13877            0          238
SPRINGS INDUST INC             COM  851783100        33946          850 SH       S       7           850            0            0
SPRINT CORP (FON GROUP)COM STO COM  852061100      5195309        56960 SH       D       1         35300        21660            0
SPRINT CORP (FON GROUP)COM STO COM  852061100      2029281        18740 SH       D       2         18740            0            0
SPRINT CORP (FON GROUP)COM STO COM  852061100    141646873      1308080 SH       D       3       1236280            0        71800
SPRINT CORP (FON GROUP)COM STO COM  852061100      2490580        23000 SH       D       4         23000            0            0
SPRINT COM                     COM  852061100   1525728080     22666341 SH       D       6      20639605         2886      2023850
SPRINT COM                     COM  852061100     45446341       677708 SH       D       7        616445            0        61263
SPRINT CORP (FON GROUP)        COM  852061100      2822817        41936 SH       S       7         41936            0            0
SPRINT CORP (PCS GROUP)        COM  852061506       985187         5960 SH       D       2          5960            0            0
SPRINT CORP (PCS GROUP)        COM  852061506    109800512       664250 SH       D       3        646300            0        17950
SPRINT CORP (PCS GROUP)        COM  852061506      1190159         7200 SH       D       4          7200            0            0
SPRINT COM                     COM  852061506   1067614272     10415749 SH       D       6       9530605         1468       883676
SPRINT COM                     COM  852061506     29591679       290799 SH       D       7        265494            0        25305
SPRINT CORP (PCS GROUP)        COM  852061506      2145530        20932 SH       S       7         20932            0            0
SPYGLASS INC COM               COM  852192103     14215175       374854 SH       D       6        374854            0            0
Spyglass Inc.                  COM  852192103        92453         2438 SH       D       7          2438            0            0
SS&C TECHNOLOGIES IN COM       COM  85227Q100      1119098       172169 SH       D       6        172169            0            0
SS&C Technologies Inc.         COM  85227Q100        19396         2984 SH       D       7          2984            0            0
STAAR SURGICAL CO NEW          COM  852312305      1443789       148081 SH       D       6        148081            0            0
STAAR SURGICAL CO.             COM  852312305         5811          596 SH       D       7           596            0            0
STAC INC. COM                  COM  852323203        32275         5113 SH       D       6          5113            0            0
STAC SOFTWARE INC              COM  852323203         3787          600 SH       D       7           600            0            0
STAFF BLDRS INC NEW COM        COM  852377308         5735        18500 SH       D       6         18500            0            0
STAFF LEASING COM              COM  852381102      3084650       324700 SH       D       6        324700            0            0
Staff Leasing Inc.             COM  852381102        23902         2516 SH       D       7          2516            0            0
STAFFMARK INC COM              COM  852389105      4378173       578932 SH       D       6        578932            0            0
Staffmark Inc.                 COM  852389105        30953         4093 SH       D       7          4093            0            0
STAGE STORES, INC. COM         COM  85254C107       812776       351471 SH       D       6        351471            0            0
STAGE STORES INC               COM  85254C107         3663         1584 SH       D       7          1584            0            0
STAMPS COM INC COM             COM  852857101     14492742       348174 SH       D       6        348174            0            0
STAMPS.COM INC                 COM  852857101        70762         1700 SH       D       7          1700            0            0
STANCORP FINL GROUP INC COM    COM  852891100     12639137       501802 SH       D       6        501802            0            0
Stancorp Finl Group Inc.       COM  852891100        76393         3033 SH       D       7          3033            0            0
STANDARD AUTOMOTIVE CORP       COM  853097103        13500         1500 SH       D       6          1500            0            0
STANDARD AUTOMOTIVE CORP       COM  853097103         1800          200 SH       D       7           200            0            0
STANDARD COMMERCING TOBACCO CO COM  853258101       618859       173715 SH       D       6        173715            0            0
STANDARD COMMERCIAL CORP.      COM  853258101         2041          573 SH       D       7           573            0            0
STANDARD MANAGEMENT COM        COM  853612109         3287          692 SH       D       6           692            0            0
STANDARD MANAGEMENT CORP.      COM  853612109         1676          353 SH       D       7           353            0            0
STANDARD MICROSYSTEMS CORP COM COM  853626109      2691696       248943 SH       D       6        248943            0            0
STANDARD MICROSYSTEMS CORP     COM  853626109         7449          689 SH       D       7           689            0            0
STANDARD MOTOR PRODUCTS INC  C COM  853666105      4140674       256786 SH       D       6        256786            0            0
Standard Motor Products Inc.   COM  853666105        22397         1389 SH       D       7          1389            0            0
STANDARD PAC CORP COM          COM  85375C101      9352167       850197 SH       D       6        848097            0         2100
Standard Pacific Corp.         COM  85375C101        41470         3770 SH       D       7          3770            0            0
STANDARD REGISTER CO COM       COM  853887107      9566057       493732 SH       D       6        493732            0            0
Standard Register              COM  853887107        71881         3710 SH       D       7          3710            0            0
STANDEX INTERNATIONAL CORP COM COM  854231107      5624712       268643 SH       D       6        268643            0            0
Standex International Corp.    COM  854231107        36577         1747 SH       D       7          1747            0            0
STANLEY FURNITURE COM          COM  854305208      2270598       123570 SH       D       6        123570            0            0
STANLEY FURNITURE CO INC       COM  854305208         4851          264 SH       D       7           264            0            0
STANLEY WORKS COM STOCK US$2.5 COM  854616109      6551882       134665 SH       D       3        134665            0            0
STANLEY WORKS                  COM  854616109       752884        24992 SH       D       5         24992            0            0
STANLEY WORKS COM              COM  854616109     67226409      2231582 SH       D       6       2048950          318       182314
STANLEY WORKS COM              COM  854616109      1927301        64312 SH       D       7         58204            0         6108
STANLEY WORKS                  COM  854616109       130441         4330 SH       S       7          4330            0            0
STARBASE CORP COM              COM  854910205      4049062       370200 SH       D       6        370200            0            0
STARBASE CORP                  COM  854910205        18593         1700 SH       D       7          1700            0            0
STAR TELECOMMUNICTIONS COM     COM  854923109      4179412       528618 SH       D       6        528618            0            0
STAR Telecommunications Inc.   COM  854923109        50948         6444 SH       D       7          6444            0            0
STAPLES INCORPORATED           COM  855030102       220722         6600 SH       D       2          6600            0            0
STAPLES INCORPORATED           COM  855030102     24599334       735565 SH       D       3        735565            0            0
STAPLES INC                    COM  855030102      2675276       128929 SH       D       5        128929            0            0
STAPLES INC COM                COM  855030102    235734400     11360694 SH       D       6      10445830         1577       913287
STAPLES INC COM                COM  855030102      9609652       434467 SH       D       7        298597            0       135870
STAPLES, INC                   COM  855030102       465671        22442 SH       S       7         22442            0            0
STAR BUFFET INC COM            COM  855086104         9100         2600 SH       D       6          2600            0            0
STAR BUFFET INC                COM  855086104         5950         1700 SH       D       7          1700            0            0
STAR STRUCK LTD COM            COM  855188108         5859         1302 SH       D       6          1302            0            0
STAR STRUCK LTD                COM  855188108        12250         2800 SH       D       7          2800            0            0
STARBUCKS CORP COM             COM  855244109     64880341      2675478 SH       D       6       2675478            0            0
STARBUCKS CORPORATION          COM  855244109      1942734        78668 SH       D       7         27708            0        50960
STARCRAFT CORP                 COM  855269106        15675         2200 SH       D       7          2200            0            0
STARMEDIA COM                  COM  855546107      9498818       237100 SH       D       6        236780            0          320
STARMEDIA NETWORK INC          COM  855546107       167622         4427 SH       D       7          2900            0         1527
STARMET CORPORATION COM        COM  855547105        20559         3163 SH       D       6          3163            0            0
STARMET CORPORATION            COM  855547105        11700         1800 SH       D       7          1800            0            0
STARRETT L S CO COM            COM  855668109      3086121       137543 SH       D       6        137543            0            0
LS Starrett Co. Class A        COM  855668109        18645          831 SH       D       7           831            0            0
STARTER CORP COM               COM  855684106           14        14600 SH       D       6         14600            0            0
STARTER CORP                   COM  855684106            3         3200 SH       D       7          3200            0            0
STARTEK INC COM                COM  85569C107      4304107       118734 SH       D       6        118734            0            0
Startek Inc                    COM  85569C107        47777         1318 SH       D       7          1318            0            0
STARTEC GLOBAL COMM COM        COM  85569E103      1464337        68507 SH       D       6         68507            0            0
STARTEC GLOBAL COMMUNICATION   COM  85569E103        17121          801 SH       D       7           801            0            0
STARWOOD FINANCIAL INC COM     COM  85569R104      7478596       445104 SH       D       6        440885            0         4219
STARWOOD FINANCIAL INC.        COM  85569R104       350518        19492 SH       D       7          3970            0        15522
STATE AUTO FINL CORP COM       COM  855707105      2816869       308698 SH       D       6        308698            0            0
State Auto Financial Corp.     COM  855707105        29729         3258 SH       D       7          3258            0            0
STATE BANCORP INC NY COM       COM  855716106      1188452        83036 SH       D       6         83036            0            0
STATE BANCORP INC              COM  855716106        10791          754 SH       D       7           754            0            0
STARWOOD HTLS & RESORTS WORLDW COM  85590A203       117178         3144 SH       D       2          3144            0            0
STARWOOD HTLS & RESORTS WORLDW COM  85590A203      9235757       247803 SH       D       3        238434            0         9369
STARWOOD HOTELS &RESORTS WOR   COM  85590A203      1214433        51678 SH       D       5         51678            0            0
STARWOOD HOTELS & RESORTS      COM  85590A203     59326581      2524501 SH       D       6       2509279            0        15222
STARWOOD HOTELS & RESORTS WW   COM  85590A203      1501874        62922 SH       D       7         42293            0        20629
STATE FINL SVCS CORP CL A      COM  856855101      1473684       122807 SH       D       6        122807            0            0
STATE FINL SERVICES CORP       COM  856855101         4452          371 SH       D       7           371            0            0
STATE STREET CORP              COM  857477103       283820         2400 SH       D       2          2400            0            0
STATE STREET CORP              COM  857477103     32620066       275837 SH       D       3        258437            0        17400
STATE STREET CORP              COM  857477103      3268816        44740 SH       D       5         44740            0            0
STATE STREET CORP COM          COM  857477103    297241932      4068324 SH       D       6       3743056          541       324727
STATE STREET CORP COM          COM  857477103      9727370       133390 SH       D       7        104653            0        28737
STATE STREET CORP              COM  857477103       569887         7800 SH       S       7          7800            0            0
STATE FED FINL CORP COM        COM  857549109        12726         1414 SH       D       6          1414            0            0
STATEFED FINANCIAL CORP        COM  857549109         1800          200 SH       D       7           200            0            0
STATEN IS BANCORP INC COM      COM  857550107     17556786       975377 SH       D       6        951777            0        23600
Staten Island Bancorp Inc.     COM  857550107       107766         5987 SH       D       7          5987            0            0
STATION CASINOS INC COM        COM  857689103     24401477      1087531 SH       D       6        988231            0        99300
Station Casinos Inc.           COM  857689103        94215         4199 SH       D       7          4199            0            0
STEARNS & LEHMAN INC           COM  857890107         1625         1000 SH       D       6          1000            0            0
STATEWIDE FINL CORP COM        COM  857914105        61711         2444 SH       D       6          2444            0            0
STATEWIDE FINANCIAL CORP       COM  857914105         5050          200 SH       D       7           200            0            0
STEEL DYNAMICS INC COM         COM  858119100     10585639       664197 SH       D       6        664197            0            0
Steel Dynamics Inc.            COM  858119100       141046         8850 SH       D       7          8850            0            0
STEEL TECHNOLOGIES INC COM     COM  858147101      2702829       186402 SH       D       6        186402            0            0
STEEL TECHNOLOGIES INC         COM  858147101         6351          438 SH       D       7           438            0            0
STEELCASE INC - CL A COM       COM  858155203      3429348       285779 SH       D       6        279402            0         6377
STEELCASE  INC                 COM  858155203        65097         5470 SH       D       7          1129            0         4341
STEIN MART COM                 COM  858375108      2745845       482786 SH       D       6        482786            0            0
Stein Mart Inc.                COM  858375108        26822         4716 SH       D       7          4716            0            0
STEINWAY MUSICAL INS COM       COM  858495104      2902027       143310 SH       D       6        143310            0            0
Steinway Musical Instruments   COM  858495104        23550         1163 SH       D       7          1163            0            0
STEPAN CHEMICAL CO COM         COM  858586100      4319863       184807 SH       D       6        182707            0         2100
Stepan Co.                     COM  858586100        54604         2336 SH       D       7          2336            0            0
STEPHAN CO COM                 COM  858603103        58460        14615 SH       D       6         14615            0            0
STEPHAN COMPANY                COM  858603103          844          211 SH       D       7           211            0            0
STERLING BANCSHARES COM        COM  858907108      4702598       420344 SH       D       6        420344            0            0
Sterling Bancshares Inc.       COM  858907108        40073         3582 SH       D       7          3582            0            0
STERICYCLE INC COM             COM  858912108      4227563       224721 SH       D       6        224721            0            0
Stericycle Inc                 COM  858912108        37737         2006 SH       D       7          2006            0            0
STERILE RECOVERIES COM         COM  859151102       305291        44406 SH       D       6         44406            0            0
STERILE RECOVERIES INC         COM  859151102         6551          953 SH       D       7           953            0            0
STERIS CORP COM                COM  859152100     15230665      1476913 SH       D       6       1476913            0            0
Steris Corp                    COM  859152100       184738        17914 SH       D       7         17914            0            0
STERLING BANCORP COM           COM  859158107      1766800       110425 SH       D       6        110425            0            0
STERLING BANCORP-N Y           COM  859158107         5088          318 SH       D       7           318            0            0
STERLING COMM INC COM          COM  859205106     44910827      1318483 SH       D       6       1318483            0            0
STERLING COMMERCE INC          COM  859205106      1597748        48872 SH       D       7         26554            0        22318
STERLING FINL CORP COM         COM  859317109      2498972        80612 SH       D       6         80612            0            0
Sterling Financial Corp.       COM  859317109        32364         1044 SH       D       7          1044            0            0
STERLING FINL CORP WA COM      COM  859319105      1044027        90785 SH       D       6         90785            0            0
STERLING FINL CORP/SPOKANE     COM  859319105         4140          360 SH       D       7           360            0            0
STERLING SOFTWARE COM          COM  859547101     49185486      1561444 SH       D       6       1529061            0        32383
STERLING SOFTWARE              COM  859547101      1010970        32640 SH       D       7         25764            0         6876
STERLING VISION INC COM        COM  859727109        58880         8723 SH       D       6          8723            0            0
STERLING VISION INC            COM  859727109         4495          666 SH       D       7           666            0            0
STEWART & STEVENSON SERVICES I COM  860342104       425196        22100 SH       D       1         22100            0            0
STEWART & STEVENSON SERVICES I COM  860342104        78882         4100 SH       D       2          4100            0            0
STEWART & STEVENSON SERVICES I COM  860342104       200092        10400 SH       D       3         10400            0            0
STEWART & STEVENSON SERVICES I COM  860342104     13688945      1155790 SH       D       6       1134590            0        21200
Stewart & Stevenson Svcs. Inc. COM  860342104        73384         6196 SH       D       7          6196            0            0
STEWART ENTERPRISES COM        COM  860370105      9699072      2041910 SH       D       6       2034825            0         7085
STEWART ENTERPRISES INC        COM  860370105       128373        26591 SH       D       7         13366            0        13225
STEWART INFORMATION SERVICES C COM  860372101      6908375       518939 SH       D       6        517139            0         1800
Stewart Information Svcs Corp. COM  860372101        21539         1618 SH       D       7          1618            0            0
STIFEL FINL CORP COM           COM  860630102       736724        74605 SH       D       6         74605            0            0
STIFEL FINANCIAL CORP          COM  860630102         2962          300 SH       D       7           300            0            0
STILLWATER MNG CO COM          COM  86074Q102     31977127      1003204 SH       D       6       1003204            0            0
Stillwater Mining Co.          COM  86074Q102       175726         5513 SH       D       7          5513            0            0
ST MICROELECTRONICS ADR        ADR  861012102     15472113       101874 SH       D       9        101874            0            0
ST MICROELECTRONICS 0% CB      CNV  861012AA0     58451220     49248000 SH       D       9      49248000            0            0
ST MICROELCTRON 0%CB08 DTC     CNV  861012AB8      8260895      3000000 SH       D       9       3000000            0            0
STOCKWALK.COM GROUP INC        COM  86149C104       133300        17200 SH       D       6         17200            0            0
STONE & WEBSTER INC COM        COM  861572105      3146980       187181 SH       D       6        187181            0            0
Stone & Webster Inc.           COM  861572105        24394         1451 SH       D       7          1451            0            0
STONE ENERGY CORP COM          COM  861642106     13348367       374691 SH       D       6        374691            0            0
Stone Energy Corp.             COM  861642106        85072         2388 SH       D       7          2388            0            0
STONERIDGE INC- COM            COM  86183P102      3124627       202405 SH       D       6        202405            0            0
Stoneridge Inc.                COM  86183P102        34101         2209 SH       D       7          2209            0            0
STORAGE USA COM                COM  861907103     21633590       715160 SH       D       6        526061            0       189099
Storage USA Inc.               COM  861907103       126687         4188 SH       D       7          4188            0            0
STORAGE TECHNOLOGY CORP COM PA COM  862111200     29263373      1587166 SH       D       6       1577256            0         9910
STORAGE TECHNOLOGY CORP        COM  862111200       402799        22462 SH       D       7         15740            0         6722
STORAGE COMPUTER CORP COM      COM  86211A101        26500         5300 SH       D       6          5300            0            0
STORAGE COMPUTER CORP          COM  86211A101         4000          800 SH       D       7           800            0            0
STORM TECHNOLOGY INC COM       COM  862219102            3         3000 SH       D       6          3000            0            0
STOREMEDIA INC COM             COM  862221108           10        10750 SH       D       6         10750            0            0
STRATASYS INC COM              COM  862685104        19575         2700 SH       D       6          2700            0            0
STRATASYS INC                  COM  862685104        17400         2400 SH       D       7          2400            0            0
STRATEGIA CORP                 COM  86268Q108         2200         2200 SH       D       6          2200            0            0
STRATEGIC DIAGNOSTICS INC COM  COM  862700101       450653        68671 SH       D       6         68671            0            0
STRATEGIC DIAGNOSTIC INC       COM  862700101         1968          300 SH       D       7           300            0            0
STRATEGIC DISTR INC COM        COM  862701208        67562        47000 SH       D       6         47000            0            0
STRATEGIC DISTRIBUTION INC     COM  862701208          718          500 SH       D       7           500            0            0
STREICHER MOBILE FUELING INC   COM  862924107         1375          200 SH       D       7           200            0            0
STRATTEC SECURITY CORP. COM    COM  863111100      2498508        77174 SH       D       6         77174            0            0
STRATTEC SECURITY CORP         COM  863111100        11266          348 SH       D       7           348            0            0
STRATUS PROPERTIES             COM  863167102         1564          363 SH       D       1             0          363            0
STRATUS PROPERTIES, INC. COM   COM  863167102       839246       200417 SH       D       6        200417            0            0
STRATUS PROPERTIES INC         COM  863167102         2675          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      2235265       113178 SH       D       6        113178            0            0
Strayer Education Inc.         COM  863236105        28815         1459 SH       D       7          1459            0            0
STREAMLINE COM INC COM         COM  863239109      1157650       135200 SH       D       6        135200            0            0
STREAMLINE.COM INC             COM  863239109         9418         1100 SH       D       7          1100            0            0
STRIDE RITE CORP COM           COM  863314100      5781126       889404 SH       D       6        889404            0            0
Stride Rite Corp.              COM  863314100        65253        10039 SH       D       7         10039            0            0
STRUCTURAL DYNAMICS RESH CORP  COM  863555108     15392246      1207235 SH       D       6       1207235            0            0
Structural Dynamics Research   COM  863555108       104078         8163 SH       D       7          8163            0            0
STRYKER CORP COM               COM  863667101     74594554      1071376 SH       D       6       1071376            0            0
STRYKER CORP                   COM  863667101      2450027        32858 SH       D       7         12884            0        19974
STUDENT ADVANTAGE INC COM      COM  86386Q105      4315468       194500 SH       D       6        194500            0            0
STUDENT ADVANTAGE INC          COM  86386Q105        35500         1600 SH       D       7          1600            0            0
STUDENT LOAN COM               COM  863902102      5725650       114800 SH       D       6        114100            0          700
Student Loan Corp.             COM  863902102        74463         1493 SH       D       7          1493            0            0
STYLING TECHNOLOGY CORP        COM  863905105         1900         1900 SH       D       6          1900            0            0
STYLING TECHNOLOGY             COM  863905105          568          182 SH       D       7           182            0            0
STURM RUGER & CO INC COM       COM  864159108      4407192       496585 SH       D       6        496585            0            0
Sturm Ruger & Co. Inc.         COM  864159108        31089         3503 SH       D       7          3503            0            0
STYLECLICK.COM COM             COM  864221106      1278279       107081 SH       D       6        107081            0            0
STYLECLICK.COM                 COM  864221106         7460          625 SH       D       7           625            0            0
STYLESITE MARKETING INC        COM  864226204          561         1123 SH       D       6          1123            0            0
STYLESITE MARKETING INC        COM  864226204           53          107 SH       D       7           107            0            0
SUBMICRON SYSTEM CORP COM      COM  864313101          150        11600 SH       D       6         11600            0            0
SUBSTANCE ABUSE TECHNOLOGIES C COM  864325105           22        22286 SH       D       6         22286            0            0
SUBURBAN LODGES AMER COM       COM  864444104       776672       149720 SH       D       6        149720            0            0
SUBURBAN LODGES OF AMERICA     COM  864444104         9695         1869 SH       D       7          1869            0            0
SUCCESSORIES, INC COM          COM  864591102         2592         1152 SH       D       6          1152            0            0
SUDAMTEX DE VENEZUELA SPON ADR COM  864598305        29928        24759 SH       D       3         24759            0            0
SUFFOLK BANCORP                COM  864739107      2336587        88591 SH       D       6         88591            0            0
SUFFOLK BANCORP                COM  864739107         5908          224 SH       D       7           224            0            0
SUIZA FOODS CORP COM           COM  865077101     29681700       749065 SH       D       6        749065            0            0
Suiza Foods Corp.              COM  865077101       324409         8187 SH       D       7          8187            0            0
SUMMA INDUSTRIES COM           COM  86562T105       481566        41649 SH       D       6         41649            0            0
SUMMA INDUSTRIES               COM  86562T105         3468          300 SH       D       7           300            0            0
SUMMIT BANCORPORATION COM STK  COM  866005101       154915         3145 SH       D       2          3145            0            0
SUMMIT BANCORPORATION COM STK  COM  866005101     12612305       256048 SH       D       3        256048            0            0
SUMMIT BANCORP COM             COM  866005101    134717294      4398932 SH       D       6       4037387          594       360951
SUMMIT BANCORP COM             COM  866005101      3942940       129585 SH       D       7        114278            0        15307
Summit Bancorp                 COM  866005101       261996         8555 SH       S       7          8555            0            0
SUMMIT BANCSHARES INC COM      COM  866011109      1516630        81980 SH       D       6         81980            0            0
SUMMIT BANCSHARES INC (TEXAS)  COM  866011109        11840          640 SH       D       7           640            0            0
SUMMIT BANK CORP GA            COM  866013105         8225          700 SH       D       6           700            0            0
SUMMIT FINL CORP COM           COM  866057102         5448          454 SH       D       6           454            0            0
SUMMIT FINANCIAL CORP          COM  866057102         2520          210 SH       D       7           210            0            0
SUMMIT DESIGN INC COM          COM  86605U101        91728        26208 SH       D       6         26208            0            0
SUMMIT DESIGN INC              COM  86605U101         3808         1088 SH       D       7          1088            0            0
SUMMIT PPTYS COM               COM  866239106     14008727       783705 SH       D       6        595310            0       188395
Summit Properties Inc.         COM  866239106        63903         3575 SH       D       7          3575            0            0
SUMMIT TECHNOLOGY INC COM      COM  86627E101     11876019      1016130 SH       D       6       1016130            0            0
Summit Technology Inc.         COM  86627E101        81976         7014 SH       D       7          7014            0            0
SUN BANCORP INC COM            COM  866634108      1506813        78276 SH       D       6         78276            0            0
SUN BANCORP INC                COM  866634108         4851          252 SH       D       7           252            0            0
SUN BANCORP INC COM            COM  86663B102       852359        85772 SH       D       6         85772            0            0
SUN BANCORP INC                COM  86663B102         7413          746 SH       D       7           746            0            0
SUN COMMUNITIES INC COM        COM  866674104     16811498       522299 SH       D       6        405052            0       117247
Sun Communities Inc.           COM  866674104        82432         2561 SH       D       7          2561            0            0
SUN CMNTY BANCORP LTD COM      COM  866678105       121500        13500 SH       D       6         13500            0            0
SUN MICROSYSTEMS INC COM STK U COM  866810104     17586757       219970 SH       D       1         45000       174970            0
SUN MICROSYSTEMS INC COM STK U COM  866810104      3650943        28880 SH       D       2         28880            0            0
SUN MICROSYSTEMS INC COM STK U COM  866810104    318270765      2517612 SH       D       3       2399612            0       118000
SUN MICROSYSTEMS INC COM STK U COM  866810104      9228493        73000 SH       D       4         73000            0            0
SUN MICROSYSTEMS INC COM       COM  866810104   2945717156     38039931 SH       D       6      34871405         5172      3163354
SUN MICROSYSTEMS INC COM       COM  866810104    110833602      1462346 SH       D       7       1011231            0       451115
SUN MICROSYSTEMS INC           COM  866810104     86732300      1108400 SH       D       9       1108400            0            0
SUN MICROSYSTEMS, INC          COM  866810104      5794803        74832 SH       S       7         74832            0            0
SUN TELEVISION & APPLIANCE COM COM  866881105           91        14100 SH       D       6         14100            0            0
SUNBELT NURSERY GROUP COM      COM  866925100            6        66023 SH       D       6         66023            0            0
SUN HEALTHCARE GROUP COM       COM  866933104         4764       119107 SH       D       6        119107            0            0
SUN HYDRAULICS COM             COM  866942105        24050         3700 SH       D       6          3700            0            0
SUN HYDRAULICS                 COM  866942105         1846          284 SH       D       7           284            0            0
SUNBURST HOSPITALITY CORP COM  COM  866948102       998701       177547 SH       D       6        177547            0            0
SUNBURST HOSPITALITY CORP.     COM  866948102        12819         2279 SH       D       7          2279            0            0
SUNBASE ASIA INC COM           COM  867064107          630         3500 SH       D       6          3500            0            0
SUNBEAM CORPORATION COM        COM  867071102      6989640      1669168 SH       D       6       1669168            0            0
Sunbeam Corp.                  COM  867071102        95324        22764 SH       D       7         22764            0            0
SUNDSTRAND CORP COM            COM  867323107      1025325        14700 SH       D       6         14700            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103      4219098       111100 SH       D       1        111100            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103       941796        24800 SH       D       2         24800            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103      6174845       162600 SH       D       3        162600            0            0
SUNGARD DATA SYS INC COM       COM  867363103    163609712      6888830 SH       D       6       6182858            0       705972
SUNGARD DATA SYSTEMS INC       COM  867363103      9530862       397071 SH       D       7        367315            0        29756
SUNGLASS HUT INTL IN COM       COM  86736F106     25912068      2303295 SH       D       6       2169695            0       133600
SunGlass Hut Intl. Inc.        COM  86736F106       174420        15504 SH       D       7         15504            0            0
SUNOCO INC                     COM  86764P109        98998         2600 SH       D       2          2600            0            0
SUNOCO INC                     COM  86764P109      5634775       147986 SH       D       3        136486            0        11500
SUNOCO INC COM                 COM  86764P109     54211116      2306856 SH       D       6       2115407          317       191132
SUNOCO INC COM                 COM  86764P109      1682579        71706 SH       D       7         63948            0         7758
SUNOCO INC.                    COM  86764P109       101050         4300 SH       S       7          4300            0            0
SUNQUEST INFORMATION COM       COM  867654105      2421333       179358 SH       D       6        167858            0        11500
Sunquest Information Inc.      COM  867654105        12663          938 SH       D       7           938            0            0
SUNRISE ASSTD LIVING COM       COM  86768K106      4411233       320817 SH       D       6        320817            0            0
Sunrise Assisted Living Inc.   COM  86768K106        38280         2784 SH       D       7          2784            0            0
SUNRISE LEASING COM            COM  86769K105         9234         1759 SH       D       6          1759            0            0
SUNRISE INTL LEASING CORP      COM  86769K105         3131          600 SH       D       7           600            0            0
SUNRISE TECHNOLOGIES INC COM   COM  86769L103      8498940       719487 SH       D       6        719487            0            0
Sunrise Technologies Intl Inc  COM  86769L103        77986         6602 SH       D       7          6602            0            0
SUNSHINE MINING & REFINING CO  COM  867833501          286          208 SH       D       7           208            0            0
SUNTERRA CORP COM              COM  86787D109      8008301       696374 SH       D       6        696374            0            0
Sunterra Corp.                 COM  86787D109        59731         5194 SH       D       7          5194            0            0
SUNRISE MED INC COM            COM  867910101      2523287       407804 SH       D       6        407804            0            0
Sunrise Medical Inc.           COM  867910101        18141         2932 SH       D       7          2932            0            0
SUNTRUST BANKS COM STOCK US$1  COM  867914103       452708         4472 SH       D       1          3572          900            0
SUNTRUST BANKS COM STOCK US$1  COM  867914103       521394         4697 SH       D       2          4697            0            0
SUNTRUST BANKS COM STOCK US$1  COM  867914103     59525104       536234 SH       D       3        513034            0        23200
SUNTRUST BANKS COM STOCK US$1  COM  867914103      1431975        12900 SH       D       4         12900            0            0
SUNTRUST BANKS INC             COM  867914103      6144268        89290 SH       D       5         89290            0            0
SUNTRUST BKS INC COM           COM  867914103    600902059      8732455 SH       D       6       7874354         1062       857039
SUNTRUST BKS INC COM           COM  867914103     16818277       246647 SH       D       7        219096            0        27551
SUNTRUST BANKS INC.            COM  867914103      1072855        15591 SH       S       7         15591            0            0
SUPERCONDUCTOR TECHN COM       COM  867931107        21937         4500 SH       D       6          4500            0            0
SUPERCONDUCTOR TECHNOLOGIES    COM  867931107        12187         2500 SH       D       7          2500            0            0
SUNSTAR HEALTHCARE INC         COM  867939100         4675         1100 SH       D       6          1100            0            0
SUPER VISION INTL INC COM      COM  868042102         4800          800 SH       D       6           800            0            0
SUPERGEN INC COM               COM  868059106      9426525       320903 SH       D       6        320903            0            0
Supergen Inc.                  COM  868059106        75464         2569 SH       D       7          2569            0            0
SUPERIOR CONSULTANT COM        COM  868146101      1768496       124105 SH       D       6        124105            0            0
Superior Consultant Holdings   COM  868146101        17114         1201 SH       D       7          1201            0            0
SUPERIOR ENERGY SVCS COM       COM  868157108      1417716       210032 SH       D       6        210032            0            0
SUPERIOR ENERGY SERVICES INC   COM  868157108        22275         3300 SH       D       7          3300            0            0
SUPERIOR INDUSTRIES INT INC CO COM  868168105     12849568       479238 SH       D       6        479238            0            0
Superior Industries Intl Inc.  COM  868168105       132319         4935 SH       D       7          4935            0            0
SUPERIOR NATIONAL INSURANCE GR COM  868224106       691840        91483 SH       D       6         91483            0            0
Superior National Insurance    COM  868224106        19201         2539 SH       D       7          2539            0            0
SUPERIOR UNIFORM GROUP, INC. ( COM  868358102       677331        75259 SH       D       6         75259            0            0
SUPERIOR SURGICAL MFG          COM  868358102         8901          989 SH       D       7           989            0            0
SUPERIOR TELECOM INC COM       COM  868365107      3446591       223261 SH       D       6        223261            0            0
Superior Telecom Inc.          COM  868365107        30072         1948 SH       D       7          1948            0            0
SUPERIOR TRUST I 8.5% CV TR. P COM  86836P202       760416        22699 SH       D       6         22699            0            0
SUPERTEX INC COM               COM  868532102      2200397       108998 SH       D       6        108998            0            0
SUPERTEX INC                   COM  868532102        10941          542 SH       D       7           542            0            0
SUPERVALU INC COM STOCK US$1   COM  868536103      1228115        38100 SH       D       1         38100            0            0
SUPERVALU INC COM STOCK US$1   COM  868536103      8334971       258577 SH       D       3        226177            0        32400
SUPERVALU INC                  COM  868536103       777060        38853 SH       D       5         38853            0            0
SUPERVALUE INC COM             COM  868536103     84278940      4213947 SH       D       6       3814703          418       398826
SUPERVALUE INC COM             COM  868536103      3191556       159802 SH       D       7        147894            0        11908
SUPERVALU INC                  COM  868536103       134000         6700 SH       S       7          6700            0            0
SUPREME SPEC COM               COM  86859F107         5922          752 SH       D       6           752            0            0
SUPREMA SPECIALTIES INC        COM  86859F107         3150          400 SH       D       7           400            0            0
SUPREME INDUSTRIES INC COM     COM  868607102       677382       109476 SH       D       6        109476            0            0
SUPREME INDS INC               COM  868607102         3025          489 SH       D       7           489            0            0
SURGUTNEFTEGAZ ADR             ADR  868861204     10659872       489930 SH       D       3        489930            0            0
SURMODICS INC COM              COM  868873100      1919850        63995 SH       D       6         63995            0            0
SURMODICS INC                  COM  868873100         9720          324 SH       D       7           324            0            0
SURGE COMPONENTS INC N4 COM    COM  868908104         2925          800 SH       D       6           800            0            0
SURGE COMPONENTS INC           COM  868908104         6946         1900 SH       D       7          1900            0            0
SUSQUEHANNA BANCSHARES INC PA  COM  869099101     10815018       681261 SH       D       6        681261            0            0
Susquehanna Bancshare Inc.     COM  869099101        84391         5316 SH       D       7          5316            0            0
SWEDISH MATCH AB SPON ADR      COM  870309507       812420        23379 SH       D       7         23379            0            0
SWIFT ENERGY CO COM            COM  870738101      3839056       333831 SH       D       6        333831            0            0
Swift Energy Co.               COM  870738101        28899         2513 SH       D       7          2513            0            0
SWIFT TRANSN INC COM           COM  870756103     17378796       986031 SH       D       6        970131            0        15900
Swift Transportation Inc.      COM  870756103       123040         6981 SH       D       7          6981            0            0
SWISS ARMY BRANDS INC COM      COM  870827102       400247        56175 SH       D       6         56175            0            0
SWISS ARMY BRANDS INC          COM  870827102         2515          353 SH       D       7           353            0            0
SYBRON CHEM INDS, INC          COM  870903101       835566        71112 SH       D       6         71112            0            0
SYBRON CHEMICALS INC           COM  870903101         2996          255 SH       D       7           255            0            0
SYBASE INC COM                 COM  871130100     55196110      3246830 SH       D       6       2877530            0       369300
Sybase Inc.                    COM  871130100       401098        23594 SH       D       7         23594            0            0
SYBRON CORP DEL COM            COM  87114F106     32584759      1319889 SH       D       6       1319889            0            0
SYBRON CORPORATION             COM  87114F106      1103430        46106 SH       D       7         16791            0        29315
SYCAMORE NETWORKS COM          COM  871206108     72663360       235920 SH       D       6        235920            0            0
SYCAMORE NETWORKS INC.         COM  871206108      1201200         3900 SH       D       7          3900            0            0
SYKES ENTERPRISES INC COM      COM  871237103     21363088       486908 SH       D       6        486908            0            0
Sykes Enterprises Inc.         COM  871237103       190724         4347 SH       D       7          4347            0            0
SYLVAN FOODS HLDGS INC COM     COM  871371100       644708        75848 SH       D       6         75848            0            0
SYLVAN INC                     COM  871371100         8372          985 SH       D       7           985            0            0
SYLVAN LEARNING SYS INC COM    COM  871399101     12280528       944656 SH       D       6        942593            0         2063
SYLVAN LEARNING SYSTEMS INC    COM  871399101       158617        11778 SH       D       7          2973            0         8805
SYMANTEC CORP COM              COM  871503108     89290448      1523078 SH       D       6       1460051            0        63027
SYMANTEC                       COM  871503108      2952285        51854 SH       D       7         38868            0        12986
SYMBOL TECHNOLOGIES INC COM    COM  871508107     79871493      1256582 SH       D       6       1256582            0            0
SYMBOL TECHNOLOGIES INC        COM  871508107      2150906        38120 SH       D       7         13384            0        24736
SYMIX SYSTEMS INC. COM         COM  871535100      1313781        71988 SH       D       6         71988            0            0
SYMIX SYSTEMS INC              COM  871535100         6223          341 SH       D       7           341            0            0
SYMMETRICOM INC COM            COM  871543104      1990739       200326 SH       D       6        200326            0            0
SYMMETRICOM INC.               COM  871543104         5763          580 SH       D       7           580            0            0
SYMONS INTL GROUP COM          COM  87154P105       122003        84872 SH       D       6         84872            0            0
SYMONS INTERNATIONAL GROUP     COM  87154P105          667          464 SH       D       7           464            0            0
SYMS CORP COM                  COM  871551107       500145       100029 SH       D       6        100029            0            0
SYMS CORP.                     COM  871551107         3805          761 SH       D       7           761            0            0
SYMYX TECHNOLOGIES COM         COM  87155S108      8601000       286700 SH       D       6        286700            0            0
SYMYX                          COM  87155S108        57000         1900 SH       D       7          1900            0            0
SYNAGRO TECHNOLOGIES INC COM   COM  871562203       643792       132060 SH       D       6        132060            0            0
SYNAGRO TECHNOLOGIES INC       COM  871562203         7800         1600 SH       D       7          1600            0            0
SYNALLOY CORP COM              COM  871565107        96892        12919 SH       D       6         12919            0            0
SYNALLOY CORP                  COM  871565107         2250          300 SH       D       7           300            0            0
SYNAPTIC PHARMACEUTICAL CORP C COM  87156R109       984467       145847 SH       D       6        145847            0            0
SYNAPTIC PHARMACEUTICAL CORP   COM  87156R109         2659          394 SH       D       7           394            0            0
SYNCOR INTL CORP NEW           COM  87157J106      6690391       229713 SH       D       6        229713            0            0
Syncor Intl Corp               COM  87157J106        41037         1409 SH       D       7          1409            0            0
SYNERGY BRANDS INC             COM  87159E105         1187          400 SH       D       7           400            0            0
SYNOPSIS INC. COM              COM  871607107     62685859       939114 SH       D       6        938606            0          508
SYNOPSYS INC                   COM  871607107      2016725        32577 SH       D       7         15691            0        16886
SYNOVUS FINANCIAL CORP         COM  87161C105     13076002       408210 SH       D       3        408210            0            0
SYNOVUS FINL CORP COM          COM  87161C105    128946657      6487882 SH       D       6       5942385          888       544609
SYNOVUS FINL CORP COM          COM  87161C105      4424477       224102 SH       D       7        177907            0        46195
SYNOVUS FINANCIAL              COM  87161C105       261336        13149 SH       S       7         13149            0            0
SYNTELLECT INC COM             COM  87161L105         6396         2132 SH       D       6          2132            0            0
SYNTHETECH INC COM             COM  87162E100       619016       165071 SH       D       6        165071            0            0
SYNTHETECH INC                 COM  87162E100         2381          635 SH       D       7           635            0            0
SYNTEL INC COM                 COM  87162H103      2676991       165374 SH       D       6        165374            0            0
Syntel Inc.                    COM  87162H103        35563         2197 SH       D       7          2197            0            0
SYNTROLEUM CORP COM            COM  871630109      2215240       272645 SH       D       6        272645            0            0
Syntroleum Corp.               COM  871630109        30103         3705 SH       D       7          3705            0            0
SYPRIS SOLUTIONS INC COM       COM  871655106         5670          630 SH       D       6           630            0            0
SYPRIS SOLUTIONS INC           COM  871655106         3798          422 SH       D       7           422            0            0
SYQUEST TECH COM               COM  871660106           34         8300 SH       D       6          8300            0            0
SYSCO CORP COM STOCK US$1      COM  871829107       314281         5000 SH       D       2          5000            0            0
SYSCO CORP COM STOCK US$1      COM  871829107     36899350       587043 SH       D       3        543043            0        44000
SYSCO CORP COM STOCK US$1      COM  871829107      2621107        41700 SH       D       4         41700            0            0
SYSCO CORP                     COM  871829107      3637692        91948 SH       D       5         91948            0            0
SYSCO CORP COM                 COM  871829107    323285245      8171507 SH       D       6       7517860         1081       652566
SYSCO CORP COM                 COM  871829107     11881534       301740 SH       D       7        216265            0        85475
SYSCO CORP                     COM  871829107       634384        16035 SH       S       7         16035            0            0
SYSTEM SOFTWARE ASSOC INC COM  COM  871839205       289172       144586 SH       D       6        144586            0            0
SYSTEM SOFTWARE ASSOC INC      COM  871839205          876          438 SH       D       7           438            0            0
SYSTEMAX INC COM               COM  871851101      2642556       310889 SH       D       6        310889            0            0
Systemax Inc.                  COM  871851101        54298         6388 SH       D       7          6388            0            0
SYSTEMS & COMPUTER TECHNOLOGY  COM  871873105      9252360       569376 SH       D       6        569376            0            0
Systems & Computer Technology  COM  871873105        78195         4812 SH       D       7          4812            0            0
SYSTEMSOFT CORP COM            COM  871926101         1005        13400 SH       D       6         13400            0            0
SYSCOMM INTERNATIONAL CORP     COM  871942108         2681         2200 SH       D       6          2200            0            0
T&W FINL CORP COM              COM  87215N107       135838        77622 SH       D       6         77622            0            0
T&W FINANCIAL CORPORATION      COM  87215N107          540          309 SH       D       7           309            0            0
TBA INTMT CORP COM             COM  872173109        24958         4698 SH       D       6          4698            0            0
TBA ENTERTAINMENT CORP         COM  872173109         2656          500 SH       D       7           500            0            0
TBC CORP COM                   COM  872180104      1630756       260921 SH       D       6        260921            0            0
TBC Corp                       COM  872180104         5512          882 SH       D       7           882            0            0
TB WOODS CORP COMMON STOCK     COM  872226105       360323        42391 SH       D       6         42391            0            0
TB WOODS CORP                  COM  872226105         2218          261 SH       D       7           261            0            0
TCBY ENTERPRISES INC           COM  872245105       658521       172727 SH       D       6        172727            0            0
TCBY ENTERPRISES INC.          COM  872245105         3248          852 SH       D       7           852            0            0
TCF FINL CORP                  COM  872275102     33096088      1330496 SH       D       6       1321680            0         8816
TCF FINANCIAL CORPORATION      COM  872275102       523732        21368 SH       D       7         15428            0         5940
TCI PACIFIC COMMUNICATIONS     PFD  872294202     61597000       198700 SH       D       9        198700            0            0
TCI SATELLITE ENTERTAINMENT CO COM  872298104       675136        42196 SH       D       6         42196            0            0
TCI SATELLITE ENTERTNMNT-A     COM  872298104       109263         6829 SH       D       7          6829            0            0
TCSI CORP COM                  COM  87233R106        48947        15356 SH       D       6         15356            0            0
TCSI CORPORATION               COM  87233R106         1912          600 SH       D       7           600            0            0
TD WATERHOUSE COM              COM  872362108        24656         1500 SH       D       6          1500            0            0
TD WATERHOUSE GROUP            COM  872362108        31231         1900 SH       D       7          1900            0            0
TECO ENERGY                    COM  872375100      4720733       154160 SH       D       3        154160            0            0
TECO ENERGY INC COM            COM  872375100     34960965      1883419 SH       D       6       1869486            0        13933
TECO ENERGY                    COM  872375100       334424        17668 SH       D       7          8269            0         9399
TESSCO TECHNOLOGIES COM        COM  872386107       814787        43747 SH       D       6         43747            0            0
TESSCO TECHNOLOGIES INC        COM  872386107         3017          162 SH       D       7           162            0            0
TFC ENTERPRISES INC COM        COM  872388103        22125         5900 SH       D       6          5900            0            0
TF FINL CORP COM               COM  872391107        25175         1900 SH       D       6          1900            0            0
TF FINANCIAL CORP              COM  872391107         1709          129 SH       D       7           129            0            0
T&HQ INC COM                   COM  872443403     10236122       441450 SH       D       6        441450            0            0
THQ Incorporated               COM  872443403        62351         2689 SH       D       7          2689            0            0
TIB FINL CORP COM              COM  872449103         7988          789 SH       D       6           789            0            0
TIB FINANCIAL CORP             COM  872449103         3037          300 SH       D       7           300            0            0
T J INT`L INC COMMON           COM  872534102     22396710       533255 SH       D       6        513155            0        20100
TJ International Inc.          COM  872534102        91812         2186 SH       D       7          2186            0            0
TJX COS INC COM STOCK US$1     COM  872540109       150129         4600 SH       D       2          4600            0            0
TJX COS INC COM STOCK US$1     COM  872540109     15319805       469401 SH       D       3        469401            0            0
TJX COS INC NEW COM            COM  872540109    155251732      7596415 SH       D       6       6966855         1057       628503
TJX COS INC NEW COM            COM  872540109      6260602       306863 SH       D       7        215769            0        91094
TJX COS INC NEW                COM  872540109       313920        15360 SH       S       7         15360            0            0
TNP ENTERPRISES INC COM        COM  872594106     14797076       358717 SH       D       6        356517            0         2200
TNP Enterprises Inc.           COM  872594106        75281         1825 SH       D       7          1825            0            0
T-NETIX INC COM                COM  872597109        31653         7287 SH       D       6          7287            0            0
T-Netix Inc                    COM  872597109         1659          382 SH       D       7           382            0            0
TRC COS INC COM                COM  872625108        52305         6804 SH       D       6          6804            0            0
TRC COMPANIES INC.             COM  872625108         3843          500 SH       D       7           500            0            0
TRM CORPORATION COM            COM  872636105        64808        10581 SH       D       6         10581            0            0
TRM COPY CENTERS CORP          COM  872636105         1935          316 SH       D       7           316            0            0
TRO LEARNING INC               COM  87263R109       227453        42317 SH       D       6         42317            0            0
TRO LEARNING INC               COM  87263R109         8062         1500 SH       D       7          1500            0            0
TRW INC COM STOCK US$0.625     COM  872649108       175151         2100 SH       D       2          2100            0            0
TRW INC COM STOCK US$0.625     COM  872649108     17471195       209473 SH       D       3        202773            0         6700
TRW INC COM STOCK US$0.625     COM  872649108      1042568        12500 SH       D       4         12500            0            0
TRW INC                        COM  872649108      1740841        33518 SH       D       5         33518            0            0
TRW INC COM                    COM  872649108    157478604      3032079 SH       D       6       2783870          396       247813
TRW INC COM                    COM  872649108      4629129        89318 SH       D       7         80401            0         8917
T R W INC                      COM  872649108       305911         5890 SH       S       7          5890            0            0
TSI INC MINN COM               COM  872876107      1248801       106281 SH       D       6        106281            0            0
TSI INC/MINNESOTA              COM  872876107         4899          417 SH       D       7           417            0            0
TSI INTERNATIONAL SO COM       COM  872879101     19587550       345917 SH       D       6        345917            0            0
TSI International Software Ltd COM  872879101       181936         3213 SH       D       7          3213            0            0
TSR INC COM                    COM  872885108        49335         5980 SH       D       6          5980            0            0
TSR INC                        COM  872885108         2211          268 SH       D       7           268            0            0
TSS LTD -                      COM  872889506          493         8750 SH       D       3          8750            0            0
TST/IMPRESO INC                COM  872895107         9843         2500 SH       D       6          2500            0            0
TST/IMPRESO INC                COM  872895107         1181          300 SH       D       7           300            0            0
TMCI ELECTRONICS INC           COM  872933106            1         1700 SH       D       6          1700            0            0
TMP WORLDWIDE INC COM          COM  872941109     40076376       282228 SH       D       6        274928            0         7300
TMP WORLDWIDE INC              COM  872941109      1463710        11043 SH       D       7          5005            0         6038
TV GUIDE, INC COM              COM  87307Q109     38987584       906688 SH       D       6        906688            0            0
TV GUIDE INC CL A              COM  87307Q109       767400        18882 SH       D       7          8088            0        10794
TAB PRODUCTS CO. DEL           COM  873197107          650          100 SH       D       7           100            0            0
TACO CABANA COM                COM  873425102      1782958       219441 SH       D       6        219441            0            0
TACO CABANA CLASS A            COM  873425102         4078          502 SH       D       7           502            0            0
TAG-IT PACIFIC INC             COM  873774103        10125         1800 SH       D       6          1800            0            0
TAG-IT PACIFIC INC             COM  873774103         2812          500 SH       D       7           500            0            0
TAIWAN FUND INC                COM  874036106     26784231       825770 SH       D       3        825770            0            0
TAIWAN FUND INC                COM  874036106      1683724        51910 SH       D       4         51910            0            0
TAKE TWO INTERACTIVE SOFTWARE  COM  874054109      1987070       153590 SH       D       6        153590            0            0
TAKE-TWO INTERACTIVE SOFTWARE  COM  874054109        20958         1620 SH       D       7          1620            0            0
TALBOTS INC COM                COM  874161102     12120596       271610 SH       D       6        271610            0            0
Talbots Inc.                   COM  874161102       164130         3678 SH       D       7          3678            0            0
TALK CITY COM                  COM  874263106      3720200       142400 SH       D       6        142400            0            0
TALK CITY INC                  COM  874263106        26125         1000 SH       D       7          1000            0            0
TALKCOM INC COM                COM  874264104     20909464      1177998 SH       D       6       1156598            0        21400
Talk Com Inc.                  COM  874264104       202971        11435 SH       D       7         11435            0            0
RTS TALK.COM 2/12/00 RIGHT 2/1 RT   874264997            0        15378 SH       D       6         15378            0            0
TALK.COM INC                   COM  874264997            0          197 SH       D       7           197            0            0
TALX CORP COM                  COM  874918105        39736         2999 SH       D       6          2999            0            0
TALX CORP                      COM  874918105         1325          100 SH       D       7           100            0            0
TANDY BRANDS ACCESSORIES INC C COM  875378101       828462        59709 SH       D       6         59709            0            0
TANDY BRANDS ACCESSORIES INC   COM  875378101         9712          700 SH       D       7           700            0            0
TANDY CORP COM STOCK US$1      COM  875382103      1121259        14400 SH       D       1         14400            0            0
TANDY CORP COM STOCK US$1      COM  875382103       615135         7900 SH       D       2          7900            0            0
TANDY CORP COM STOCK US$1      COM  875382103     29223064       375303 SH       D       3        342503            0        32800
TANDY CORP                     COM  875382103      2661142        54102 SH       D       5         54102            0            0
TANDY CORP COM                 COM  875382103    280409773      5700834 SH       D       6       5178682          646       521506
TANDY CORP COM                 COM  875382103     16021091       323786 SH       D       7        267272            0        56514
TANDY CORP                     COM  875382103       461870         9390 SH       S       7          9390            0            0
TANDYCRAFTS INC COM            COM  875386104        32836        10722 SH       D       6         10722            0            0
TANGER FACTORY OUTLET COM      COM  875465106      3800341       183149 SH       D       6        178949            0         4200
Tanger Factory Outlet Centers  COM  875465106        18488          891 SH       D       7           891            0            0
TANNING TECHNOLOGY CORP COM    COM  87588P101      4172775        70800 SH       D       6         70800            0            0
TANNING TECHNOLOGY CORPORATION COM  87588P101        53043          900 SH       D       7           900            0            0
TANGRAM ENTERPRISE SOLUTIONS C COM  875924102       188299        23911 SH       D       6         23911            0            0
TANGRAM ENTERPRISE SOLUTIONS   COM  875924102        20475         2600 SH       D       7          2600            0            0
TANISYS TECHNOLOGY INC COM     COM  875927105          636         2400 SH       D       6          2400            0            0
TANISYS TECHNOLOGY INC         COM  875927105          318         1200 SH       D       7          1200            0            0
TARAGON RLTY INVS INC COM      COM  876287103       571755        55781 SH       D       6         55781            0            0
TARRAGON REALTY INVESTORS      COM  876287103         5207          508 SH       D       7           508            0            0
TARRANT APPAREL GROUP COM      COM  876289109       834516        86703 SH       D       6         86703            0            0
Tarrant Apparel Goup           COM  876289109        11954         1242 SH       D       7          1242            0            0
TASTY BAKING CO COM            COM  876553306       886975       105123 SH       D       6        105123            0            0
TASTY BAKING                   COM  876553306         8336          988 SH       D       7           988            0            0
TAUBMAN CTRS INC COM           COM  876664103     15815862      1471243 SH       D       6       1113545            0       357698
Taubman Centers Inc.           COM  876664103        64930         6040 SH       D       7          6040            0            0
TEAM AMER CORP COM             COM  878153105        15526         2730 SH       D       6          2730            0            0
TEAM AMERICA CORP              COM  878153105        11943         2100 SH       D       7          2100            0            0
TEAM INC COM                   COM  878155100         2412         1245 SH       D       6          1245            0            0
TEAMSTAFF INC COM              COM  87815U105        10781         7500 SH       D       6          7500            0            0
TEAM FINANCIAL INC COM         COM  87815X109         2700          300 SH       D       6           300            0            0
TEAM FINANCIA;                 COM  87815X109         2700          300 SH       D       7           300            0            0
TEARDROP GOLF CO               COM  878190107         6187         4500 SH       D       6          4500            0            0
TEARDROP GOLF COMPANY          COM  878190107          550          400 SH       D       7           400            0            0
TECH DATA CORP USD0.0015       COM  878237106        68819         1600 SH       D       3          1600            0            0
TECH DATA CORP COM             COM  878237106     19186733       707345 SH       D       6        703819            0         3526
TECH DATA CORP                 COM  878237106       414420        16004 SH       D       7          8321            0         7683
TECH/OPS SEVCON INC            COM  878293109         1390          139 SH       D       7           139            0            0
TECH-SYM CORP COM              COM  878308105      1497189        72591 SH       D       6         72591            0            0
TECH SYM CORP                  COM  878308105         4599          223 SH       D       7           223            0            0
TECHDYNE INC COM               COM  878329101         5431         2200 SH       D       6          2200            0            0
TECHE HOLDING CO               COM  878330109        22525         1700 SH       D       6          1700            0            0
TECHNE CORP COM                COM  878377100     23171126       420815 SH       D       6        420815            0            0
Techne Corp.                   COM  878377100       170638         3099 SH       D       7          3099            0            0
TECHNICAL CHEMICALS & PRODS CO COM  87840Q103         2629         5258 SH       D       6          5258            0            0
TECHNICLONE INTL CORP COM NEW  COM  878517309        75338       141800 SH       D       6        141800            0            0
TECHNICLONE CORPORATION        COM  878517309          478          900 SH       D       7           900            0            0
TECHNISOURCE INC               COM  878553106        11062         1883 SH       D       7          1883            0            0
TECHNITROL INC COM             COM  878555101     23649213       531443 SH       D       6        531443            0            0
Technitrol Inc.                COM  878555101        84194         1892 SH       D       7          1892            0            0
TECHNOLOGY SOLUTIONS COM       COM  87872T108     24928088       761163 SH       D       6        761163            0            0
Technology Solutions Co.       COM  87872T108       208322         6361 SH       D       7          6361            0            0
TECUMSEH PRODUCTS CL B         COM  878895101       851825        20403 SH       D       6         20403            0            0
TECUMSEH PRODS CO CL A         COM  878895200     24605544       521442 SH       D       6        513032            0         8410
TECUMSEH PRODUCTS CO CL A      COM  878895200       170579         3669 SH       D       7          2352            0         1317
TEKNOWLEDGE CORP NEW COM       COM  878919208         2800          700 SH       D       6           700            0            0
TEKNOWLEDGE CORP               COM  878919208         2800          700 SH       D       7           700            0            0
TEGAL CORP COM                 COM  879008100        61782         6986 SH       D       6          6986            0            0
TEGAL CORP                     COM  879008100        26531         3000 SH       D       7          3000            0            0
TEJON RANCH CO COM             COM  879080109      4105068       172845 SH       D       6        172845            0            0
Tejon Ranch Corp.              COM  879080109        34675         1460 SH       D       7          1460            0            0
TEKELEC COM                    COM  879101103     17746695       788742 SH       D       6        788742            0            0
TEKELEC                        COM  879101103       122760         5456 SH       D       7          5456            0            0
TEKGRAF INC CL A               COM  879102101         1500         1000 SH       D       6          1000            0            0
TEKGRAF INC                    COM  879102101         1200          800 SH       D       7           800            0            0
TEKINSIGHT.COM INC             COM  87910V107         1925          700 SH       D       7           700            0            0
TEKTRONIX INC COM STOCK NPV    COM  879131100      4478283        72289 SH       D       3         72289            0            0
TEKTRONIX INC COM              COM  879131100     47369810      1218516 SH       D       6       1125628          168        92720
TEKTRONIX INC COM              COM  879131100      1425628        36675 SH       D       7         36010            0          665
TEKTRONIX INC                  COM  879131100        85525         2200 SH       S       7          2200            0            0
TELCOM SEMICONDUCTOR COM       COM  87921P107      2717694       129414 SH       D       6        129414            0            0
TELCOM SEMICONDUCTOR INC       COM  87921P107        17787          847 SH       D       7           847            0            0
TELE DANMARK A/S____           COM  879242105      3619923        95892 SH       D       7         95892            0            0
TELE NORTE LESTE PART-ADR      COM  879246106      1644004        40904 SH       D       3         40904            0            0
TELEBANC FINANCIAL CORP COM    COM  87925R109     12498460       480710 SH       D       6        480710            0            0
Telebanc Financial Corp        COM  87925R109       128804         4954 SH       D       7          4954            0            0
TELECOM OF NEW ZEALAND         COM  879278208      1143488        29701 SH       D       7         29701            0            0
TELEBRAS -SPON ADR REP 1000 PR ADR  879287100          502        62400 SH       D       3          5600            0        56800
TELEBRAS -SPON ADR REP 1000 PR ADR  879287100          107        13400 SH       D       4         13400            0            0
TELEBRAS UNIT ADR              ADR  879287308     15282844        73650 SH       D       3         16850            0        56800
TELEBRAS UNIT ADR              ADR  879287308      2780585        13400 SH       D       4         13400            0            0
TELECORP COM                   COM  879299105       598120        15740 SH       D       6         15740            0            0
TELECORP PCS INC               COM  879299105       152874         4023 SH       D       7          4023            0            0
TELEDYNE TECHNOLOGIES INC      COM  879360105        71743         7602 SH       D       5          7602            0            0
TELEDYNE TECHNOLOGIES INC. COM COM  879360105      2967096       313832 SH       D       6        311088           91         2653
TELEDYNE TECHNOLOGIES INC. COM COM  879360105        34410         3623 SH       D       7          1889            0         1734
TELEFLEX INCORPORATED COM      COM  879369106     16440816       525056 SH       D       6        521556            0         3500
TELEFLEX INC                   COM  879369106       296320         9207 SH       D       7          5430            0         3777
TELEFONICA DE ARGENTINA -ADR R ADR  879378206      1607287        32300 SH       D       3         32300            0            0
TELEFONICA S.A.                COM  879382208      3945396        50060 SH       D       7         50060            0            0
TELEF DE MEXICO -SPON ADR 'A'  ADR  879403400      5012789       565500 SH       D       3        301300            0       264200
TELEF DE MEXICO ADR 'L' REP 20 ADR  879403780     40929337       227504 SH       D       3        151024            0        76480
TELEGROUP INC COM              COM  879422103           17        17604 SH       D       6         17604            0            0
TELEPHONE & DATA SYSTEMS INC C COM  879433100        39567          200 SH       D       2           200            0            0
TELEPHONE & DATA SYS INC COM   COM  879433100    127994958      1015833 SH       D       6        975034            0        40799
TELEPHONE & DATA SYSTEM        COM  879433100      2313112        18912 SH       D       7         15061            0         3851
TELEMATE NET SOFTWARE COM      COM  87943L100       222625        13700 SH       D       6         13700            0            0
TELESCAN INC COM               COM  879516102      4160288       168518 SH       D       6        168518            0            0
Telescan Inc.                  COM  879516102        42635         1727 SH       D       7          1727            0            0
TELESPECTRUM WORLDWIDE COM     COM  87951U109      2660012       373335 SH       D       6        373335            0            0
TELESPECTRUM WORLDWIDE INC.    COM  87951U109        10309         1447 SH       D       7          1447            0            0
TELIGENT INC - COM COM         COM  87959Y103     11270177       182513 SH       D       6        182513            0            0
TELIGENT INC                   COM  87959Y103       394730         6660 SH       D       7           365            0         6295
TELLABS INC USD0.01            COM  879664100       577335         5720 SH       D       2          5720            0            0
TELLABS INC USD0.01            COM  879664100     63567321       629799 SH       D       3        598199            0        31600
TELLABS COM                    COM  879664100    595765008      9281635 SH       D       6       8516931         1328       763376
TELLABS COM                    COM  879664100     22649058       350125 SH       D       7        251912            0        98213
TELLABS INC                    COM  879664100      1216545        18953 SH       S       7         18953            0            0
TELLABS INC                    COM  879664950        31905          500 SH       D       1             0          500            0
TELTRONICS INC                 COM  879698306         1987          600 SH       D       7           600            0            0
TELSCAPE INTERNATIONAL INC     COM  87969E105        23987         1900 SH       D       6          1900            0            0
TELSCAPE INTERNATIONAL INC     COM  87969E105         2525          200 SH       D       7           200            0            0
TELTREND INC COM               COM  87969R106      2895046        95704 SH       D       6         95704            0            0
TELTREND INC                   COM  87969R106         9649          319 SH       D       7           319            0            0
TELXON CORP COM                COM  879700102      3802672       237667 SH       D       6        237667            0            0
TELXON CORP.                   COM  879700102        12704          794 SH       D       7           794            0            0
TELULAR COM                    COM  87970T208        30637         3225 SH       D       6          3225            0            0
TELULAR CORP                   COM  87970T208         8550          900 SH       D       7           900            0            0
TEMPLE-INLAND INC COM STOCK US COM  879868107      9063675        87528 SH       D       3         87528            0            0
TEMPLE-INLAND INC              COM  879868107      1025855        15558 SH       D       5         15558            0            0
TEMPLE INLAND INC COM          COM  879868107     95989966      1455772 SH       D       6       1340608          178       114986
TEMPLE INLAND INC COM          COM  879868107      2701461        40936 SH       D       7         36671            0         4265
TEMPLE INLAND INC              COM  879868107       178031         2700 SH       S       7          2700            0            0
TELESOFT CORP COM              COM  879924108        11790         2734 SH       D       6          2734            0            0
TELESOFT CORPORATION           COM  879924108          862          200 SH       D       7           200            0            0
TELETECH HOLDINGS COM          COM  879939106     17407415       516493 SH       D       6        516493            0            0
TeleTech Holdings Inc.         COM  879939106       185468         5503 SH       D       7          5503            0            0
TEMPLTN EMERG MKTS             COM  880191101        12750         1000 SH       D       1             0         1000            0
TEMTEX INDS INC                COM  880236203         2077         1385 SH       D       6          1385            0            0
TENDER LOVING CARE HEALTH SE   COM  88032R107         2890         9250 SH       D       6          9250            0            0
TENFOLD CORP COM               COM  88033A103      7361080       184315 SH       D       6        184315            0            0
TenFold Corp.                  COM  88033A103        77718         1946 SH       D       7          1946            0            0
TENET HEALTHCARE CORP COM STOC COM  88033G100       193730         5170 SH       D       2          5170            0            0
TENET HEALTHCARE CORP COM STOC COM  88033G100     19040585       508128 SH       D       3        489828            0        18300
TENET HEALTHCARE CORP COM STOC COM  88033G100       876845        23400 SH       D       4         23400            0            0
TENET HEALTHCARE CORPORATION   COM  88033G100      2038178        86731 SH       D       5         86731            0            0
TENET HEALTH CARE CORP COM     COM  88033G100    190605727      8110882 SH       D       6       7393973         1025       715884
TENET HEALTH CARE CORP COM     COM  88033G100      5572896       233118 SH       D       7        206436            0        26682
TENET HEALTHCARE CORPORATION   COM  88033G100       353675        15050 SH       S       7         15050            0            0
TENNANT CO COM                 COM  880345103      5777525       176413 SH       D       6        176413            0            0
Tennant Co.                    COM  880345103        41494         1267 SH       D       7          1267            0            0
TENNECO AUTOMOTIVE INC COM     COM  880349105      4330815       465106 SH       D       6        461511            0         3595
TENNECO AUTOMOTIVE INC.        COM  880349105        70088         7132 SH       D       7          4684            0         2448
TENNECO AUTOMOTIVE INC.        COM  880349105        11540         1239 SH       S       7          1239            0            0
TERA COMPUTER CO COM           COM  88076P108       747265       166059 SH       D       6        166059            0            0
TERA COMPUTER CO               COM  88076P108         4491          998 SH       D       7           998            0            0
TERADYNE                       COM  880770102     10197830       107700 SH       D       1        107700            0            0
TERADYNE                       COM  880770102      2196747        23200 SH       D       2         23200            0            0
TERADYNE                       COM  880770102     39244602       414465 SH       D       3        395665            0        18800
TERADYNE INC COM               COM  880770102    519956316      7878126 SH       D       6       7075930          500       801696
TERADYNE INC COM               COM  880770102     29522313       453265 SH       D       7        407841            0        45424
Teradyne, Inc.                 COM  880770102       547800         8300 SH       S       7          8300            0            0
TERAYON COMMUNICATION SYS COM  COM  880775101     19838071       315830 SH       D       6        315830            0            0
Terayon Communication Systems  COM  880775101       155460         2475 SH       D       7          2475            0            0
TEREX CORP NEW COM             COM  880779103     11990358       432085 SH       D       6        432085            0            0
Terex Corp.                    COM  880779103       100760         3631 SH       D       7          3631            0            0
TERRA IND. INC. COM            COM  880915103       636179       391495 SH       D       6        391495            0            0
Terra Industries Inc.          COM  880915103        15242         9380 SH       D       7          9380            0            0
TERRA NITROGEN CO COM          COM  881005201         1702          454 SH       D       6           454            0            0
TESORO PETROLEUM CORP COM      COM  881609101      8069839       697932 SH       D       6        697932            0            0
Tesoro Petroleum Corp.         COM  881609101        52921         4577 SH       D       7          4577            0            0
TESSERACT GROUP INC COM        COM  881612105        10244         5854 SH       D       6          5854            0            0
TETRA TECHNOLOGIES INC DEL COM COM  88162F105      1132261       156174 SH       D       6        156174            0            0
TETRA TECHNOLOGIES INC         COM  88162F105         4342          599 SH       D       7           599            0            0
TETRA TECH INC NEW COM         COM  88162G103      9254135       601895 SH       D       6        601895            0            0
Tetra Tech  Inc.               COM  88162G103        79688         5183 SH       D       7          5183            0            0
TEXACO INC COM STOCK US$3.125  COM  881694103       627922         7240 SH       D       2          7240            0            0
TEXACO INC COM STOCK US$3.125  COM  881694103     76196208       878549 SH       D       3        834949            0        43600
TEXACO INC COM STOCK US$3.125  COM  881694103      2402410        27700 SH       D       4         27700            0            0
TEXACO INC COM                 COM  881694103    758569599     13966759 SH       D       6      12810840         1834      1154085
TEXACO INC COM                 COM  881694103     22073668       404031 SH       D       7        356741            0        47290
TEXACO INC.                    COM  881694103      1449057        26680 SH       S       7         26680            0            0
TEXARKANA FIRST FINL CORP COM  COM  881801104        21271         1105 SH       D       6          1105            0            0
TEXAS BIOTECHNOLOGY COM        COM  88221T104      2972585       374499 SH       D       6        374499            0            0
TEXAS BIOTECH CORP             COM  88221T104         9977         1257 SH       D       7          1257            0            0
TEXAS INDUSTRIES INC COM       COM  882491103     33800413       794136 SH       D       6        753536            0        40600
Texas Industries Inc.          COM  882491103       137051         3220 SH       D       7          3220            0            0
TEXAS INSTRUMENTS INC COM STOC COM  882508104      1728769        10760 SH       D       2         10760            0            0
TEXAS INSTRUMENTS INC COM STOC COM  882508104    214870990      1337374 SH       D       3       1272974            0        64400
TEXAS INSTRUMENTS INC COM STOC COM  882508104      6362387        39600 SH       D       4         39600            0            0
TEXAS INSTRUMENTS INC          COM  882508104     21324364       220692 SH       D       5        220692            0            0
TEXAS INSTRUMENTS INC COM      COM  882508104   1890721531     19512463 SH       D       6      17929321         2618      1580524
TEXAS INSTRUMENTS INC COM      COM  882508104     71563939       743147 SH       D       7        512246            0       230901
TEXAS INSTRUMENTS              COM  882508104      3691518        38106 SH       S       7         38106            0            0
TEXAS REGL BANCSHARES INC COM  COM  882673106      6258345       215805 SH       D       6        215805            0            0
Texas Regional Bancshares      COM  882673106        58783         2027 SH       D       7          2027            0            0
TEXAS UTILITIES CO COM STOCK N COM  882848104       255426         4520 SH       D       2          4520            0            0
TEXAS UTILITIES CO COM STOCK N COM  882848104     26104166       461937 SH       D       3        442137            0        19800
TEXAS UTILITIES CO COM STOCK N COM  882848104       389920         6900 SH       D       4          6900            0            0
TEXAS UTILITIES CO (HLDG)      COM  882848104      2723554        76585 SH       D       5         76585            0            0
TEXAS UTILITIES CO (HOLDING CO COM  882848104    254485373      7156023 SH       D       6       6578695          908       576420
TEXAS UTILITIES CO (HOLDING CO COM  882848104      7293519       204519 SH       D       7        180889            0        23630
TEXAS UTILITIES CO.            COM  882848104       475470        13370 SH       S       7         13370            0            0
THAI FUND INC                  COM  882904105       103602         8500 SH       D       2          8500            0            0
TEXTRON INC                    COM  883203101         5680           80 SH       D       1             0           80            0
TEXTRON INC COM STOCK US$0.125 COM  883203101       269466         2220 SH       D       2          2220            0            0
TEXTRON INC COM STOCK US$0.125 COM  883203101     31341828       258210 SH       D       3        239610            0        18600
TEXTRON INC COM STOCK US$0.125 COM  883203101      1140982         9400 SH       D       4          9400            0            0
TEXTRON INC                    COM  883203101      3196948        41688 SH       D       5         41688            0            0
TEXTRON INC COM                COM  883203101    293066956      3821574 SH       D       6       3515484          514       305576
TEXTRON INC COM                COM  883203101      8654019       113480 SH       D       7         99372            0        14108
TEXTRON INC                    COM  883203101       559051         7290 SH       S       7          7290            0            0
THE GLOBE COM INC COM          COM  88335R101      1770709       211428 SH       D       6        211428            0            0
Theglobe.com inc.              COM  88335R101        16708         1995 SH       D       7          1995            0            0
THERAGENICS CORP COM           COM  883375107      5296151       584403 SH       D       6        584403            0            0
Theragenics Corp.              COM  883375107        33830         3733 SH       D       7          3733            0            0
THERMADYNE HLDGS CORP NEW COM  COM  883435208         5265          270 SH       D       6           270            0            0
THERMADYNE HOLDINGS CORP       COM  883435208         2808          144 SH       D       7           144            0            0
THERMATRIX INC COM             COM  883550105         4375         5000 SH       D       6          5000            0            0
THERMATRIX INC                 COM  883550105          262          300 SH       D       7           300            0            0
THERMO ELECTRON CORP COM STOCK COM  883556102       107058         4410 SH       D       2          4410            0            0
THERMO ELECTRON CORP COM STOCK COM  883556102      6228164       256554 SH       D       3        237654            0        18900
THERMO ELECTRON CORP COM       COM  883556102     58141230      3876082 SH       D       6       3549046          521       326515
THERMO ELECTRON CORP COM       COM  883556102      1829981       122258 SH       D       7        104799            0        17459
THERMO ELECTRON CORP           COM  883556102       114840         7656 SH       S       7          7656            0            0
THERMO INSTR SYS INC COM       COM  883559106      4289756       385596 SH       D       6        380793            0         4803
THERMO INSTRUMENT SYSTEMS      COM  883559106       236050        21218 SH       D       7         17674            0         3544
THERMEDICS INC COM             COM  88355E105        47850         7089 SH       D       6          7089            0            0
THERMEDICS DETECTION INC       COM  88355E105         8721         1292 SH       D       7          1292            0            0
THERMO BIANALYSIS COM          COM  88355H108       843890        45926 SH       D       6         45926            0            0
Thermo Bioanalysis Corp.       COM  88355H108        20598         1121 SH       D       7          1121            0            0
THERMO CARDIOSYSTEMS COM       COM  88355K200      1961767       298936 SH       D       6        298936            0            0
Thermo Cardiosystems Inc.      COM  88355K200        32057         4885 SH       D       7          4885            0            0
THERMO ECOTEK CORP COM         COM  88355R106       357196        67237 SH       D       6         67237            0            0
Thermo Ecotek Corp.            COM  88355R106         9950         1873 SH       D       7          1873            0            0
THERMO FIBERTEK COM            COM  88355W105       914814       128395 SH       D       6        128395            0            0
Thermo Fibertek Inc.           COM  88355W105        24930         3499 SH       D       7          3499            0            0
THERMO OPTEK CORP COM          COM  883582108       428985        37713 SH       D       6         37713            0            0
Thermo Optek Corp.             COM  883582108        31076         2732 SH       D       7          2732            0            0
THERMO SENTRON INC COM         COM  883593105       260956        17997 SH       D       6         17997            0            0
THERMO SENTRON INC             COM  883593105         6481          447 SH       D       7           447            0            0
THERMO TERRATECH INC COM       COM  883598104        91860        13609 SH       D       6         13609            0            0
THERMO TERRATECH INC           COM  883598104         6750         1000 SH       D       7          1000            0            0
THERMO VISION CORP COM         COM  883600108        26362         3800 SH       D       6          3800            0            0
THERMO VISION CORPORATION      COM  883600108         3468          500 SH       D       7           500            0            0
THERMO GENESIS CORP COM        COM  883623209         4750         2000 SH       D       6          2000            0            0
THERMALASE CORP COM            COM  883624108        74170        37085 SH       D       6         37085            0            0
THERMOLASE CORP-WI             COM  883624108         3806         1903 SH       D       7          1903            0            0
THERMOQUEST CORP COM           COM  883655102      1184101       114822 SH       D       6        105212            0         9610
ThermoQuest Corp.              COM  883655102        30349         2943 SH       D       7          2943            0            0
THERMORTEC CORP COM            COM  883656100       325294        49101 SH       D       6         49101            0            0
THERMOTREX COM                 COM  883666109       102516        13018 SH       D       6         13018            0            0
THERMOTREX CORP                COM  883666109         7780          988 SH       D       7           988            0            0
THERMWOOD CORP                 COM  883672305         3937          700 SH       D       6           700            0            0
THERMWOOD CORP                 COM  883672305         1125          200 SH       D       7           200            0            0
THE STREET.COM COM             COM  88368Q103      2496581       130115 SH       D       6        130115            0            0
TheStreet.com Inc.             COM  88368Q103        27207         1418 SH       D       7          1418            0            0
THERMEDICS INC COM             COM  883901100      1537344       282730 SH       D       6        282730            0            0
Thermedics Inc.                COM  883901100        19183         3528 SH       D       7          3528            0            0
THOMAS & BETTS CORP            COM  884315102       841005        16500 SH       D       3         16500            0            0
THOMAS & BETTS CORP COM        COM  884315102     47489129      1489855 SH       D       6       1371429          170       118256
THOMAS & BETTS CORP COM        COM  884315102      1339182        41989 SH       D       7         37157            0         4832
THOMAS & BETTS CORP            COM  884315102        87656         2750 SH       S       7          2750            0            0
THISTLE GROUP HLDGS CO COM     COM  88431E103       419993        59999 SH       D       6         59999            0            0
THISTLE GROUP HOLDINGS CO      COM  88431E103         2814          402 SH       D       7           402            0            0
THOMAS GROUP COM               COM  884402108       259998        23111 SH       D       6         23111            0            0
THOMAS GROUP INC               COM  884402108        11250         1000 SH       D       7          1000            0            0
THOMAS INDUSTRIES INC COM      COM  884425109     10004054       489495 SH       D       6        489495            0            0
Thomas Industries Inc.         COM  884425109        47006         2300 SH       D       7          2300            0            0
THOMASTON MLS INC CL A         COM  884569203         8902         5935 SH       D       6          5935            0            0
THOR INDS INC COM              COM  885160101      5682346       186689 SH       D       6        186689            0            0
Thor Industries Inc.           COM  885160101        36098         1186 SH       D       7          1186            0            0
THORATEC LABS NEW COM          COM  885175307      1347001       138154 SH       D       6        138154            0            0
THORATEC LABS CORP             COM  885175307         8297          851 SH       D       7           851            0            0
THORN APPLE VY INC             COM  885184101          113         3767 SH       D       6          3767            0            0
THORNBURG MTG ASSET COM        COM  885218107      4468365       541620 SH       D       6        531820            0         9800
Thornburg Mortgage Asset Corp. COM  885218107        27225         3300 SH       D       7          3300            0            0
THOUSAND TRAILS INC            COM  885502104         3000          600 SH       D       7           600            0            0
3COM CORP COM STOCK NPV        COM  885535104      9997556       129400 SH       D       1        129400            0            0
3COM CORP COM STOCK NPV        COM  885535104      2773665        35900 SH       D       2         35900            0            0
3COM CORP COM STOCK NPV        COM  885535104     56094094       726035 SH       D       3        694210            0        31825
3COM CORP COM STOCK NPV        COM  885535104      1622478        21000 SH       D       4         21000            0            0
THREE COM CORP COM             COM  885535104    576658933     12269339 SH       D       6      11049422         1184      1218733
THREE COM CORP COM             COM  885535104     28856369       615727 SH       D       7        538671            0        77056
3 COM CORP                     COM  885535104       796368        16944 SH       S       7         16944            0            0
3D0 COMPANY COM                COM  88553W105      3113353       342360 SH       D       6        342360            0            0
3DO COMPANY (THE)              COM  88553W105        12331         1356 SH       D       7          1356            0            0
3DFX INTERACTIVE INC COM       COM  88553X103      3250292       331240 SH       D       6        331240            0            0
3Dfx Interactive Inc.          COM  88553X103        31969         3258 SH       D       7          3258            0            0
3-D SYS CORP (NEW) COM         COM  88554D205       946806       111389 SH       D       6        111389            0            0
3D SYSTEMS CORPORATION         COM  88554D205         4394          517 SH       D       7           517            0            0
THREE-FIVE SYS INC COM         COM  88554L108      4316152       105272 SH       D       6        105272            0            0
THREE-FIVE SYSTEMS INC         COM  88554L108        20377          497 SH       D       7           497            0            0
THREE RIVS FINL CORP COM       COM  88562H107         4699          302 SH       D       6           302            0            0
3 TEC ENERGY COM               COM  88575R100         4200         1200 SH       D       6          1200            0            0
TIBCO SOFTWARE COM             COM  88632Q103     30078423       196591 SH       D       6        196591            0            0
TIBCO SOFTWARE INC             COM  88632Q103       459000         3000 SH       D       7          3000            0            0
TICKETS.COM COM                COM  88633M101      4543360       317440 SH       D       6        317440            0            0
TICKETS.COM INC                COM  88633M101        40075         2800 SH       D       7          2800            0            0
TICKETMASTER ONLINE-CITYSEAR C COM  88633P203     11224826       292028 SH       D       6        290697            0         1331
TICKETMASTER ONLINE-CITY       COM  88633P203       190545         5566 SH       D       7          1213            0         4353
TIDEL TECHNOLOGIES INC         COM  886368109         3375         1200 SH       D       7          1200            0            0
TIDEWATER INC COM STOCK US$0.1 COM  886423102       269959         5000 SH       D       1          5000            0            0
TIDEWATER INC COM STOCK US$0.1 COM  886423102        53991         1000 SH       D       2          1000            0            0
TIDEWATER INC COM STOCK US$0.1 COM  886423102       680298        12600 SH       D       3         12600            0            0
TIDEWATER INC COM              COM  886423102     51290424      1424734 SH       D       6       1340921            0        83813
TIDEWATER INC                  COM  886423102      1164341        32485 SH       D       7         28585            0         3900
TIER TECHNOLOGIES INC COM      COM  88650Q100      1067791       126553 SH       D       6        126553            0            0
TIER TECHNOLOGIES INC          COM  88650Q100         3240          384 SH       D       7           384            0            0
TIFFANY & CO NEW COM           COM  886547108     80105623       897542 SH       D       6        897170            0          372
TIFFANY & CO                   COM  886547108      2292597        26874 SH       D       7         11328            0        15546
TIMBERLAND BANCORP INC COM     COM  887098101       632767        56246 SH       D       6         56246            0            0
TIMBERLAND BANCORP INC         COM  887098101         3003          267 SH       D       7           267            0            0
TIMBERLAND CO CL A             COM  887100105     14555059       275273 SH       D       6        275273            0            0
Timberland Co.                 COM  887100105       106490         2014 SH       D       7          2014            0            0
TIMBERLINE SOFTWARE CORP COM   COM  887134104      1891812       140786 SH       D       6        140786            0            0
TIMBERLINE SOFTWARE CORP       COM  887134104         6194          461 SH       D       7           461            0            0
TIME WARNER INC COM STOCK US$1 COM  887315109     13221109       158835 SH       D       1         53600       105235            0
TIME WARNER INC COM STOCK US$1 COM  887315109      3527390        30610 SH       D       2         30610            0            0
TIME WARNER INC COM STOCK US$1 COM  887315109    241946742      2099566 SH       D       3       2006366            0        93200
TIME WARNER INC COM STOCK US$1 COM  887315109      4102421        35600 SH       D       4         35600            0            0
TIME WARNER INC                COM  887315109     23767600       328679 SH       D       5        328679            0            0
TIME WARNER INC COM            COM  887315109   2516022656     34733703 SH       D       6      31610630         4311      3118762
TIME WARNER INC COM            COM  887315109     95098135      1347638 SH       D       7       1004320            0       343318
TIME WARNER INC                COM  887315109      4510538        62268 SH       S       7         62268            0            0
TIME WARNER COM                COM  887319101     10414515       208551 SH       D       6        207594            0          957
TIME WARNER TELECOM INC - CL A COM  887319101       219152         4719 SH       D       7          1000            0         3719
TIMES MIRROR CO CLASS 'A'      CLA  887364107       170413         1590 SH       D       2          1590            0            0
TIMES MIRROR CO CLASS 'A'      CLA  887364107      8878200        82836 SH       D       3         78936            0         3900
TIMES MIRROR CO-CL A           COM  887364107      1108247        16541 SH       D       5         16541            0            0
TIMES MIRROR CO CL A COM       COM  887364107     98428025      1469075 SH       D       6       1349766          197       119112
TIMES MIRROR CO CL A COM       COM  887364107      3431766        51744 SH       D       7         40043            0        11701
TIMES MIRROR CO-CLASS A        COM  887364107       192960         2880 SH       S       7          2880            0            0
TIMKEN CO                      COM  887389104       292845         9200 SH       D       1          9200            0            0
TIMKEN CO                      COM  887389104       512575        16103 SH       D       3         16103            0            0
TIMKEN CO COM                  COM  887389104     50639281      2477763 SH       D       6       2207935          184       269644
TIMKEN CO COM                  COM  887389104      1079831        52837 SH       D       7         51986            0          851
TIMKEN CO.                     COM  887389104        61516         3010 SH       S       7          3010            0            0
TIPPERARY CORP COM PAR $0.02   COM  888002300        10312         7500 SH       D       6          7500            0            0
TITAN CORP COM                 COM  888266103     26963087       572161 SH       D       6        572161            0            0
Titan Corporation              COM  888266103       279168         5924 SH       D       7          5924            0            0
TITAN EXPL INC COM             COM  888289105      1472784       270857 SH       D       6        270857            0            0
TITAN EXPLORATION INC          COM  888289105         7590         1396 SH       D       7          1396            0            0
TITAN INTERNATIONAL COM        COM  88830M102      1818960       279840 SH       D       6        279840            0            0
Titan International Inc.       COM  88830M102        14735         2267 SH       D       7          2267            0            0
TITAN PHARMACEUTICALS INC DE C COM  888314101       141740         7460 SH       D       6          7460            0            0
TITAN PHARMACEUTICALS INC      COM  888314101        11153          587 SH       D       7           587            0            0
TITANIUM METALS CORP COM       COM  888339108      1349374       299861 SH       D       6        299861            0            0
Titanium Metals Corp.          COM  888339108        13419         2982 SH       D       7          2982            0            0
TIVO INC COM                   COM  888706108      5842125       173100 SH       D       6        173100            0            0
TIVO INC                       COM  888706108        60750         1800 SH       D       7          1800            0            0
TODD AO CORP CL A CONV         CVT  888896107      3153578       103396 PRN      D       6        103396            0            0
TODD AO CORP CLASS A           COM  888896107         9150          300 SH       D       7           300            0            0
WTS TODAYS MAN INC EXP 12/31/9 WT   888910114          347         3700 SH       D       6          3700            0            0
TODAYS MAN INC COM             COM  888910205         4625         7400 SH       D       6          7400            0            0
TODD SHIPYARDS CORP            COM  889039103       815070       103501 SH       D       6        103501            0            0
TODD SHIPYARDS                 COM  889039103         4725          600 SH       D       7           600            0            0
TOKAI SENKO COM                COM  889050100        20987         2300 SH       D       6          2300            0            0
TOKHEIM CORP COM               COM  889073102       550224       151786 SH       D       6        151786            0            0
TOKHEIM CORP                   COM  889073102         2051          566 SH       D       7           566            0            0
TOKIO MARINE & FIRE INSURANCE  COM  889090403      5447836        92141 SH       D       7         92141            0            0
TOLL BROS INC COM              COM  889478103      9454069       507601 SH       D       6        507601            0            0
Toll Brothers Inc.             COM  889478103        74835         4018 SH       D       7          4018            0            0
TOLLGRADE COMMUNICAT COM       COM  889542106      2279553        66074 SH       D       6         66074            0            0
TOLLGRADE COMMUNICATIONS INC   COM  889542106         7383          214 SH       D       7           214            0            0
TOMPKINS COUNTY TRUSTCO INC CO COM  890110109      1896509        65680 SH       D       6         65680            0            0
TOMPKINS COUNTY TRUSTCO INC    COM  890110109         5168          179 SH       D       7           179            0            0
TOO INC COM                    COM  890333107      7020283       406961 SH       D       6        405669            0         1292
TOO INC -W/I                   COM  890333107        85200         4887 SH       D       7          3451            0         1436
TOOTSIE ROLL INDUSTRIES INC CO COM  890516107     19035470       577927 SH       D       6        575042            0         2885
TOOTSIE ROLL INDS INC          COM  890516107       265324         8063 SH       D       7          4056            0         4007
TOPPS INC COM                  COM  890786106      8306245       800602 SH       D       6        800602            0            0
Topps Company Inc.             COM  890786106        88644         8544 SH       D       7          8544            0            0
TORCHMARK CORP COM STOCK US$1  COM  891027104       122193         2620 SH       D       2          2620            0            0
TORCHMARK CORP COM STOCK US$1  COM  891027104     10048372       215452 SH       D       3        199852            0        15600
TORCHMARK CORP COM             COM  891027104     97707167      3361967 SH       D       6       3085134          440       276393
TORCHMARK CORP COM             COM  891027104      2904891       100225 SH       D       7         88896            0        11329
TORCHMARK CORP                 COM  891027104       186581         6420 SH       S       7          6420            0            0
TOREADOR RTY CORP COM          COM  891041105         4130          944 SH       D       6           944            0            0
TORO CO COM                    COM  891092108     22522533       603619 SH       D       6        526519            0        77100
Toro Co.                       COM  891092108        64811         1737 SH       D       7          1737            0            0
TOSCO CORP COM STOCK US$0.75   COM  891490302       151600         3500 SH       D       2          3500            0            0
TOSCO CORP COM STOCK US$0.75   COM  891490302     10671118       246364 SH       D       3        246364            0            0
TOSCO CORP COM NEW             COM  891490302    121888604      4483259 SH       D       6       3979484          480       503295
TOSCO CORP COM NEW             COM  891490302      6007467       221351 SH       D       7        208311            0        13040
TOSCO CORP                     COM  891490302       199338         7332 SH       S       7          7332            0            0
TOTAL CONTAINMENT COM          COM  89149T101         9182         4321 SH       D       6          4321            0            0
TOTAL CONTAINMENT INC          COM  89149T101          637          300 SH       D       7           300            0            0
TOTAL ENTMT RESTAURANT COM     COM  89150E100         9696         5746 SH       D       6          5746            0            0
TOTAL RESH CORP COM            COM  891511107        12069         1596 SH       D       6          1596            0            0
TOTAL RENAL CARE HLD COM       COM  89151A107     10829116      1619307 SH       D       6       1619307            0            0
Total Renal Care Holdings Inc. COM  89151A107        88575        13245 SH       D       7         13245            0            0
TOTAL FINA S.A.                COM  89151E109      8382851       121052 SH       D       7        121052            0            0
TOTAL-TEL U.S.A. COMMUNICATION COM  89151T106       742410        52560 SH       D       6         52560            0            0
TOTAL-TEL USA COMMUNICATIONS   COM  89151T106         4011          284 SH       D       7           284            0            0
TOUCHSTONE SOFTWARE            COM  891548307          756         1100 SH       D       7          1100            0            0
TOWER AIR CORP COM             COM  891697104        16668        12700 SH       D       6         12700            0            0
TOWER AUTOMOTIVE INC COM       COM  891707101     12818018       830317 SH       D       6        830317            0            0
Tower Automotive Inc.          COM  891707101        96638         6260 SH       D       7          6260            0            0
TOWER TECH INC                 COM  891864100         1275         1700 SH       D       6          1700            0            0
TOTAL SYS SVCS INC             COM  891906109     10616191       650801 SH       D       6        650801            0            0
TOTAL SYSTEM SERVICES INC      COM  891906109       407080        25080 SH       D       7         14215            0        10865
TRACK DATA CORP COM            COM  891918104      3025178       296950 SH       D       6        296950            0            0
Track Data Corp.               COM  891918104        38549         3784 SH       D       7          3784            0            0
TRACK 'N TRAIL INC             COM  891924102         3609         3300 SH       D       6          3300            0            0
TOWN & CTRY TR COM             COM  892081100      5705829       318095 SH       D       6        317795            0          300
Town & Country Trust           COM  892081100        42529         2371 SH       D       7          2371            0            0
TOWNE SERVICES INC COM         COM  892148107      1403840       350960 SH       D       6        350960            0            0
Towne Services Inc.            COM  892148107         8756         2189 SH       D       7          2189            0            0
TOYMAX COM                     COM  892268103       170714        36419 SH       D       6         36419            0            0
TOYMAX INTERNATIONAL INC       COM  892268103         2221          474 SH       D       7           474            0            0
TOYOTA MOTOR CORP              COM  892331307      5699650        58533 SH       D       7         58533            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100      2280595        99300 SH       D       1         99300            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100       672925        29300 SH       D       2         29300            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100     12564888       547091 SH       D       3        525391            0        21700
TOYS "R" US INC                COM  892335100       984714        68801 SH       D       5         68801            0            0
TOYS-R-US INC COM              COM  892335100    142372235      9947405 SH       D       6       9054783          817       891805
TOYS-R-US INC COM              COM  892335100      6720739       472604 SH       D       7        451403            0        21201
TOYS "R" US, INC. HOLDING CO   COM  892335100       170848        11937 SH       S       7         11937            0            0
TRACTOR SUPPLY COM             COM  892356106      1486208        92888 SH       D       6         92888            0            0
Tractor Supply Co.             COM  892356106        19568         1223 SH       D       7          1223            0            0
TRAILER BRIDGE INC             COM  892782103          750          600 SH       D       7           600            0            0
TRAMMELL CROW CO. COM          COM  89288R106      5829507       501463 SH       D       6        501463            0            0
Trammell Crow Co.              COM  89288R106        48941         4210 SH       D       7          4210            0            0
TRANSACT TECHNOLOGIES COM      COM  892918103       122913        16253 SH       D       6         16253            0            0
TRANSACT TECHNOLOGIES INC      COM  892918103         2268          300 SH       D       7           300            0            0
TRANS IND INC COM              COM  893239103        11665         2121 SH       D       6          2121            0            0
TRANS-INDUSTRIES INC           COM  893239103         7150         1300 SH       D       7          1300            0            0
TRANS LUX CORP COM             COM  893247106         3587          508 SH       D       6           508            0            0
TRANS WORLD AIRLS INC COM      COM  893349837      2740125       974267 SH       D       6        974267            0            0
Trans World Airlines Inc.      COM  893349837        25073         8915 SH       D       7          8915            0            0
TRANSWORLD ENTERTAINMENT CORP  COM  89336Q100     13888465      1322711 SH       D       6       1302811            0        19900
Trans World Entertainment Corp COM  89336Q100        60301         5743 SH       D       7          5743            0            0
TRANSACTION SYS ARCH COM       COM  893416107     18823140       672255 SH       D       6        672255            0            0
Transaction Systems Architects COM  893416107       133644         4773 SH       D       7          4773            0            0
TRANSATLANTIC HOLDINGS COM US$ COM  893521104      5246538        41936 SH       D       3         41936            0            0
TRANSATLANTIC HOLDINGS INC COM COM  893521104     14837495       190072 SH       D       6        186272            0         3800
TRANSATLANTIC HOLDINGS INC     COM  893521104       386592         5001 SH       D       7          3735            0         1266
TRANSCOASTAL MARINE COM        COM  893537100       385321       134025 SH       D       6        134025            0            0
TRANSCOASTAL MARINE SVCS       COM  893537100         6612         2300 SH       D       7          2300            0            0
TRANSCONTINENTAL RLTY INVS COM COM  893617209        10857          860 SH       D       6           860            0            0
TRANSCONTINENTAL REALTY INV    COM  893617209        10579          838 SH       D       7           838            0            0
TRANSOR WASTE COM              COM  893629105          955         1019 SH       D       6          1019            0            0
TRANSCYPT INTL COM             COM  89363A101        19746         6582 SH       D       6          6582            0            0
TRANSFINANCIAL HOLDINGS INC CO COM  89365P106        38862         7583 SH       D       6          7583            0            0
TRANSFINANCIAL HOLDINGS INC    COM  89365P106         1025          200 SH       D       7           200            0            0
TRANSIT GROUP INC COM          COM  893691105       532014       173719 SH       D       6        173719            0            0
TRANSIT GROUP INC              COM  893691105         3234         1056 SH       D       7          1056            0            0
TRANSKARYOTIC THERAP COM       COM  893735100     10969997       284935 SH       D       6        284935            0            0
Transkaryotic Therapies Inc.   COM  893735100        96981         2519 SH       D       7          2519            0            0
TRANSMATION INC                COM  893757104         1823          758 SH       D       6           758            0            0
TRANSMATION INC                COM  893757104          962          400 SH       D       7           400            0            0
TRANSMEDIA NETWORK RTS 102299  COM  893767301        20401         8370 SH       D       6          8370            0            0
TRANSMEDIA NETWORK INC         COM  893767301         1399          574 SH       D       7           574            0            0
TRANSPORT CORP OF AM COM       COM  89385P102       964478        77546 SH       D       6         77546            0            0
TRANSPORT CORP OF AMERICA      COM  89385P102         7350          591 SH       D       7           591            0            0
TRANSPORTATION COMPONENTS      COM  893878108         3142         1093 SH       D       7          1093            0            0
TRANSPRO INC COM               COM  893885103        91090        14150 SH       D       6         14150            0            0
TRANSPRO INC                   COM  893885103         2575          400 SH       D       7           400            0            0
TRANSTECHNOLOGY CORP COM       COM  893889105       863107        78021 SH       D       6         78021            0            0
TRANSTECHNOLOGY CORP.          COM  893889105         2566          232 SH       D       7           232            0            0
TRANSPORTATION TECHNOLOGIES    COM  89388T101      7887171       436660 SH       D       6        436660            0            0
TRANSPORTATION TECH IND., INC. COM  89388T101        10187          564 SH       D       7           564            0            0
TRANS TEXAS GAS COM            COM  893895102        14687        73435 SH       D       6         72435            0         1000
TRANSTEXAS GAS CORP            COM  893895102           53          265 SH       D       7           265            0            0
TRANSCEND SERVICES,INC COM     COM  893929109         8662        12600 SH       D       6         12600            0            0
TRANSMONTAIGNE INC.            COM  893934109      3153255       450465 SH       D       6        450465            0            0
Transmontaigne Oil Co.         COM  893934109        27419         3917 SH       D       7          3917            0            0
TRAVELERS PROPERTY CLASS A     COM  893939108      3911081        71242 SH       D       3         71242            0            0
TRAVELERS PROPERTY CLASS A     COM  893939108       741130        13500 SH       D       4         13500            0            0
TRAVELERS PROP CAS CO CLASS A  COM  893939108     28342080       827506 SH       D       6        820790            0         6716
TRAVELERS PROPERTY CASUALTY    COM  893939108       302873         8686 SH       D       7          4157            0         4529
TRANSWITCH CORP COM            COM  894065101     35946301       495384 SH       D       6        495384            0            0
TranSwitch Corp.               COM  894065101       276027         3804 SH       D       7          3804            0            0
TRANSWORLD HOME HEAL COM       COM  894081108        29265        15608 SH       D       6         15608            0            0
TRANSWORLD HEALTHCARE INC      COM  894081108         1470          784 SH       D       7           784            0            0
TRAVEL SVCS INTL INC COM       COM  894169101      1302456       142735 SH       D       6        142735            0            0
TRAVEL SERVICES INC            COM  894169101         7227          792 SH       D       7           792            0            0
TRAVIS BOATS MTRS INC COM      COM  894363100        28080         2340 SH       D       6          2340            0            0
TRAVIS BOATS & MOTORS INC      COM  894363100         1896          158 SH       D       7           158            0            0
TREDEGAR CORP                  COM  894650100     17667787       854032 SH       D       6        848132            0         5900
Tredegar Industries Inc.       COM  894650100        80495         3891 SH       D       7          3891            0            0
TREEV, INC COM                 COM  894692300        12388         3925 SH       D       6          3925            0            0
TREEV INC                      COM  894692300          946          300 SH       D       7           300            0            0
TREGA BIOSCIENCES INC          COM  894699107        15000         6400 SH       D       6          6400            0            0
TREMONT CORP DEL COM           COM  894745207       309825        20655 SH       D       6         20655            0            0
TREMONT CORP NEW               COM  894745207         3075          205 SH       D       7           205            0            0
TREND LINES COM                COM  894859107         4462         2800 SH       D       6          2800            0            0
TRENDWEST RESO COM             COM  894917103      4350780       193368 SH       D       6        193368            0            0
Trendwest Resorts Inc.         COM  894917103        25942         1153 SH       D       7          1153            0            0
TRENWICK GROUP INC COM         COM  895290104      4934723       291349 SH       D       6        291349            0            0
Trenwick Group Inc.            COM  895290104        33756         1993 SH       D       7          1993            0            0
TREX INC COM                   COM  89531P105      2191627        81930 SH       D       6         81930            0            0
Trex Inc                       COM  89531P105        26883         1005 SH       D       7          1005            0            0
TREX MEDICAL RTS COMMON STOCK  COM  89531R101       228403        81210 SH       D       6         81210            0            0
Trex Medical Corp.             COM  89531R101         6457         2296 SH       D       7          2296            0            0
TRI-CONTINENTAL CORP COM STOCK COM  895436103      8389220       189280 SH       D       3        174980            0        14300
TRI-COUNTY BANCORP INC         COM  895452100         6075          600 SH       D       6           600            0            0
TRIAD HOSPITALS INC COM        COM  89579K109      8363493       553043 SH       D       6        553043            0            0
Triad Hospital                 COM  89579K109       111307         7408 SH       D       7          7408            0            0
TRIANGLE BANCORP INC COM       COM  895835106      7685985       396696 SH       D       6        396696            0            0
Triangle Bancorp Inc.          COM  895835106        70118         3619 SH       D       7          3619            0            0
TRIANGLE PHARMACEUTICALS COM   COM  89589H104      7856163       613164 SH       D       6        613164            0            0
Triangle Pharmaceuticals Inc.  COM  89589H104        62204         4855 SH       D       7          4855            0            0
TRIDEX CORP                    COM  895906105          650          400 SH       D       7           400            0            0
TRIDENT MICROSYSTEMS COM       COM  895919108      1560193       152214 SH       D       6        152214            0            0
TRIDENT MICROSYSTEMS INC       COM  895919108         5914          577 SH       D       7           577            0            0
TRIAD GTY INC COM              COM  895925105      5278614       232027 SH       D       6        231827            0          200
Triad Guaranty Inc.            COM  895925105        42633         1874 SH       D       7          1874            0            0
TRIARC COS COM                 COM  895927101      5966454       324705 SH       D       6        324705            0            0
Triarc Companies Inc.          COM  895927101        53287         2900 SH       D       7          2900            0            0
TRIARC COMPANIES               COM  895927101      1616900        87400 SH       D       9         87400            0            0
TRIGEN ENERGY CORP COM         COM  895930105      1323766        76188 SH       D       6         76188            0            0
Trigen Energy Corp.            COM  895930105        18817         1083 SH       D       7          1083            0            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107      5170636        83533 SH       D       1         83368          165            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107      1260614        20349 SH       D       2         20349            0            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107     22012779       355333 SH       D       3        343103            0        12230
TRICON GLOBAL RESTAURANT NPV   COM  895953107      1121289        18100 SH       D       4         18100            0            0
TRICON GLOBAL RESTAURANTS COM  COM  895953107    268391531      6948648 SH       D       6       6274482          519       673647
TRICON GLOBAL RESTAURANTS COM  COM  895953107     13640121       355318 SH       D       7        325476            0        29842
TRICON GLOBAL RESTAURANTS      COM  895953107       285052         7380 SH       S       7          7380            0            0
TRIBUNE CO (DELAWARE) COM STOC COM  896047107       317162         3640 SH       D       2          3640            0            0
TRIBUNE CO (DELAWARE) COM STOC COM  896047107     35000005       401687 SH       D       3        384687            0        17000
TRIBUNE CO (DELAWARE) COM STOC COM  896047107      1272134        14600 SH       D       4         14600            0            0
TRIBUNE CO                     COM  896047107      3624599        65827 SH       D       5         65827            0            0
TRIBUNE CO COM NEW             COM  896047107    331833441      6026487 SH       D       6       5535443          804       490240
TRIBUNE CO COM NEW             COM  896047107     11604759       211903 SH       D       7        195245            0        16658
TRIBUNE CO                     COM  896047107       631566        11470 SH       S       7         11470            0            0
TRIBUNE CO                     CNV  896047305      6816208        60859 SH       D       9         60859            0            0
TRICO BANCSHARES COM           COM  896095106      1587201        82452 SH       D       6         82452            0            0
TRICO BANCSHARES               COM  896095106        12685          659 SH       D       7           659            0            0
TRICO MARINE SERVICES COM      COM  896106101      1356409       192058 SH       D       6        192058            0            0
TRICO MARINE SERVICES INC      COM  896106101         8835         1251 SH       D       7          1251            0            0
TRICORD SYSTEMS INC COM        COM  896121100       849225       174200 SH       D       6        174200            0            0
TRICORD SYSTEMS INC            COM  896121100        10725         2200 SH       D       7          2200            0            0
TRIDENT ROWAN GROUP INC COM    COM  89614K106        10968         3375 SH       D       6          3375            0            0
TRIGON HEALTHCARE COM          COM  89618L100     39486428      1338523 SH       D       6       1259549            0        78974
TRIGON HEALTHCARE INC          COM  89618L100       491429        16447 SH       D       7         13420            0         3027
TRIMARK HOLDINGS, INC. COM     COM  89621J100         4801         1336 SH       D       6          1336            0            0
TRIMARK HOLDINGS INC           COM  89621J100         3593         1000 SH       D       7          1000            0            0
TRIMBLE NAV LTD COM            COM  896239100      8098432       374494 SH       D       6        374494            0            0
Trimble Navigation Ltd.        COM  896239100        65804         3043 SH       D       7          3043            0            0
TRIMEDYNE INC COM              COM  896259108         6750         3000 SH       D       6          3000            0            0
TRIMERIS INC- COM COM          COM  896263100      2731309       115611 SH       D       6        115611            0            0
TRIMERIS INC                   COM  896263100        11174          473 SH       D       7           473            0            0
TRINITY BIOTECH-SPON ADR (ADR  ADR  896438108        47247        17700 SH       D       3         17700            0            0
TRINITY INDUSTRIES INC COM STO COM  896522109       213520         4700 SH       D       1          4700            0            0
TRINITY INDUSTRIES INC COM STO COM  896522109        36343          800 SH       D       2           800            0            0
TRINITY INDUSTRIES INC COM STO COM  896522109      2746685        60460 SH       D       3         60460            0            0
TRINITY INDUSTRIES INC COM     COM  896522109     45018098      1583054 SH       D       6       1502124            0        80930
Trinity Industries Inc         COM  896522109       593263        20862 SH       D       7         20862            0            0
TRIO-TECH INTERNATIONAL        COM  896712205         4056         1100 SH       D       6          1100            0            0
TRIQUINT SEMICONDUCTOR INC COM COM  89674K103     31679216       284757 SH       D       6        284757            0            0
TriQuint Semiconductor Inc.    COM  89674K103       256208         2303 SH       D       7          2303            0            0
TRISTAR CORP COM               COM  89674U101       412983        70295 SH       D       6         70295            0            0
TRISTAR CORP                   COM  89674U101         3630          618 SH       D       7           618            0            0
TRITEL INC COM                 COM  89675X104      7760268       244900 SH       D       6        244900            0            0
TRITEL INC                     COM  89675X104       196462         6200 SH       D       7          6200            0            0
TRITAN COM                     COM  89677M106     11860030       260660 SH       D       6        260660            0            0
TRITON PCS HOLDINGS INC        COM  89677M106       118300         2600 SH       D       7          2600            0            0
TRIUMPH GROUP INC COM          COM  896818101      3694036       152725 SH       D       6        152725            0            0
Truimph Group Inc.             COM  896818101        40707         1683 SH       D       7          1683            0            0
TRIZETTO GROUP COM             COM  896882107      4569250        98000 SH       D       6         98000            0            0
TRIZETTO GROUP INC             COM  896882107        46625         1000 SH       D       7          1000            0            0
TRISM CORP COM                 COM  896925104         1080         7200 SH       D       6          7200            0            0
TRIPLE S PLASTICS COM          COM  896926102        12085          871 SH       D       6           871            0            0
TRIPLE S PLASTICS INC          COM  896926102         2775          200 SH       D       7           200            0            0
TRIPOS INC. COM                COM  896928108        17250         1500 SH       D       6          1500            0            0
TRIPATH IMAGING INC COM        COM  896942109       981172       237860 SH       D       6        237860            0            0
TRIPATH IMAGING INC            COM  896942109         5276         1279 SH       D       7          1279            0            0
TROPICAL SPORTSWEAR COM        COM  89708P102      1056107        65495 SH       D       6         65495            0            0
Tropical Sportswear Intl Corp  COM  89708P102        12642          784 SH       D       7           784            0            0
TROY FINL CORP COM             COM  897329108      1244505       122160 SH       D       6        122160            0            0
TROY FINANCIAL CORP            COM  897329108         7131          700 SH       D       7           700            0            0
TROY GROUP INC COM             COM  89733N106       519000        34600 SH       D       6         34600            0            0
TRUE NORTH COMMUNICATIONS INC  COM  897844106     35126698       786052 SH       D       6        786052            0            0
True North Communications Inc. COM  897844106       299585         6704 SH       D       7          6704            0            0
TRUMP HOTELS & CASINO COM      COM  898168109      1028636       304781 SH       D       6        304781            0            0
TRUMP HOTELS & CASINO RESORTS  COM  898168109         2760          818 SH       D       7           818            0            0
TRUSTCOMPANY BANCORP COM       COM  898304100      7469649       326542 SH       D       6        326442            0          100
Trust Company of NJ            COM  898304100        56684         2478 SH       D       7          2478            0            0
TRUSTCO BK CORP N Y COM        COM  898349105     13098658       988578 SH       D       6        988578            0            0
Trustco Bank Corp. NY          COM  898349105       103403         7804 SH       D       7          7804            0            0
TRUSTMARK CORP COM             COM  898402102     23773451      1100144 SH       D       6       1011756            0        88388
TRUSTMARK CORP                 COM  898402102       428196        19951 SH       D       7         15378            0         4573
TUBOS DE ACERO DE MEXICO ADR   ADR  898592506       293521        13810 SH       D       3         13810            0            0
TUBOSCOPE COM                  COM  898600101      8804052       554586 SH       D       6        554586            0            0
Tuboscope Inc.                 COM  898600101        78247         4929 SH       D       7          4929            0            0
TUESDAY MORNING CORP COM       COM  899035505      2312191       125407 SH       D       6        125407            0            0
Tuesday Morning Corp.          COM  899035505        50039         2714 SH       D       7          2714            0            0
TUFCO TECHNOLOGIES INC         COM  899040109        18675         1800 SH       D       6          1800            0            0
TULARIK INC COM                COM  899165104     10123047       312681 SH       D       6        312681            0            0
TULARIK INC                    COM  899165104        52965         1636 SH       D       7          1636            0            0
TUMBLEWEED COMMUNICATIONS COM  COM  899690101      6415575        75700 SH       D       6         75700            0            0
TUMBLEWEED COMMUNICATIONS CP   COM  899690101        84750         1000 SH       D       7          1000            0            0
TUPPERWARE CORP COM STK US$.01 COM  899896104       458548        16200 SH       D       1         16200            0            0
TUPPERWARE CORP COM STK US$.01 COM  899896104        48119         1700 SH       D       2          1700            0            0
TUPPERWARE CORP COM STK US$.01 COM  899896104      2749792        97147 SH       D       3         97147            0            0
TUPPERWARE CORP COM            COM  899896104     51259718      3026404 SH       D       6       2836355          186       189863
TUPPERWARE CORP COM            COM  899896104      1690673        99822 SH       D       7         98984            0          838
TUPPERWARE CORPORATION W/I     COM  899896104        47255         2790 SH       S       7          2790            0            0
TULTEX CORP COM                COM  899900104          948        23700 SH       D       6         23700            0            0
TURBOCHEF TECHNOLOGIES INC COM COM  900006107       893238       112534 SH       D       6        112534            0            0
TURBOCHEF INC                  COM  900006107         5080          640 SH       D       7           640            0            0
TURKISH INVESTMENT FUND        COM  900145103       496403        17600 SH       D       2         17600            0            0
TUSCARORA INC                  COM  900902107      1132778        93425 SH       D       6         93425            0            0
TUSCARORA INC                  COM  900902107         4243          350 SH       D       7           350            0            0
TUT SYSTEMS COM                COM  901103101     10077156       187919 SH       D       6        187919            0            0
Tut Systems Inc.               COM  901103101        92610         1727 SH       D       7          1727            0            0
TWEETER HOME ENTMT GROUP INC C COM  901167106      6395538       180156 SH       D       6        180156            0            0
Tweeter Home Entmt Group Inc   COM  901167106        60776         1712 SH       D       7          1712            0            0
TWENTIETH CENTURY INDUSTRIES C COM  901272203            0       575508 SH       D       6        566253            0         9255
20TH CENTURY INDUSTRIES        COM  901272203       180204         9331 SH       D       7          9331            0            0
21TH CENTURY INDUSTRIES        COM  90130N103       117843         6285 SH       D       7             0            0         6285
24/7 MEDIA INC COM             COM  901314104     17908706       318377 SH       D       6        318377            0            0
24/7 Media Inc                 COM  901314104       134662         2394 SH       D       7          2394            0            0
TWIN CITY BANCORP INC COM      COM  901412106        16942         1004 SH       D       6          1004            0            0
TWIN CITY BANCORP INC          COM  901412106         6700          400 SH       D       7           400            0            0
TWIN DISC INC COM              COM  901476101        18869         1589 SH       D       6          1589            0            0
TWIN DISC INC                  COM  901476101         1496          126 SH       D       7           126            0            0
TWINLAB COM                    COM  901774109      2816788       354871 SH       D       6        354871            0            0
Twinlab Corp.                  COM  901774109        28860         3636 SH       D       7          3636            0            0
II-VI INC                      COM  902104108      2070359       102875 SH       D       6        102875            0            0
II-VI INC                      COM  902104108         6158          306 SH       D       7           306            0            0
TYCO INTERNATIONAL  COM STK PA COM  902124106     20996335       438188 SH       D       1        220500       217688            0
TYCO INTERNATIONAL  COM STK PA COM  902124106      4506801        74444 SH       D       2         74444            0            0
TYCO INTERNATIONAL  COM STK PA COM  902124106    177190707      2926862 SH       D       3       2831616            0        95246
TYCO INTERNATIONAL  COM STK PA COM  902124106      3215857        53120 SH       D       4         53120            0            0
TYCO INTERNATIONAL LTD. COM    COM  902124106   1688386729     43433069 SH       D       6      39352893         5574      4074602
TYCO INTERNATIONAL LTD. COM    COM  902124106     55108584      1417905 SH       D       7       1394151            0        23754
TYCO INT LD                    COM  902124106       534300        13700 SH       D       9         13700            0            0
TYCO INTERNATIONAL LTD         COM  902124106      3144365        80884 SH       S       7         80884            0            0
TYLER TECHNOLOGIES INC COM     COM  902252105      2516442       457535 SH       D       6        457535            0            0
Tyler Technologies Inc.        COM  902252105        30426         5532 SH       D       7          5532            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103      3998839       152100 SH       D       1        152100            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103       454831        17300 SH       D       2         17300            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103      8729063       332019 SH       D       3        332019            0            0
TYSON FOODS INC COM            COM  902494103     76825141      4727701 SH       D       6       4043107            0       684594
TYSON FOOD INC - CL A          COM  902494103      2713514       166600 SH       D       7        157488            0         9112
UAL CORP COM STOCK US$0.01     COM  902549500      8483718        67431 SH       D       3         67431            0            0
UAL CORP                       COM  902549500      1121321        14457 SH       D       5         14457            0            0
UAL CORP COM                   COM  902549500     50486207       650910 SH       D       6        642636            0         8274
UAL Corporation                COM  902549500       820299        10680 SH       D       7          8694            0         1986
UBICS INC- COM COM             COM  90261L108        11484         3675 SH       D       6          3675            0            0
UBICS INC                      COM  90261L108         2500          800 SH       D       7           800            0            0
UCAR INTL CO COM               COM  90262K109     15982871       897284 SH       D       6        897284            0            0
UCAR International Inc.        COM  90262K109       201548        11315 SH       D       7         11315            0            0
UCBH HOLDINGS INC COM          COM  90262T308      2028552        98653 SH       D       6         98653            0            0
UCBH HOLDINGS INC              COM  90262T308         7073          344 SH       D       7           344            0            0
UDC HOMES COM                  COM  902646108          357        35700 SH       D       6         35700            0            0
UFP TECHNOLOGIES INC COM       COM  902673102         9218         3352 SH       D       6          3352            0            0
UFP TECHNOLOGIES INC           COM  902673102         1375          500 SH       D       7           500            0            0
UGI CORP COM                   COM  902681105     28695740      1404072 SH       D       6       1310172            0        93900
UGI Corp.                      COM  902681105        96710         4732 SH       D       7          4732            0            0
UICI COM                       COM  902737105      7423420       702809 SH       D       6        702809            0            0
UICI                           COM  902737105       112404        10643 SH       D       7         10643            0            0
UMB FINANCIAL COM              COM  902788108     12672373       335692 SH       D       6        335692            0            0
UMB Financial Corp.            COM  902788108       100905         2673 SH       D       7          2673            0            0
UST CORP COM                   COM  902900109     20768246       654118 SH       D       6        654118            0            0
UST Corp.                      COM  902900109       206533         6505 SH       D       7          6505            0            0
USX MARATHON GROUP COM STOCK U COM  902905827      3504722        87200 SH       D       1         87200            0            0
USX MARATHON GROUP COM STOCK U COM  902905827      1037349        25810 SH       D       2         25810            0            0
USX MARATHON GROUP COM STOCK U COM  902905827     24776657       616461 SH       D       3        588561            0        27900
USX MARATHON GROUP COM STOCK U COM  902905827       799816        19900 SH       D       4         19900            0            0
USX-MARATHON GROUP             COM  902905827      2106633        85332 SH       D       5         85332            0            0
USX MARATHON GROUP             COM  902905827    232494829      9417512 SH       D       6       8534142         1039       882331
USX MARATHON GROUP             COM  902905827      6433945       257726 SH       D       7        226195            0        31531
USX-MARATHON GROUP             COM  902905827       369078        14950 SH       S       7         14950            0            0
U S B HLDG INC COM             COM  902910108      2031824       127487 SH       D       6        127487            0            0
USB Holding Co. Inc.           COM  902910108        24974         1567 SH       D       7          1567            0            0
UST INC (DEL) COM STOCK US$0.5 COM  902911106       161048         3890 SH       D       2          3890            0            0
UST INC (DEL) COM STOCK US$0.5 COM  902911106     10699763       258445 SH       D       3        258445            0            0
UST INC (DEL) COM STOCK US$0.5 COM  902911106       513366        12400 SH       D       4         12400            0            0
UST INC COM                    COM  902911106    109466487      4346064 SH       D       6       4136386          603       209075
UST INC COM                    COM  902911106      3899308       153177 SH       D       7        123652            0        29525
UST, INC                       COM  902911106       211575         8400 SH       S       7          8400            0            0
USA TRUCK INC.                 COM  902925106       602421        76498 SH       D       6         76498            0            0
USA TRUCK INC                  COM  902925106         4307          547 SH       D       7           547            0            0
USA DETERGENTS INC. COM        COM  902938109       349186       126977 SH       D       6        126977            0            0
USA DETERGENTS INC             COM  902938109         1399          509 SH       D       7           509            0            0
US HOME & GARDEN INC COM       COM  902939107       573325       203849 SH       D       6        203849            0            0
US HOME AND GARDEN INC.        COM  902939107         2477          881 SH       D       7           881            0            0
US PLASTIC LMBR CORP COM       COM  902948108      2141253       278537 SH       D       6        278537            0            0
U S Plastic Lumber Corp        COM  902948108        36531         4752 SH       D       7          4752            0            0
USFS HAWTHORN INC COM          COM  902956309       947610       210580 SH       D       6        210580            0            0
U S Franchise Svcs Inc         COM  902956309         8446         1877 SH       D       7          1877            0            0
US RESTAURANT PPTYS COM        COM  902971100      5785012       404193 SH       D       6        301183            0       103010
US Restaurants Properties      COM  902971100        21096         1474 SH       D       7          1474            0            0
US BANCORP COMMON US$1.25      COM  902973106       370471         9704 SH       D       2          9704            0            0
US BANCORP COMMON US$1.25      COM  902973106     47461137      1243182 SH       D       3       1166706            0        76476
US BANCORP COMMON US$1.25      COM  902973106      1790508        46900 SH       D       4         46900            0            0
U.S. BANCORP                   COM  902973106      4851582       203741 SH       D       5        203741            0            0
US BANCORP NEW COM             COM  902973106    449014378     18856246 SH       D       6      17327684         2456      1526106
US BANCORP NEW COM             COM  902973106     12906682       544702 SH       D       7        482055            0        62647
US BANCORP                     COM  902973106       842319        35373 SH       S       7         35373            0            0
US LIQUIDS INC - COM COM       COM  902974104      1792392       214017 SH       D       6        214017            0            0
US Liquids Inc.                COM  902974104        17026         2033 SH       D       7          2033            0            0
USA NETWORKS INC COM           COM  902984103     63989776      1158186 SH       D       6       1153208            0         4978
USA NETWORKS INC               COM  902984103      1130450        20985 SH       D       7         15595            0         5390
URS CORP NEW COM               COM  903236107      7905939       364539 SH       D       6        364539            0            0
URS Corp.                      COM  903236107        41119         1896 SH       D       7          1896            0            0
USANA INC COM                  COM  90328M107       534295       106859 SH       D       6        106859            0            0
USANA INC                      COM  90328M107         7905         1581 SH       D       7          1581            0            0
U S DIAGNOSTIC INC             COM  90328Q108        11793        11100 SH       D       6         11100            0            0
US CAN CORP COM                COM  90328W105      3574200       179834 SH       D       6        179834            0            0
U S Can Corp.                  COM  90328W105        27189         1368 SH       D       7          1368            0            0
USG CORP                       COM  903293405      3321431        44200 SH       D       1         44200            0            0
USG CORP                       COM  903293405       789027        10500 SH       D       2         10500            0            0
USG CORP                       COM  903293405      4330635        57630 SH       D       3         57630            0            0
USG CORP                       COM  903293405       644575        13678 SH       D       5         13678            0            0
USG CORP COM                   COM  903293405    137621399      2920348 SH       D       6       2562927            0       357421
USG CORPORATION-NEW WI         COM  903293405     10564518       224256 SH       D       7        220710            0         3546
US-CHINA INDUSTRIAL EXCHANGE C COM  90329W302        20075         1100 SH       D       6          1100            0            0
US-CHINA INDUSTRIAL EXCHANGE   COM  90329W302        10950          600 SH       D       7           600            0            0
USCI INC COM                   COM  90330N101         2742         7835 SH       D       6          7835            0            0
US FOODSERVICE COM             COM  90331R101     20525081      1225378 SH       D       6       1221500            0         3878
U.S. FOODSERVICE               COM  90331R101       351593        19658 SH       D       7          6430            0        13228
US LEC CORP - CL A COM         COM  90331S109      6520466       202185 SH       D       6        201485            0          700
US LEC Corp.                   COM  90331S109        50148         1555 SH       D       7          1555            0            0
USA FLORAL PRODS INC COM       COM  90331T107       361325       146357 SH       D       6        146357            0            0
U.S.A. FLORAL PRODUCTS INC.    COM  90331T107         1350          547 SH       D       7           547            0            0
USEC INC COM                   COM  90333E108     11740575      1677225 SH       D       6       1677225            0            0
USEC Inc                       COM  90333E108       188237        26891 SH       D       7         26891            0            0
USA BIOMASS CORP               COM  90333F105        23437         6000 SH       D       6          6000            0            0
US CONCRETE INC COM            COM  90333L102       199200        33200 SH       D       6         33200            0            0
U S AGGREGATES INC COM         COM  90334D109      1335504       111292 SH       D       6        111292            0            0
US INTERACTIVE RTS COM         COM  90334M109      4283832        99624 SH       D       6         99624            0            0
US INTERACTIVE INC             COM  90334M109        43000         1000 SH       D       7          1000            0            0
USN COMMUNICATIONS INC COM     COM  90336N204           24        12200 SH       D       6         12200            0            0
USP REAL ESTATE INVT TR COM    COM  903370104         3959          700 SH       D       6           700            0            0
USP REAL ESTATE INV TRUST      COM  903370104         3981          700 SH       D       7           700            0            0
US PHYSICAL COM                COM  90337L108         5083          598 SH       D       6           598            0            0
U.S. PHYSICAL THERAPY INC      COM  90337L108        10200         1200 SH       D       7          1200            0            0
USX-U.S.STEEL GROUP COM STOCK  COM  90337T101      7815017       151529 SH       D       3        138229            0        13300
USX-U. S. STEEL GROUP          COM  90337T101       808863        24511 SH       D       5         24511            0            0
USX US STEEL COM               COM  90337T101     76014015      2303455 SH       D       6       2119427          309       183719
USX US STEEL COM               COM  90337T101      2154787        65506 SH       D       7         57934            0         7572
USX-US STEEL GROUP INC         COM  90337T101       138600         4200 SH       S       7          4200            0            0
UTI ENERGY CORP COM            COM  903387108     11568380       501610 SH       D       6        487410            0        14200
UTI Energy Corp.               COM  903387108        50922         2208 SH       D       7          2208            0            0
U S XPRESS ENTERPRISES -CL A C COM  90338N103       851908       115513 SH       D       6        110913            0         4600
US Xpress Enterprises Inc.     COM  90338N103         9425         1278 SH       D       7          1278            0            0
US ONCOLOGY INC COM            COM  90338W103      7126012      1443243 SH       D       6       1443243            0            0
US Oncology Inc.               COM  90338W103        53394        10814 SH       D       7         10814            0            0
USOL HOLDINGS INC              COM  90338Y109        39200         5600 SH       D       6          5600            0            0
U S WIRELESS CORP              COM  90339C106        74112         4900 SH       D       6          4900            0            0
U.S. WIRELESS CORPORATION      COM  90339C106         9075          600 SH       D       7           600            0            0
US VISION INC - COM COM        COM  90339M104        14447         5638 SH       D       6          5638            0            0
U.S. VISION INC.               COM  90339M104         5125         2000 SH       D       7          2000            0            0
UTTI CORP COM                  COM  90339X100          163         2040 SH       D       6          2040            0            0
US SEARCH COM INC COM          COM  903404101       834750       111300 SH       D       6        111300            0            0
US SEARCH COM INC              COM  903404101         3750          500 SH       D       7           500            0            0
UBID INC COM                   COM  903469104      2351822        88748 SH       D       6         88748            0            0
UBID Inc                       COM  903469104        23339          880 SH       D       7           880            0            0
UGLY DUCKLING CORP COM         COM  903512101      1083898       157658 SH       D       6        157658            0            0
UGLY DUCKLING CORP.            COM  903512101         4943          719 SH       D       7           719            0            0
ULTIMATE ELECTRS COM           COM  903849107      2677430       108179 SH       D       6        108179            0            0
ULTIMATE ELECTRONICS INC       COM  903849107         9900          400 SH       D       7           400            0            0
ULTIMATE SOFTWARE COM          COM  90385D107      1974697       151173 SH       D       6        151173            0            0
ULTIMATE SOFTWARE GROUP INC    COM  90385D107        22010         1685 SH       D       7          1685            0            0
ULTRADATA SYSTEMS INC          COM  903891109         1800         1600 SH       D       6          1600            0            0
ULTRAFEM INC COM               COM  903896108           51         4700 SH       D       6          4700            0            0
ULTRAK INC COM                 COM  903898401      1351220       174351 SH       D       6        174351            0            0
ULTRAK INC                     COM  903898401         4200          542 SH       D       7           542            0            0
ULTRALIFE BATTERIES            COM  903899102        40327         6584 SH       D       6          6584            0            0
ULTRALIFE BATTERIES INC        COM  903899102         2872          469 SH       D       7           469            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106      1478543        42300 SH       D       1         42300            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106       478866        13700 SH       D       2         13700            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106      3439448        98400 SH       D       3         98400            0            0
ULTAMAR-DIAMOND SHAMROCK COM   COM  904000106     89959068      3965138 SH       D       6       3422373            0       542765
ULTRAMAR DIAMOND SHAMROCK CP   COM  904000106      4499179       198689 SH       D       7        192451            0         6238
ULTRATECH STEPPER COM          COM  904034105      5317041       329739 SH       D       6        329739            0            0
Ultratech Stepper Inc.         COM  904034105        49407         3064 SH       D       7          3064            0            0
UMPQUA HLDGS CORP COM          COM  904214103       538174        58181 SH       D       6         58181            0            0
UNAPIX ENTERTAINMENT INC       COM  904270105         5437         2900 SH       D       6          2900            0            0
UNAPIX ENTERTAINMENT INC       COM  904270105          750          400 SH       D       7           400            0            0
UNI MARTS INC COM              COM  904571304         2762         3400 SH       D       6          3400            0            0
UNICAPITAL CORP NEW COM        COM  90459D108      2363089       640838 SH       D       6        640838            0            0
Unicapital Corp.               COM  90459D108        27401         7431 SH       D       7          7431            0            0
UNICO AMERN CORP               COM  904607108       377979        53997 SH       D       6         53997            0            0
UNICO AMERICAN                 COM  904607108         7000         1000 SH       D       7          1000            0            0
UNICOMP INC                    COM  90465L409        21875         2500 SH       D       7          2500            0            0
UNIDIGITAL INC COM             COM  904669108        10367         2552 SH       D       6          2552            0            0
UNIDIGITAL INC                 COM  904669108         6906         1700 SH       D       7          1700            0            0
UNIFI INC COM                  COM  904677101     16028265      1301788 SH       D       6       1301788            0            0
Unifi Inc                      COM  904677101       200718        16302 SH       D       7         16302            0            0
UNIFAB INTL INC - COM COM      COM  90467L100       300163        52776 SH       D       6         52776            0            0
UNIFAB INTERNATIONAL INC.      COM  90467L100         1706          300 SH       D       7           300            0            0
UNIFIRST CORP COM              COM  904708104      3126152       247616 SH       D       6        247616            0            0
UniFirst Corp.                 COM  904708104        19038         1508 SH       D       7          1508            0            0
UNIFY CORP COM                 COM  904743101      4764235       174036 SH       D       6        174036            0            0
UNIFY CORP                     COM  904743101        28032         1024 SH       D       7          1024            0            0
UNIGENE LABS INC COM           COM  904753100         8208        14400 SH       D       6         14400            0            0
UNIHOLDING CORP COM            COM  904761202        10646         5323 SH       D       6          5323            0            0
UNILEVER NV ORD NLG 1.12 (NEW  COM  904784709     14097464       158855 SH       D       3        158855            0            0
Unilever NV                    COM  904784709     22411008       411568 SH       D       7        403448            0         8120
UNILEVER NV                    COM  904784709      1505959        27664 SH       S       7         27664            0            0
UNIMARK GROUP INC COM          COM  904789104         5000         4000 SH       D       6          4000            0            0
UNICOM CORP COM STOCK NPV      COM  904911104       215832         4020 SH       D       2          4020            0            0
UNICOM CORP COM STOCK NPV      COM  904911104     19838257       369498 SH       D       3        348698            0        20800
UNICOM CORP COM STOCK NPV      COM  904911104      1514051        28200 SH       D       4         28200            0            0
UNICOM CORPORATION             COM  904911104      2043198        60991 SH       D       5         60991            0            0
UNICOM CORP COM                COM  904911104    188359143      5622661 SH       D       6       5172467          700       449494
UNICOM CORP COM                COM  904911104      5420787       161010 SH       D       7        142451            0        18559
UNICOM CORPORATION             COM  904911104       351147        10482 SH       S       7         10482            0            0
UNIGRAPHICS SOLUTIONS INC COM  COM  904928108      3220722       119286 SH       D       6        119286            0            0
Unigraphics Solutions Inc.     COM  904928108        18819          697 SH       D       7           697            0            0
UNION BANKSHARES COM           COM  905399101      1401499        95829 SH       D       6         95829            0            0
UNION BANKSHARES CORP          COM  905399101        11349          776 SH       D       7           776            0            0
UNION BANKSHARES LTD COM       COM  905403101         6628          505 SH       D       6           505            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104       503454         4900 SH       D       1          4900            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104       360638         3510 SH       D       2          3510            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104     23851530       232141 SH       D       3        216741            0        15400
UNION CARBIDE CORP             COM  905581104      2488640        37283 SH       D       5         37283            0            0
UNION CARBIDE CORP COM         COM  905581104    248010025      3715506 SH       D       6       3405555          446       309505
UNION CARBIDE CORP COM         COM  905581104      7421076       111063 SH       D       7        100792            0        10271
UNION CARBIDE CORP             COM  905581104       427867         6410 SH       S       7          6410            0            0
UNION CMNTY BANCORP COM        COM  906054101         3300          300 SH       D       6           300            0            0
UNION COMMUNITY BANCORP        COM  906054101         3300          300 SH       D       7           300            0            0
UNION PACIFIC CORP COM STOCK U COM  907818108       263040         3790 SH       D       2          3790            0            0
UNION PACIFIC CORP COM STOCK U COM  907818108     29131494       419739 SH       D       3        397039            0        22700
UNION PACIFIC CORP COM STOCK U COM  907818108       895309        12900 SH       D       4         12900            0            0
UNION PACIFIC CORP             COM  907818108      3057731        69991 SH       D       5         69991            0            0
UNION PACIFIC CORP COM         COM  907818108    279134259      6398493 SH       D       6       5886864          820       510809
UNION PACIFIC CORP COM         COM  907818108      8030700       183379 SH       D       7        162169            0        21210
UNION PACIFIC CORP             COM  907818108       523063        11990 SH       S       7         11990            0            0
UNION PACIFIC RESOURCES COM ST COM  907834105        99666         4972 SH       D       2          4972            0            0
UNION PACIFIC RESOURCES COM ST COM  907834105      7414997       369908 SH       D       3        369908            0            0
UNION PACIFIC RESOURCE COM     COM  907834105     85954853      6741557 SH       D       6       6217145          862       523550
UNION PACIFIC RESOURCE COM     COM  907834105      2394752       187642 SH       D       7        166115            0        21527
UNION PACIFIC RESOURCES GRP    COM  907834105       155550        12200 SH       S       7         12200            0            0
UNION PLANTERS COM STK US$5    COM  908068109       178254         2800 SH       D       2          2800            0            0
UNION PLANTERS COM STK US$5    COM  908068109     13267828       208410 SH       D       3        208410            0            0
UNION PLANTERS CORP COM        COM  908068109    139711444      3542604 SH       D       6       3246418          462       295724
UNION PLANTERS CORP COM        COM  908068109      4196290       107176 SH       D       7         94860            0        12316
UNION PLANTERS CORP.           COM  908068109       271330         6880 SH       S       7          6880            0            0
UNIONBANCAL CORP COM STK $5    COM  908906100       299212         4700 SH       D       1          4700            0            0
UNIONBANCAL CORP COM STK $5    COM  908906100        44563          700 SH       D       2           700            0            0
UNIONBANCAL CORP COM STK $5    COM  908906100      1152284        18100 SH       D       3         18100            0            0
UNIONBANCAL CORP COM           COM  908906100     86563735      2194960 SH       D       6       1951507            0       243453
UNIONBANCAL CORPORATION        COM  908906100      4842632       123009 SH       D       7        120733            0         2276
UNIONBANCORP INC COM           COM  908908106       169389        11887 SH       D       6         11887            0            0
UNIQUE MOBILITY INC COM        COM  909154106       760839       184446 SH       D       6        184446            0            0
UNIQUE MOBILITY INC            COM  909154106         2945          714 SH       D       7           714            0            0
UNIROYAL TECHNOLOGY COM        COM  909163107      2539060        99571 SH       D       6         99571            0            0
UNIROYAL TECHNOLOGY CORP       COM  909163107        14280          560 SH       D       7           560            0            0
UNISOURCE ENERGY CORP COM      COM  909205106      6290166       562249 SH       D       6        562249            0            0
Unisource Energy Corp. Hld Co. COM  909205106        51764         4627 SH       D       7          4627            0            0
UNISYS CORP COM STOCK US$0.01  COM  909214108       251727         4900 SH       D       2          4900            0            0
UNISYS CORP COM STOCK US$0.01  COM  909214108     24530269       477494 SH       D       3        453194            0        24300
UNISYS CORP COM                COM  909214108    226165307      7081497 SH       D       6       6474778          992       605727
UNISYS CORP COM                COM  909214108      8798302       283718 SH       D       7        199166            0        84552
UNISYS CORP                    COM  909214108       472483        14794 SH       S       7         14794            0            0
UNIT CORP COM                  COM  909218109      2286608       297445 SH       D       6        297445            0            0
UNIT CORP COMMON STOCK         COM  909218109         8064         1049 SH       D       7          1049            0            0
UNISTAR FINANCIAL SVC CORP COM COM  90921U100       191332        47833 SH       D       6         47833            0            0
Unistar Financial Services Inc COM  90921U100        38328         1375 SH       D       7          1375            0            0
UNITED AMERN HEALTHCARE CORP C COM  90934C105         2762         2600 SH       D       6          2600            0            0
UNITED ASSET MGMT CORP COM     COM  909420101     19772255      1065172 SH       D       6       1065172            0            0
United Asset Mgmt Corp         COM  909420101       303849        16369 SH       D       7         16369            0            0
UNITED AUTO GROUP INC COM      COM  909440109      2633648       294674 SH       D       6        294674            0            0
United Auto Group Inc.         COM  909440109        28215         3157 SH       D       7          3157            0            0
UNITED CMNTY FINL CORP OHIO CO COM  909839102      3928323       395303 SH       D       6        395303            0            0
United Community Financial     COM  909839102        46110         4640 SH       D       7          4640            0            0
UNITED COMPANIES FINL CORP COM COM  909870107         4799        95999 SH       D       6         95999            0            0
UNITED BANKSHARES INC W VA COM COM  909907107     17843840       747386 SH       D       6        747386            0            0
United Bankshares Inc.         COM  909907107       170563         7144 SH       D       7          7144            0            0
UNITED BANCORP INC OHIO COM    COM  909911109         3480          221 SH       D       6           221            0            0
UNITED BANCORP INC/OHIO        COM  909911109         2063          131 SH       D       7           131            0            0
UNITED CAP CORP COM            COM  909912107      1254710        67367 SH       D       6         67367            0            0
UNITED CAPITAL CORPORATION     COM  909912107        12851          690 SH       D       7           690            0            0
UNITED DOMINION INDS LTD       COM  909914103        42108         2112 SH       D       7          2112            0            0
UNITED DOMINION RLTY TR INC CO COM  910197102     32562200      3297438 SH       D       6       2558662            0       738776
United Dominion Realty Trust   COM  910197102       281832        28540 SH       D       7         28540            0            0
UNITED FIRE & CAS CO COM       COM  910331107      2453681       108450 SH       D       6        108450            0            0
United Fire & Casualty Co.     COM  910331107        26923         1190 SH       D       7          1190            0            0
UNITED GUARDIAN INC            COM  910571108         1450          400 SH       D       7           400            0            0
UNITED HEALTHCARE CORP COM STO COM  910581107       212946         2490 SH       D       2          2490            0            0
UNITED HEALTHCARE CORP COM STO COM  910581107     25195121       294608 SH       D       3        279608            0        15000
UNITED HEALTHCARE CORP         COM  910581107      2595528        48857 SH       D       5         48857            0            0
UNITED HEALTHCARE CORP COM     COM  910581107    249716242      4700541 SH       D       6       4332973          569       366999
UNITED HEALTHCARE CORP COM     COM  910581107      7360650       136487 SH       D       7        121014            0        15473
UNITED HEALTHCARE CORP         COM  910581107       446250         8400 SH       S       7          8400            0            0
UNITED HERITAGE CORP           COM  91058F304          540          160 SH       D       7           160            0            0
UNITED ILLUMINATING CO COM     COM  910637107     27095945       527415 SH       D       6        510915            0        16500
United Illuminating Co.        COM  910637107       103469         2014 SH       D       7          2014            0            0
UNITED INDUSTL CORP COM        COM  910671106      1258925       136100 SH       D       6        136100            0            0
UNITED INDUSTIAL CORP          COM  910671106         9740         1053 SH       D       7          1053            0            0
UNITED INVS RLTY TR COM        COM  910741107       685018       110710 SH       D       6        110710            0            0
UNITED INVESTORS REALTY TRUST  COM  910741107         3861          624 SH       D       7           624            0            0
UNITED LEISURE CORP            COM  910776103         1300          400 SH       D       7           400            0            0
UNITED NATL BANCORP N J COM    COM  910909100      5086972       229272 SH       D       6        229272            0            0
United National Bancorp        COM  910909100        48679         2194 SH       D       7          2194            0            0
UNITED MOBILE HOMES INC COM    COM  911024107       715101        86679 SH       D       6         86679            0            0
UNITED MOBILE HOMES INC        COM  911024107         4306          522 SH       D       7           522            0            0
UNITED NAT FOODS INC COM       COM  911163103      1495476       124623 SH       D       6        124623            0            0
United Natural Foods Inc.      COM  911163103        20064         1672 SH       D       7          1672            0            0
UNITED PANAM FINANCIAL CORP CO COM  911301109         1408          727 SH       D       6           727            0            0
UNITED PANAM FINANCIAL         COM  911301109         1495          772 SH       D       7           772            0            0
UNITED PARCEL SERVICES COM     COM  911312106     67281900       975100 SH       D       6        975100            0            0
UNITED PARCEL SERVICE - CL B   COM  911312106       117300         1700 SH       D       7          1700            0            0
UNITED PARK CITY MINES CO COM  COM  911315208         5550          200 SH       D       6           200            0            0
UNITED PARK CITY MINES         COM  911315208         3302          119 SH       D       7           119            0            0
UNITED PAYORS&UTD PR COM       COM  911319101      2344123       141532 SH       D       6        141532            0            0
United Payors & United Prov.   COM  911319101        38160         2304 SH       D       7          2304            0            0
UNITED RENTALS INC COM         COM  911363109      7070553       412879 SH       D       6        411455            0         1424
UNITED RENTALS INC             COM  911363109       183178        10405 SH       D       7          4260            0         6145
UNITED RETAIL GROUP COM        COM  911380103      1395553       169158 SH       D       6        169158            0            0
United Retail Group Inc.       COM  911380103        15353         1861 SH       D       7          1861            0            0
UNITED ROAD SERVICE COM        COM  911384105       178108       109605 SH       D       6        109605            0            0
UNITED ROAD SERVICES           COM  911384105          940          579 SH       D       7           579            0            0
UNITED SEC BANCORPORATION WA C COM  91146A101       728162        58253 SH       D       6         58253            0            0
CN UNITED SECURITY BANCORP     COM  91146A101        10000          800 SH       D       7           800            0            0
UNITED SHIPPING & TECHNOLOGY   COM  911498103        49600         6200 SH       D       6          6200            0            0
UNITED SHIPPING AND TECHNOLOGY COM  911498103         2400          300 SH       D       7           300            0            0
UNITED STATES CELLULAR CORP CO COM  911684108     33719787       334066 SH       D       6        290717            0        43349
UNITED STATES CELLULAR CORP    COM  911684108       730833         7580 SH       D       7          4709            0         2871
U S ENERGY CORP WYO COM        COM  911805109        15750         4500 SH       D       6          4500            0            0
U S ENERGY CORP - WYOMING      COM  911805109          700          200 SH       D       7           200            0            0
U.S. AIRWAYS GROUP COM STK PAR COM  911905107        89560         1700 SH       D       2          1700            0            0
U.S. AIRWAYS GROUP COM STK PAR COM  911905107      6112533       116026 SH       D       3        111526            0         4500
US AIRWAYS GROUP INC           COM  911905107       645482        20132 SH       D       5         20132            0            0
US AIRWAYS GROUP INC COM       COM  911905107     60236172      1878711 SH       D       6       1727740          232       150739
US AIRWAYS GROUP INC COM       COM  911905107      1723301        54285 SH       D       7         48408            0         5877
U S AIRWAYS GROUP INC          COM  911905107       109589         3418 SH       S       7          3418            0            0
US HOME CORP COM               COM  911920106      6444076       252091 SH       D       6        252091            0            0
US Home Corp.                  COM  911920106        46677         1826 SH       D       7          1826            0            0
UNITED STATES LIME & MINERALS  COM  911922102         6293          899 SH       D       6           899            0            0
UNITED STATES LIME & MINERAL   COM  911922102         4200          600 SH       D       7           600            0            0
U.S. INDUSTRIES, INC COM       COM  912080108     18315304      1308236 SH       D       6       1263063            0        45173
U.S. INDUSTRIES INC            COM  912080108       311768        22500 SH       D       7         16037            0         6463
US OFFICE PRODUCTS INC (NEW) C COM  912325305      1683931       538858 SH       D       6        538858            0            0
US Office Products Co.         COM  912325305        24245         7758 SH       D       7          7758            0            0
U S PAWN INC                   COM  912330305         2306         1800 SH       D       6          1800            0            0
US WEST INC STOCK NPV          COM  91273H101      7613056        67300 SH       D       1         67300            0            0
US WEST INC STOCK NPV          COM  91273H101      3335717        29488 SH       D       2         29488            0            0
US WEST INC STOCK NPV          COM  91273H101    103232704       912585 SH       D       3        864775            0        47810
US WEST INC STOCK NPV          COM  91273H101      1635732        14460 SH       D       4         14460            0            0
U.S. WEST, INC COM             COM  91273H101   1113052464     15459062 SH       D       6      13827553         1597      1629912
U.S. WEST, INC COM             COM  91273H101     33553163       472745 SH       D       7        384273            0        88472
US WEST INC                    COM  91273H101     29450675       419600 SH       D       9        419600            0            0
US WEST INC                    COM  91273H101      1758240        24420 SH       S       7         24420            0            0
U.S. Treasury Bills            COM  912795DE8     14893085     14937000 SH       D       7      14937000            0            0
US TRUST CORP NEW COM          COM  91288L105     27563731       343741 SH       D       6        326641            0        17100
US TRUST CORP NEW              COM  91288L105       668276         8477 SH       D       7          3232            0         5245
UNITED STATIONERS INC COM      COM  913004107     44389038      1554102 SH       D       6       1535902            0        18200
United Stationers Inc.         COM  913004107       136842         4791 SH       D       7          4791            0            0
UTD TECHNOLOGIES               COM  913017109      5187661        84270 SH       D       1             0        84270            0
UNITED TECHNOLOGIES CORP COM S COM  913017109       651106         6300 SH       D       2          6300            0            0
UNITED TECHNOLOGIES CORP COM S COM  913017109     82563010       798866 SH       D       3        776866            0        22000
UNITED TECHNOLOGIES CORP COM S COM  913017109      2004995        19400 SH       D       4         19400            0            0
UNITED TECHNOLOGIES CORP       COM  913017109      8664305       133297 SH       D       5        133297            0            0
UNITED TECHNOLOGIES CORP COM   COM  913017109    783859505     12059377 SH       D       6      11033654         1602      1024121
UNITED TECHNOLOGIES CORP COM   COM  913017109     27569973       425799 SH       D       7        313092            0       112707
UNITED TECHNOLOGIES CORP       COM  913017109       166075         2600 SH       D       9          2600            0            0
UNITED TECHNOLOGIES            COM  913017109      1512225        23265 SH       S       7         23265            0            0
UNITED TELEVISION INC COM      COM  913066106     13907211        99426 SH       D       6         99426            0            0
United Television Inc.         COM  913066106       123440          911 SH       D       7           911            0            0
UNITED THERAPEUTICS CORP DEL C COM  91307C102      4701200       102200 SH       D       6        102200            0            0
UNITED THERAPEUTICS            COM  91307C102        32200          700 SH       D       7           700            0            0
UNITED TRUST GROUP INC COM     COM  91311A100         3956          487 SH       D       6           487            0            0
UNITED WATER RESOURCES INC COM COM  913190104     18851397       551412 SH       D       6        551412            0            0
United Water Resources Inc.    COM  913190104       168681         4934 SH       D       7          4934            0            0
UNITED WISCONSIN SERVICES INC  COM  913238101       827581       194725 SH       D       6        194725            0            0
UNITED WISCONSIN SERVICES      COM  913238101         2596          611 SH       D       7           611            0            0
UNITED GLOBALCOM COM           COM  913247508     35807016       507002 SH       D       6        504060            0         2942
UNITEDGLOBALCOM INC -CL A      COM  913247508      1558573        24878 SH       D       7          7346            0        17532
UNITIL CORP                    COM  913259107      2705202        75670 SH       D       6         75670            0            0
UNITIL CORP                    COM  913259107         5934          166 SH       D       7           166            0            0
UNITRIN COM STOCK US$0.10      COM  913275103      7024982       113954 SH       D       3         85154            0        28800
UNITRIN INC COM                COM  913275103     31785600       844800 SH       D       6        839512            0         5288
UNITRIN INC                    COM  913275103       526071        13979 SH       D       7         10404            0         3575
UNITY BANCORP INC COM          COM  913290102        10302         1717 SH       D       6          1717            0            0
UNITY BANCORP INC              COM  913290102         1800          300 SH       D       7           300            0            0
UNIVERSAL AMER FINL CORP COM   COM  913377107         9342         2020 SH       D       6          2020            0            0
UNIVERSAL AMER FINANCIAL CRP   COM  913377107         6475         1400 SH       D       7          1400            0            0
UNIVERSAL AUTOMOTIVE INDS INC  COM  913378105         9481         4100 SH       D       6          4100            0            0
UNIVERSAL CORP-VA NPV          COM  913456109       195932         5300 SH       D       1          5300            0            0
UNIVERSAL CORP-VA NPV          COM  913456109       140479         3800 SH       D       2          3800            0            0
UNIVERSAL CORP-VA NPV          COM  913456109       325321         8800 SH       D       3          8800            0            0
UNIVERSAL CORP VA COM COM      COM  913456109     39635167      1737432 SH       D       6       1621132            0       116300
Universal Corp.                COM  913456109      1672430        73312 SH       D       7         73312            0            0
UNIVERSAL DISPLAY CORP         COM  91347P105        80400         4800 SH       D       6          4800            0            0
UNIVERSAL DISPLAY CORP         COM  91347P105         5025          300 SH       D       7           300            0            0
UNIVERSAL ELECTRS IN COM       COM  913483103      3598028        78218 SH       D       6         78218            0            0
UNIVERSAL ELECTRIC             COM  913483103        13294          289 SH       D       7           289            0            0
UNIVERSAL FOODS CORP COM       COM  913538104     21399434      1050279 SH       D       6       1050279            0            0
Universal Foods Corp.          COM  913538104       218257        10712 SH       D       7         10712            0            0
UNIVERSAL FST PRODS INC COM    COM  913543104      5332995       361559 SH       D       6        361559            0            0
Universal Forest Products Inc. COM  913543104        35562         2411 SH       D       7          2411            0            0
UNIVERSAL HEALTH RLTY INCOME T COM  91359E105      1645531       112515 SH       D       6        112415            0          100
UNIVERSAL HEALTH REALTY INC    COM  91359E105         7751          530 SH       D       7           530            0            0
UNIVERSAL STAINLESS & ALLOY CO COM  913837100        28937         4287 SH       D       6          4287            0            0
UNIVERSAL STAINLESS & ALLOY    COM  913837100         2025          300 SH       D       7           300            0            0
UNIVERSAL HEALTH SVCS INC CL B COM  913903100     21158820       587745 SH       D       6        585862            0         1883
UNIVERSAL HEALTH SERVICES-CL B COM  913903100       302745         7675 SH       D       7          4445            0         3230
UNO RESTAURANT CORP            COM  914900105       914285        82183 SH       D       6         82183            0            0
UNO RESTAURANT CORP            COM  914900105         5651          508 SH       D       7           508            0            0
UNIVISION COMMUNICATION COM    COM  914906102     88684137       867857 SH       D       6        867857            0            0
UNIVISION COMMUNICATIONS INC   COM  914906102      3594938        36391 SH       D       7         14388            0        22003
UNIVIEW TECHNOLOGIES CORP      COM  915282206        11250         2400 SH       D       7          2400            0            0
UNOCAL CORP COM STOCK US$1     COM  915289102       220707         4050 SH       D       2          4050            0            0
UNOCAL CORP COM STOCK US$1     COM  915289102     22782324       418058 SH       D       3        390758            0        27300
UNOCAL CORP COM STOCK US$1     COM  915289102       893727        16400 SH       D       4         16400            0            0
UNOCAL CORP                    COM  915289102      2138636        63721 SH       D       5         63721            0            0
UNOCAL CORP COM                COM  915289102    207772692      6190620 SH       D       6       5689318          833       500469
UNOCAL CORP COM                COM  915289102      6036053       179279 SH       D       7        158483            0        20796
UNOCAL CORP                    COM  915289102       392345        11690 SH       S       7         11690            0            0
UNOVA INC COM                  COM  91529B106     13010049      1000773 SH       D       6       1000773            0            0
Unova Inc.                     COM  91529B106       135798        10446 SH       D       7         10446            0            0
UNUMPROVIDENT CORP USD.10      COM  91529Y106       166150         3380 SH       D       2          3380            0            0
UNUMPROVIDENT CORP USD.10      COM  91529Y106     19178594       390151 SH       D       3        374151            0        16000
UNUMPROVIDENT CORP             COM  91529Y106      2110546        65826 SH       D       5         65826            0            0
UNUMPROVIDENT COM              COM  91529Y106    197531869      6160838 SH       D       6       5650176          793       509869
UNUMPROVIDENT COM              COM  91529Y106      5801789       181941 SH       D       7        163713            0        18228
UNIMPROVIDENT CORP             COM  91529Y106       370001        11540 SH       S       7         11540            0            0
URANIUM RES INC COM NEW        COM  916901309          700         5000 SH       D       6          5000            0            0
US FREIGHTWAYS CORP COM        COM  916906100     42989548       897954 SH       D       6        838954            0        59000
US Freightways Corp.           COM  916906100       231044         4826 SH       D       7          4826            0            0
URBAN OUTFITTERS INC COM       COM  917047102      5074477       174231 SH       D       6        174231            0            0
Urban Outfitters Inc.          COM  917047102        49774         1709 SH       D       7          1709            0            0
URBAN SHOPPING CTRS COM        COM  917060105     12178392       448973 SH       D       6        329681            0       119292
Urban Shopping Centers Inc.    COM  917060105        49665         1831 SH       D       7          1831            0            0
UROGEN CORP COM                COM  917271108        16260        27100 SH       D       6         27100            0            0
URULOGIX INC COM               COM  917273104        26048         6512 SH       D       6          6512            0            0
UROLOGIX INC                   COM  917273104         9600         2400 SH       D       7          2400            0            0
UROMED CORP COM                COM  917274300         2647         2420 SH       D       6          2420            0            0
UROCOR INC COM                 COM  91727P105        56347        13456 SH       D       6         13456            0            0
UROCOR INC                     COM  91727P105         1959          468 SH       D       7           468            0            0
URSTADT BIDDLE PROPERTIES INC  COM  917286106        36270         4960 SH       D       6          4960            0            0
URSTADT BIDDLE PROPERTIES      COM  917286106         2925          400 SH       D       7           400            0            0
URSTADT BIDDLE PROPERTIES INC  COM  917286205        45356         5900 SH       D       6          5900            0            0
URSTADT BIDDLE - CL A          COM  917286205         3075          400 SH       D       7           400            0            0
URSUS TELECOM CORP COM         COM  917287104       193450        14600 SH       D       6         14600            0            0
URSUS TELECOM CORP             COM  917287104         3975          300 SH       D       7           300            0            0
USABANCSHARES INC              COM  917289100         8179          798 SH       D       6           798            0            0
US BANCORP INC PA COM          COM  917292104      4743416       403695 SH       D       6        394995            0         8700
U.S. Bancorp Inc. PA           COM  917292104        20915         1780 SH       D       7          1780            0            0
US DATA CORP COM               COM  917294100       245046        17661 SH       D       6         17661            0            0
USDATA CORPORATION             COM  917294100        23587         1700 SH       D       7          1700            0            0
USINTERNETWORKING COM          COM  917311805     23658696       338586 SH       D       6        338586            0            0
USinternetworking Inc.         COM  917311805       312341         4470 SH       D       7          4470            0            0
USWEB CORP COM                 COM  917327108     40720347       916351 SH       D       6        916351            0            0
USWEB CORP                     COM  917327108      1211651        30327 SH       D       7          9200            0        21127
USURF AMERICA INC              COM  91732M105        39187         9500 SH       D       6          9500            0            0
UTAH MED PRODS INC COM         COM  917488108        44482         6590 SH       D       6          6590            0            0
UTAH MEDICAL PRODUCTS INC      COM  917488108         2153          319 SH       D       7           319            0            0
VDI MULTIMEDIA                 COM  917916108      1458105       106044 SH       D       6        106044            0            0
VDI MEDIA                      COM  917916108         5500          400 SH       D       7           400            0            0
VI TECHNOLOGIES INC COM        COM  917920100       729320       106083 SH       D       6        106083            0            0
V.I. TECHNOLOGIES INC          COM  917920100        12045         1752 SH       D       7          1752            0            0
UTILICORP UNITED INC COM       COM  918005109     25822485      1328488 SH       D       6       1318630            0         9858
UTILICORP UNITED, INC          COM  918005109       231343        11966 SH       D       7          5323            0         6643
UTILIX CORP COM                COM  918031105         3794         1029 SH       D       6          1029            0            0
VA LINUX SYSTEMS INC COM       COM  91819B105     28465693       137765 SH       D       6        137765            0            0
VA LINUX SYSTEMS INC           COM  91819B105       296506         1435 SH       D       7          1435            0            0
VF CORP COM STOCK NPV          COM  918204108       125265         2580 SH       D       2          2580            0            0
VF CORP COM STOCK NPV          COM  918204108     10858369       223642 SH       D       3        203842            0        19800
VF CORP COM STOCK NPV          COM  918204108       737997        15200 SH       D       4         15200            0            0
VF CORP                        COM  918204108       996090        33203 SH       D       5         33203            0            0
V F CORP COM                   COM  918204108    110037270      3667909 SH       D       6       3310991          388       356530
V F CORP COM                   COM  918204108      3097930       103458 SH       D       7         94887            0         8571
VF CORP                        COM  918204108       174000         5800 SH       S       7          5800            0            0
VDC COMMUNICATIONS INC COM     COM  91821B101        17112         7400 SH       D       6          7400            0            0
VDC COMMUNICATIONS INC         COM  91821B101         1729          748 SH       D       7           748            0            0
VIB CORP- COM COM              COM  91823H106       649520        85183 SH       D       6         85183            0            0
VIB CORP                       COM  91823H106         9966         1307 SH       D       7          1307            0            0
V-ONE CORP COM                 COM  918278102        58162         9900 SH       D       6          9900            0            0
V-ONE CORPORATION              COM  918278102        17037         2900 SH       D       7          2900            0            0
VRB BANCORP- COM COM           COM  918281106       538586        88839 SH       D       6         88839            0            0
VRB BANCORP                    COM  918281106         3564          588 SH       D       7           588            0            0
VSE CORP COM                   COM  918284100         3782          488 SH       D       6           488            0            0
VSI HLDGS INC COM              COM  918322108       119124        26845 SH       D       6         26845            0            0
VSI HOLDINGS INC/GA            COM  918322108         6274         1414 SH       D       7          1414            0            0
VSI ENTERPRISES COM            COM  91832B884         1870         4675 SH       D       6          4675            0            0
VTEL CORP COM                  COM  918333105      1085234       330733 SH       D       6        330733            0            0
VTEL CORPORATION               COM  918333105         8859         2700 SH       D       7          2700            0            0
V3 SEMICONDUCTOR INC COM       COM  918392101         3900          300 SH       D       6           300            0            0
V3 SEMICONDUCTOR INC.          COM  918392101         5200          400 SH       D       7           400            0            0
VAIL BANKS INC COM             COM  918779109       604261        61191 SH       D       6         61191            0            0
VAIL BANKS INC                 COM  918779109         3545          359 SH       D       7           359            0            0
VAIL RESORTS COM               COM  91879Q109      5100348       284340 SH       D       6        284340            0            0
Vail Resorts Inc.              COM  91879Q109        62279         3472 SH       D       7          3472            0            0
VALASSIS COMMUNICATIONS COM    COM  918866104     49611471      1174236 SH       D       6        970086            0       204150
VALASSIS COMMUNICATIONS INC    COM  918866104      2443402        58748 SH       D       7         42871            0        15877
VALHI INC NEW COM              COM  918905100      3926443       373947 SH       D       6        365747            0         8200
VALHI INC                      COM  918905100        79726         7587 SH       D       7          7087            0          500
VALENCE TECHNOLOGY COM         COM  918914102      6327836       333044 SH       D       6        333044            0            0
Valence Technology Inc.        COM  918914102        64524         3396 SH       D       7          3396            0            0
VALENTIS INC COM               COM  91913E104      2463129       273681 SH       D       6        273681            0            0
VALENTIS INC                   COM  91913E104        19584         2176 SH       D       7          2176            0            0
VALERO ENERGY (NEW) COM        COM  91913Y100     22983832      1156418 SH       D       6       1156418            0            0
Valero Energy Corp New         COM  91913Y100       280694        14123 SH       D       7         14123            0            0
VALLEY FORGE SCIENTIFIC CORP C COM  919656108         2588          668 SH       D       6           668            0            0
VALLEY MEDIA INC COM           COM  91972C106       665343        95049 SH       D       6         95049            0            0
Valley Media Inc               COM  91972C106         4431          633 SH       D       7           633            0            0
VALLEY NATIONAL GAS COM        COM  919792101        20444         6414 SH       D       6          6414            0            0
VALLEY NATIONAL GASES INC      COM  919792101         1370          430 SH       D       7           430            0            0
VALLEY NATIONAL BANCORP COM    COM  919794107     22075256       788402 SH       D       6        773209            0        15193
VALLEY NATIONAL BANK           COM  919794107       379185        13926 SH       D       7          9519            0         4407
VALLEY RES INC COM             COM  920062106      1481627        66590 SH       D       6         66590            0            0
VALLEY RESOURCES INC           COM  920062106         4939          222 SH       D       7           222            0            0
VALMONT INDUSTRIES INC COM     COM  920253101      5312977       330769 SH       D       6        330769            0            0
Valmont Industries Inc.        COM  920253101        46388         2888 SH       D       7          2888            0            0
VALSPAR CORP COM               COM  920355104     25179814       601309 SH       D       6        598412            0         2897
VALSPAR                        COM  920355104       483419        11607 SH       D       7          6360            0         5247
VALUE CITY DEPT STORE COM      COM  920387107      7280645       481365 SH       D       6        457235            0        24130
Value City Department Stores   COM  920387107        42350         2800 SH       D       7          2800            0            0
VALUE AMER INC COM             COM  92038N102       897773       177338 SH       D       6        177338            0            0
Value America Inc.             COM  92038N102        16964         3351 SH       D       7          3351            0            0
VALUE LINE INC COM             COM  920437100      3156552        87682 SH       D       6         87682            0            0
Value Line Inc.                COM  920437100        21240          590 SH       D       7           590            0            0
VALUEVISION INTL INC COM       COM  92047K107     17300523       301863 SH       D       6        301863            0            0
ValueVision International Inc. COM  92047K107       319459         5574 SH       D       7          5574            0            0
VANS INC. COM                  COM  921930103      2108053       172086 SH       D       6        172086            0            0
VANS INC                       COM  921930103         7350          600 SH       D       7           600            0            0
VANGUARD AIRLINES INC 12/5/97  COM  92201B208         4921         1500 SH       D       6          1500            0            0
VANGUARD AIRLINES INC          COM  92201B208         3609         1100 SH       D       7          1100            0            0
VANTIVE CORP COM               COM  922091103            0       358429 SH       D       6        358429            0            0
VANTIVE CORP                   COM  922091103        40635         1573 SH       D       7          1573            0            0
VARCO INTERNATIONAL INC COM    COM  922126107     22136194      2172878 SH       D       6       2143678            0        29200
Varco International Inc.       COM  922126107       139599        13703 SH       D       7         13703            0            0
VARI-L CO COM                  COM  922150107        85625         2500 SH       D       6          2500            0            0
VARI-L COMPANY INC             COM  922150107        10275          300 SH       D       7           300            0            0
VARI-LITE INTL INC COM         COM  922152103         4902         4902 SH       D       6          4902            0            0
VARIAN INC COM                 COM  922206107     14755770       655812 SH       D       6        655812            0            0
Varian Inc.                    COM  922206107       184972         8221 SH       D       7          8221            0            0
VARIAN SEMICONDUCTOR EQUIP COM COM  922207105     23982886       705379 SH       D       6        705379            0            0
Varian Semiconductor Equip     COM  922207105       283854         8349 SH       D       7          8349            0            0
VARIAN ASSOC. INC COM          COM  92220P105     18633915       625037 SH       D       6        625037            0            0
Varian Medical Sys Inc         COM  92220P105       250186         8392 SH       D       7          8392            0            0
VARITY CORP DELAWARE COM       COM  922242102        27384         4471 SH       D       6          4471            0            0
VASOMEDICAL INC COM            COM  922321104       387590       400073 SH       D       6        400073            0            0
VASTAR RESOURCES INC. COM      COM  922380100     10822828       247730 SH       D       6        247730            0            0
VASTAR RESOURCES INC           COM  922380100       701530        12048 SH       D       7          7087            0         4961
VAXGEN INC COM                 COM  922390208      1713100        92600 SH       D       6         92600            0            0
VAXGEN INC                     COM  922390208         5550          300 SH       D       7           300            0            0
VCAMPUS CORP                   COM  92240C100         5625         1800 SH       D       6          1800            0            0
VCAMPUS CORP.                  COM  92240C100          625          200 SH       D       7           200            0            0
VEECO INSTRS INC DEL COM       COM  922417100      8446707       180437 SH       D       6        180437            0            0
Veeco Instruments Inc.         COM  922417100        76070         1625 SH       D       7          1625            0            0
VENCOR, INC COM                COM  92260R102        19526       216962 SH       D       6        216962            0            0
VENCOR INC                     COM  92260R102          510         5669 SH       D       7          5669            0            0
VENTAS, INC COM                COM  92276F100      4891418      1168100 SH       D       6       1163700            0         4400
Ventas Inc.                    COM  92276F100        68612        16385 SH       D       7         16385            0            0
VENTANA MED SYS INC COM        COM  92276H106      4130667       166057 SH       D       6        166057            0            0
Ventana Medical Systems        COM  92276H106        47486         1909 SH       D       7          1909            0            0
VENTIV HEALTH INC COM          COM  922793104      3076822       334892 SH       D       6        334892            0            0
VENTIV HEALTH INC              COM  922793104        63046         6965 SH       D       7          1928            0         5037
VENATOR                        COM  922944103      2024127       177826 SH       D       3        163926            0        13900
VENATOR GROUP COM              COM  922944103     18552618      2650374 SH       D       6       2635772            0        14602
VENATOR GROUP INC.             COM  922944103       189699        27452 SH       D       7         17595            0         9857
VENTURIAN CORP COM             COM  923304109         2694          449 SH       D       6           449            0            0
VENTURIAN CORP                 COM  923304109         2640          440 SH       D       7           440            0            0
VERAMARK TECHNOLOGIES INC COM  COM  923351100      1080266        88185 SH       D       6         88185            0            0
VERAMARK TECHNOLOGIES INC      COM  923351100         4140          338 SH       D       7           338            0            0
VERILINK CORP COM              COM  923432108        34517         8004 SH       D       6          8004            0            0
VERILINK CORP                  COM  923432108         2686          623 SH       D       7           623            0            0
VERIO INC - COM COM            COM  923433106     30857638       668095 SH       D       6        655995            0        12100
VERIO INC                      COM  923433106      1418649        26296 SH       D       7          7846            0        18450
VERITAS SOFTWARE CO COM        COM  923436109    481294166      3362754 SH       D       6       3362754            0            0
VERITAS SOFTWARE CORP          COM  923436109     15072531       114616 SH       D       7         43156            0        71460
VERITAS SOFTWARE               COM  923436109      6843750        50000 SH       D       9         50000            0            0
VERITY INC COM                 COM  92343C106     29251078       687250 SH       D       6        687250            0            0
Verity Inc.                    COM  92343C106       184380         4332 SH       D       7          4332            0            0
VERISIGN INC COM               COM  92343E102    198673141      1040514 SH       D       6       1018714            0        21800
VERISIGN INC                   COM  92343E102      6771061        37810 SH       D       7         16476            0        21334
VERITAS DGC, INC COM           COM  92343P107      5916498       422607 SH       D       6        422607            0            0
Veritas DGC Inc.               COM  92343P107        46942         3353 SH       D       7          3353            0            0
VERMONT PURE HLDGS COM         COM  924234107         2638         1005 SH       D       6          1005            0            0
VESTCOM INTL INC - COM COM     COM  924904105        19278         5508 SH       D       6          5508            0            0
VESTCOM INTERNATIONAL INC      COM  924904105         1375          393 SH       D       7           393            0            0
VERTEL CORP COM                COM  924907108      1566957       288176 SH       D       6        288176            0            0
VERTEL CORP                    COM  924907108         9787         1800 SH       D       7          1800            0            0
VERSANT CORPORATION            COM  925284101       119472        13654 SH       D       6         13654            0            0
VERSANT OBJECT TECHNOLOGY      COM  925284101         8750         1000 SH       D       7          1000            0            0
VERTEX COMMUNICATIONS CORP COM COM  925320103      2812866       137213 SH       D       6        137213            0            0
VERTEX COMMUNICATIONS          COM  925320103         4674          228 SH       D       7           228            0            0
VERTEX COM                     COM  92532F100     16327325       466495 SH       D       6        466495            0            0
Vertex Pharmaceuticals Inc.    COM  92532F100       127190         3634 SH       D       7          3634            0            0
VERTICALNET INC COM            COM  92532L107     72471928       441902 SH       D       6        441902            0            0
VerticalNet Inc.               COM  92532L107       833776         5084 SH       D       7          5084            0            0
VESTA INS GROUP INC COM        COM  925391104       974287       247438 SH       D       6        247438            0            0
VESTA INSURANCE GROUP          COM  925391104         2701          686 SH       D       7           686            0            0
VETERANARIAN CENTERS COM       COM  925514101      6832505       530680 SH       D       6        527880            0         2800
Veterinary Center America Inc. COM  925514101        39217         3046 SH       D       7          3046            0            0
VIACOM 'A' USD0.01             CLA  925524100       221804         2340 SH       D       2          2340            0            0
VIACOM 'A' USD0.01             CLA  925524100     15740038       166055 SH       D       3        166055            0            0
VIACOM NON VTG COM STOCK US$0. COM  925524308      5018430        53000 SH       D       1         53000            0            0
VIACOM NON VTG COM STOCK US$0. COM  925524308      1109736        11720 SH       D       2         11720            0            0
VIACOM NON VTG COM STOCK US$0. COM  925524308     96756578      1021853 SH       D       3        974253            0        47600
VIACOM NON VTG COM STOCK US$0. COM  925524308      2073653        21900 SH       D       4         21900            0            0
VIACOM INC-CL B                COM  925524308     11609922       192098 SH       D       5        192098            0            0
VIACOM INC CL B                COM  925524308   1074647540     17781138 SH       D       6      15974681         2314      1804143
VIACOM INC CL B                COM  925524308     32823668       552469 SH       D       7        455371            0        97098
VIACOM INC CLASS B             COM  925524308      2036320        33693 SH       S       7         33693            0            0
VIATEL INC COM                 COM  925529208     31306705       583808 SH       D       6        583808            0            0
Viatel Inc                     COM  925529208       210049         3917 SH       D       7          3917            0            0
VIALINK COM                    COM  92552Q101       145500         4000 SH       D       6          4000            0            0
THE VIALINK CO                 COM  92552Q101         8875          244 SH       D       7           244            0            0
VIAD  CORP COM STOCK US$1.50   COM  92552R109      6060340       133105 SH       D       3        115505            0        17600
VIAD CORP COM                  COM  92552R109     56429955      2024393 SH       D       6       1986400            0        37993
VIAD CORP                      COM  92552R109      1121167        41631 SH       D       7         23667            0        17964
VIASOFT INC COM                COM  92552U102      1607606       282656 SH       D       6        282656            0            0
VIASOFT INC                    COM  92552U102        10140         1783 SH       D       7          1783            0            0
VIASAT INC COM                 COM  92552V100      4131944        82846 SH       D       6         82846            0            0
VIASAT INC                     COM  92552V100        17805          357 SH       D       7           357            0            0
VIALOG CORP                    COM  92552X106        40937        13100 SH       D       6         13100            0            0
VIALOG CORP                    COM  92552X106         1875          600 SH       D       7           600            0            0
VIANT CORP COM                 COM  92553N107     18903555       190945 SH       D       6        173445            0        17500
VIANT CORP                     COM  92553N107       108900         1100 SH       D       7          1100            0            0
VIADOR COM                     COM  92553R108      3843412        90700 SH       D       6         90700            0            0
VIADOR INC                     COM  92553R108        29662          700 SH       D       7           700            0            0
VICAL INC COM                  COM  925602104     15235702       508917 SH       D       6        508917            0            0
Vical Inc.                     COM  925602104        65144         2176 SH       D       7          2176            0            0
VICON INDUSTRIES INC           COM  925811101         1200          200 SH       D       7           200            0            0
VICOR CORP COM                 COM  925815102     17307756       427352 SH       D       6        427352            0            0
Vicor Corp.                    COM  925815102       153171         3782 SH       D       7          3782            0            0
VICORP RESTAURANTS INC COM     COM  925817108      2052341       127277 SH       D       6        127277            0            0
VICORP RESTAURANTS INC.        COM  925817108         5385          334 SH       D       7           334            0            0
VIDAMED INC COM                COM  926530106        89718        49500 SH       D       6         49500            0            0
VIDEO NETWORK COMMUNICATIONS I COM  92656N103         3269         1125 SH       D       6          1125            0            0
VIDEONICS, INC COM             COM  92657Q105         3762         4300 SH       D       6          4300            0            0
VIDEO UPDATE, INC COM          COM  92657V104         2249         8650 SH       D       6          8650            0            0
VIDEO UPDATE INC-CL A          COM  92657V104          312         1200 SH       D       7          1200            0            0
VIDIKRON TECHNOLOGIES GROUP IN COM  92659F107         1762        14100 SH       D       7         14100            0            0
VIEW TECH INC                  COM  926707100         7847         3100 SH       D       6          3100            0            0
VIEWCAST.COM INC COM           COM  926713108       471969       105247 SH       D       6        105247            0            0
VIEWCAST.COM INC               COM  926713108         2103          469 SH       D       7           469            0            0
VIGNETTE CORP COM              COM  926734104     44905196       275492 SH       D       6        273492            0         2000
VIGNETTE CORPORATION           COM  926734104      1808528        10616 SH       D       7          4200            0         6416
VIISAGE TECHNOLOGY INC COM     COM  92675K106        31443         3900 SH       D       6          3900            0            0
VIISAGE TECHNOLOGY INC         COM  92675K106         7256          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         3605          276 SH       D       6           276            0            0
VILLAGE SUPERMARKETS INC       COM  927107409         9143          700 SH       D       7           700            0            0
VINA CONCHA Y TORO ADR         ADR  927191106      3564435        58200 SH       D       3         58200            0            0
VINTAGE PETE INC COM           COM  927460105     11494730       952931 SH       D       6        952931            0            0
Vintage Petroleum Inc.         COM  927460105        86657         7184 SH       D       7          7184            0            0
VION PHARMACEUTICALS INC COM   COM  927624106      1012683       165336 SH       D       6        165336            0            0
VION PHARMACEUTICALS INC       COM  927624106         3815          623 SH       D       7           623            0            0
VIRAGEN INC COM                COM  927638106        41682        34200 SH       D       6         34200            0            0
VIRATA CORP COM                COM  927646109      3372887       112900 SH       D       6        112900            0            0
VIRATA CORP                    COM  927646109        29875         1000 SH       D       7          1000            0            0
VIRCO MFG CO                   COM  927651109      1756846       135142 SH       D       6        135142            0            0
Virco Manufacturing Corp.      COM  927651109        12272          944 SH       D       7           944            0            0
VIRGINIA CAP BANCSHARES INC CO COM  927758102      1809612       112224 SH       D       6        112224            0            0
VIRGINIA CAP BANCSHARES INC    COM  927758102        11287          700 SH       D       7           700            0            0
VIRGINIA COMMONWEALTH FINL C C COM  92778N106       235298         9604 SH       D       6          9604            0            0
VIRGINIA COMMONWEALTH FINAN    COM  92778N106         8060          329 SH       D       7           329            0            0
VIRGINIA COMMERCE BANCORP COM  COM  92778Q109         8022          573 SH       D       6           573            0            0
VIRGINIA COMMERCE BANCORP      COM  92778Q109         5830          440 SH       D       7           440            0            0
VIRGINIA GAS CO COM            COM  927814103         8368         2678 SH       D       6          2678            0            0
VISIO CORP COM                 COM  927914101     25039672       527151 SH       D       6        527151            0            0
Visio Corp.                    COM  927914101       197030         4148 SH       D       7          4148            0            0
VITALCOM INC COM               COM  927917104         7256         4300 SH       D       6          4300            0            0
VIROPHARMA INC COM             COM  928241108      3398006        91838 SH       D       6         91838            0            0
VIROPHARMA INC                 COM  928241108        23051          623 SH       D       7           623            0            0
VIRTUALFUND COM, INC           COM  92825A107        42141         8700 SH       D       6          8700            0            0
VIRTUAL COMMUNICATIONS COM     COM  92825D101         1950          600 SH       D       6           600            0            0
VIRTUAL COMMUNITIES INC        COM  92825D101         2275          700 SH       D       7           700            0            0
VISHAY INTERTECHNOLOGY         COM  928298108      2291766        47300 SH       D       1         47300            0            0
VISHAY INTERTECHNOLOGY         COM  928298108       571730        11800 SH       D       2         11800            0            0
VISHAY INTERTECHNOLOGY         COM  928298108      3241420        66900 SH       D       3         66900            0            0
VISHAY INTERTECHNOLOGY INC COM COM  928298108    129390774      4091419 SH       D       6       3717092            0       374327
VISHAY INTERTECHNOLOGY, INC.   COM  928298108      3355222       106483 SH       D       7        101303            0         5180
VISTA BANCORP INC COM          COM  92830R103       683471        40502 SH       D       6         40502            0            0
VISTA BANCORP INC              COM  92830R103         9720          576 SH       D       7           576            0            0
VISION TWENTY-ONE INC COM      COM  92831N101       369154       134238 SH       D       6        134238            0            0
VISION TWENTY-ONE INC          COM  92831N101         1848          672 SH       D       7           672            0            0
VISKASE COMPANIES INC COM      COM  92831R102        26715         9499 SH       D       6          9499            0            0
VISKASE COMPANIES INC          COM  92831R102         1867          664 SH       D       7           664            0            0
VISIONAMERICA INC COM          COM  92832C104       328398       109466 SH       D       6        109466            0            0
VISIONAMERICA INC              COM  92832C104         1500          500 SH       D       7           500            0            0
VISTA EYECARE INC COM          COM  928352103       200540       194454 SH       D       6        194454            0            0
VISTA EYECARE INC              COM  928352103          804          780 SH       D       7           780            0            0
VISTA INFORMATION SOLUTIONS CO COM  928365204       745974       205786 SH       D       6        205786            0            0
VISTA INFORMATION SOLUTIONS    COM  928365204         5064         1397 SH       D       7          1397            0            0
VISTA MED TECHNOLOGICAL COM    COM  928369107         4625         7400 SH       D       6          7400            0            0
VISUAL DATA CORP COM           COM  928428200       965804        83983 SH       D       6         83983            0            0
VISUAL DATA CORPORATION        COM  928428200         2691          234 SH       D       7           234            0            0
VISUAL EDGE SYSTEMS INC        COM  928430107          195         2300 SH       D       6          2300            0            0
VISUAL NETWORKS INC COM        COM  928444108     34256446       432258 SH       D       6        432258            0            0
Visual Networks Inc.           COM  928444108       239018         3016 SH       D       7          3016            0            0
VISX INC DEL COM               COM  92844S105     42199692       815453 SH       D       6        815453            0            0
VISX INC                       COM  92844S105      1064550        20153 SH       D       7          4420            0        15733
VITAL SIGNS INC COM            COM  928469105      2072726        90611 SH       D       6         90611            0            0
Vital Signs Inc.               COM  928469105        34358         1502 SH       D       7          1502            0            0
VITECH AMER INC COM            COM  928489103       496344        62043 SH       D       6         62043            0            0
VITECH AMERICA INC             COM  928489103         5912          739 SH       D       7           739            0            0
VITAMINSHOPPE COM INC COM      COM  92848M104       318462        34900 SH       D       6         34900            0            0
VITESSE SEMICONDUCTOR COM      COM  928497106    104574847      1994276 SH       D       6       1994276            0            0
VITESSE SEMICONDUCTOR CORP     COM  928497106      3131890        64980 SH       D       7         22188            0        42792
VITRIA TECHNOLOGIES INC COM    COM  92849Q104     22352616        95524 SH       D       6         95524            0            0
VITRIA TECHNOLOGY INC          COM  92849Q104       351000         1500 SH       D       7          1500            0            0
VITRO SA -SPON ADR REPR 3 ORDS ADR  928502301       872493        96240 SH       D       3         48800            0        47440
VIVID TECHNOLOGIES COM         COM  928538107        68230        10299 SH       D       6         10299            0            0
VIVID TECHNOLOGIES             COM  928538107        17887         2700 SH       D       7          2700            0            0
VIVUS INC COM                  COM  928551100      1273693       403540 SH       D       6        403540            0            0
VIVUS INC                      COM  928551100         8837         2800 SH       D       7          2800            0            0
VIXEL CORP COM                 COM  928552108      2791425       163600 SH       D       6        163600            0            0
VIXEL CORP                     COM  928552108        17062         1000 SH       D       7          1000            0            0
VLASSIC FOODS INTL INC COM     COM  928559103      3827977       673051 SH       D       6        673051            0            0
Vlasic Foods International Inc COM  928559103        49060         8626 SH       D       7          8626            0            0
VIZACOM INC COM                COM  92855E102         2981          900 SH       D       6           900            0            0
VIZACOM INC                    COM  92855E102         5300         1600 SH       D       7          1600            0            0
VODAFONE AIRTOUCH PUBLIC LTD   COM  92857T107     12294958       248383 SH       D       7        248383            0            0
VODAPHONE                      ADR  92857T107       411368         8300 SH       D       9          8300            0            0
VODAVI TECHNOLOGY INC          COM  92857V102         6431         2100 SH       D       6          2100            0            0
VOICESTREAM WIRELESS CORP COM  COM  928615103    131778244       925978 SH       D       6        921156            0         4822
VOICESTREAM WIRELESS CORP.     COM  928615103      2791697        23103 SH       D       7          5579            0        17524
VOLT INFORMATION SCIENCES INC  COM  928703107      5194674       217578 SH       D       6        217578            0            0
Volt Information Sciences      COM  928703107        36170         1515 SH       D       7          1515            0            0
VOXEL                          COM  928935105            8         4000 SH       D       6          4000            0            0
WMC LIMITED SPONSORED          COM  928947100       637196        29129 SH       D       7         29129            0            0
WHG BANCSHARES CORP COM        COM  928949106        10102         1347 SH       D       6          1347            0            0
WHG BANCSHARES CORP            COM  928949106         3000          400 SH       D       7           400            0            0
VYSIS INC - COM COM            COM  928961101        16675         4600 SH       D       6          4600            0            0
VYSIS INC                      COM  928961101         3393          936 SH       D       7           936            0            0
VORNADO RLTY TRUST COM         COM  929042109     51591897      1587443 SH       D       6       1009617            0       577826
VORNADO REALTY TRUST           COM  929042109       633728        19039 SH       D       7         12901            0         6138
VORNADO OPERATING COMPANY COM  COM  92904N103        21216         3536 SH       D       6          3536            0            0
VORNADO OPERATING INC          COM  92904N103         2958          493 SH       D       7           493            0            0
VOXWARE INC                    COM  92906L105          825          800 SH       D       7           800            0            0
VOTORANTIM CELU (1 ADR EQ 500  ADR  92906P106       531728        14650 SH       D       3         14650            0            0
VOYAGER NET INC COM            COM  92906W101       790125        86000 SH       D       6         86000            0            0
VOYAGERNET INC                 COM  92906W101        10106         1100 SH       D       7          1100            0            0
VULCAN INTL CORP COM           COM  929136109         5607          178 SH       D       6           178            0            0
VULCAN INTERNATIONAL CORP      COM  929136109         6300          200 SH       D       7           200            0            0
VULCAN MATERIALS CO COM STOCK  COM  929160109     10694986       167996 SH       D       3        167996            0            0
VULCAN MATERIALS CO            COM  929160109      1112139        27847 SH       D       5         27847            0            0
VULCAN MATERIALS CO COM        COM  929160109     96318428      2411729 SH       D       6       2204503          330       206896
VULCAN MATERIALS CO COM        COM  929160109      2858166        71213 SH       D       7         63393            0         7820
VULCAN MATERIALS CO.           COM  929160109       193297         4840 SH       S       7          4840            0            0
WESTPAC STRYPES COM            COM  929229102            0      1424000 SH       D       6       1424000            0            0
WBK STRYPES TRUST (WBK)        CNV  929229102     10140000       312000 SH       D       9        312000            0            0
VYREX CORP                     COM  92922E101          318         3400 SH       D       6          3400            0            0
WD 40 CO COM                   COM  929236107      5840778       263990 SH       D       6        263990            0            0
WD-40 Co.                      COM  929236107        49360         2231 SH       D       7          2231            0            0
WFS FINANCIAL COM              COM  92923B106      2810596       133046 SH       D       6        133046            0            0
WFS Financial Inc.             COM  92923B106        30356         1437 SH       D       7          1437            0            0
WHX CORPORATION COM            COM  929248102      2099934       233326 SH       D       6        233326            0            0
WHX CORPORATION                COM  929248102         7704          856 SH       D       7           856            0            0
W HOLDINGS CO INC. COM         COM  929251106      9464971       701109 SH       D       6        701109            0            0
W Hldg Co Inc.                 COM  929251106        63609         6131 SH       D       7          6131            0            0
WICOR INC COM                  COM  929253102     20224894       692930 SH       D       6        692930            0            0
Wicor Inc.                     COM  929253102       168470         5772 SH       D       7          5772            0            0
WLR FOODS COM                  COM  929286102      1106794       192486 SH       D       6        192486            0            0
WLR FOODS INC                  COM  929286102         9228         1605 SH       D       7          1605            0            0
THE WMF GROUP COM              COM  929289106        41825         7274 SH       D       6          7274            0            0
WMF GROUP LIMITED              COM  929289106        11500         2000 SH       D       7          2000            0            0
WMS INDS INC                   COM  929297109      9021403       687345 SH       D       6        671045            0        16300
WMS Industries Inc.            COM  929297109        44231         3370 SH       D       7          3370            0            0
WPI GROUP COM                  COM  92930K107         7312         3000 SH       D       6          3000            0            0
WPI GROUP INC                  COM  92930K107         6581         2700 SH       D       7          2700            0            0
WRP CORP COM                   COM  929317105         4216         2108 SH       D       6          2108            0            0
WRP CORPORATION                COM  929317105          600          300 SH       D       7           300            0            0
WPS RESOURCES CORP COM         COM  92931B106     13257005       527642 SH       D       6        527642            0            0
WPS Resources Corp.            COM  92931B106        97284         3872 SH       D       7          3872            0            0
WSFS FINANCIAL CORP COM        COM  929328102      2158559       170975 SH       D       6        170975            0            0
WSFS FINANCIAL CORP            COM  929328102         5517          437 SH       D       7           437            0            0
WVS FINANCIAL CORP             COM  929358109         1937          159 SH       D       7           159            0            0
WABASH NATL CORP COM           COM  929566107      5960310       397354 SH       D       6        397354            0            0
Wabash National Corp.          COM  929566107        46950         3130 SH       D       7          3130            0            0
WACHOVIA CORP COM STOCK US$5   COM  929771103       301649         2760 SH       D       2          2760            0            0
WACHOVIA CORP COM STOCK US$5   COM  929771103     37029152       338805 SH       D       3        320505            0        18300
WACHOVIA CORP COM STOCK US$5   COM  929771103       852488         7800 SH       D       4          7800            0            0
WACHOVIA CORP                  COM  929771103      3832004        56353 SH       D       5         56353            0            0
WACHOVIA CORP NEW COM          COM  929771103    351128812      5163659 SH       D       6       4743906          794       418959
WACHOVIA CORP NEW COM          COM  929771103     10203355       150365 SH       D       7        133016            0        17349
WACHOVIA CORP                  COM  929771103       667080         9810 SH       S       7          9810            0            0
WACKENHUT CORP COM             COM  929794105      1569378       105063 SH       D       6        105063            0            0
Wackenhut Corp.                COM  929794105        31951         2139 SH       D       7          2139            0            0
WACKENHUT CORP CLASS B         COM  929794303      1040861       100932 SH       D       6        100932            0            0
WACKENHUT CORRECTIONS CORP COM COM  929798106      2141313       183214 SH       D       6        183214            0            0
Wackenhut Corrections Corp.    COM  929798106        22615         1935 SH       D       7          1935            0            0
WADDELL & REED FINL COM        COM  930059100     18816709       693710 SH       D       6        692909            0          801
WADDELL & REED FINANCIAL - A   COM  930059100       528572        20096 SH       D       7          3565            0        16531
WADDELL & REED FINANCIAL 'B' $ CLA  930059209          718           18 SH       D       3            18            0            0
WADDELL & REED FINL COM        COM  930059209      9037412       359723 SH       D       6        359723            0            0
WADELL AND REED FIN. CLASS B   COM  930059209        65425         2604 SH       D       7          2604            0            0
WAINWRIGHT BK & TR CO BOSTON C COM  930705108         4432          669 SH       D       6           669            0            0
WAL-MART STORES INC COM STOCK  COM  931142103     27556774       261040 SH       D       1        239700        21340            0
WAL-MART STORES INC COM STOCK  COM  931142103     12470377       114100 SH       D       2        114100            0            0
WAL-MART STORES INC COM STOCK  COM  931142103    845722213      7738090 SH       D       3       7401890            0       336200
WAL-MART STORES INC COM STOCK  COM  931142103     18394080       168300 SH       D       4        168300            0            0
WAL-MART STORES INC            COM  931142103     85595966      1238278 SH       D       5       1238278            0            0
WAL-MART STORES INC COM        COM  931142103   7750669864    112125423 SH       D       6     102099128        14852     10011443
WAL-MART STORES INC COM        COM  931142103    260894589      3781155 SH       D       7       2963850            0       817305
WAL-MART STORES                COM  931142103     12292569       182450 SH       D       9        182450            0            0
WAL-MART STORES INC            COM  931142103     14850054       214829 SH       S       7        214829            0            0
WALDEN RESIDENTIAL COM         COM  931210108      9979461       461478 SH       D       6        290982            0       170496
Walden Residential Properties  COM  931210108        82521         3816 SH       D       7          3816            0            0
WALGREEN CO                    COM  931422109         4320          160 SH       D       1             0          160            0
WALGREEN CO COM STOCK US$0.625 COM  931422109       630615        13580 SH       D       2         13580            0            0
WALGREEN CO COM STOCK US$0.625 COM  931422109     77592039      1670906 SH       D       3       1596906            0        74000
WALGREEN CO COM STOCK US$0.625 COM  931422109      2637627        56800 SH       D       4         56800            0            0
WALGREEN CO                    COM  931422109      8176983       279555 SH       D       5        279555            0            0
WALGREEN CO COM                COM  931422109    714681279     24433548 SH       D       6      22449747         3369      1980432
WALGREEN CO COM                COM  931422109     26998407       938022 SH       D       7        645271            0       292751
WALGREEN CO                    COM  931422109      1418332        48490 SH       S       7         48490            0            0
WALKER INTERFACTIVE COM        COM  931664106        76375        12220 SH       D       6         12220            0            0
WALKER INTERACTIVE SYSTEMS     COM  931664106         6425         1028 SH       D       7          1028            0            0
WALL STREET DELI INC. COM      COM  931904106         1324         1177 SH       D       6          1177            0            0
WALLACE COMPUTER SERVICES INC  COM  932270101     14048125       845000 SH       D       6        845000            0            0
Wallace Computer Services Inc. COM  932270101       128278         7716 SH       D       7          7716            0            0
WALTER INDS INC COM            COM  93317Q105     10604424       980756 SH       D       6        975856            0         4900
Walter Industries Inc.         COM  93317Q105        70183         6491 SH       D       7          6491            0            0
WARNACO GROUP INC COM          COM  934390105     10745586       872738 SH       D       6        867177            0         5561
WARNACO GROUP INC CL A         COM  934390105       179663        14699 SH       D       7          9427            0         5272
WARNER-LAMBERT CO COM STOCK US COM  934488107     10914282        85110 SH       D       1         76800         8310            0
WARNER-LAMBERT CO COM STOCK US COM  934488107      3362337        25230 SH       D       2         25230            0            0
WARNER-LAMBERT CO COM STOCK US COM  934488107    193796317      1454191 SH       D       3       1385491            0        68700
WARNER-LAMBERT CO COM STOCK US COM  934488107      4677687        35100 SH       D       4         35100            0            0
WARNER LAMBERT CO COM          COM  934488107   1778228355     21702253 SH       D       6      19895650         2854      1803749
WARNER LAMBERT CO COM          COM  934488107     71924131       862409 SH       D       7        612148            0       250261
WARNER-LAMBERT CO              COM  934488107       469310         5680 SH       D       9          5680            0            0
WARNER-LAMBERT COMPANY         COM  934488107      3386067        41325 SH       S       7         41325            0            0
WARRANTECH CORP NEW COM        COM  934648304        18394        12263 SH       D       6         12263            0            0
WARRANTECH CORP                COM  934648304         1041          694 SH       D       7           694            0            0
WARREN BANCORP INC COM         COM  934710104       695850        92780 SH       D       6         92780            0            0
WARREN BANCORP INC             COM  934710104         2655          354 SH       D       7           354            0            0
WARWICK CMNTY BANCORP COM      COM  936559103       592785        54509 SH       D       6         54509            0            0
WARWICK COMMUNITY BANCORP      COM  936559103         2642          243 SH       D       7           243            0            0
WARWICK VALLEY TELEPHONE CO    COM  936750108         4305           89 SH       D       7            89            0            0
WASHINGTON FEDERAL INC COM     COM  938824109     15262701       772795 SH       D       6        772795            0            0
Washington Federal Inc.        COM  938824109       301325        15257 SH       D       7         15257            0            0
WASHINGTON GAS LIGHT CO U$1.00 COM  938837101      2581130        58636 SH       D       3         58636            0            0
WASHINGTON GAS LIGHT CO COM    COM  938837101     26760662       973115 SH       D       6        973115            0            0
Washington Gas Light Co.       COM  938837101       250992         9127 SH       D       7          9127            0            0
WASHINGTON HOMES INC COM       COM  938864105         5350         1070 SH       D       6          1070            0            0
WASHINGTON HOMES INC           COM  938864105         2500          500 SH       D       7           500            0            0
WASHINGTON MUTUAL              COM  939322103      1211323        28700 SH       D       1         28700            0            0
WASHINGTON MUTUAL              COM  939322103       582448        13800 SH       D       2         13800            0            0
WASHINGTON MUTUAL              COM  939322103     41857853       991742 SH       D       3        966038            0        25704
WASHINGTON MUTUAL              COM  939322103      1076263        25500 SH       D       4         25500            0            0
WASHINGTON MUTUAL INC          COM  939322103      4330284       167354 SH       D       5        167354            0            0
WASHINGTON MUTUAL INC COM      COM  939322103    407090138     15657313 SH       D       6      14285812         1955      1369546
WASHINGTON MUTUAL INC COM      COM  939322103     12365782       476427 SH       D       7        426840            0        49587
WASHINGTON MUTUAL, INC         COM  939322103       729040        28040 SH       S       7         28040            0            0
WASHINGTON POST CO COM STOCK C CLA  939640108       178254          200 SH       D       2           200            0            0
WASHINGTON POST CO COM STOCK C CLA  939640108     10546399        11833 SH       D       3         10133            0         1700
WASHINGTON POST CO COM STOCK C CLA  939640108      1336905         1500 SH       D       4          1500            0            0
WASHINGTON POST CO CL B COM    COM  939640108     55961048       100672 SH       D       6        100276            0          396
WASHINGTON POST CO             COM  939640108       662592         1198 SH       D       7           929            0          269
WASHINGTON REAL ESTATE INVT TR COM  939653101     15772515      1051501 SH       D       6        814904            0       236597
Washington Real Estate         COM  939653101        79515         5301 SH       D       7          5301            0            0
WASHINGTON TR BANCORP INC COM  COM  940610108      2325622       131021 SH       D       6        131021            0            0
WASHINGTON TRUST BANCORP       COM  940610108         6532          368 SH       D       7           368            0            0
WASTE CONNECTIONS INC COM      COM  941053100      3577843       247816 SH       D       6        247816            0            0
Waste Connections Inc.         COM  941053100        32975         2284 SH       D       7          2284            0            0
WASTE INDS INC -COM COM        COM  941058109       970182        85762 SH       D       6         85762            0            0
Waste Industries Inc.          COM  941058109        11470         1014 SH       D       7          1014            0            0
WASTE MANAGEMENT INC           COM  94106L109       234847         8667 SH       D       2          8667            0            0
WASTE MANAGEMENT INC           COM  94106L109     27993878      1033110 SH       D       3       1002080            0        31030
WASTE MANAGEMENT INC           COM  94106L109       779436        28765 SH       D       4         28765            0            0
WASTE MANAGEMENT INC           COM  94106L109      2938942       170993 SH       D       5        170993            0            0
WASTE MANAGEMENT INC. (NEW) CO COM  94106L109    261784603     15231102 SH       D       6      14008178         2028      1220896
WASTE MANAGEMENT INC. (NEW) CO COM  94106L109      9803764       576721 SH       D       7        395561            0       181160
WASTE MANAGEMENT INC           COM  94106L109       515281        29980 SH       S       7         29980            0            0
WASTE SYS INTL INC COM         COM  94106P209       454788        95745 SH       D       6         95745            0            0
WASTE SYSTEMS INTERNATIONAL    COM  94106P209         3439          724 SH       D       7           724            0            0
WATCHGUARD TECHNOLOGIES INC CO COM  941105108      1566950        51800 SH       D       6         51800            0            0
WATCHGUARD TECHNOLOGIES INC    COM  941105108        24200          800 SH       D       7           800            0            0
WATER PIK TECHNOLOGIES INC     COM  94113U100        25445         2661 SH       D       5          2661            0            0
WATER PIK TECHNOLOGIES INC. CO COM  94113U100       757155        79165 SH       D       6         79133           32            0
WATER PIK TECNOLOGIES          COM  94113U100         6320          661 SH       D       7           661            0            0
WATERLINK INC - COM COM        COM  94155N105        17750         7100 SH       D       6          7100            0            0
WATERLINK INC                  COM  94155N105         1367          547 SH       D       7           547            0            0
WATERS CORP COM                COM  941848103     54706547      1032199 SH       D       6       1031099            0         1100
WATERS CORP                    COM  941848103      1657034        31573 SH       D       7         14150            0        17423
WATERSIDE CAP CORP COM         COM  941872103          912          100 SH       D       6           100            0            0
WATERSIDE CAPITAL CORP         COM  941872103         4562          500 SH       D       7           500            0            0
WATKINS JOHNSON CO COM         COM  942486101      3889600        97240 SH       D       6         97240            0            0
Watkins-Johnson Co.            COM  942486101        31520          788 SH       D       7           788            0            0
WATSCO INC                     COM  942622200      4694270       405991 SH       D       6        405991            0            0
Watsco Inc.                    COM  942622200        37497         3243 SH       D       7          3243            0            0
WATSON PHARMACEUTICAL INC USD0 COM  942683103      1471834        25500 SH       D       3         25500            0            0
WATSON PHARM COM               COM  942683103     79878958      2230477 SH       D       6       2041999          300       188178
WATSON PHARM COM               COM  942683103      3316233        91435 SH       D       7         64628            0        26807
WATSON PHARMACEUTICAL, INC     COM  942683103       164737         4600 SH       S       7          4600            0            0
WATTS INDS INC CL A COM        COM  942749102      6381705       432658 SH       D       6        432658            0            0
Watts Industries Inc.          COM  942749102        57067         3869 SH       D       7          3869            0            0
WAUSAU-MOSINEE PAPER CORP. COM COM  943315101     12840331      1098638 SH       D       6       1098638            0            0
Wausau-Mosinee Paper Corp.     COM  943315101       112351         9613 SH       D       7          9613            0            0
WAVE SYSTEMS CORP COM          COM  943526103      7698481       644899 SH       D       6        644899            0            0
Wave Systems Corp.             COM  943526103        66062         5534 SH       D       7          5534            0            0
WAVE TECHNOLOGIES INTL INC COM COM  94352Q109         9196         2725 SH       D       6          2725            0            0
WAVE TECHNOLOGIES INTL INC     COM  94352Q109         1012          300 SH       D       7           300            0            0
WAVO CORP COM                  COM  944027101      1732493       447095 SH       D       6        447095            0            0
WAVO Corp.                     COM  944027101        14380         3711 SH       D       7          3711            0            0
WAYNE BANCORP INC OHIO COM     COM  944293109       795381        33846 SH       D       6         33846            0            0
WAYNE SAVINGS BANKSHARES INC C COM  946250107         4431          303 SH       D       6           303            0            0
WEATHERFORD INTERNATIONAL INC. COM  947074100     60013282      1502680 SH       D       6       1417081            0        85599
WEATHERFORD INTERNATIONAL      COM  947074100      1099251        27873 SH       D       7         17262            0        10611
WEB STREET INC COM             COM  947336103      1392187       112500 SH       D       6        112500            0            0
WEB STREET INC                 COM  947336103        16087         1300 SH       D       7          1300            0            0
WEBB DEL E CORP COM            COM  947423109      8368102       335563 SH       D       6        335563            0            0
Webb Corp.                     COM  947423109        57106         2290 SH       D       7          2290            0            0
WEBB INTERACTIVE SERVICES, INC COM  94748P104      2793859       122807 SH       D       6        122807            0            0
WEBB INTERACTIVE SERVICES      COM  94748P104        10738          472 SH       D       7           472            0            0
WEBCO INDS COM                 COM  947621108        65835        18810 SH       D       6         18810            0            0
WEBCO INDUSTRIES INC           COM  947621108         1400          400 SH       D       7           400            0            0
WEBFINANCIAL CORP COM          COM  94767P100         3868          622 SH       D       6           622            0            0
WEBFINANCIAL CORP              COM  94767P100         1865          300 SH       D       7           300            0            0
WEBSTAKES INC COM              COM  94768K100      1420025        71900 SH       D       6         71900            0            0
WEBSTAKES.COM INC              COM  94768K100        21725         1100 SH       D       7          1100            0            0
WEBHIRE INC COM                COM  94768W104      1358825        80523 SH       D       6         80523            0            0
WEBHIRE, INC.                  COM  94768W104         7560          448 SH       D       7           448            0            0
WEBSTER CITY FEDERAL BANCORP   COM  947692109        15000         1000 SH       D       6          1000            0            0
WEBLINK WIRELESS COM           COM  94769A101      6809413       439317 SH       D       6        439317            0            0
Weblink Wireless               COM  94769A101        76260         4920 SH       D       7          4920            0            0
WEBSTER FINL CORP WATERBURY CO COM  947890109     30326469      1287065 SH       D       6       1260465            0        26600
Webster Financial Corp.        COM  947890109       149752         6355 SH       D       7          6355            0            0
WEBTRENDS CORP COM             COM  94844D104     13618530       168130 SH       D       6        168130            0            0
WebTrends Corp.                COM  94844D104       102789         1269 SH       D       7          1269            0            0
WEBVAN GROUP COM               COM  94845V103     16827261      1019834 SH       D       6       1019834            0            0
WEBVAN GROUP INC               COM  94845V103        21450         1300 SH       D       7          1300            0            0
WEGENER CORP COM               COM  948585104        11793         5100 SH       D       6          5100            0            0
WEIDER NUTRITION INT COM       COM  948603105        17504         4747 SH       D       6          4747            0            0
WEIDER NUTRITION INTL          COM  948603105         1526          414 SH       D       7           414            0            0
WEINGARTEN RLTY INVS SH BEN IN COM  948741103     29923391       768498 SH       D       6        588899            0       179599
Weingarten Realty Investors    COM  948741103       227784         5850 SH       D       7          5850            0            0
WEIRTON STL CORP COM           COM  948774104      3126269       458902 SH       D       6        458902            0            0
WEIS MARKETS INC COM STOCK NPV COM  948849104      4631714        66639 SH       D       3         66639            0            0
WEIS MARKETS INC COM           COM  948849104      7736736       177856 SH       D       6        176170            0         1686
WEISMARKETS INC                COM  948849104       252520         5771 SH       D       7          4693            0         1078
WELLCARE MGMT GROUP COM        COM  949470108         9562         3400 SH       D       6          3400            0            0
WELLCO ENTERPRISES INC COM     COM  949476105         3920          560 SH       D       6           560            0            0
WELLMAN INC COM                COM  949702104     12907665       693029 SH       D       6        693029            0            0
Wellman Inc.                   COM  949702104       124042         6660 SH       D       7          6660            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108      2309553        21712 SH       D       3         21712            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108      1238042        18776 SH       D       5         18776            0            0
WELLPOINT HEALTH CL. A COM     COM  94973H108    111486335      1690788 SH       D       6       1553429          220       137139
WELLPOINT HEALTH CL. A COM     COM  94973H108      3293991        48629 SH       D       7         39748            0         8881
WELLPOINT HEALTH NETWORKS      COM  94973H108       204406         3100 SH       S       7          3100            0            0
WELLS FARGO & CO               COM  949746101         6919          180 SH       D       1             0          180            0
WELLS FARGO AND COMPANY(NEW)   COM  949746101      1373672        20980 SH       D       2         20980            0            0
WELLS FARGO AND COMPANY(NEW)   COM  949746101    180806212      2761441 SH       D       3       2609781            0       151660
WELLS FARGO AND COMPANY(NEW)   COM  949746101      3472155        53030 SH       D       4         53030            0            0
WELLS FARGO COMPANY            COM  949746101     18573631       459317 SH       D       5        459317            0            0
WELLS FARGO AND COMPANY NEW CO COM  949746101   1708824575     42258413 SH       D       6      38726674         5524      3526215
WELLS FARGO AND COMPANY NEW CO COM  949746101     49455703      1226958 SH       D       7       1085906            0       141052
WELLS FARGO & CO               COM  949746101      3218016        79580 SH       S       7         79580            0            0
WELLSFORD REAL PROPERTIES, INC COM  950240101      3830916       450696 SH       D       6        446596            0         4100
Wellsford Real Properties Inc. COM  950240101        22873         2691 SH       D       7          2691            0            0
WENDY'S INTL INC               COM  950590109        15207          770 SH       D       1             0          770            0
WENDY'S INTL.                  COM  950590109      5844379       177974 SH       D       3        177974            0            0
WENDYS INTL INC COM            COM  950590109     63668716      3086968 SH       D       6       2833615          419       252934
WENDYS INTL INC COM            COM  950590109      1872443        91166 SH       D       7         81856            0         9310
WENDYS INTERNATIONAL INC       COM  950590109       121213         5877 SH       S       7          5877            0            0
WERNER ENTERPRISES INC COM     COM  950755108      9213354       655172 SH       D       6        655172            0            0
Werner Enterprises Inc.        COM  950755108        74784         5318 SH       D       7          5318            0            0
WESBANCO INC                   COM  950810101      9205690       354065 SH       D       6        354065            0            0
Wesbanco Inc.                  COM  950810101        76778         2953 SH       D       7          2953            0            0
WESCO FINANCIAL CORP COM       COM  950817106      6970985        28453 SH       D       6         28353            0          100
WESCO FINANCIAL CORP           COM  950817106       112370          456 SH       D       7           406            0           50
WESCO INTL INC COM             COM  95082P105      1860164       209596 SH       D       6        209596            0            0
Wesco Intl Inc.                COM  95082P105        43141         4861 SH       D       7          4861            0            0
WESLEY JESSEN VISIONCARE COM   COM  951018100      9744858       257290 SH       D       6        257290            0            0
Wesley Jessen Visioncare Inc.  COM  951018100        92339         2438 SH       D       7          2438            0            0
WEST COAST BANCORP NEW COM     COM  952145100      3513901       260289 SH       D       6        260289            0            0
West Coast Bancorp OR          COM  952145100        28755         2130 SH       D       7          2130            0            0
WEST COAST ENTMT CORP COM      COM  952182103          663         3900 SH       D       6          3900            0            0
WEST MARINE INC COM            COM  954235107      1314307       159310 SH       D       6        159310            0            0
West Marine Inc.               COM  954235107        13010         1577 SH       D       7          1577            0            0
WEST PHARMACEUTICAL SERVICES I COM  955306105      9390954       303546 SH       D       6        303546            0            0
West Pharmaceutical Svsc Inc.  COM  955306105        62710         2027 SH       D       7          2027            0            0
WEST TELESERVICES CORP COM     COM  956188106      5175202       211773 SH       D       6        211773            0            0
West Teleservices Corp.        COM  956188106       100462         4111 SH       D       7          4111            0            0
WESTAFF,INC. COM               COM  957070105       493985        59877 SH       D       6         59877            0            0
WESTAFF INC                    COM  957070105        15543         1884 SH       D       7          1884            0            0
WESTAMERICA BANCORPORATION     COM  957090103     19358759       692931 SH       D       6        689096            0         3835
WESTAMERICA BANCORP            COM  957090103       268941         9804 SH       D       7          6355            0         3449
WESTBANK CORP COM              COM  957116106        14662         1700 SH       D       6          1700            0            0
WESTELL TECHNOLOGIES COM       COM  957541105      2625945       244274 SH       D       6        244274            0            0
Westell Technologies Inc.      COM  957541105        26692         2483 SH       D       7          2483            0            0
WESTERFED FINL CORP COM        COM  957550106      1016870        66680 SH       D       6         66680            0            0
WESTERFED FINANCIAL CORP       COM  957550106         3141          206 SH       D       7           206            0            0
WESTCORP INC COM               COM  957907108      3898890       268889 SH       D       6        268889            0            0
Westcorp Inc.                  COM  957907108        26810         1849 SH       D       7          1849            0            0
WESTERN DIGITAL CORP COM       COM  958102105      8927314      2131896 SH       D       6       2131896            0            0
Western Digital Corp.          COM  958102105       103381        24688 SH       D       7         24688            0            0
WESTERN GAS RES INC COM        COM  958259103      9920956       752300 SH       D       6        747600            0         4700
Western Gas Resources Inc.     COM  958259103        35909         2723 SH       D       7          2723            0            0
WESTERN OHIO FINANCIAL CORP    COM  959024100         1584           96 SH       D       7            96            0            0
WESTERN PWR & EQUIP CORP COM   COM  959221102         5507         3147 SH       D       6          3147            0            0
WESTERN PPTYS TR COM           COM  959261108      4013400       419702 SH       D       6        416602            0         3100
Western Properties Trust       COM  959261108        24107         2521 SH       D       7          2521            0            0
TRIARC COS 0%CB2018            CNV  95927AA92      6940849     30850000 SH       D       9      30850000            0            0
WESTERN RESOURCES INC. COM     COM  959425109     14943306       879018 SH       D       6        862015            0        17003
WESTERN RESOURCES INC.         COM  959425109       144327         8311 SH       D       7          3446            0         4865
WESTERN WTR COM                COM  959881103         7807         6575 SH       D       6          6575            0            0
WESTERN WIRELESS CORP CLA COM  COM  95988E204     88962864      1332777 SH       D       6       1203777            0       129000
WESTERN WIRELESS CORP-CL A     COM  95988E204      2499742        38544 SH       D       7         25779            0        12765
WESTFIELD AMER INC COM         COM  959910100      7293112       592334 SH       D       6        587934            0         4400
Westfield America Inc.         COM  959910100        91678         7446 SH       D       7          7446            0            0
WESTINGHOUSE AIR BRA COM       COM  960386100     16113964       907829 SH       D       6        905640            0         2189
Wabtec Corp.                   COM  960386100       115268         6494 SH       D       7          6494            0            0
WESTON ROY F INC NEW COM SER A COM  961137106        12581         6100 SH       D       6          6100            0            0
WESTPAC BANKING LTD ADR        COM  961214301      1535806        44678 SH       D       7         44678            0            0
WESTPOINT STEVENS INC COM      COM  961238102      9915955       566626 SH       D       6        566626            0            0
WEST POINT STEVENS             COM  961238102       324037        18635 SH       D       7          7601            0        11034
WESTVACO CORP COM STOCK US$5   COM  961548104      8080555       156068 SH       D       3        156068            0            0
WESTVACO CORP COM              COM  961548104     82220481      2520168 SH       D       6       2313159          358       206651
WESTVACO CORP COM              COM  961548104      2423819        74045 SH       D       7         66377            0         7668
WESTVACO CORP.                 COM  961548104       156600         4800 SH       S       7          4800            0            0
WESTWOOD HOMESTEAD FINL CORP C COM  961767100        19790         1841 SH       D       6          1841            0            0
WESTWOOD HOMESTEAD FINL CORP   COM  961767100         3225          300 SH       D       7           300            0            0
WESTWOOD ONE INC               COM  961815107     58726796       772721 SH       D       6        772721            0            0
Westwood One Inc.              COM  961815107       473632         6232 SH       D       7          6232            0            0
WESTWORLD COMMUNITY HEALTHCARE COM  961833100            0         3600 SH       D       3          3600            0            0
WET SEAL INC CL A              COM  961840105      1931543       157677 SH       D       6        157677            0            0
Wet Seal Inc.                  COM  961840105        22160         1809 SH       D       7          1809            0            0
WEYCO GROUP INC COM            COM  962149100      1550533        59924 SH       D       6         59924            0            0
WEYCO GROUP                    COM  962149100        12296          487 SH       D       7           487            0            0
WEYERHAEUSER CO COM STOCK US$1 COM  962166104       364712         3190 SH       D       2          3190            0            0
WEYERHAEUSER CO COM STOCK US$1 COM  962166104     44357398       387977 SH       D       3        367277            0        20700
WEYERHAEUSER CO COM STOCK US$1 COM  962166104      1337660        11700 SH       D       4         11700            0            0
WEYERHAEUSER CO                COM  962166104      4672839        65070 SH       D       5         65070            0            0
WEYERHAEUSER CO COM            COM  962166104    424529001      5911631 SH       D       6       5457341          776       453514
WEYERHAEUSER CO COM            COM  962166104     11832819       164804 SH       D       7        144667            0        20137
WEYERHAUSER CO                 COM  962166104       817226        11380 SH       S       7         11380            0            0
WHIRLPOOL CORP COM STOCK US$1  COM  963320106       151756         1450 SH       D       2          1450            0            0
WHIRLPOOL CORP COM STOCK US$1  COM  963320106     13126532       125421 SH       D       3        118121            0         7300
WHIRLPOOL CORP                 COM  963320106      1377373        21170 SH       D       5         21170            0            0
WHIRLPOOL CORP COM             COM  963320106    135206381      2078100 SH       D       6       1914646          252       163202
WHIRLPOOL CORP COM             COM  963320106      4194910        64821 SH       D       7         58379            0         6442
WHIRLPOOL CORP.                COM  963320106       234225         3600 SH       S       7          3600            0            0
WHITE CAP INDS CORP COM        COM  963505102      1410840        94056 SH       D       6         94056            0            0
WHITE CAP INDUSTRIES INC.      COM  963505102         5895          393 SH       D       7           393            0            0
WHITE PINE SOFTWARE COMMON STO COM  964347108      2423050        98900 SH       D       6         98900            0            0
WHITE PINE SOFTWARE INC        COM  964347108        24500         1000 SH       D       7          1000            0            0
WHITEHALL JEWELLERS INC COM    COM  965063100      4853081       131609 SH       D       6        131609            0            0
Whitehall Jewellers Inc.       COM  965063100        48011         1302 SH       D       7          1302            0            0
WHITMAN CORP  NEW COM STOCK NP COM  96647R107      3550713       165490 SH       D       3        165490            0            0
WHITMAN CORP COM               COM  96647R107     21635504      1610084 SH       D       6       1598705            0        11379
WHITMAN CORP                   COM  96647R107       433197        33499 SH       D       7         19229            0        14270
WHITMAN EDUCATION GROUP COM    COM  966524100        27577        10028 SH       D       6         10028            0            0
WHITMAN EDUCATION GROUP INC    COM  966524100         1630          593 SH       D       7           593            0            0
WHITNEY HOLDING CORP COM       COM  966612103     17172464       463338 SH       D       6        463338            0            0
Whitney Holding Corp.          COM  966612103       121527         3279 SH       D       7          3279            0            0
WHITTMAN-HART INC COM          COM  966834103     21557196       401999 SH       D       6        401999            0            0
WHITTMAN-HART INC              COM  966834103       647413        13485 SH       D       7          3389            0        10096
WHOLE FOODS COM                COM  966837106     22508338       485355 SH       D       6        485355            0            0
Whole Foods Market Inc.        COM  966837106       333992         7202 SH       D       7          7202            0            0
WHOLE FOOD MARKET              COM  966837106       512400        11200 SH       D       9         11200            0            0
WHOLE FOODS 0% CVB 03/02/1     CNV  966837AC0      4920397     13687000 SH       D       9      13687000            0            0
WICKES LMBR COM                COM  967446105        28605         5322 SH       D       6          5322            0            0
WICKES LUMBER                  COM  967446105         2687          500 SH       D       7           500            0            0
WILD OATS MARKETS COM          COM  96808B107      6297877       283848 SH       D       6        283848            0            0
Wild Oats Markets Inc.         COM  96808B107        55424         2498 SH       D       7          2498            0            0
WILEY JOHN & SONS INC COM CL A COM  968223206     13974541       834301 SH       D       6        833901            0          400
WILEY JOHN & SONS CL A         COM  968223206       292846        16978 SH       D       7          3434            0        13544
WILEY JOHN & SONS INC COM CL B COM  968223305      1717362       103300 SH       D       6        103300            0            0
COLT TELECOM ADR               ADR  968771048        51000          250 SH       D       9           250            0            0
WILLAMETTE INDUSTRIES INC COM  COM  969133107       185597         2500 SH       D       2          2500            0            0
WILLAMETTE INDUSTRIES INC COM  COM  969133107     13744001       185132 SH       D       3        168132            0        17000
WILLAMETTE INDUSTRIES INC COM  COM  969133107    127140350      2737881 SH       D       6       2507388          390       230103
WILLAMETTE INDUSTRIES INC COM  COM  969133107      3930245        84391 SH       D       7         75506            0         8885
WILLAMETTE INDUSTRIES, INC.    COM  969133107       251226         5410 SH       S       7          5410            0            0
WILLBROS GROUP INC COM         COM  969199108       465460       100640 SH       D       6        100640            0            0
WILLIAMS COMMUNICATIONS COM    COM  969455104      6612710       228517 SH       D       6        228517            0            0
WILLIAMS COMMUNICATIONS        COM  969455104        86812         3000 SH       D       7          3000            0            0
WILLIAMS COMPANIES INC COM STO COM  969457100       310244         6260 SH       D       2          6260            0            0
WILLIAMS COMPANIES INC COM STO COM  969457100     35059625       707421 SH       D       3        691321            0        16100
WILLIAMS COMPANIES INC COM STO COM  969457100      1139874        23000 SH       D       4         23000            0            0
WILLIAMS COS INC               COM  969457100      3685195       120579 SH       D       5        120579            0            0
WILLIAMS COMPANIES COM         COM  969457100    330075887     10800029 SH       D       6       9939751         1432       858846
WILLIAMS COMPANIES COM         COM  969457100     12261149       390628 SH       D       7        284248            0       106380
WILLIAMS COMPANIES, INC        COM  969457100       642454        21021 SH       S       7         21021            0            0
WILLIAMS CTLS INC COM          COM  969465103        30175        13600 SH       D       6         13600            0            0
WILLIAMS CONTROLS INC          COM  969465103         4881         2200 SH       D       7          2200            0            0
WILLIAMS CLAYTON COM           COM  969490101       826638        69980 SH       D       6         69980            0            0
CLAYTON WILLIAMS ENERGY        COM  969490101        12993         1100 SH       D       7          1100            0            0
WILLIAMS INDUSTRIES INC COM    COM  969493204         3076          879 SH       D       6           879            0            0
WILLIAMS INDUSTRIES INC        COM  969493204         1050          300 SH       D       7           300            0            0
WILLIAMS SONOMA INC COM        COM  969904101     29699026       645631 SH       D       6        645631            0            0
WILLIAMS-SONOMA INC            COM  969904101       573992        15848 SH       D       7          3630            0        12218
WILLIS LEASE FINANCE COM       COM  970646105       406109        63085 SH       D       6         63085            0            0
WILLIS LEASE FINANCE CORP      COM  970646105         2369          368 SH       D       7           368            0            0
WILMAR INDS INC COM            COM  971426101      2300780       132419 SH       D       6        132419            0            0
WILMAR INDUSTRIES INC          COM  971426101         8565          493 SH       D       7           493            0            0
WILMINGTON TR CORP COM         COM  971807102     22942247       475487 SH       D       6        469403            0         6084
WILMINGTON TRUST CORP          COM  971807102       369466         7630 SH       D       7          5285            0         2345
WILSHIRE FINL SVCS GROUP INC C COM  971867205          116           85 SH       D       6            85            0            0
WILSHIRE OIL CO OF TEXAS COM   COM  971889100        41452        11054 SH       D       6         11054            0            0
WILSHIRE OIL CO OF TEXAS       COM  971889100         4500         1200 SH       D       7          1200            0            0
WILSONS THE LEATHER COM        COM  972463103       672175        36457 SH       D       6         36457            0            0
WILSONS THE LEATHER EXPERTS    COM  972463103        11044          599 SH       D       7           599            0            0
WIND RIVER SYSTEMS I COM       COM  973149107     25698517       701666 SH       D       6        701666            0            0
Wind River Systems Inc.        COM  973149107       199303         5430 SH       D       7          5430            0            0
WINDMERE DURABLE HLDGS INC     COM  973411101      6306116       370948 SH       D       6        370948            0            0
Windmere-Durable Holdings Inc. COM  973411101        55097         3241 SH       D       7          3241            0            0
WINFIELD CAP CORP COM          COM  973859101      2317500        61800 SH       D       6         61800            0            0
WINFIELD CAPITAL CORP          COM  973859101        12150          324 SH       D       7           324            0            0
WINK COMMUNICATIONS COM        COM  974168106      8863363       147569 SH       D       6        147569            0            0
WINK COMMUNICATIONS            COM  974168106        84087         1400 SH       D       7          1400            0            0
WINMIL & CO INC COM            COM  974259103         2158         1114 SH       D       6          1114            0            0
WINN-DIXIE STORES INC COM STOC COM  974280109       108762         2790 SH       D       2          2790            0            0
WINN-DIXIE STORES INC COM STOC COM  974280109      9327149       239262 SH       D       3        220462            0        18800
WINN-DIXIE STORES INC COM STOC COM  974280109       428812        11000 SH       D       4         11000            0            0
WINN DIXIE STORES INC COM      COM  974280109     84766638      3541165 SH       D       6       3238391          494       302280
WINN DIXIE STORES INC COM      COM  974280109      2559014       106904 SH       D       7         98427            0         8477
WINN DIXIE                     COM  974280109       172230         7195 SH       S       7          7195            0            0
WINNEBAGO INDUSTRIES INC COM   COM  974637100      6594343       328690 SH       D       6        328690            0            0
Winnebago Industries Inc.      COM  974637100        49734         2479 SH       D       7          2479            0            0
WINSTAR COMMUNICATIONS INC COM COM  975515107     58303323       774795 SH       D       6        772287            0         2508
WINSTAR COMMUNICATIONS INC     COM  975515107       869465        12284 SH       D       7          3133            0         9151
WINSTON HOTELS INC COM         COM  97563A102      2723508       335201 SH       D       6        226814            0       108387
WINSTON HOTELS INC             COM  97563A102         7320          901 SH       D       7           901            0            0
WINTON FINL CORP COM           COM  976446104       207965        15845 SH       D       6         15845            0            0
WINTON FINANCIAL CORP          COM  976446104         3937          300 SH       D       7           300            0            0
WINTRUST FINANCIAL CORP COM    COM  97650W108       784566        51447 SH       D       6         51447            0            0
WINTRUST FINANCIAL CORP        COM  97650W108         4575          300 SH       D       7           300            0            0
WIRELESS TELECOM GROUP COM     COM  976524108        44060        13823 SH       D       6         13823            0            0
WIRELESS TELECOM GROUP INC     COM  976524108         1593          500 SH       D       7           500            0            0
WIRELESS FACILITIES COM        COM  97653A103      3077220        70538 SH       D       6         70538            0            0
WIRELESS FACILITIES INC        COM  97653A103        65437         1500 SH       D       7          1500            0            0
WISCONSIN CENT TRANS COM       COM  976592105     13517278      1005937 SH       D       6       1005937            0            0
Wisconsin Central Trans. Corp. COM  976592105       189925        14134 SH       D       7         14134            0            0
WISCONSIN ENERGY CORP COM STOC COM  976657106      5654372       181075 SH       D       3        163175            0        17900
WISCONSIN ENERGY CORP COM      COM  976657106     32731564      1700341 SH       D       6       1687896            0        12445
WISCONSIN ENERGY CORP          COM  976657106       312935        15819 SH       D       7          7399            0         8420
WISER OIL CO COM               COM  977284108        19212         7685 SH       D       6          7685            0            0
WIT CAP GROUP INC COM          COM  97737K309       642600        37800 SH       D       6         37800            0            0
WIT CAPITAL GROUP INC          COM  97737K309         8500          500 SH       D       7           500            0            0
WOLF HOWARD B INC COM          COM  977725100           37         1200 SH       D       6          1200            0            0
WOLOHAN LUMBER CO              COM  977865104       549395        45311 SH       D       6         45311            0            0
WOLOHAN LUMBER COMPANY         COM  977865104         3176          262 SH       D       7           262            0            0
WOLVERINE TUBE INC COM         COM  978093102      5059024       358161 SH       D       6        355061            0         3100
Wolverine Tube Inc.            COM  978093102        26964         1909 SH       D       7          1909            0            0
WOLVERINE WORLD WIDE INC COM   COM  978097103      9257215       846374 SH       D       6        846374            0            0
Wolverine World Wide Inc.      COM  978097103        65329         5973 SH       D       7          5973            0            0
WOMEN.COM NETWORKS COM         COM  978149102      2323462       163050 SH       D       6        163050            0            0
WOMEN.COM NETWORKS             COM  978149102        29925         2100 SH       D       7          2100            0            0
WOMEN FIRST HEALTHCARE COM     COM  978150100       348159        66316 SH       D       6         66316            0            0
WOMEN FIRST HEALTHCARE INC     COM  978150100         2625          500 SH       D       7           500            0            0
WOODHEAD INDUSTRIES INC COM CO COM  979438108      1637474       140858 SH       D       6        140858            0            0
WOODHEAD INDUSTRIES INC        COM  979438108         4719          406 SH       D       7           406            0            0
WOODWARD GOVERNOR CO COM       COM  980745103      3242442       117907 SH       D       6        117907            0            0
Woodward Governor Co.          COM  980745103        33770         1228 SH       D       7          1228            0            0
WORKGROUP TECHNOLOGY COM       COM  980903108         7500         4000 SH       D       6          4000            0            0
WORKFLOW MGMT INC COM          COM  98137N109      4525784       158106 SH       D       6        158106            0            0
WORKFLOW MANAGEMENT INC        COM  98137N109        41334         1444 SH       D       7          1444            0            0
WORKSAFE INDUSTRIES INC        COM  98138R109          825          800 SH       D       6           800            0            0
WORLD ACCEP CORP DEL COM       COM  981419104       933379       193949 SH       D       6        193949            0            0
WORLD ACCEPTANCE CORP          COM  981419104         3373          701 SH       D       7           701            0            0
WORLD ACCESS INC COM           COM  98141A101     11659166       605671 SH       D       6        605671            0            0
World Access Inc.              COM  98141A101       126029         6547 SH       D       7          6547            0            0
WORLD AWYS INC NEW COM         COM  98142H105         7500         8000 SH       D       6          8000            0            0
WORLD FULL SERVICES CORP COM   COM  981475106      1071397       142853 SH       D       6        142853            0            0
WORLD FUEL SERVICES CORP       COM  981475106         3412          455 SH       D       7           455            0            0
WORLDTALK COMMUNICATIONS CO CO COM  98155G101       194606         9700 SH       D       6          9700            0            0
WORLDTALK COMMUNICATIONS       COM  98155G101         8025          400 SH       D       7           400            0            0
WORLDPORT COMMUNICATIONS INC C COM  98155J105       119255        57387 SH       D       6         57387            0            0
WORLDPORT COMMUNICATIONS INC   COM  98155J105         1591          766 SH       D       7           766            0            0
WORLDGATE COMMUNICATIONS INC C COM  98156L307     11476450       241292 SH       D       6        241292            0            0
WorldGate Communications Inc.  COM  98156L307        99262         2087 SH       D       7          2087            0            0
WORLD WRESTLING FOUNDATION COM COM  98156Q108      2937675       170300 SH       D       6        170300            0            0
WORLD WRESTLING FED ENTMNT     COM  98156Q108         6900          400 SH       D       7           400            0            0
WORLDWIDE ENTMT & SPORTS CORP  COM  98157N104          600          300 SH       D       6           300            0            0
WORONOCO BANCORP INC COM       COM  981630106       434939        44897 SH       D       6         44897            0            0
WORTHINGTON INDUSTRIES USD0.01 COM  981811102      3687731       145855 SH       D       3        145855            0            0
WORTHINGTON INDUSTRIES         COM  981811102       441324        26646 SH       D       5         26646            0            0
WORTHINGTON INDUSTRIES INC COM COM  981811102     41212453      2488299 SH       D       6       2300106          303       187890
WORTHINGTON INDUSTRIES INC COM COM  981811102      1162704        70196 SH       D       7         68929            0         1267
WORTHINGTON INDUST             COM  981811102        73537         4440 SH       S       7          4440            0            0
WORLDTEX, INC. COM             COM  981907108        26039        16665 SH       D       6         16665            0            0
WRIGLEY WILLIAM                COM  982526105       193210         1480 SH       D       2          1480            0            0
WRIGLEY WILLIAM                COM  982526105     20233326       154988 SH       D       3        143888            0        11100
WRIGLEY WM JR CO COM           COM  982526105    226557798      2731669 SH       D       6       2500646          379       230644
WRIGLEY WM JR CO COM           COM  982526105      7598917        92177 SH       D       7         75135            0        17042
WRIGLEY WM JR COMPANY          COM  982526105       464450         5600 SH       S       7          5600            0            0
WYNDHAM INTERNATIONAL INC COM  COM  983101106      6689277      2277201 SH       D       6       2273574            0         3627
Wyndham Intl Inc.              COM  983101106       120669        41079 SH       D       7         41079            0            0
WYNDHAM INTL RTS 120899        RT   983101114            0       106900 SH       D       6        106900            0            0
WYNNS INTERNATIONAL INC COM    COM  983195108      4468543       316357 SH       D       6        316357            0            0
Wynns International Inc.       COM  983195108        31371         2221 SH       D       7          2221            0            0
XCL LTD DELAWARE (NEW) COM     COM  983701103         2425         9700 SH       D       6          9700            0            0
XM SATELLITE RADIO HLDGS INC C COM  983759101      3976437       104300 SH       D       6        104300            0            0
XM SATELITE RADIO HOLDINGS     COM  983759101        45750         1200 SH       D       7          1200            0            0
X-RITE INC COM                 COM  983857103      1102531       176405 SH       D       6        176405            0            0
X-RITE INC                     COM  983857103         4881          781 SH       D       7           781            0            0
XATA CORP                      COM  983882309         8000         2000 SH       D       6          2000            0            0
XCEED, INC COM                 COM  98388N105      9889574       238303 SH       D       6        238303            0            0
Xceed inc.                     COM  98388N105        75364         1816 SH       D       7          1816            0            0
XIOX CORP COM                  COM  983905100        11961          443 SH       D       6           443            0            0
XIOX CORP                      COM  983905100         2700          100 SH       D       7           100            0            0
XETA CORP                      COM  983909102      1199993        36158 SH       D       6         36158            0            0
XETA CORP                      COM  983909102         6637          200 SH       D       7           200            0            0
XILINX  USD0.01                COM  983919101       399943         5600 SH       D       2          5600            0            0
XILINX  USD0.01                COM  983919101     33449691       468362 SH       D       3        468362            0            0
XILINX INC COM                 COM  983919101    327058760      7193037 SH       D       6       6613837         1000       578200
XILINX INC COM                 COM  983919101     13925886       306340 SH       D       7        225534            0        80806
XILINX INC                     COM  983919101       691125        15200 SH       S       7         15200            0            0
XIRCOM INC. COM                COM  983922105     60348300       804644 SH       D       6        763544            0        41100
Xircom Inc.                    COM  983922105       287250         3830 SH       D       7          3830            0            0
XEROX CORP                     COM  984121103         7125          300 SH       D       1             0          300            0
XEROX CORP STOCK US$1          COM  984121103       340461         9260 SH       D       2          9260            0            0
XEROX CORP STOCK US$1          COM  984121103     41294125      1123133 SH       D       3       1067933            0        55200
XEROX CORP STOCK US$1          COM  984121103      1136097        30900 SH       D       4         30900            0            0
XEROX CORP                     COM  984121103      4176700       184097 SH       D       5        184097            0            0
XEROX CORP COM                 COM  984121103    370709779     16339825 SH       D       6      15035070         2210      1302545
XEROX CORP COM                 COM  984121103     14338948       618692 SH       D       7        424703            0       193989
XEROX CORP.                    COM  984121103       727111        32049 SH       S       7         32049            0            0
XIONICS DOCUMENT TEC COM       COM  98412X103      1473399       141164 SH       D       6        141164            0            0
XIONICS DOCUMENT TECH INC      COM  98412X103         5218          500 SH       D       7           500            0            0
XTRA CORP COM                  COM  984138107     11694936       274368 SH       D       6        274168            0          200
Xtra Corp.                     COM  984138107       139937         3283 SH       D       7          3283            0            0
XPEDIOR INC COM                COM  98413B100      1171907        40762 SH       D       6         40762            0            0
XPEDIOR INC                    COM  98413B100        14030          488 SH       D       7           488            0            0
XYBERNAUT CORP COM             COM  984149104       172000        32000 SH       D       6         32000            0            0
XYBERNAUT CORP                 COM  984149104        11636         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      1176581        72405 SH       D       6         72405            0            0
YAHOO INC USD0.00017           COM  984332106      7742827        11585 SH       D       1         11500           85            0
YAHOO INC USD0.00017           COM  984332106      3889294         5800 SH       D       2          5800            0            0
YAHOO INC USD0.00017           COM  984332106    289620971       431904 SH       D       3        419404            0        12500
YAHOO INC USD0.00017           COM  984332106      5632770         8400 SH       D       4          8400            0            0
YAHOO! INC                     COM  984332106     27676855        63965 SH       D       5         63965            0            0
YAHOO INC COM                  COM  984332106   2823499258      6525493 SH       D       6       5956234            0       569259
YAHOO INC COM                  COM  984332106     89941900       209864 SH       D       7        172787            0        37077
YAHOO! INC                     COM  984332106       486975         1200 SH       D       9          1200            0            0
YAHOO! INC                     COM  984332106      5483016        12672 SH       S       7         12672            0            0
YANKEE CANDLE COM              COM  984757104      3370896       206645 SH       D       6        206645            0            0
YANKEE CANDLE COMPANY          COM  984757104        44043         2700 SH       D       7          2700            0            0
YANKEE ENERGY SYS INC COM      COM  984779108      8530333       194147 SH       D       6        194147            0            0
Yankee Energy Systems Inc.     COM  984779108        73946         1683 SH       D       7          1683            0            0
XICOR INC COM                  COM  984903104      3153600       230400 SH       D       6        230400            0            0
XICOR INC.                     COM  984903104        10950          800 SH       D       7           800            0            0
YARDVILLE NATL BANCORP COM     COM  985021104       523822        45060 SH       D       6         45060            0            0
YARDVILLE NATIONAL BNACORP     COM  985021104         9555          822 SH       D       7           822            0            0
YELLOW CORP COM                COM  985509108      9910282       589459 SH       D       6        555259            0        34200
Yellow Corp.                   COM  985509108        96554         5743 SH       D       7          5743            0            0
YES ENTMT CORP COM             COM  985834100         1036        12800 SH       D       6         12800            0            0
YESMAIL COM INC COM            COM  98583Q101      3333912        98600 SH       D       6         98600            0            0
YESMAIL.COM INC                COM  98583Q101        43956         1300 SH       D       7          1300            0            0
YOCREAM INTERNATIONAL          COM  986001105          800          200 SH       D       7           200            0            0
YONKERS FINANCIAL CORP         COM  986073104        25875         1500 SH       D       6          1500            0            0
YORK FINL CORP COM             COM  986630101      1421617       126366 SH       D       6        110358            0        16008
YORK FINANCIAL CORP            COM  986630101         4158          369 SH       D       7           369            0            0
YORK GROUP INC COM             COM  986632107        93628        21711 SH       D       6         21711            0            0
YORK GROUP INC                 COM  986632107         6464         1499 SH       D       7          1499            0            0
YORK INTL CORP NEW COM         COM  986670107     18420554       671364 SH       D       6        667136            0         4228
YORK INTERNATIONAL CORP        COM  986670107       256148         9445 SH       D       7          6623            0         2822
YORK RESH CORP COM             COM  987048105       669952       178654 SH       D       6        178654            0            0
YORK RESEARCH CORP             COM  987048105         2497          666 SH       D       7           666            0            0
YOUBET COM INC COM             COM  987413101       891799       206794 SH       D       6        206794            0            0
YOUBET.COM INC.                COM  987413101         6037         1400 SH       D       7          1400            0            0
YOUNG & RUBICA COM             COM  987425105     32362323       457418 SH       D       6        457418            0            0
YOUNG & RUBICAM INC            COM  987425105       954735        14719 SH       D       7          5093            0         9626
YOUNG BROADCASTING I COM       COM  987434107     10728717       210367 SH       D       6        210367            0            0
Young Broadcasting Inc.        COM  987434107        73389         1439 SH       D       7          1439            0            0
YOUNG INNOVATIONS INC COM      COM  987520103       220936        15237 SH       D       6         15237            0            0
YOUNG INNOVATIONS INC          COM  987520103        13093          903 SH       D       7           903            0            0
ZALE CORP COM                  COM  988858106     31122347       643356 SH       D       6        640185            0         3171
ZALE CORP                      COM  988858106       260945         5843 SH       D       7          1804            0         4039
ZAMBA CORP COM                 COM  988881108       312506        17986 SH       D       6         17986            0            0
ZAMBA CORPORATION              COM  988881108        19112         1100 SH       D       7          1100            0            0
ZEMEX CORP. CANADA COM         COM  988910105        20941         2295 SH       D       6          2295            0            0
ZAP.COM CORP COM               COM  989063102           63           11 SH       D       6            11            0            0
ZANY BRAINY INC COM            COM  98906Q101       985025        96100 SH       D       6         96100            0            0
ZANY BRAINY INC                COM  98906Q101        12300         1200 SH       D       7          1200            0            0
ZAPATA CORP COM                COM  989070503      1034108       223591 SH       D       6        223591            0            0
Zapata Corp.                   COM  989070503        10124         2189 SH       D       7          2189            0            0
ZAPME! CORP COM                COM  98912E100      1574493       182550 SH       D       6        182550            0            0
ZAPME! CORPORATION             COM  98912E100        21562         2500 SH       D       7          2500            0            0
ZARING NATIONAL CORPORATION CO COM  989136106         4139          895 SH       D       6           895            0            0
ZARING NATIONAL CORPORATION    COM  989136106         2775          600 SH       D       7           600            0            0
ZEBRA TECHNOLOGIES CORP COM    COM  989207105     25721982       439692 SH       D       6        439692            0            0
Zebra Technologies Corp.       COM  989207105       240610         4113 SH       D       7          4113            0            0
ZEBRA TECHNOLOGIES CORP CL B   COM  989207204            0         3150 SH       D       6          3150            0            0
ZENITH ELECTRONICS CORP   COM  COM  989349105          581        36321 SH       D       6         36321            0            0
ZENITH ELECTRONICS CORP.       COM  989349105           16         1009 SH       D       7          1009            0            0
ZENITH NATL INS CORP COM       COM  989390109      4341191       210482 SH       D       6        210482            0            0
Zenith National Ins. Corp.     COM  989390109        40590         1968 SH       D       7          1968            0            0
ZIEGLER INC COM                COM  989506100        38511         2589 SH       D       6          2589            0            0
ZIEGLER COMPANIES INC/WIS      COM  989506100         1578          107 SH       D       7           107            0            0
ZEVEX INTERNATIONAL INC        COM  98950E400         8200         1600 SH       D       6          1600            0            0
ZEVEX INTERNATIONAL INC        COM  98950E400         1537          300 SH       D       7           300            0            0
ZIFF-DAVIS INC COM             COM  989511100      5762501       364427 SH       D       6        364427            0            0
Ziff Davis Inc                 COM  989511100       160481        10149 SH       D       7         10149            0            0
ZIFF-DAVIS INC COM             COM  989511209      7942389       378209 SH       D       6        378209            0            0
Ziff Davis Inc                 COM  989511209        35301         1681 SH       D       7          1681            0            0
ZILA PHARMACEUTICALS INC COM P COM  989513205      1332029       453457 SH       D       6        453457            0            0
ZILA INC.                      COM  989513205        11168         3802 SH       D       7          3802            0            0
ZING TECHNOLOGIES INC          COM  989601109         2575          200 SH       D       7           200            0            0
ZIONS BANCORP COM              COM  989701107     62493891      1055863 SH       D       6       1051589            0         4274
ZIONS BANCORPORATION           COM  989701107      1462100        26006 SH       D       7         12140            0        13866
ZIPLINK INC COM                COM  989741103      1372500       109800 SH       D       6        109800            0            0
ZIXIT CORP COM                 COM  98974P100      9984350       251971 SH       D       6        251971            0            0
Zixit Corp                     COM  98974P100        88007         2221 SH       D       7          2221            0            0
ZMAX CORP COM                  COM  98974T201        33825        15463 SH       D       6         15463            0            0
ZMAX CORP                      COM  98974T201         1146          524 SH       D       7           524            0            0
ZORAN CORP COM                 COM  98975F101      5554818        99638 SH       D       6         99638            0            0
ZORAN CORP                     COM  98975F101        37464          672 SH       D       7           672            0            0
ZONAGEN COM                    COM  98975L108        50439        11529 SH       D       6         11529            0            0
ZONAGEN INC                    COM  98975L108         2191          501 SH       D       7           501            0            0
ZOLTEK COS COM                 COM  98975W104      1326076       153748 SH       D       6        153748            0            0
ZOLTEK COMPANIES INC.          COM  98975W104         6882          798 SH       D       7           798            0            0
ZOOM TELEPHONICS INC           COM  98976E103        18562         2200 SH       D       7          2200            0            0
ZYGO CORP COM                  COM  989855101      2425002       120497 SH       D       6        120497            0            0
ZYGO CORP                      COM  989855101         8271          411 SH       D       7           411            0            0
ZYMETX INC                     COM  989859103         6200         3200 SH       D       6          3200            0            0
ZITEL CORP COM                 COM  989913108       190332        78085 SH       D       6         78085            0            0
ZITEL CORP                     COM  989913108         5118         2100 SH       D       7          2100            0            0
ZOLL MED CORP FD SH BEN INT    COM  989922109      2949564        77239 SH       D       6         77239            0            0
ZOLL MEDICAL CORPORATION       COM  989922109        10577          277 SH       D       7           277            0            0
ZOMAX INC MN                   COM  989929104     31003580       685162 SH       D       6        685162            0            0
Zomax Inc.                     COM  989929104       105975         2342 SH       D       7          2342            0            0
MILLNIM CHML                   COM  999031017        47400         2400 SH       D       9          2400            0            0
DAIMLERCHRYSLER AG COM         COM  D1668R123       317424         4057 SH       D       6          4057            0            0
DAIMLERCHRYSLER                COM  D1668R123     10483934       133979 SH       D       7        133979            0            0
TOTAL FINA                     COM  F9212D142        11542          405 SH       D       7           405            0            0
ACE LIMITED                    COM  G0070K103        17626         1056 SH       D       7          1056            0            0
COMMODORE HLDGS COM            COM  G23257101        11306         2700 SH       D       6          2700            0            0
COMMODORE HOLDINGS             COM  G23257101         1675          400 SH       D       7           400            0            0
CREDICORP COM STK USD5         COM  G2519Y108       625932        32364 SH       D       3         32364            0            0
FRESH DEL MONTE PRODUCE INC CO COM  G36738105        47322         5258 SH       D       6          5258            0            0
FRESH DEL MONTE PRODUCE INC    COM  G36738105        23661         2629 SH       D       7          2629            0            0
FRUIT OF THE LOOM INC CLA COM  COM  G3682L105       215351       149810 SH       D       6        149810            0            0
FRUIT OF THE LOOM INC          COM  G3682L105         7587         5278 SH       D       7          5278            0            0
GEMSTAR INTL GROUP LTD         COM  G3788V106       779498         6800 SH       D       3          6800            0            0
GEMSTAR INTL GROUP LTD         COM  G3788V106      3927157        55118 SH       D       5         55118            0            0
GLOBAL CROSSING LTD            COM  G3921A100       788240        10229 SH       D       2         10229            0            0
GLOBAL CROSSING LTD            COM  G3921A100     88514209      1148649 SH       D       3       1148649            0            0
GLOBAL CROSSING LTD            COM  G3921A100      1001772        13000 SH       D       4         13000            0            0
Global Crossing                COM  G3921A100     22531424       450849 SH       D       7        440042            0        10807
GLOBAL CROSSING LTD            COM  G3921A100      1844000        36880 SH       S       7         36880            0            0
HELEN OF TROY LTD-NEW          COM  G4388N106         9417         1299 SH       D       7          1299            0            0
LORAL SPACE & COMMUNICATIONS   COM  G56462107       888889        36561 SH       D       7         36561            0            0
PXRE GROUP LTD COM             COM  G73018106       914810        70370 SH       D       6         70370            0            0
PXRE GROUP LIMITED             COM  G73018106         7735          595 SH       D       7           595            0            0
SANTA FE INTL CORP             COM  G7805C108       145779         5634 SH       D       7          5634            0            0
TAIWAN INDEX FUND - INDEX SUB- COM  G8810D107     60031271      2979774 SH       D       3       2979774            0            0
TAIWAN INDEX FUND - INDEX SUB- COM  G8810D107      1208775        60000 SH       D       4         60000            0            0
TRANSOCEAN OFFSHORE INC        COM  G90076103       111479         2100 SH       D       2          2100            0            0
TRANSOCEAN OFFSHORE INC        COM  G90076103      7066246       133111 SH       D       3        133111            0            0
TRANSOCEAN SEDCO FOREX INC     COM  G90078109      1935784        57463 SH       D       5         57463            0            0
TRANSOCEAN SEDCO FOREX INC COM COM  G90078109     34101861      1012304 SH       D       6        890458          546       121300
TRANSOCEAN SEDCO FOREX INC COM COM  G90078109      2844043        84417 SH       D       7         82690            0         1727
TRANSOCEAN SEDCO FOREX INC.    COM  G90078109       185733         5513 SH       S       7          5513            0            0
WHITE MOUNTAINS INSURANCE GRP  COM  G9618E107        42898          356 SH       D       7           356            0            0
XOMA CORP BERMUDA COM          COM  G9825R107       148659        49553 SH       D       6         49553            0            0
XOMA LTD.                      COM  G9825R107         7989         2663 SH       D       7          2663            0            0
PUBLIC STORAGE INTL PROP US$.1 COM  N72317105        44708       110960 SH       D       3        110960            0            0
ROYAL CARIBBEAN                COM  V7780T103         2910           60 SH       D       1             0           60            0
ROYAL CARIBBEAN CRUISES LTD    COM  V7780T103       449631         9118 SH       D       7          9118            0            0
ASE TEST LIMITED               COM  Y02516105         2412          100 SH       D       9           100            0            0
ASE TEST 1% CB 01/07/04        CNV  Y025A3AA1      2160000      2000000 SH       D       9       2000000            0            0
OMI CORP COM                   COM  Y6476W104       318670       154507 SH       D       6        154507            0            0
</TABLE>


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