UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                           Washington, D.C. 20549

                                  Form 13F

                            Form 13F COVER PAGE

  Report for the Calendar Year or Quarter Ended: June 30, 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:    Citigroup Inc.
  Address: 153 East 53rd Street
           New York, New York 10043

  Form 13F File Number: 28-2427

  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:   Marla Berman Lewitus
  Title:  Assistant Secretary
  Phone:  (212) 793-7338

  Signature, Place, and Date of Signing:

  /s/ Marla Berman Lewitus           New York, New York    August 16, 1999

  Report Type (Check only one.):
  {     X } 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
        manager are reported in this report.)

  {     } 13F NOTICE. (Check here if no holdings reported are in this report,
        and all holdings are reported by other reporting manager(s).)

  {     } 13F COMBINATION REPORT. (Check here if a portion of the holdinings for
        this reporting manager are reported in this report and a portion are
        reported by other reporting manager(s).)

<PAGE>
                              Form 13F SUMMARY PAGE
  Report Summary:

  Number of Other Included Managers:  34
  Form 13F Information Table Entry Total:    16,650
  Form 13F Information Table Value Total:        $156,104,672,246

  Confidential information has been omitted from this report and has been filed
  separately with the Securities and Exchange Commission.

  List of Other Included Managers:

  Provide a numbered list of the name(s) and Form 13F file number(s) of all
  institutional investment managers with respect to which this report is filed,
  other than the manager filing this report.

  No.  Form 13F File Number   Name


   1   28-3072              399 Venture Partners, Inc.
   2   28-4680              American Odyssey Funds Management, Inc.
   3   28-1876              Associated Madison Companies, Inc.
   4   28-749               Citibank, N.A.
   5   28-1833              Citibank (Switzerland)
   6   28-45                Citicorp
   7   28-7574              Citicorp Banking Corporation
   8   28-1777              Citicorp Trust, National Association
   9   28-7572              Citicorp Trust, N.A. (Florida)
  10   28-1090              Citicorp Venture Capital Ltd.
  11   28-4682              The Copeland Companies
  12   801-8314             SSBC Fund Management Inc.
                            (formerly Mutual Management Corp.)
  13   28-5154              PFS Services, Inc.
  14   28-4684              The Plaza Corporation
  15   28-4442              The Robinson-Humphrey Company, LLC
  16   28-2568              Salomon Brothers Asset Management Inc
  17   28-7570              Salomon Brothers Europe Limited
  18   28-1114              Salomon Brothers Holding Company Inc
  19   28-7568              Salomon Brothers International Limited
  20   28-7566              Salomon International Limited
  21   28-1109              Salomon Smith Barney Holdings Inc.
  22   28-541               Salomon Smith Barney Inc.
  23   28-3197              SAMBA Capital Management International Limited
  24   28-7564              Saudi American Bank
  25   28-5476              Smith Barney Corporate Trust Company
  26   28-2387              Smith Barney Strategy Advisers Inc.
  27   28-3308              Travelers Asset Management International Corporation
  28   28-5774              Travelers Property Casualty Corp.
  39   28-4686              The Travelers Indemnity Company
  30   28-1299              The Travelers Insurance Company
  31   28-4152              The Travelers Insurance Group Inc.
  32   28-2551              The Travelers Investment Management Company
  33   28-6022              Tribeca Management, L.L.C.
<PAGE>
<TABLE>
                                                                   FORM 13F INFORMATION TABLE
<CAPTION>
                               TITLE              VALUE   SHARES/  SH/ PUT/ INVSTMT       OTHER               VOTING AUTHORITY
          NAME OF ISSUER       CLASS     CUSIP   (X$1000) PRN AMT  PRN CALL DSCRETN      MANAGERS          SOLE    SHARED    NONE
----------------------------- -------- --------- -------- -------- --- ---- ------- -------------------- -------- -------- --------
<S>                           <C>      <C>       <C>      <C>      <C> <C>  <C>     <C>                  <C>      <C>      <C>
*** LERNOUT & HAUSPIE SPEECH  EQUITY   B5628B104     1491    43770 SH       DEFINED                  4,6    15350    19675     8745
*** LERNOUT & HAUSPIE SPEECH  EQUITY   B5628B104     7707   226270 SH       DEFINED                  6,7   225700        0      570
*** LERNOUT & HAUSPIE SPEECH  EQUITY   B5628B104       27      800 SH       DEFINED          15,18,21,22      300        0      500
*** LERNOUT & HAUSPIE SPEECH  EQUITY   B5628B104      643    18877 SH       DEFINED             18,21,22     3960        0    14917
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123      293     3917 SH       DEFINED               -          3917        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123    43790   585813 SH       DEFINED                  4,6   427789    77464    80560
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     6900    92304 SH       DEFINED                5,6,7        0        0    92304
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     2539    33962 SH       DEFINED                  6,7        0        0    33962
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123    32956   440882 SH       DEFINED                12,21   440882        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     3077    41160 SH       DEFINED          15,18,21,22    18784        0    22376
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     1015    13576 SH       DEFINED             16,18,21    13576        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     2621    35059 SH       DEFINED                18,21    35059        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123    20138   269410 SH       DEFINED       17,18,19,20,21   269410        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123    91783  1227861 SH       DEFINED             18,21,22   703671        0   524190
*** DAIMLERCHRYSLER AG-EUR    OPTION   D1668R123     1458    19500 SH  CALL DEFINED             18,21,22        0        0    19500
*** DAIMLERCHRYSLER AG-EUR    OPTION   D1668R123      486     6500 SH  PUT  DEFINED             18,21,22        0        0     6500
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123      361     4828 SH       DEFINED                   25        0     4828        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123      765    10228 SH       DEFINED     3,13,14,27,30,31    10228        0        0
*** ACE LTD ORD SHS           EQUITY   G0070K103      210     8791 SH       DEFINED               -          8791        0        0
*** ACE LTD ORD SHS           EQUITY   G0070K103      282    11800 SH       DEFINED                  4,6     9000        0     2800
*** ACE LTD ORD SHS           EQUITY   G0070K103    65205  2731100 SH       DEFINED                12,21  2731100        0        0
*** ACE LTD ORD SHS           EQUITY   G0070K103     2637   110439 SH       DEFINED          15,18,21,22    66748        0    43691
*** ACE LTD ORD SHS           EQUITY   G0070K103    35884  1503000 SH       DEFINED             16,18,21  1503000        0        0
*** ACE LTD ORD SHS           EQUITY   G0070K103    64934  2719743 SH       DEFINED             18,21,22  1718368        0  1001375
*** ACE LTD ORD SHS           EQUITY   G0070K103     8480   355175 SH       DEFINED                   25        0   355175        0
*** ACE LTD ORD SHS           EQUITY   G0070K103      528    22100 SH       DEFINED     3,13,14,27,30,31    22100        0        0
AMDOCS LTD                    EQUITY   G02602103     6082   239700 SH       DEFINED                12,21   239700        0        0
AMDOCS LTD                    EQUITY   G02602103     4080   160800 SH       DEFINED             16,18,21   160800        0        0
AMDOCS LTD                    EQUITY   G02602103       58     2300 SH       DEFINED             18,21,22        0        0     2300
AMDOCS LTD                    EQUITY   G02602103       18      700 SH       DEFINED     3,13,14,27,30,31      700        0        0
*** AMWAY ASIA PAC LTD        EQUITY   G0352M108      359    26567 SH       DEFINED             18,21,22    23290        0     3276
*** ANNUITY & LIFE RE HOLDING EQUITY   G03910109     7705   324400 SH       DEFINED   2,3,11,13,14,30,31        0   324400        0
*** ANNUITY & LIFE RE HOLDING EQUITY   G03910109    31614  1331100 SH       DEFINED                12,21  1331100        0        0
*** ANNUITY & LIFE RE HOLDING EQUITY   G03910109       26     1100 SH       DEFINED          15,18,21,22     1015        0       85
*** ANNUITY & LIFE RE HOLDING EQUITY   G03910109     1843    77621 SH       DEFINED             18,21,22    37165        0    40456
*** ASIA PACIFIC RESOURCES    EQUITY   G05345106     2872  3061450 SH       DEFINED             18,21,22     2400        0  3059050
*** CONSOLIDATED WATER CO INC EQUITY   G23773107       90    12217 SH       DEFINED             18,21,22    12217        0        0
*** CORECOMM LIMITED          EQUITY   G2422R109      222     4397 SH       DEFINED             18,21,22     3049        0     1348
*** CORECOMM LIMITED          EQUITY   G2422R109      176     3480 SH       DEFINED                21,32     3480        0        0
*** CREDICORP LTD -USD        EQUITY   G2519Y108       22     2065 SH       DEFINED               -          2065        0        0
*** CREDICORP LTD -USD        EQUITY   G2519Y108      400    38060 SH       DEFINED                  4,6    38060        0        0
*** CREDICORP LTD -USD        EQUITY   G2519Y108      155    14800 SH       DEFINED                12,21    14800        0        0
*** CREDICORP LTD -USD        EQUITY   G2519Y108       10      945 SH       DEFINED          15,18,21,22      415        0      530
*** CREDICORP LTD -USD        EQUITY   G2519Y108      277    26370 SH       DEFINED             18,21,22    16536        0     9834
*** ESG RE LTD                EQUITY   G31215109     1504    94759 SH       DEFINED                  4,6    94759        0        0
*** ESG RE LTD                EQUITY   G31215109     2873   181000 SH       DEFINED                12,21   181000        0        0
*** FRESH DEL MONTE PRODUCE   EQUITY   G36738105      160    11450 SH       DEFINED               -         11450        0        0
*** FRESH DEL MONTE PRODUCE   EQUITY   G36738105      132     9428 SH       DEFINED          15,18,21,22     6587        0     2841
*** FRESH DEL MONTE PRODUCE   EQUITY   G36738105     4088   292024 SH       DEFINED             18,21,22   208395        0    83629
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105       53     6675 SH       DEFINED                12,21     6675        0        0
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105        9     1200 SH       DEFINED          15,18,21,22     1200        0        0
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105      342    43418 SH       DEFINED             18,21,22    18778        0    24640
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105       14     1749 SH       DEFINED                   25        0     1749        0
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105       91    11594 SH       DEFINED     3,13,14,27,30,31    11594        0        0
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105       47     6025 SH       DEFINED                21,32     6025        0        0
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106       35      560 SH       DEFINED               -           560        0        0
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106     5935    94200 SH       DEFINED   2,3,11,13,14,30,31        0    94200        0
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106     1885    29920 SH       DEFINED                12,21    29920        0        0
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106     1281    20327 SH       DEFINED          15,18,21,22    14427        0     5900
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106    25130   398891 SH       DEFINED             18,21,22   302368        0    96523
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106      435     6900 SH       DEFINED     3,13,14,27,30,31     6900        0        0
*** GLOBAL CROSSING LTD       EQUITY   G3921A100       40     1000 SH       DEFINED                  4,6        0        0     1000
*** GLOBAL CROSSING LTD       EQUITY   G3921A100      254     6349 SH       DEFINED          15,18,21,22     3854        0     2495
*** GLOBAL CROSSING LTD       EQUITY   G3921A100     8712   217808 SH       DEFINED             18,21,22    87936        0   129872
*** GLOBAL CROSSING LTD       OPTION   G3921A100     1340    33500 SH  CALL DEFINED             18,21,22    33500        0        0
*** GLOBAL CROSSING LTD       OPTION   G3921A100       20      500 SH  PUT  DEFINED             18,21,22        0        0      500
*** GLOBALSTAR TELECOM LTD US EQUITY   G3930H104    11167   432600 SH       DEFINED                12,21   432600        0        0
*** GLOBALSTAR TELECOM LTD US OPTION   G3930H104    11616   450000 SH  CALL DEFINED       17,18,19,20,21   450000        0        0
*** GLOBALSTAR TELECOM LTD US EQUITY   G3930H104     4407   170745 SH       DEFINED             18,21,22    84030        0    86715
*** GLOBALSTAR TELECOM LTD US OPTION   G3930H104      181     7000 SH  PUT  DEFINED             18,21,22        0        0     7000
HELEN OF TROY CORP-NEW        EQUITY   G4388N106      147     8930 SH       DEFINED             18,21,22     2255        0     6675
HELEN OF TROY CORP-NEW        EQUITY   G4388N106     1041    63100 SH       DEFINED                   25        0    63100        0
*** ICO GLOBAL COMMUNICATIONS EQUITY   G4705T109      168    26602 SH       DEFINED             18,21,22     6290        0    20312
*** IPC HOLDINGS LTD -USD     EQUITY   G4933P101      144     7270 SH       DEFINED          15,18,21,22     4500        0     2770
*** IPC HOLDINGS LTD -USD     EQUITY   G4933P101     3859   194148 SH       DEFINED             18,21,22   131965        0    62183
*** IRIDIUM WORLD             EQUITY   G49398103        4      560 SH       DEFINED          15,18,21,22      330        0      230
*** IRIDIUM WORLD             EQUITY   G49398103      290    42960 SH       DEFINED             18,21,22    26908        0    16052
*** IRIDIUM WORLD             OPTION   G49398103      101    15000 SH  CALL DEFINED             18,21,22    15000        0        0
*** IRIDIUM WORLD             OPTION   G49398103       45     6600 SH  PUT  DEFINED             18,21,22        0        0     6600
*** KNIGHTSBRIDGE TANKERS LTD EQUITY   G5299G106    20217  1125100 SH       DEFINED                12,21  1125100        0        0
*** KNIGHTSBRIDGE TANKERS LTD EQUITY   G5299G106      120     6700 SH       DEFINED             18,21,22      500        0     6200
LORAL SPACE & COMMNS-USD      EQUITY   G56462107       74     3930 SH       DEFINED               -          3930        0        0
LORAL SPACE & COMMNS-USD      EQUITY   G56462107      545    28800 SH       DEFINED                  4,6    28800        0        0
LORAL SPACE & COMMNS-USD      EQUITY   G56462107    15078   796200 SH       DEFINED                12,21   796200        0        0
LORAL SPACE & COMMNS-USD      EQUITY   G56462107      189     9979 SH       DEFINED          15,18,21,22     2309        0     7670
LORAL SPACE & COMMNS-USD      EQUITY   G56462107     1180    62300 SH       DEFINED             16,18,21    62300        0        0
LORAL SPACE & COMMNS-USD      OPTION   G56462107    33142  1750000 SH  CALL DEFINED       17,18,19,20,21  1750000        0        0
LORAL SPACE & COMMNS-USD      EQUITY   G56462107    17993   950116 SH       DEFINED             18,21,22   648117        0   301999
LORAL SPACE & COMMNS-USD      OPTION   G56462107        9      500 SH  CALL DEFINED             18,21,22        0        0      500
LORAL SPACE & COMMNS-USD      OPTION   G56462107     1420    75000 SH  PUT  DEFINED             18,21,22    67000        0     8000
*** LORAL & SPACE COMMNS 6%   EQUITY   G56462149      743    14067 SH       DEFINED             18,21,22    11277        0     2790
*** PARTNERRE LTD -BMD        EQUITY   G6852T105        3       82 SH       DEFINED               -            82        0        0
*** PARTNERRE LTD -BMD        EQUITY   G6852T105     4982   131316 SH       DEFINED                  4,6   131316        0        0
*** PARTNERRE LTD -BMD        EQUITY   G6852T105     5691   150000 SH       DEFINED                12,21   150000        0        0
*** PARTNERRE LTD -BMD        EQUITY   G6852T105     5691   150000 SH       DEFINED             16,18,21   150000        0        0
*** PARTNERRE LTD -BMD        EQUITY   G6852T105      767    20222 SH       DEFINED             18,21,22    15708        0     4514
*** RENAISSANCE RE HLDGS LTD  EQUITY   G7496G103      153     4130 SH       DEFINED          15,18,21,22     2975        0     1155
*** RENAISSANCE RE HLDGS LTD  EQUITY   G7496G103     7629   205837 SH       DEFINED             18,21,22   147516        0    58321
*** RSL COMMUNICATIONS LTD    EQUITY   G7702U102     1568    94682 SH       DEFINED                  4,6    32705    42932    19045
*** RSL COMMUNICATIONS LTD    EQUITY   G7702U102        8      455 SH       DEFINED                  6,7        0        0      455
*** RSL COMMUNICATIONS LTD    EQUITY   G7702U102        2      150 SH       DEFINED          15,18,21,22        0        0      150
*** RSL COMMUNICATIONS LTD    EQUITY   G7702U102      193    11626 SH       DEFINED             18,21,22     7550        0     4076
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108     2197   110200 SH       DEFINED   2,3,11,13,14,30,31        0   110200        0
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108     2041   102351 SH       DEFINED                  4,6        0    95300     7051
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108       88     4400 SH       DEFINED                12,21     4400        0        0
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108      395    19820 SH       DEFINED          15,18,21,22     8220        0    11600
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108     8626   432634 SH       DEFINED             18,21,22   267002        0   165632
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108      191     9600 SH       DEFINED     3,13,14,27,30,31     9600        0        0
*** SCOTTISH ANNUITY & LIFE   EQUITY   G7885T104      195    16100 SH       DEFINED            4,6,23,24    16100        0        0
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102       11      300 SH       DEFINED               -           300        0        0
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102     1094    29135 SH       DEFINED                  4,6        0     5400    23735
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102     3640    96900 SH       DEFINED                12,21    96900        0        0
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102       25      667 SH       DEFINED          15,18,21,22      262        0      405
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102     6849   182322 SH       DEFINED             18,21,22    87002        0    95320
*** TOMMY HILFIGER CORP       OPTION   G8915Z102        8      200 SH  CALL DEFINED             18,21,22        0        0      200
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102      308     8200 SH       DEFINED                   25        0     8200        0
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102        8      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103        6      200 SH       DEFINED               -           200        0        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103      217     7100 SH       DEFINED                  4,6     3900      300     2900
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103     3726   122175 SH       DEFINED                  6,7   122175        0        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103     3019    98980 SH       DEFINED                12,21    98980        0        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103      563    18471 SH       DEFINED          15,18,21,22     7418        0    11053
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103    38233  1253536 SH       DEFINED             18,21,22   633701        0   619835
*** TRANSOCEAN OFFSHORE INC   OPTION   G90076103       61     2000 SH  CALL DEFINED             18,21,22        0        0     2000
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103      885    29000 SH       DEFINED                   25        0    29000        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103      750    24600 SH       DEFINED                21,32    24600        0        0
*** TRITON ENERGY LTD ORD     EQUITY   G90751101      152    13398 SH       DEFINED             18,21,22     8248        0     5150
*** XOMA LTD                  EQUITY   G9825R107        2      300 SH       DEFINED          15,18,21,22      300        0        0
*** XOMA LTD                  EQUITY   G9825R107       31     4100 SH       DEFINED             16,18,21     4100        0        0
*** XOMA LTD                  EQUITY   G9825R107      220    29304 SH       DEFINED             18,21,22     3700        0    25604
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105       92     1746 SH       DEFINED               -          1746        0        0
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105      168     3204 SH       DEFINED                  4,6     2804        0      400
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105    83766  1595544 SH       DEFINED                12,21  1595544        0        0
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105     4436    84494 SH       DEFINED          15,18,21,22    59697        0    24797
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105    32414   617406 SH       DEFINED             16,18,21   617406        0        0
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105    96073  1829961 SH       DEFINED             18,21,22  1255141        0   574820
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105     9347   178038 SH       DEFINED                   25        0   178038        0
*** MILLICOM INTL CELLULAR SA EQUITY   L6388F102     5091   169000 SH       DEFINED                12,21   169000        0        0
*** MILLICOM INTL CELLULAR SA EQUITY   L6388F102        3       85 SH       DEFINED          15,18,21,22        0        0       85
*** MILLICOM INTL CELLULAR SA EQUITY   L6388F102      171     5675 SH       DEFINED             18,21,22     4490        0     1185
*** SBS BROADCASTING SA       EQUITY   L8137F102    33934  1068800 SH       DEFINED                12,21  1068800        0        0
*** SBS BROADCASTING SA       EQUITY   L8137F102      106     3330 SH       DEFINED          15,18,21,22     2525        0      805
*** SBS BROADCASTING SA       EQUITY   L8137F102     4031   126953 SH       DEFINED             18,21,22    68304        0    58649
*** SBS BROADCASTING SA       EQUITY   L8137F102      445    14000 SH       DEFINED                   25        0    14000        0
*** STOLT COMEX SEAWAY SA     EQUITY   L8873E103      227    18000 SH       DEFINED                12,21    18000        0        0
*** STOLT COMEX SEAWAY SA     EQUITY   L8873E103       25     2000 SH       DEFINED             18,21,22     1500        0      500
*** STOLT NIELSEN SA ORD      EQUITY   L88742108      171    11240 SH       DEFINED             18,21,22    10340        0      900
*** CHECK POINT SOFTWARE TECH EQUITY   M22465104      985    14100 SH       DEFINED                12,21    14100        0        0
*** CHECK POINT SOFTWARE TECH EQUITY   M22465104     1908    27308 SH       DEFINED             18,21,22    12491        0    14817
*** CHECK POINT SOFTWARE TECH OPTION   M22465104    12927   185000 SH  CALL DEFINED             18,21,22   185000        0        0
*** CHECK POINT SOFTWARE TECH OPTION   M22465104    12927   185000 SH  PUT  DEFINED             18,21,22   185000        0        0
*** ELBIT MEDICAL IMAGING     EQUITY   M37605108      177    21015 SH       DEFINED             18,21,22     1015        0    20000
*** ESC MEDICAL SYSTEMS LTD   EQUITY   M40868107      186    33794 SH       DEFINED             18,21,22     5879        0    27915
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100       57     1067 SH       DEFINED                  4,6        0        0     1067
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100     1239    23000 SH       DEFINED                12,21    23000        0        0
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100       80     1487 SH       DEFINED             18,21,22      362        0     1125
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100       43      800 SH       DEFINED     3,13,14,27,30,31      800        0        0
*** GILAT SATELLITE NETWORKS  EQUITY   M51474100      321     6100 SH       DEFINED                12,21     6100        0        0
*** GILAT SATELLITE NETWORKS  EQUITY   M51474100      830    15800 SH       DEFINED             16,18,21    15800        0        0
*** GILAT SATELLITE NETWORKS  EQUITY   M51474100     8604   163680 SH       DEFINED             18,21,22   141476        0    22204
*** GILAT SATELLITE NETWORKS  OPTION   M51474100       11      200 SH  PUT  DEFINED             18,21,22        0        0      200
*** NOGA ELECTRO-MECHANICAL   EQUITY   M75135109       23    15000 SH       DEFINED             18,21,22    15000        0        0
*** ORBOTECH LTD              EQUITY   M75253100      186     3400 SH       DEFINED                12,21     3400        0        0
*** ORBOTECH LTD              EQUITY   M75253100     3452    63275 SH       DEFINED             18,21,22    12900        0    50375
*** ORCKIT COMMUNICATIONS LTD EQUITY   M7531S107     5298   176600 SH       DEFINED                12,21   176600        0        0
*** ORCKIT COMMUNICATIONS LTD EQUITY   M7531S107      156     5200 SH       DEFINED             18,21,22     3800        0     1400
*** ORCKIT COMMUNICATIONS LTD EQUITY   M7531S107     1513    50446 SH       DEFINED                21,32    50446        0        0
*** TARO PHARMACEUTICAL INDS  EQUITY   M8737E108      706    60422 SH       DEFINED             18,21,22        0        0    60422
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111    17036   283935 SH       DEFINED                  4,6    97030        0   186905
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      312     5200 SH       DEFINED                5,6,7        0        0     5200
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      204     3400 SH       DEFINED                  6,7        0        0     3400
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111     1662    27700 SH       DEFINED                12,21    27700        0        0
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      960    16000 SH       DEFINED             16,18,21    16000        0        0
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      241     4020 SH       DEFINED             18,21,22     3920        0      100
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      252     4200 SH       DEFINED     3,13,14,27,30,31     4200        0        0
*** CHICAGO BRIDGE&IRON CO-EU EQUITY   N19808109    12614   901011 SH       DEFINED               -        901011        0        0
*** CHICAGO BRIDGE&IRON CO-EU EQUITY   N19808109        6      401 SH       DEFINED             18,21,22      201        0      200
*** CORE LABORATORIES N V-USD EQUITY   N22717107      229    12000 SH       DEFINED                12,21    12000        0        0
*** CORE LABORATORIES N V-USD EQUITY   N22717107     4875   255749 SH       DEFINED             18,21,22     2070        0   253679
*** NEW HOLLAND N V           EQUITY   N62648105     2582   164600 SH       DEFINED   2,3,11,13,14,30,31        0   164600        0
*** NEW HOLLAND N V           EQUITY   N62648105       32     2050 SH       DEFINED          15,18,21,22     1000        0     1050
*** NEW HOLLAND N V           EQUITY   N62648105     1951   124347 SH       DEFINED             18,21,22    40096        0    84251
*** NEW HOLLAND N V           EQUITY   N62648105       14      900 SH       DEFINED     3,13,14,27,30,31      900        0        0
*** ORTHOFIX INTERNATIONAL NV EQUITY   N6748L102     1009    69000 SH       DEFINED   2,3,11,13,14,30,31        0    69000        0
*** ORTHOFIX INTERNATIONAL NV EQUITY   N6748L102       15     1000 SH       DEFINED             18,21,22        0        0     1000
*** TOOLEX INTL N V-EUR       EQUITY   N8715N103    22678  1796267 SH       DEFINED                  6,7  1796267        0        0
*** PANAMERICAN BEVERAGES INC EQUITY   P74823108       21     1080 SH       DEFINED               -          1080        0        0
*** PANAMERICAN BEVERAGES INC EQUITY   P74823108      317    16519 SH       DEFINED          15,18,21,22     4722        0    11797
*** PANAMERICAN BEVERAGES INC EQUITY   P74823108     2270   118283 SH       DEFINED             18,21,22    16356        0   101927
*** PANAMERICAN BEVERAGES INC EQUITY   P74823108      489    25500 SH       DEFINED            4,6,23,24    25500        0        0
*** STEINER LEISURE LTD       EQUITY   P8744Y102      693    23500 SH       DEFINED                12,21    23500        0        0
*** STEINER LEISURE LTD       EQUITY   P8744Y102       34     1150 SH       DEFINED             18,21,22     1150        0        0
*** SUN INTL HOTEL LTD ORD    EQUITY   P8797T133        3       90 SH       DEFINED               -            90        0        0
*** SUN INTL HOTEL LTD ORD    EQUITY   P8797T133     4497   121536 SH       DEFINED   2,3,11,13,14,30,31        0   121536        0
*** SUN INTL HOTEL LTD ORD    EQUITY   P8797T133     4829   130500 SH       DEFINED                12,21   130500        0        0
*** SUN INTL HOTEL LTD ORD    EQUITY   P8797T133       96     2590 SH       DEFINED          15,18,21,22     1400        0     1190
*** SUN INTL HOTEL LTD ORD    EQUITY   P8797T133     4321   116779 SH       DEFINED             18,21,22    92111        0    24668
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T103       30      670 SH       DEFINED               -           670        0        0
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T103    12908   283700 SH       DEFINED                12,21   283700        0        0
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T103     1304    28664 SH       DEFINED             18,21,22    15820        0    12843
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T111      105      750 SH       DEFINED               -           750        0        0
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T111      245     1745 SH       DEFINED          15,18,21,22      530        0     1215
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T111     4107    29298 SH       DEFINED             18,21,22    19350        0     9948
*** TEEKAY SHIPPING CORP USD  EQUITY   V89564104      222    13300 SH       DEFINED                12,21    13300        0        0
*** TEEKAY SHIPPING CORP USD  EQUITY   V89564104       40     2375 SH       DEFINED          15,18,21,22     2375        0        0
*** TEEKAY SHIPPING CORP USD  EQUITY   V89564104      956    57291 SH       DEFINED             18,21,22    23806        0    33485
*** CREATIVE TECH LTD ORD     EQUITY   Y1775U107     2046   197200 SH       DEFINED                  4,6    11200   186000        0
*** CREATIVE TECH LTD ORD     EQUITY   Y1775U107       15     1400 SH       DEFINED                  6,7        0        0     1400
*** CREATIVE TECH LTD ORD     EQUITY   Y1775U107       83     8000 SH       DEFINED                12,21     8000        0        0
*** CREATIVE TECH LTD ORD     EQUITY   Y1775U107     1349   130050 SH       DEFINED                18,21   130050        0        0
*** CREATIVE TECH LTD ORD     EQUITY   Y1775U107      584    56327 SH       DEFINED             18,21,22     5327        0    51000
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102      102     2200 SH       DEFINED                12,21     2200        0        0
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102       51     1094 SH       DEFINED          15,18,21,22      248        0      846
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102     3010    64643 SH       DEFINED             18,21,22    39004        0    25639
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102       11      240 SH       DEFINED     3,13,14,27,30,31      240        0        0
*** PACIFIC INTERNET LTD      EQUITY   Y66183107      428    12000 SH       DEFINED                12,21    12000        0        0
*** PACIFIC INTERNET LTD      EQUITY   Y66183107      752    21100 SH       DEFINED             16,18,21    21100        0        0
*** PACIFIC INTERNET LTD      EQUITY   Y66183107       47     1315 SH       DEFINED             18,21,22      315        0     1000
AAON INC NEW                  EQUITY   000360206      297    21630 SH       DEFINED             18,21,22      630        0    21000
AAR CORP                      EQUITY   000361105     1638    78000 SH       DEFINED   2,3,11,13,14,30,31        0    78000        0
AAR CORP                      EQUITY   000361105       28     1350 SH       DEFINED                  4,6        0        0     1350
AAR CORP                      EQUITY   000361105      489    23298 SH       DEFINED                12,21    23298        0        0
AAR CORP                      EQUITY   000361105      161     7685 SH       DEFINED          15,18,21,22     6365        0     1320
AAR CORP                      EQUITY   000361105     3592   171026 SH       DEFINED             18,21,22   132543        0    38483
AAR CORP                      OPTION   000361105       11      500 SH  CALL DEFINED             18,21,22        0        0      500
AAR CORP                      EQUITY   000361105      401    19100 SH       DEFINED                   25        0    19100        0
ACTV INC                      EQUITY   00088E104     1735   132800 SH       DEFINED                12,21   132800        0        0
ACTV INC                      EQUITY   00088E104       32     2450 SH       DEFINED             18,21,22      500        0     1950
A CONSULTING TEAM INC         EQUITY   000881102       38     4110 SH       DEFINED          15,18,21,22     2610        0     1500
A CONSULTING TEAM INC         EQUITY   000881102       99    10725 SH       DEFINED             18,21,22     3750        0     6975
ADC TELECOMMUNICATIONS INC    EQUITY   000886101        2       55 SH       DEFINED               -            55        0        0
ADC TELECOMMUNICATIONS INC    EQUITY   000886101      875    20300 SH       DEFINED                  4,6    18000        0     2300
ADC TELECOMMUNICATIONS INC    EQUITY   000886101    21226   492202 SH       DEFINED                12,21   492202        0        0
ADC TELECOMMUNICATIONS INC    EQUITY   000886101      335     7766 SH       DEFINED          15,18,21,22     2894        0     4872
ADC TELECOMMUNICATIONS INC    EQUITY   000886101    14141   327900 SH       DEFINED             16,18,21   327900        0        0
ADC TELECOMMUNICATIONS INC    EQUITY   000886101     5678   131654 SH       DEFINED             18,21,22    87566        0    44088
ADC TELECOMMUNICATIONS INC    EQUITY   000886101      323     7500 SH       DEFINED     3,13,14,27,30,31     7500        0        0
ADC TELECOMMUNICATIONS INC    EQUITY   000886101      694    16100 SH       DEFINED                21,32    16100        0        0
ADE CORP MA                   EQUITY   00089C107      676    54925 SH       DEFINED             18,21,22    15775        0    39150
*** ABN AMRO HLDG NV SPONSORE EQUITY   000937102        4      175 SH       DEFINED               -           175        0        0
*** ABN AMRO HLDG NV SPONSORE EQUITY   000937102     2780   126374 SH       DEFINED          15,18,21,22    78296        0    48078
*** ABN AMRO HLDG NV SPONSORE EQUITY   000937102    75331  3424143 SH       DEFINED             18,21,22  2425874        0   998269
AFC CABLE SYS                 EQUITY   000950105     2059    52975 SH       DEFINED                12,21    52975        0        0
AFC CABLE SYS                 EQUITY   000950105        3       80 SH       DEFINED          15,18,21,22       80        0        0
AFC CABLE SYS                 EQUITY   000950105      446    11469 SH       DEFINED             18,21,22     5208        0     6261
AFC CABLE SYS                 EQUITY   000950105      272     7000 SH       DEFINED                   25        0     7000        0
AFC CABLE SYS                 EQUITY   000950105     1162    29900 SH       DEFINED                21,32    29900        0        0
ABM INDUSTRIES INC            EQUITY   000957100      219     7650 SH       DEFINED               -          7650        0        0
ABM INDUSTRIES INC            EQUITY   000957100      470    16468 SH       DEFINED                12,21    16468        0        0
ABM INDUSTRIES INC            EQUITY   000957100     1280    44825 SH       DEFINED          15,18,21,22    25295        0    19530
ABM INDUSTRIES INC            EQUITY   000957100    28451   996093 SH       DEFINED             18,21,22   527756        0   468336
ABM INDUSTRIES INC            EQUITY   000957100     1488    52100 SH       DEFINED                   25        0    52100        0
ACT NETWORKS INC              EQUITY   000975102       72     4800 SH       DEFINED                12,21     4800        0        0
ACT NETWORKS INC              EQUITY   000975102      121     8015 SH       DEFINED             18,21,22        0        0     8015
ACT NETWORKS INC              EQUITY   000975102       11      700 SH       DEFINED     3,13,14,27,30,31      700        0        0
AEP INDUSTRIES INC            EQUITY   001031103      818    22100 SH       DEFINED                12,21    22100        0        0
AFLAC INC                     EQUITY   001055102      162     3420 SH       DEFINED               -          3420        0        0
AFLAC INC                     EQUITY   001055102     1074    22720 SH       DEFINED                  4,6    13000        0     9720
AFLAC INC                     EQUITY   001055102    12203   258257 SH       DEFINED                12,21   258257        0        0
AFLAC INC                     EQUITY   001055102    15249   322723 SH       DEFINED          15,18,21,22   134777        0   187946
AFLAC INC                     OPTION   001055102        5      100 SH  CALL DEFINED          15,18,21,22        0        0      100
AFLAC INC                     EQUITY   001055102   216840  4589207 SH       DEFINED             18,21,22  2826566        0  1762641
AFLAC INC                     EQUITY   001055102     5694   120500 SH       DEFINED                   25        0   120500        0
AFLAC INC                     EQUITY   001055102      583    12343 SH       DEFINED                21,32    12343        0        0
AGCO CORP                     EQUITY   001084102      248    28575 SH       DEFINED                12,21    28575        0        0
AGCO CORP                     EQUITY   001084102      102    11747 SH       DEFINED          15,18,21,22     2972        0     8775
AGCO CORP                     EQUITY   001084102     1957   225275 SH       DEFINED             18,21,22   111560        0   113715
AGCO CORP                     OPTION   001084102      104    12000 SH  PUT  DEFINED             18,21,22        0        0    12000
AGL RESOURCES INC             EQUITY   001204106       64     3400 SH       DEFINED               -          3400        0        0
AGL RESOURCES INC             EQUITY   001204106      905    48088 SH       DEFINED                12,21    48088        0        0
AGL RESOURCES INC             EQUITY   001204106      186     9876 SH       DEFINED          15,18,21,22      400        0     9476
AGL RESOURCES INC             EQUITY   001204106     2775   147518 SH       DEFINED             18,21,22    89712        0    57805
AHL SERVICES INC              EQUITY   001296102       13      505 SH       DEFINED                  4,6        0        0      505
AHL SERVICES INC              EQUITY   001296102      214     8400 SH       DEFINED                12,21     8400        0        0
AHL SERVICES INC              EQUITY   001296102      269    10563 SH       DEFINED          15,18,21,22     9463        0     1100
AHL SERVICES INC              EQUITY   001296102       77     3031 SH       DEFINED             18,21,22     1529        0     1502
AES CORP JR SUB DEB CONV      CORPBOND 00130HAN5      257   200000 PRN      DEFINED                12,21   200000        0        0
AES CORP JR SUB DEB CONV      CORPBOND 00130HAN5       89    69000 PRN      DEFINED          15,18,21,22    10000        0    59000
AES CORP JR SUB DEB CONV      CORPBOND 00130HAN5     3015  2346000 PRN      DEFINED             18,21,22  1582000        0   764000
AES CORP                      EQUITY   00130H105       35      580 SH       DEFINED               -           580        0        0
AES CORP                      EQUITY   00130H105      429     7180 SH       DEFINED                  4,6     4730        0     2450
AES CORP                      EQUITY   00130H105    96248  1610838 SH       DEFINED                12,21  1610838        0        0
AES CORP                      EQUITY   00130H105     1222    20454 SH       DEFINED          15,18,21,22    11097        0     9357
AES CORP                      EQUITY   00130H105    50410   843677 SH       DEFINED             18,21,22   514788        0   328888
AES CORP                      OPTION   00130H105     8365   140000 SH  CALL DEFINED             18,21,22   140000        0        0
AES CORP                      OPTION   00130H105     8365   140000 SH  PUT  DEFINED             18,21,22   140000        0        0
AES CORP                      EQUITY   00130H105      502     8400 SH       DEFINED                   25        0     8400        0
AES CORP                      EQUITY   00130H105     1255    21000 SH       DEFINED     3,13,14,27,30,31    21000        0        0
AES CORP                      EQUITY   00130H105      525     8780 SH       DEFINED                21,32     8780        0        0
AIM EASTERN EUROPE FUND       EQUITY   00141J108      438    53460 SH       DEFINED             18,21,22    30580        0    22880
AK STEEL HOLDING CORP         EQUITY   001547108       27     1208 SH       DEFINED               -          1208        0        0
AK STEEL HOLDING CORP         EQUITY   001547108     3760   167558 SH       DEFINED                12,21   167558        0        0
AK STEEL HOLDING CORP         EQUITY   001547108      129     5744 SH       DEFINED          15,18,21,22     3116        0     2628
AK STEEL HOLDING CORP         EQUITY   001547108     2958   131839 SH       DEFINED             18,21,22    96253        0    35586
AK STEEL HOLDING CORP         EQUITY   001547108     3474   154842 SH       DEFINED                21,32   154842        0        0
AMBI INC                      EQUITY   00163N102      116    34000 SH       DEFINED             18,21,22        0        0    34000
AMB PROPERTY CORP             EQUITY   00163T109      724    32450 SH       DEFINED                12,21    32450        0        0
AMB PROPERTY CORP             EQUITY   00163T109     1089    48792 SH       DEFINED             18,21,22    22017        0    26775
AMB PROPERTY CORP             OPTION   00163T109       16      700 SH  PUT  DEFINED             18,21,22        0        0      700
AMC ENTERTAINMENT INC         EQUITY   001669100      254    14624 SH       DEFINED                12,21    14624        0        0
AMC ENTERTAINMENT INC         EQUITY   001669100     3649   210001 SH       DEFINED             18,21,22   182027        0    27974
AML COMMUNICATIONS INC        EQUITY   001733104       20    15200 SH       DEFINED             18,21,22        0        0    15200
AMLI RESIDENTIAL PROPERTIES   EQUITY   001735109      271    12510 SH       DEFINED                12,21    12510        0        0
AMLI RESIDENTIAL PROPERTIES   EQUITY   001735109       84     3897 SH       DEFINED             18,21,22     2047        0     1850
AMR CORP                      EQUITY   001765106       95     1445 SH       DEFINED               -          1445        0        0
AMR CORP                      EQUITY   001765106     5556    84100 SH       DEFINED   2,3,11,13,14,30,31        0    84100        0
AMR CORP                      EQUITY   001765106    58887   891371 SH       DEFINED                12,21   891371        0        0
AMR CORP                      EQUITY   001765106     5186    78501 SH       DEFINED          15,18,21,22    51837        0    26664
AMR CORP                      EQUITY   001765106     4347    65800 SH       DEFINED             16,18,21    65800        0        0
AMR CORP                      EQUITY   001765106   130029  1968252 SH       DEFINED             18,21,22  1336078        0   632174
AMR CORP                      OPTION   001765106       20      300 SH  PUT  DEFINED             18,21,22        0        0      300
AMR CORP                      EQUITY   001765106     7016   106204 SH       DEFINED                   25        0   106204        0
AMR CORP                      EQUITY   001765106      163     2474 SH       DEFINED     3,13,14,27,30,31     2474        0        0
AMR CORP                      EQUITY   001765106      553     8373 SH       DEFINED                21,32     8373        0        0
APAC CUSTOMER SERVICES INC    EQUITY   00185E106       60    19600 SH       DEFINED                12,21    19600        0        0
APAC CUSTOMER SERVICES INC    EQUITY   00185E106       10     3147 SH       DEFINED             18,21,22     3109        0       38
*** ATI TECHNOLOGIES INC -CAD EQUITY   001941103     4313   318000 SH       DEFINED                  4,6   318000        0        0
*** ATI TECHNOLOGIES INC -CAD EQUITY   001941103       31     2300 SH       DEFINED             18,21,22        0        0     2300
ARM FINANCIAL GROUP CLASS A   EQUITY   001944107      100    23600 SH       DEFINED                12,21    23600        0        0
ARM FINANCIAL GROUP CLASS A   EQUITY   001944107      245    57635 SH       DEFINED             18,21,22    32635        0    25000
AT&T CORP                     EQUITY   001957109     8246   160122 SH       DEFINED               -        160122        0        0
AT&T CORP                     EQUITY   001957109    12607   244800 SH       DEFINED   2,3,11,13,14,30,31        0   244800        0
AT&T CORP                     EQUITY   001957109    88897  1726149 SH       DEFINED                  4,6   673755   368766   683628
AT&T CORP                     EQUITY   001957109      438     8500 SH       DEFINED                5,6,7        0        0     8500
AT&T CORP                     EQUITY   001957109      519    10077 SH       DEFINED                  6,7        0        0    10077
AT&T CORP                     EQUITY   001957109   437083  8487048 SH       DEFINED                12,21  8487048        0        0
AT&T CORP                     EQUITY   001957109    12860   249716 SH       DEFINED          15,18,21,22   122495        0   127220
AT&T CORP                     EQUITY   001957109    16375   317962 SH       DEFINED             16,18,21   317962        0        0
AT&T CORP                     EQUITY   001957109   860383 16706459 SH       DEFINED             18,21,22  7442242        0  9264216
AT&T CORP                     OPTION   001957109     3579    69500 SH  CALL DEFINED             18,21,22    67500        0     2000
AT&T CORP                     OPTION   001957109    24681   479250 SH  PUT  DEFINED             18,21,22   475000        0     4250
AT&T CORP                     EQUITY   001957109     6237   121109 SH       DEFINED                   25        0   121109        0
AT&T CORP                     EQUITY   001957109     4903    95195 SH       DEFINED     3,13,14,27,30,31    95195        0        0
AT&T CORP                     EQUITY   001957109     9229   179206 SH       DEFINED                21,32   179206        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208      342     9396 SH       DEFINED               -          9396        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208     5153   141424 SH       DEFINED                  4,6     2924        0   138500
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208   175297  4810818 SH       DEFINED                12,21  4810818        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208     8542   234419 SH       DEFINED          15,18,21,22   182988        0    51431
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208    50320  1380984 SH       DEFINED             16,18,21  1380984        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208   174002  4775297 SH       DEFINED             18,21,22  2956816        0  1818481
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208     4781   131200 SH       DEFINED     3,13,14,27,30,31   131200        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208      224     6142 SH       DEFINED                21,32     6142        0        0
*** APT SATELLITE HOLDINGS    EQUITY   00203R105       63    12250 SH       DEFINED             18,21,22     4000        0     8250
ARV ASSISRED LIVING CV S/D    CORPBOND 00204CAA5     1061  3215000 PRN      DEFINED             18,21,22  3215000        0        0
*** ASA LTD                   EQUITY   002050102        3      200 SH       DEFINED               -           200        0        0
*** ASA LTD                   EQUITY   002050102      699    44368 SH       DEFINED             18,21,22    29821        0    14547
ATG INC                       EQUITY   00206P106       67    10500 SH       DEFINED             18,21,22        0        0    10500
*** AT&T CANADA INC           EQUITY   00207Q202     2400    37505 SH       DEFINED             18,21,22    12195        0    25310
ATMI INC                      EQUITY   00207R101     2821    91000 SH       DEFINED                12,21    91000        0        0
ATMI INC                      EQUITY   00207R101        9      300 SH       DEFINED             18,21,22      200        0      100
ATMI INC                      EQUITY   00207R101       12      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
ATS MEDICAL INC               EQUITY   002083103      130    13100 SH       DEFINED             18,21,22     2500        0    10600
AVT CORPORATION               EQUITY   002420107     9978   325800 SH       DEFINED                12,21   325800        0        0
AVT CORPORATION               EQUITY   002420107     2909    95000 SH       DEFINED             16,18,21    95000        0        0
AVT CORPORATION               EQUITY   002420107       44     1433 SH       DEFINED             18,21,22     1433        0        0
AVT CORPORATION               EQUITY   002420107     1597    52146 SH       DEFINED                21,32    52146        0        0
AVX CORPORATION NEW           EQUITY   002444107       11      350 SH       DEFINED               -           350        0        0
AVX CORPORATION NEW           EQUITY   002444107       40     1299 SH       DEFINED                12,21     1299        0        0
AVX CORPORATION NEW           EQUITY   002444107      498    16127 SH       DEFINED          15,18,21,22    11192        0     4935
AVX CORPORATION NEW           EQUITY   002444107    15222   493027 SH       DEFINED             18,21,22   356409        0   136618
AAMES FINL CORP               EQUITY   00253A101       18    10606 SH       DEFINED                12,21    10606        0        0
AAMES FINL CORP               EQUITY   00253A101       71    41958 SH       DEFINED             18,21,22     6744        0    35214
AARON RENTS INC               EQUITY   002535201      400    19855 SH       DEFINED                12,21    19855        0        0
AARON RENTS INC               EQUITY   002535201     4841   240535 SH       DEFINED          15,18,21,22        0        0   240535
AARON RENTS INC               EQUITY   002535201       54     2701 SH       DEFINED             18,21,22        1        0     2700
AARON RENTS INC               EQUITY   002535201      618    30700 SH       DEFINED                   25        0    30700        0
AAVID THERMAL TECHNOLOGIES IN EQUITY   002539104     2886   145200 SH       DEFINED                12,21   145200        0        0
AAVID THERMAL TECHNOLOGIES IN EQUITY   002539104       40     2000 SH       DEFINED             18,21,22     2000        0        0
AAVID THERMAL TECHNOLOGIES IN EQUITY   002539104       93     4700 SH       DEFINED                   25        0     4700        0
AAVID THERMAL TECHNOLOGIES IN EQUITY   002539104     1127    56700 SH       DEFINED                21,32    56700        0        0
ABACUS DIRECT CORP            EQUITY   002553105     1985    25210 SH       DEFINED                  4,6     3900        0    21310
ABACUS DIRECT CORP            EQUITY   002553105    10890   138291 SH       DEFINED                12,21   138291        0        0
ABACUS DIRECT CORP            EQUITY   002553105      288     3657 SH       DEFINED          15,18,21,22     2700        0      957
ABACUS DIRECT CORP            EQUITY   002553105     2520    32000 SH       DEFINED             16,18,21    32000        0        0
ABACUS DIRECT CORP            EQUITY   002553105     5694    72299 SH       DEFINED             18,21,22    54260        0    18039
ABACUS DIRECT CORP            EQUITY   002553105     1079    13700 SH       DEFINED                   25        0    13700        0
ABACUS DIRECT CORP            EQUITY   002553105       16      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
ABACUS DIRECT CORP            EQUITY   002553105     4046    51373 SH       DEFINED                21,32    51373        0        0
*** ABB AB SPONS ADR          EQUITY   00256Q103      901    66770 SH       DEFINED               -         66770        0        0
*** ABB AB SPONS ADR          EQUITY   00256Q103     7346   544160 SH       DEFINED                  4,6    17860        0   526300
*** ABB AB SPONS ADR          EQUITY   00256Q103       41     3000 SH       DEFINED                5,6,7        0        0     3000
*** ABB AB SPONS ADR          EQUITY   00256Q103       73     5415 SH       DEFINED          15,18,21,22     1325        0     4090
*** ABB AB SPONS ADR          EQUITY   00256Q103     5635   417400 SH       DEFINED             18,21,22   189405        0   227995
*** ABB AB SPONS ADR          EQUITY   00256Q103     1047    77530 SH       DEFINED                   25        0    77530        0
*** ABB AB SPONS ADR          EQUITY   00256Q103      459    34000 SH       DEFINED     3,13,14,27,30,31    34000        0        0
ABBOTT LABORATORIES           EQUITY   002824100     4031    93069 SH       DEFINED               -         93069        0        0
ABBOTT LABORATORIES           EQUITY   002824100    48387  1117145 SH       DEFINED                  4,6   584708   208522   323915
ABBOTT LABORATORIES           EQUITY   002824100     2647    61105 SH       DEFINED                5,6,7        0        0    61105
ABBOTT LABORATORIES           EQUITY   002824100      884    20402 SH       DEFINED                  6,7    19000        0     1402
ABBOTT LABORATORIES           EQUITY   002824100   177425  4096346 SH       DEFINED                12,21  4096346        0        0
ABBOTT LABORATORIES           EQUITY   002824100    33688   777770 SH       DEFINED          15,18,21,22   446156        0   331614
ABBOTT LABORATORIES           OPTION   002824100       43     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
ABBOTT LABORATORIES           EQUITY   002824100    40405   932872 SH       DEFINED             16,18,21   932872        0        0
ABBOTT LABORATORIES           EQUITY   002824100   581069 13415575 SH       DEFINED             18,21,22  6141031        0  7274543
ABBOTT LABORATORIES           EQUITY   002824100     4080    94202 SH       DEFINED                   25        0    94202        0
ABBOTT LABORATORIES           EQUITY   002824100     1405    32446 SH       DEFINED     3,13,14,27,30,31    32446        0        0
ABBOTT LABORATORIES           EQUITY   002824100     3546    81874 SH       DEFINED                21,32    81874        0        0
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207       71     1700 SH       DEFINED               -          1700        0        0
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207     1262    30054 SH       DEFINED                  4,6    10934        0    19120
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207    33985   809162 SH       DEFINED                12,21   809162        0        0
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207     3038    72336 SH       DEFINED          15,18,21,22    17537        0    54799
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207     8820   210000 SH       DEFINED             16,18,21   210000        0        0
ABERCROMBIE & FITCH CO CLASS  OPTION   002896207       21      500 SH  CALL DEFINED             18,21,22        0        0      500
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207    64880  1544773 SH       DEFINED             18,21,22   665405        0   879368
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207      269     6400 SH       DEFINED     3,13,14,27,30,31     6400        0        0
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207     3863    91976 SH       DEFINED                21,32    91976        0        0
*** ABBEY NATL PLC NOM CUM PF EQUITY   002920205      495    19613 SH       DEFINED             18,21,22    10869        0     8744
*** ABBEY NATL PLC NOM CUM PF EQUITY   002920205     8504   336800 SH       DEFINED        3,13,28,29,31   336800        0        0
*** ABBEY NATL PLC NOM CUM PF EQUITY   002920205    20546   813700 SH       DEFINED           3,13,30,31   813700        0        0
ABGENIX INC                   EQUITY   00339B107     1169    50000 SH       DEFINED                12,21    50000        0        0
ABLE TELCOM HLDG CORP NEW     EQUITY   003712304      938   106450 SH       DEFINED             18,21,22    54545        0    51905
ABOUT.COM INC                 EQUITY   003736105      214     8010 SH       DEFINED                  4,6     1710        0     6300
ABOUT.COM INC                 EQUITY   003736105       91     3401 SH       DEFINED             18,21,22        0        0     3401
ABOVENET COMMUNICATIONS INC   EQUITY   003743101      979    30700 SH       DEFINED                12,21    30700        0        0
ABOVENET COMMUNICATIONS INC   EQUITY   003743101      171     5365 SH       DEFINED             18,21,22     2135        0     3230
*** ABITIBI CONSOLIDATED INC  EQUITY   003924107     1744   148400 SH       DEFINED                12,21   148400        0        0
*** ABITIBI CONSOLIDATED INC  EQUITY   003924107      448    38121 SH       DEFINED             18,21,22     1570        0    36551
ACADIA RLTY TR                EQUITY   004239109      272    53000 SH       DEFINED             18,21,22     7000        0    46000
ACCEPTANCE INSURANCE CO INC   EQUITY   004308102     1359    89100 SH       DEFINED                  4,6        0    89100        0
ACCEPTANCE INSURANCE CO INC   EQUITY   004308102      173    11370 SH       DEFINED                12,21    11370        0        0
ACCEPTANCE INSURANCE CO INC   EQUITY   004308102       75     4899 SH       DEFINED             18,21,22      124        0     4775
ACCLAIM ENTMT INC NEW         EQUITY   004325205       34     5000 SH       DEFINED                  4,6        0     5000        0
ACCLAIM ENTMT INC NEW         EQUITY   004325205      303    44000 SH       DEFINED                12,21    44000        0        0
ACCLAIM ENTMT INC NEW         EQUITY   004325205      206    30000 SH       DEFINED             16,18,21    30000        0        0
ACCLAIM ENTMT INC NEW         EQUITY   004325205      313    45464 SH       DEFINED             18,21,22    21473        0    23991
ACE CASH EXPRESS INC          EQUITY   004403101      349    23178 SH       DEFINED             18,21,22        0        0    23178
ACKERLEY GROUP INC            EQUITY   004527107      217    13800 SH       DEFINED                12,21    13800        0        0
ACKERLEY GROUP INC            EQUITY   004527107       33     2100 SH       DEFINED             18,21,22        0        0     2100
ACNIELSEN CORP                EQUITY   004833109        6      216 SH       DEFINED                  4,6      216        0        0
ACNIELSEN CORP                EQUITY   004833109     3881   134125 SH       DEFINED                12,21   134125        0        0
ACNIELSEN CORP                EQUITY   004833109       22      766 SH       DEFINED          15,18,21,22      408        0      358
ACNIELSEN CORP                EQUITY   004833109       19      666 SH       DEFINED             16,18,21      666        0        0
ACNIELSEN CORP                EQUITY   004833109     2396    82812 SH       DEFINED             18,21,22    46541        0    36271
ACNIELSEN CORP                EQUITY   004833109     1015    35066 SH       DEFINED                21,32    35066        0        0
ACTIVISION INC NEW            EQUITY   004930202     1122    79800 SH       DEFINED                12,21    79800        0        0
ACTIVISION INC NEW            EQUITY   004930202        1       91 SH       DEFINED             18,21,22        6        0       85
ACTIVISION INC NEW            EQUITY   004930202      114     8100 SH       DEFINED                   25        0     8100        0
ACTION PERFORMANCE COS INC CV CORPBOND 004933AB3        9    10000 PRN      DEFINED                12,21    10000        0        0
ACTION PERFORMANCE COS INC CV CORPBOND 004933AB3     1530  1650000 PRN      DEFINED             18,21,22  1650000        0        0
ACTION PERFORMANCE COS INC    EQUITY   004933107     7009   205397 SH       DEFINED                12,21   205397        0        0
ACTION PERFORMANCE COS INC    EQUITY   004933107       45     1307 SH       DEFINED          15,18,21,22      538        0      769
ACTION PERFORMANCE COS INC    EQUITY   004933107     7977   233763 SH       DEFINED             18,21,22    25508        0   208255
ACTION PERFORMANCE COS INC    OPTION   004933107       51     1500 SH  CALL DEFINED             18,21,22     1500        0        0
ACTION PERFORMANCE COS INC    EQUITY   004933107      297     8700 SH       DEFINED                   25        0     8700        0
ACTION PERFORMANCE COS INC    EQUITY   004933107     4771   139814 SH       DEFINED                21,32   139814        0        0
ACTEL CORP                    EQUITY   004934105     8915   589400 SH       DEFINED                12,21   589400        0        0
ACTEL CORP                    EQUITY   004934105       90     5955 SH       DEFINED          15,18,21,22     5235        0      720
ACTEL CORP                    EQUITY   004934105     1458    96415 SH       DEFINED             18,21,22    56971        0    39444
ACTIVE VOICE CORP             EQUITY   004938106        4      300 SH       DEFINED          15,18,21,22      225        0       75
ACTIVE VOICE CORP             EQUITY   004938106      278    19875 SH       DEFINED             18,21,22    14575        0     5300
ACRODYNE COMMUNICATIONS INC   EQUITY   00500E104       75    28000 SH       DEFINED             18,21,22        0        0    28000
ACTUATE CORPORATION           EQUITY   00508B102      195     5900 SH       DEFINED                12,21     5900        0        0
ACTUATE CORPORATION           EQUITY   00508B102      323     9800 SH       DEFINED             18,21,22        0        0     9800
ACUSON CORP                   EQUITY   005113105      333    19300 SH       DEFINED                12,21    19300        0        0
ACUSON CORP                   EQUITY   005113105      276    16020 SH       DEFINED             18,21,22      100        0    15920
ACX TECHNOLOGIES INC          EQUITY   005123104       16     1332 SH       DEFINED                  4,6        0        0     1332
ACX TECHNOLOGIES INC          EQUITY   005123104      124    10400 SH       DEFINED                12,21    10400        0        0
ACX TECHNOLOGIES INC          EQUITY   005123104        1      100 SH       DEFINED          15,18,21,22        0        0      100
ACX TECHNOLOGIES INC          EQUITY   005123104       42     3524 SH       DEFINED             18,21,22      392        0     3132
ACX TECHNOLOGIES INC          EQUITY   005123104       99     8300 SH       DEFINED                   25        0     8300        0
ACXIOM CORP                   EQUITY   005125109       35     1325 SH       DEFINED               -          1325        0        0
ACXIOM CORP                   EQUITY   005125109      885    33381 SH       DEFINED                12,21    33381        0        0
ACXIOM CORP                   EQUITY   005125109      374    14095 SH       DEFINED          15,18,21,22     8280        0     5815
ACXIOM CORP                   EQUITY   005125109    10789   407142 SH       DEFINED             18,21,22   277767        0   129375
ADAC LABORATORIES NEW         EQUITY   005313200      110    16400 SH       DEFINED                12,21    16400        0        0
ADAC LABORATORIES NEW         EQUITY   005313200      175    25945 SH       DEFINED             18,21,22    11765        0    14180
ADAMS EXPRESS CO MARYLAND     EQUITY   006212104      189     6600 SH       DEFINED                  4,6        0     6600        0
ADAMS EXPRESS CO MARYLAND     EQUITY   006212104      414    14482 SH       DEFINED             18,21,22     3758        0    10723
ADAPTIVE BROADBAND CORP CV SU CORPBOND 00650MAA2      145   150000 PRN      DEFINED                12,21   150000        0        0
ADAPTIVE BROADBAND CORP CV SU CORPBOND 00650MAA2      109   113000 PRN      DEFINED             18,21,22    30000        0    83000
ADAPTIVE BROADBAND CORP       EQUITY   00650M104      321    13780 SH       DEFINED               -         13780        0        0
ADAPTIVE BROADBAND CORP       EQUITY   00650M104    26065  1118030 SH       DEFINED                12,21  1118030        0        0
ADAPTIVE BROADBAND CORP       EQUITY   00650M104      216     9270 SH       DEFINED          15,18,21,22     3025        0     6245
ADAPTIVE BROADBAND CORP       EQUITY   00650M104      933    40000 SH       DEFINED             16,18,21    40000        0        0
ADAPTIVE BROADBAND CORP       EQUITY   00650M104    16201   694942 SH       DEFINED             18,21,22   271956        0   422986
ADAPTEC INC CV SUB NOTES-     CORPBOND 00651FAC2      196   200000 PRN      DEFINED                12,21   200000        0        0
ADAPTEC INC CV SUB NOTES-     CORPBOND 00651FAC2     5733  5850000 PRN      DEFINED             16,18,21  5850000        0        0
ADAPTEC INC                   EQUITY   00651F108       48     1240 SH       DEFINED               -          1240        0        0
ADAPTEC INC                   EQUITY   00651F108       21      530 SH       DEFINED                  4,6        0        0      530
ADAPTEC INC                   EQUITY   00651F108     6063   155697 SH       DEFINED                12,21   155697        0        0
ADAPTEC INC                   EQUITY   00651F108      177     4556 SH       DEFINED          15,18,21,22     2761        0     1795
ADAPTEC INC                   EQUITY   00651F108    11424   293389 SH       DEFINED             18,21,22   195620        0    97769
ADAPTEC INC                   EQUITY   00651F108      666    17100 SH       DEFINED                   25        0    17100        0
ADAPTEC INC                   EQUITY   00651F108     1234    31700 SH       DEFINED     3,13,14,27,30,31    31700        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105     2500    42200 SH       DEFINED   2,3,11,13,14,30,31        0    42200        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105     3518    59376 SH       DEFINED                12,21    59376        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105        6       95 SH       DEFINED          15,18,21,22        0        0       95
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105     2084    35171 SH       DEFINED             18,21,22    22990        0    12181
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105     2433    41059 SH       DEFINED                21,32    41059        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105     5735    96800 SH       DEFINED        3,13,30,31,33        0        0    96800
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848402       64      350 SH       DEFINED               -           350        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848402      156      855 SH       DEFINED          15,18,21,22      250        0      605
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848402     1464     8000 SH       DEFINED             16,18,21     8000        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848402     7786    42545 SH       DEFINED             18,21,22    37360        0     5185
ADFORCE INC                   EQUITY   006867105      121     5414 SH       DEFINED          15,18,21,22     3964        0     1450
ADFORCE INC                   EQUITY   006867105     2288   102254 SH       DEFINED             18,21,22    85600        0    16654
*** ADMIN DE FONDOS DE PENSIO EQUITY   00709P108       27     1300 SH       DEFINED                  4,6        0        0     1300
*** ADMIN DE FONDOS DE PENSIO EQUITY   00709P108      206    10000 SH       DEFINED             18,21,22    10000        0        0
ADMINISTAFF INC               EQUITY   007094105      169    10700 SH       DEFINED                12,21    10700        0        0
ADMINISTAFF INC               EQUITY   007094105        2      100 SH       DEFINED             18,21,22        0        0      100
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101       12      145 SH       DEFINED               -           145        0        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101     2723    31900 SH       DEFINED                  4,6     2100     1500    28300
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101   121893  1427741 SH       DEFINED                12,21  1427741        0        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101      787     9216 SH       DEFINED          15,18,21,22     4929        0     4287
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101    56447   661161 SH       DEFINED             18,21,22   238422        0   422738
ADOBE SYSTEMS INC  (DE)       OPTION   00724F101       85     1000 SH  CALL DEFINED             18,21,22        0        0     1000
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101      154     1800 SH       DEFINED                   25        0     1800        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101       17      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101     1410    16515 SH       DEFINED                21,32    16515        0        0
ADTRAN INC                    EQUITY   00738A106      757    19500 SH       DEFINED                12,21    19500        0        0
ADTRAN INC                    EQUITY   00738A106      478    12304 SH       DEFINED          15,18,21,22     5017        0     7287
ADTRAN INC                    EQUITY   00738A106     1778    45811 SH       DEFINED             18,21,22    19556        0    26255
ADVANCE PARADIGM INC          EQUITY   007491103     4793    69900 SH       DEFINED                12,21    69900        0        0
ADVANCE PARADIGM INC          EQUITY   007491103      119     1735 SH       DEFINED          15,18,21,22     1232        0      503
ADVANCE PARADIGM INC          EQUITY   007491103     2284    33313 SH       DEFINED             18,21,22    28501        0     4812
ADVANCED DIGITAL INFOR CORP   EQUITY   007525108      114     2700 SH       DEFINED                12,21     2700        0        0
ADVANCED DIGITAL INFOR CORP   EQUITY   007525108       96     2289 SH       DEFINED             18,21,22      529        0     1760
ADVANCED FIBRE COMMUNICATIONS EQUITY   00754A105      421    25544 SH       DEFINED                12,21    25544        0        0
ADVANCED FIBRE COMMUNICATIONS EQUITY   00754A105     1720   104223 SH       DEFINED          15,18,21,22    46311        0    57912
ADVANCED FIBRE COMMUNICATIONS EQUITY   00754A105     2578   156247 SH       DEFINED             18,21,22    42173        0   114074
ADVANCE MEDICAL INC CONV REG  CORPBOND 00754CAA9      266   360000 PRN      DEFINED             18,21,22    20000        0   340000
ADVANCED POLYMER SYS INC      EQUITY   00754G102      137    23400 SH       DEFINED               -         23400        0        0
ADVANCED POLYMER SYS INC      EQUITY   00754G102     9788  1666000 SH       DEFINED                12,21  1666000        0        0
ADVANCED POLYMER SYS INC      EQUITY   00754G102      190    32409 SH       DEFINED          15,18,21,22    24300        0     8109
ADVANCED POLYMER SYS INC      EQUITY   00754G102    14710  2503815 SH       DEFINED             18,21,22   851641        0  1652174
ADVANCED RADIO TELECOM CORP   EQUITY   00754U101      113     9900 SH       DEFINED                12,21     9900        0        0
ADVANCED RADIO TELECOM CORP   EQUITY   00754U101      230    20115 SH       DEFINED             18,21,22    14570        0     5545
ADVANCED TISSUE SCI INC       EQUITY   00755F103       60    17100 SH       DEFINED                12,21    17100        0        0
ADVANCED TISSUE SCI INC       EQUITY   00755F103      149    42678 SH       DEFINED             18,21,22     4582        0    38096
ADVANCED HEALTH CORP          EQUITY   00756H108       30     7500 SH       DEFINED          15,18,21,22        0        0     7500
ADVANCED HEALTH CORP          EQUITY   00756H108       36     9000 SH       DEFINED             18,21,22        0        0     9000
ADVANTAGE LEARNING SYS INC    EQUITY   00757K100      275     8500 SH       DEFINED                12,21     8500        0        0
ADVANTAGE LEARNING SYS INC    EQUITY   00757K100      145     4483 SH       DEFINED             18,21,22     1663        0     2820
ADVANTICA RESTAURANT GROUP IN EQUITY   00758B109      106    41400 SH       DEFINED                12,21    41400        0        0
ADVO INC                      EQUITY   007585102        4      205 SH       DEFINED               -           205        0        0
ADVO INC                      EQUITY   007585102     1642    83676 SH       DEFINED                12,21    83676        0        0
ADVO INC                      EQUITY   007585102       92     4690 SH       DEFINED          15,18,21,22     2570        0     2120
ADVO INC                      EQUITY   007585102     4906   249975 SH       DEFINED             18,21,22   192537        0    57438
ADVO INC                      EQUITY   007585102     2175   110842 SH       DEFINED                21,32   110842        0        0
AEHR TEST SYSTEMS             EQUITY   00760J108     1191   288800 SH       DEFINED                  4,6        0   288800        0
AERIAL COMMUNICATIONS INC     EQUITY   007655103      687    49937 SH       DEFINED                12,21    49937        0        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107      207    12200 SH       DEFINED                  4,6        0    12200        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107      497    29230 SH       DEFINED                  6,7    29230        0        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107      344    20234 SH       DEFINED                12,21    20234        0        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107        9      500 SH       DEFINED          15,18,21,22        0        0      500
ADVANCED MICRO DEVICES INC    EQUITY   007903107        7      400 SH       DEFINED             16,18,21      400        0        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107      630    37075 SH       DEFINED             18,21,22    18104        0    18971
ADVANCED MICRO DEVICES INC    EQUITY   007903107       66     3859 SH       DEFINED                   25        0     3859        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107      113     6658 SH       DEFINED                21,32     6658        0        0
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103      354     4553 SH       DEFINED               -          4553        0        0
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103     3496    45000 SH       DEFINED                12,21    45000        0        0
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103      167     2145 SH       DEFINED          15,18,21,22      590        0     1555
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103     3496    45000 SH       DEFINED             16,18,21    45000        0        0
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103     5201    66947 SH       DEFINED             18,21,22    43622        0    23325
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103     9812   126300 SH       DEFINED        3,13,30,31,33        0        0   126300
ADVANTA CORP CL A             EQUITY   007942105      715    32600 SH       DEFINED   2,3,11,13,14,30,31        0    32600        0
ADVANTA CORP CL A             EQUITY   007942105      321    14643 SH       DEFINED                12,21    14643        0        0
ADVANTA CORP CL A             EQUITY   007942105      207     9437 SH       DEFINED             18,21,22     1100        0     8337
ADVANTA CORP CL A             EQUITY   007942105      439    20000 SH       DEFINED                   25        0    20000        0
ADVANTA CORP CL B             EQUITY   007942204     2323   133700 SH       DEFINED             16,18,21   133700        0        0
ADVANTA CORP CL B             EQUITY   007942204      148     8489 SH       DEFINED             18,21,22      405        0     8084
ADVANCED ENERGY INDS INC      EQUITY   007973100      288     7900 SH       DEFINED                12,21     7900        0        0
ADVANCED ENERGY INDS INC      EQUITY   007973100      107     2941 SH       DEFINED             18,21,22     1104        0     1837
ADVENT SOFTWARE INC           EQUITY   007974108       97     1445 SH       DEFINED               -          1445        0        0
ADVENT SOFTWARE INC           EQUITY   007974108      348     5200 SH       DEFINED                12,21     5200        0        0
ADVENT SOFTWARE INC           EQUITY   007974108      545     8131 SH       DEFINED          15,18,21,22     5270        0     2861
ADVENT SOFTWARE INC           EQUITY   007974108     9514   141994 SH       DEFINED             18,21,22    90624        0    51370
AETNA INC                     EQUITY   008117103       91     1093 SH       DEFINED               -          1093        0        0
AETNA INC                     EQUITY   008117103     7379    88900 SH       DEFINED   2,3,11,13,14,30,31        0    88900        0
AETNA INC                     EQUITY   008117103     2058    24790 SH       DEFINED                  4,6    18000        0     6790
AETNA INC                     EQUITY   008117103    18109   218175 SH       DEFINED                12,21   218175        0        0
AETNA INC                     EQUITY   008117103     1764    21254 SH       DEFINED          15,18,21,22    14670        0     6584
AETNA INC                     EQUITY   008117103       91     1100 SH       DEFINED             16,18,21     1100        0        0
AETNA INC                     EQUITY   008117103    69236   834166 SH       DEFINED             18,21,22   588359        0   245806
AETNA INC                     OPTION   008117103      457     5500 SH  CALL DEFINED             18,21,22     5500        0        0
AETNA INC                     OPTION   008117103      457     5500 SH  PUT  DEFINED             18,21,22     5500        0        0
AETNA INC                     EQUITY   008117103     2401    28926 SH       DEFINED                   25        0    28926        0
AETNA INC                     EQUITY   008117103      515     6200 SH       DEFINED     3,13,14,27,30,31     6200        0        0
AETNA INC                     EQUITY   008117103      713     8593 SH       DEFINED                21,32     8593        0        0
AETRIUM INC                   EQUITY   00817R103      683    90350 SH       DEFINED             18,21,22    38450        0    51900
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2       88    70000 PRN      DEFINED               -         70000        0        0
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2       10     8000 PRN      DEFINED                12,21     8000        0        0
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2      224   179000 PRN      DEFINED          15,18,21,22    54000        0   125000
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2     3566  2844000 PRN      DEFINED             18,21,22  1938000        0   906000
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2     4753  3791000 PRN      DEFINED        3,13,28,29,31  3791000        0        0
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2     3396  2709000 PRN      DEFINED           3,13,30,31  2709000        0        0
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100       61     1300 SH       DEFINED               -          1300        0        0
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100    12438   266776 SH       DEFINED                12,21   266776        0        0
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100     2703    57975 SH       DEFINED          15,18,21,22    29325        0    28650
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100     4896   105000 SH       DEFINED             16,18,21   105000        0        0
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100    64447  1382249 SH       DEFINED             18,21,22   754062        0   628187
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100       14      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108     1750    58200 SH       DEFINED                12,21    58200        0        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108       93     3080 SH       DEFINED          15,18,21,22     2335        0      745
AFFILIATED MANAGERS GROUP     EQUITY   008252108     2046    68053 SH       DEFINED             18,21,22    46405        0    21648
AFFILIATED MANAGERS GROUP     EQUITY   008252108      616    20500 SH       DEFINED            4,6,23,24    20500        0        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108      310    10300 SH       DEFINED                   25        0    10300        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108       10      320 SH       DEFINED     3,13,14,27,30,31      320        0        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108     3374   112234 SH       DEFINED                21,32   112234        0        0
AFFYMETRIX INC                EQUITY   00826T108     9442   134400 SH       DEFINED                12,21   134400        0        0
AFFYMETRIX INC                EQUITY   00826T108      172     2447 SH       DEFINED             18,21,22      723        0     1724
AFTERMARKET TECHNOLOGY CORP   EQUITY   008318107      187    17395 SH       DEFINED                12,21    17395        0        0
AFTERMARKET TECHNOLOGY CORP   EQUITY   008318107       14     1257 SH       DEFINED             18,21,22      236        0     1021
*** AGNICO EAGLE CONV NOTES   CORPBOND 008474AA6       27    43000 PRN      DEFINED             18,21,22    25000        0    18000
AGRIBRANDS INTL INC           EQUITY   00849R105      387     8532 SH       DEFINED                12,21     8532        0        0
AGRIBRANDS INTL INC           EQUITY   00849R105        6      140 SH       DEFINED             16,18,21      140        0        0
AGRIBRANDS INTL INC           EQUITY   00849R105      315     6946 SH       DEFINED             18,21,22     3560        0     3386
AGRIBIOTECH INC               EQUITY   008494106      133    30400 SH       DEFINED                12,21    30400        0        0
AGRIBIOTECH INC               EQUITY   008494106      265    60562 SH       DEFINED             18,21,22    31746        0    28816
AGRIBIOTECH INC               OPTION   008494106       44    10000 SH  CALL DEFINED             18,21,22    10000        0        0
*** AGRIUM INC USD            EQUITY   008916108      950   105600 SH       DEFINED   2,3,11,13,14,30,31        0   105600        0
*** AGRIUM INC USD            EQUITY   008916108     1423   158115 SH       DEFINED             18,21,22   119970        0    38145
AIR EXPRESS INTERNATIONAL COR EQUITY   009104100     1718    63200 SH       DEFINED                  4,6        0    63200        0
AIR EXPRESS INTERNATIONAL COR EQUITY   009104100      826    30374 SH       DEFINED                12,21    30374        0        0
AIR EXPRESS INTERNATIONAL COR EQUITY   009104100       50     1830 SH       DEFINED          15,18,21,22     1830        0        0
AIR EXPRESS INTERNATIONAL COR EQUITY   009104100     1637    60192 SH       DEFINED             18,21,22    40495        0    19697
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106      113     3200 SH       DEFINED               -          3200        0        0
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106     6782   192400 SH       DEFINED                  4,6   153400        0    39000
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106    36152  1025598 SH       DEFINED                12,21  1025598        0        0
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106    12160   344968 SH       DEFINED          15,18,21,22   236918        0   108050
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106    86652  2458216 SH       DEFINED             18,21,22  1751693        0   706522
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106     1719    48766 SH       DEFINED                   25        0    48766        0
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106      141     4000 SH       DEFINED     3,13,14,27,30,31     4000        0        0
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106      373    10595 SH       DEFINED                21,32    10595        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107       25     1000 SH       DEFINED               -          1000        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107     6779   274598 SH       DEFINED                12,21   274598        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107     1728    70000 SH       DEFINED             16,18,21    70000        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107     2594   105079 SH       DEFINED             18,21,22    49246        0    55833
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107        7      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107     3329   134834 SH       DEFINED                21,32   134834        0        0
AIRGAS INC                    EQUITY   009363102      114     9000 SH       DEFINED                  4,6        0        0     9000
AIRGAS INC                    EQUITY   009363102     2052   162500 SH       DEFINED                12,21   162500        0        0
AIRGAS INC                    EQUITY   009363102      196    15510 SH       DEFINED          15,18,21,22    10100        0     5410
AIRGAS INC                    EQUITY   009363102    11281   893566 SH       DEFINED             18,21,22   624489        0   269077
AIRGAS INC                    EQUITY   009363102     1308   103600 SH       DEFINED                21,32   103600        0        0
AIRTRAN HOLDINGS INC          EQUITY   00949P108      335    54775 SH       DEFINED                12,21    54775        0        0
AIRTRAN HOLDINGS INC          EQUITY   00949P108       69    11220 SH       DEFINED          15,18,21,22        0        0    11220
AIRTRAN HOLDINGS INC          EQUITY   00949P108      462    75431 SH       DEFINED             18,21,22     4278        0    71153
AIRTOUCH COMMUNICATIONS INC   EQUITY   00949T100    24316   212771 SH       DEFINED                  4,6   111230      400   101141
AIRTOUCH COMMUNICATIONS INC   EQUITY   00949T100     1782    15595 SH       DEFINED                  6,7        0        0    15595
AIRTOUCH COMMUNICATIONS INC   EQUITY   00949T100    21271   186125 SH       DEFINED                12,21   186125        0        0
AIRTOUCH COMMUNICATIONS INC   EQUITY   00949T100       32      279 SH       DEFINED          15,18,21,22      205        0       74
AIRTOUCH COMMUNICATIONS INC   EQUITY   00949T100       41      360 SH       DEFINED             16,18,21      360        0        0
AIRTOUCH COMMUNICATIONS INC   EQUITY   00949T100    41583   363861 SH       DEFINED             18,21,22   275012        0    88849
AIRTOUCH COMMUNICATIONS INC   OPTION   00949T100       23      200 SH  CALL DEFINED             18,21,22        0        0      200
AIRTOUCH COMMUNICATIONS INC   EQUITY   00949T100     7122    62321 SH       DEFINED                   25        0    62321        0
AIRTOUCH COMMUNICATIONS INC   EQUITY   00949T100     3043    26629 SH       DEFINED                21,32    26629        0        0
AIRTOUCH COMMNS INC 6% CONV   EQUITY   00949T209       13      138 SH       DEFINED                  4,6       69        0       69
AIRTOUCH COMMNS INC 6% CONV   EQUITY   00949T209      817     8873 SH       DEFINED             18,21,22     8873        0        0
AIRTOUCH COMMNS INC 4.25% CON EQUITY   00949T308      108      688 SH       DEFINED                  4,6       44        0      644
AIRTOUCH COMMNS INC 4.25% CON EQUITY   00949T308     9613    61231 SH       DEFINED             18,21,22    59309        0     1922
AKSYS LTD                     EQUITY   010196103      724   109358 SH       DEFINED             18,21,22    18913        0    90445
*** AKTIEBOLAGET ELECTROLUX   EQUITY   010198208     1222    29622 SH       DEFINED          15,18,21,22    17480        0    12142
*** AKTIEBOLAGET ELECTROLUX   EQUITY   010198208    31064   753075 SH       DEFINED             18,21,22   541032        0   212043
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305       25      605 SH       DEFINED               -           605        0        0
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305      105     2517 SH       DEFINED          15,18,21,22     1149        0     1368
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305     3289    78768 SH       DEFINED             18,21,22    54446        0    24321
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305     1081    25885 SH       DEFINED                   25        0    25885        0
ALABAMA NATL BANCORPORATION   EQUITY   010317105      546    21000 SH       DEFINED                12,21    21000        0        0
ALABAMA NATL BANCORPORATION   EQUITY   010317105      182     7013 SH       DEFINED          15,18,21,22      656        0     6357
ALABAMA NATL BANCORPORATION   EQUITY   010317105       26     1000 SH       DEFINED             18,21,22        0        0     1000
ALAMO GROUP INC               EQUITY   011311107      183    20347 SH       DEFINED             18,21,22    19787        0      560
ALARIS MEDICAL INC            EQUITY   011637105       83    21200 SH       DEFINED                12,21    21200        0        0
ALARIS MEDICAL INC            EQUITY   011637105        9     2387 SH       DEFINED             18,21,22      590        0     1797
ALASKA AIR GROUP INC          EQUITY   011659109       90     2000 SH       DEFINED                  4,6        0        0     2000
ALASKA AIR GROUP INC          EQUITY   011659109    21994   486729 SH       DEFINED                12,21   486729        0        0
ALASKA AIR GROUP INC          EQUITY   011659109       27      600 SH       DEFINED                18,21      600        0        0
ALASKA AIR GROUP INC          EQUITY   011659109     2297    50842 SH       DEFINED             18,21,22    23365        0    27477
ALASKA AIR GROUP INC          EQUITY   011659109     2300    50900 SH       DEFINED                   25        0    50900        0
ALASKA AIR GROUP INC          EQUITY   011659109     3449    76321 SH       DEFINED                21,32    76321        0        0
ALBANY INTL CORP NEW CL A     EQUITY   012348108     2621   151951 SH       DEFINED                12,21   151951        0        0
ALBANY INTL CORP NEW CL A     EQUITY   012348108       26     1523 SH       DEFINED          15,18,21,22     1397        0      126
ALBANY INTL CORP NEW CL A     EQUITY   012348108     1579    91520 SH       DEFINED             18,21,22    71104        0    20416
ALBANY MOLECULAR RESEARCH     EQUITY   012423109     3605   103000 SH       DEFINED                12,21   103000        0        0
ALBANY MOLECULAR RESEARCH     EQUITY   012423109        4      100 SH       DEFINED             18,21,22        0        0      100
ALBEMARLE CORP                EQUITY   012653101      429    24106 SH       DEFINED               -         24106        0        0
ALBEMARLE CORP                EQUITY   012653101      418    23476 SH       DEFINED                12,21    23476        0        0
ALBEMARLE CORP                EQUITY   012653101      106     5930 SH       DEFINED             18,21,22      255        0     5675
ALBEMARLE CORP                EQUITY   012653101      438    24600 SH       DEFINED                21,32    24600        0        0
ALBERTO CULVER CO CL B        EQUITY   013068101     4300   164967 SH       DEFINED                12,21   164967        0        0
ALBERTO CULVER CO CL B        EQUITY   013068101     2476    95000 SH       DEFINED             16,18,21    95000        0        0
ALBERTO CULVER CO CL B        EQUITY   013068101       99     3807 SH       DEFINED             18,21,22     3632        0      175
ALBERTO CULVER CO CL B        EQUITY   013068101       43     1658 SH       DEFINED                   25        0     1658        0
ALBERTO CULVER CO CL B        EQUITY   013068101       70     2682 SH       DEFINED                21,32     2682        0        0
ALBERTO CULVER CO CL A        EQUITY   013068200       22     1000 SH       DEFINED                  4,6        0        0     1000
ALBERTO CULVER CO CL A        EQUITY   013068200     6600   300000 SH       DEFINED                12,21   300000        0        0
ALBERTO CULVER CO CL A        EQUITY   013068200       75     3415 SH       DEFINED          15,18,21,22     2285        0     1130
ALBERTO CULVER CO CL A        EQUITY   013068200     8076   367100 SH       DEFINED             16,18,21   367100        0        0
ALBERTO CULVER CO CL A        EQUITY   013068200     1607    73054 SH       DEFINED             18,21,22    47050        0    26004
ALBERTSONS INC DELAWARE       EQUITY   013104104      229     4633 SH       DEFINED               -          4633        0        0
ALBERTSONS INC DELAWARE       EQUITY   013104104     4529    91728 SH       DEFINED   2,3,11,13,14,30,31        0    91728        0
ALBERTSONS INC DELAWARE       EQUITY   013104104      877    17756 SH       DEFINED                  4,6     7056        0    10700
ALBERTSONS INC DELAWARE       EQUITY   013104104     3870    78383 SH       DEFINED                5,6,7        0        0    78383
ALBERTSONS INC DELAWARE       EQUITY   013104104      699    14152 SH       DEFINED                  6,7        0        0    14152
ALBERTSONS INC DELAWARE       EQUITY   013104104    38742   784655 SH       DEFINED                12,21   784655        0        0
ALBERTSONS INC DELAWARE       EQUITY   013104104     2425    49110 SH       DEFINED          15,18,21,22    28637        0    20473
ALBERTSONS INC DELAWARE       EQUITY   013104104    70305  1423901 SH       DEFINED             18,21,22   921565        0   502335
ALBERTSONS INC DELAWARE       EQUITY   013104104      590    11939 SH       DEFINED                   25        0    11939        0
ALBERTSONS INC DELAWARE       EQUITY   013104104      292     5922 SH       DEFINED     3,13,14,27,30,31     5922        0        0
ALBERTSONS INC DELAWARE       EQUITY   013104104     1036    20985 SH       DEFINED                21,32    20985        0        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105     3906   127808 SH       DEFINED                  4,6   127808        0        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105      517    16932 SH       DEFINED                12,21    16932        0        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105       10      312 SH       DEFINED          15,18,21,22      312        0        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105     2078    67975 SH       DEFINED             18,21,22    34925        0    33050
*** ALCAN ALUMINIUM LTD       EQUITY   013716105      197     6449 SH       DEFINED                   25        0     6449        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105      321    10504 SH       DEFINED                21,32    10504        0        0
ALCIDE CORP NEW               EQUITY   013742507      251    15590 SH       DEFINED                  4,6        0        0    15590
ALCIDE CORP NEW               EQUITY   013742507        3      200 SH       DEFINED             18,21,22        0        0      200
ALCOA INC                     EQUITY   013817101      913    14865 SH       DEFINED               -         14865        0        0
ALCOA INC                     EQUITY   013817101     4755    77400 SH       DEFINED   2,3,11,13,14,30,31        0    77400        0
ALCOA INC                     EQUITY   013817101    15493   252168 SH       DEFINED                  4,6   103968   111150    37050
ALCOA INC                     EQUITY   013817101   172578  2808981 SH       DEFINED                12,21  2808981        0        0
ALCOA INC                     EQUITY   013817101     3045    49558 SH       DEFINED          15,18,21,22    28683        0    20875
ALCOA INC                     EQUITY   013817101    20121   327500 SH       DEFINED             16,18,21   327500        0        0
ALCOA INC                     EQUITY   013817101   269766  4390870 SH       DEFINED             18,21,22  1522415        0  2868454
ALCOA INC                     OPTION   013817101     4665    75938 SH  CALL DEFINED             18,21,22    75938        0        0
ALCOA INC                     OPTION   013817101     1624    26438 SH  PUT  DEFINED             18,21,22    25938        0      500
ALCOA INC                     EQUITY   013817101      639    10404 SH       DEFINED                   25        0    10404        0
ALCOA INC                     EQUITY   013817101     2302    37470 SH       DEFINED     3,13,14,27,30,31    37470        0        0
ALCOA INC                     EQUITY   013817101     1380    22457 SH       DEFINED                21,32    22457        0        0
*** ALCATEL SA ADR            EQUITY   013904305      183     5964 SH       DEFINED               -          5964        0        0
*** ALCATEL SA ADR            EQUITY   013904305      261     8514 SH       DEFINED                  4,6     7700        0      814
*** ALCATEL SA ADR            EQUITY   013904305    16155   527500 SH       DEFINED                12,21   527500        0        0
*** ALCATEL SA ADR            EQUITY   013904305     4484   146403 SH       DEFINED          15,18,21,22    80758        0    65645
*** ALCATEL SA ADR            EQUITY   013904305    26917   878918 SH       DEFINED             16,18,21   878918        0        0
*** ALCATEL SA ADR            OPTION   013904305       21      700 SH  CALL DEFINED             18,21,22        0        0      700
*** ALCATEL SA ADR            EQUITY   013904305   217603  7105397 SH       DEFINED             18,21,22  5737461        0  1367936
*** ALCATEL SA ADR            EQUITY   013904305     2399    78320 SH       DEFINED                   25        0    78320        0
ALEXANDER & BALDWIN INC       EQUITY   014482103     1747    67500 SH       DEFINED                12,21    67500        0        0
ALEXANDER & BALDWIN INC       EQUITY   014482103      919    35500 SH       DEFINED             16,18,21    35500        0        0
ALEXANDER & BALDWIN INC       EQUITY   014482103      503    19442 SH       DEFINED             18,21,22    11322        0     8119
ALEXANDERS INC                EQUITY   014752109      239     3300 SH       DEFINED                12,21     3300        0        0
ALEXANDRIA REAL EST EQUITIES  EQUITY   015271109      259     8550 SH       DEFINED                12,21     8550        0        0
ALEXANDRIA REAL EST EQUITIES  EQUITY   015271109       40     1313 SH       DEFINED             18,21,22     1100        0      213
ALFA CORP                     EQUITY   015385107      365    20250 SH       DEFINED                12,21    20250        0        0
ALFA CORP                     EQUITY   015385107      227    12595 SH       DEFINED          15,18,21,22     3210        0     9385
ALGOS PHARMACEUTICAL CORP     EQUITY   015869100     1489    61400 SH       DEFINED                12,21    61400        0        0
ALGOS PHARMACEUTICAL CORP     EQUITY   015869100        7      279 SH       DEFINED             18,21,22        9        0      270
ALIANT COMMUNICATIONS INC     EQUITY   016090102     2965    61622 SH       DEFINED                12,21    61622        0        0
ALIANT COMMUNICATIONS INC     EQUITY   016090102     1759    36550 SH       DEFINED             18,21,22    11963        0    24586
ALIANT COMMUNICATIONS INC     EQUITY   016090102      828    17200 SH       DEFINED                21,32    17200        0        0
ALKERMES INC                  EQUITY   01642T108      396    14720 SH       DEFINED               -         14720        0        0
ALKERMES INC                  EQUITY   01642T108    11419   424900 SH       DEFINED                12,21   424900        0        0
ALKERMES INC                  EQUITY   01642T108      417    15531 SH       DEFINED          15,18,21,22     8974        0     6557
ALKERMES INC                  EQUITY   01642T108    11402   424273 SH       DEFINED             18,21,22   223790        0   200483
ALKERMES INC PFD CONV         EQUITY   01642T405      241     4540 SH       DEFINED             18,21,22     1005        0     3535
ALLEGHANY CORP DEL            EQUITY   017175100      355     1953 SH       DEFINED                12,21     1953        0        0
ALLEGHANY CORP DEL            EQUITY   017175100     3512    19305 SH       DEFINED             18,21,22     2466        0    16839
ALLEGHENY ENERGY INC          EQUITY   017361106       65     1914 SH       DEFINED               -          1914        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106       47     1400 SH       DEFINED                  4,6     1400        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106     3519   104075 SH       DEFINED                12,21   104075        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106       52     1550 SH       DEFINED          15,18,21,22        0        0     1550
ALLEGHENY ENERGY INC          EQUITY   017361106       27      800 SH       DEFINED             16,18,21      800        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106     1762    52109 SH       DEFINED             18,21,22    18244        0    33864
ALLEGHENY ENERGY INC          EQUITY   017361106      676    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106     1214    35889 SH       DEFINED                21,32    35889        0        0
ALLEGHENY TELEDYNE INC        EQUITY   017415100       20      910 SH       DEFINED               -           910        0        0
ALLEGHENY TELEDYNE INC        EQUITY   017415100      410    18894 SH       DEFINED                12,21    18894        0        0
ALLEGHENY TELEDYNE INC        EQUITY   017415100       10      473 SH       DEFINED          15,18,21,22        2        0      471
ALLEGHENY TELEDYNE INC        EQUITY   017415100     1705    78609 SH       DEFINED             18,21,22    35476        0    43133
ALLEGHENY TELEDYNE INC        EQUITY   017415100      117     5400 SH       DEFINED                   25        0     5400        0
ALLEGHENY TELEDYNE INC        EQUITY   017415100      194     8927 SH       DEFINED                21,32     8927        0        0
ALLEGIANCE TELECOM INC        EQUITY   01747T102     4008    86200 SH       DEFINED   2,3,11,13,14,30,31        0    86200        0
ALLEGIANCE TELECOM INC        EQUITY   01747T102     3087    66381 SH       DEFINED                12,21    66381        0        0
ALLEGIANCE TELECOM INC        EQUITY   01747T102     1584    34072 SH       DEFINED             18,21,22    16596        0    17476
ALLEN TELECOM INC             EQUITY   018091108      214    24127 SH       DEFINED                12,21    24127        0        0
ALLEN TELECOM INC             EQUITY   018091108      175    19685 SH       DEFINED          15,18,21,22    16905        0     2780
ALLEN TELECOM INC             EQUITY   018091108     2122   239118 SH       DEFINED             18,21,22   173000        0    66118
ALLERGAN INC                  EQUITY   018490102       11      115 SH       DEFINED               -           115        0        0
ALLERGAN INC                  EQUITY   018490102     1260    13215 SH       DEFINED                  4,6     9000        0     4215
ALLERGAN INC                  EQUITY   018490102     1817    19051 SH       DEFINED                12,21    19051        0        0
ALLERGAN INC                  EQUITY   018490102      568     5955 SH       DEFINED          15,18,21,22     4143        0     1812
ALLERGAN INC                  EQUITY   018490102        8       83 SH       DEFINED             16,18,21       83        0        0
ALLERGAN INC                  EQUITY   018490102    14064   147458 SH       DEFINED             18,21,22   103854        0    43603
ALLERGAN INC                  EQUITY   018490102      183     1923 SH       DEFINED                   25        0     1923        0
ALLERGAN INC                  EQUITY   018490102      677     7100 SH       DEFINED     3,13,14,27,30,31     7100        0        0
ALLERGAN INC                  EQUITY   018490102     1909    20013 SH       DEFINED                21,32    20013        0        0
ALLIANCE BANCORP INC          EQUITY   01852J105     1661    73000 SH       DEFINED   2,3,11,13,14,30,31        0    73000        0
ALLIANCE BANCORP INC          EQUITY   01852J105       11      465 SH       DEFINED             18,21,22        0        0      465
ALLIANCE CAP MGMT             EQUITY   018548107       92     3000 SH       DEFINED               -          3000        0        0
ALLIANCE CAP MGMT             EQUITY   018548107       25      800 SH       DEFINED                  4,6      800        0        0
ALLIANCE CAP MGMT             EQUITY   018548107      123     4009 SH       DEFINED          15,18,21,22      716        0     3293
ALLIANCE CAP MGMT             EQUITY   018548107    10421   338899 SH       DEFINED             18,21,22   144574        0   194324
ALLIANCE SEMICONDUCTOR CORP   EQUITY   01877H100      237    23000 SH       DEFINED             18,21,22        0        0    23000
ALLIANCE PHAMACEUTICAL CORP   EQUITY   018773101       27     8205 SH       DEFINED             18,21,22     4065        0     4140
ALLIANCE PHAMACEUTICAL CORP   EQUITY   018773101     1600   482957 SH       DEFINED        3,13,28,29,31   482957        0        0
ALLIANCE PHAMACEUTICAL CORP   EQUITY   018773101      885   267043 SH       DEFINED           3,13,30,31   267043        0        0
ALLIANT ENERGY CORP-USD       EQUITY   018802108       55     1948 SH       DEFINED               -          1948        0        0
ALLIANT ENERGY CORP-USD       EQUITY   018802108       74     2600 SH       DEFINED                12,21     2600        0        0
ALLIANT ENERGY CORP-USD       EQUITY   018802108      556    19582 SH       DEFINED             18,21,22     9837        0     9745
ALLIANT TECHSYSTEMS INC       EQUITY   018804104     2515    30025 SH       DEFINED                  4,6    12195    10840     6990
ALLIANT TECHSYSTEMS INC       EQUITY   018804104       11      130 SH       DEFINED                  6,7        0        0      130
ALLIANT TECHSYSTEMS INC       EQUITY   018804104     2465    29428 SH       DEFINED                12,21    29428        0        0
ALLIANT TECHSYSTEMS INC       EQUITY   018804104      103     1225 SH       DEFINED          15,18,21,22     1075        0      150
ALLIANT TECHSYSTEMS INC       EQUITY   018804104      378     4510 SH       DEFINED             18,21,22      190        0     4320
ALLIANT TECHSYSTEMS INC       EQUITY   018804104      553     6600 SH       DEFINED                   25        0     6600        0
ALLIED CAPITAL CORP           EQUITY   01903Q108       33     1447 SH       DEFINED               -          1447        0        0
ALLIED CAPITAL CORP           EQUITY   01903Q108      362    16100 SH       DEFINED                12,21    16100        0        0
ALLIED CAPITAL CORP           EQUITY   01903Q108     1432    63662 SH       DEFINED          15,18,21,22    27799        0    35862
ALLIED CAPITAL CORP           EQUITY   01903Q108     6092   270769 SH       DEFINED             18,21,22   104865        0   165904
*** ALLIED IRISH BKS PLC      EQUITY   019228402      317    12030 SH       DEFINED               -         12030        0        0
*** ALLIED IRISH BKS PLC      EQUITY   019228402     8321   316233 SH       DEFINED                  4,6    24450        0   291783
*** ALLIED IRISH BKS PLC      EQUITY   019228402      183     6960 SH       DEFINED                5,6,7        0        0     6960
*** ALLIED IRISH BKS PLC      EQUITY   019228402      118     4500 SH       DEFINED                  6,7        0        0     4500
*** ALLIED IRISH BKS PLC      EQUITY   019228402      115     4370 SH       DEFINED          15,18,21,22     3118        0     1252
*** ALLIED IRISH BKS PLC      EQUITY   019228402     6659   253066 SH       DEFINED             18,21,22   183006        0    70060
ALLIED SIGNAL INC             EQUITY   019512102      449     6974 SH       DEFINED               -          6974        0        0
ALLIED SIGNAL INC             EQUITY   019512102     4996    77604 SH       DEFINED                  4,6     1272    46700    29632
ALLIED SIGNAL INC             EQUITY   019512102     4382    68070 SH       DEFINED                5,6,7        0        0    68070
ALLIED SIGNAL INC             EQUITY   019512102    19712   306200 SH       DEFINED                    6   306200        0        0
ALLIED SIGNAL INC             EQUITY   019512102      973    15110 SH       DEFINED                  6,7        0        0    15110
ALLIED SIGNAL INC             EQUITY   019512102   106211  1649883 SH       DEFINED                12,21  1649883        0        0
ALLIED SIGNAL INC             EQUITY   019512102     3967    61618 SH       DEFINED          15,18,21,22    49647        0    11971
ALLIED SIGNAL INC             EQUITY   019512102      239     3712 SH       DEFINED             16,18,21     3712        0        0
ALLIED SIGNAL INC             OPTION   019512102    22531   350000 SH  CALL DEFINED       17,18,19,20,21   350000        0        0
ALLIED SIGNAL INC             EQUITY   019512102   169390  2631307 SH       DEFINED             18,21,22  1539317        0  1091990
ALLIED SIGNAL INC             OPTION   019512102        6      100 SH  CALL DEFINED             18,21,22        0        0      100
ALLIED SIGNAL INC             EQUITY   019512102     2090    32466 SH       DEFINED                   25        0    32466        0
ALLIED SIGNAL INC             EQUITY   019512102      908    14100 SH       DEFINED     3,13,14,27,30,31    14100        0        0
ALLIED SIGNAL INC             EQUITY   019512102     1757    27289 SH       DEFINED                21,32    27289        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308       25     1472 SH       DEFINED               -          1472        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308       34     1998 SH       DEFINED                  4,6        0        0     1998
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308     5576   323264 SH       DEFINED                12,21   323264        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308      163     9466 SH       DEFINED          15,18,21,22     8176        0     1290
ALLIED WASTE INDS INC NEW PAR OPTION   019589308     4754   275575 SH  CALL DEFINED       17,18,19,20,21   275575        0        0
ALLIED WASTE INDS INC NEW PAR OPTION   019589308     4754   275575 SH  PUT  DEFINED       17,18,19,20,21   275575        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308     6550   379727 SH       DEFINED             18,21,22   240557        0   139170
ALLIED WASTE INDS INC NEW PAR OPTION   019589308      540    31293 SH  CALL DEFINED             18,21,22    31293        0        0
ALLIED WASTE INDS INC NEW PAR OPTION   019589308      540    31293 SH  PUT  DEFINED             18,21,22    31293        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308     1963   113796 SH       DEFINED                21,32   113796        0        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100       16      265 SH       DEFINED               -           265        0        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100     2184    35800 SH       DEFINED   2,3,11,13,14,30,31        0    35800        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100     1125    18440 SH       DEFINED                  4,6    15400        0     3040
ALLMERICA FINANCIAL CORP      EQUITY   019754100    44641   731815 SH       DEFINED                12,21   731815        0        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100      446     7307 SH       DEFINED          15,18,21,22     1308        0     5999
ALLMERICA FINANCIAL CORP      EQUITY   019754100    36907   605040 SH       DEFINED             16,18,21   605040        0        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100    23846   390924 SH       DEFINED             18,21,22   186800        0   204124
ALLMERICA FINANCIAL CORP      EQUITY   019754100      403     6600 SH       DEFINED     3,13,14,27,30,31     6600        0        0
ALLSTATE CORP                 EQUITY   020002101      453    12666 SH       DEFINED               -         12666        0        0
ALLSTATE CORP                 EQUITY   020002101     9119   255066 SH       DEFINED   2,3,11,13,14,30,31        0   255066        0
ALLSTATE CORP                 EQUITY   020002101     8801   246172 SH       DEFINED                  4,6    36944    13366   195862
ALLSTATE CORP                 EQUITY   020002101     3468    97006 SH       DEFINED                5,6,7        0        0    97006
ALLSTATE CORP                 EQUITY   020002101       78     2183 SH       DEFINED                  6,7        0        0     2183
ALLSTATE CORP                 EQUITY   020002101   162290  4539567 SH       DEFINED                12,21  4539567        0        0
ALLSTATE CORP                 EQUITY   020002101    22669   634104 SH       DEFINED          15,18,21,22   364336        0   269768
ALLSTATE CORP                 EQUITY   020002101     8687   242984 SH       DEFINED             16,18,21   242984        0        0
ALLSTATE CORP                 EQUITY   020002101   349244  9769066 SH       DEFINED             18,21,22  7104538        0  2664528
ALLSTATE CORP                 OPTION   020002101       14      400 SH  PUT  DEFINED             18,21,22        0        0      400
ALLSTATE CORP                 EQUITY   020002101     4066   113740 SH       DEFINED                   25        0   113740        0
ALLSTATE CORP                 EQUITY   020002101     1618    45254 SH       DEFINED     3,13,14,27,30,31    45254        0        0
ALLSTATE CORP                 EQUITY   020002101     1610    45037 SH       DEFINED                21,32    45037        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103      230     3168 SH       DEFINED               -          3168        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103      111     1532 SH       DEFINED                  4,6     1364        0      168
ALLTEL CORP DELAWARE          EQUITY   020039103    21888   301382 SH       DEFINED                12,21   301382        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103     1588    21869 SH       DEFINED          15,18,21,22    13294        0     8575
ALLTEL CORP DELAWARE          EQUITY   020039103      528     7265 SH       DEFINED             16,18,21     7265        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103    88367  1216758 SH       DEFINED             18,21,22   727826        0   488932
ALLTEL CORP DELAWARE          EQUITY   020039103     5877    80927 SH       DEFINED                   25        0    80927        0
ALLTEL CORP DELAWARE          EQUITY   020039103     1269    17469 SH       DEFINED     3,13,14,27,30,31    17469        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103     1698    23376 SH       DEFINED                21,32    23376        0        0
ALLWASTE INC SUB DEB CONV     CORPBOND 020047AA4       10   137000 PRN      DEFINED             18,21,22    73000        0    64000
ALPHA HOSPITALITY CORP        EQUITY   020732103      187    53500 SH       DEFINED             18,21,22        0        0    53500
ALPHA INDUSTRIES INC          EQUITY   020753109       17      340 SH       DEFINED               -           340        0        0
ALPHA INDUSTRIES INC          EQUITY   020753109      191     3800 SH       DEFINED                12,21     3800        0        0
ALPHA INDUSTRIES INC          EQUITY   020753109      465     9263 SH       DEFINED             18,21,22     5849        0     3414
ALPHARMA INC CNV SUB NOTES    CORPBOND 020813AA9      417   300000 PRN      DEFINED                12,21   300000        0        0
ALPHARMA INC SUB NOTES        CORPBOND 020813AB7     1410  1000000 PRN      DEFINED             16,18,21  1000000        0        0
ALPHARMA INC CL A             EQUITY   020813101     4265   116262 SH       DEFINED                12,21   116262        0        0
ALPHARMA INC CL A             EQUITY   020813101       81     2200 SH       DEFINED          15,18,21,22     1700        0      500
ALPHARMA INC CL A             EQUITY   020813101     1796    48958 SH       DEFINED             18,21,22    33373        0    15585
ALPHARMA INC CL A             EQUITY   020813101      789    21500 SH       DEFINED                   25        0    21500        0
ALPHARMA INC CL A             EQUITY   020813101       11      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
ALPHARMA INC CL A             EQUITY   020813101     1297    35343 SH       DEFINED                21,32    35343        0        0
ALPINE GROUP INC DELAWARE     EQUITY   020825105      542    30200 SH       DEFINED                12,21    30200        0        0
ALPINE GROUP INC DELAWARE     EQUITY   020825105        9      494 SH       DEFINED             18,21,22      412        0       82
ALPNET INC                    EQUITY   021089107       28    12001 SH       DEFINED             18,21,22        0        0    12001
ALTEON INC                    EQUITY   02144G107       20    27776 SH       DEFINED             18,21,22     5687        0    22089
ALTERA CORP                   EQUITY   021441100       94     2674 SH       DEFINED               -          2674        0        0
ALTERA CORP                   EQUITY   021441100    32200   916730 SH       DEFINED                  4,6   318610   272810   325310
ALTERA CORP                   EQUITY   021441100      344     9800 SH       DEFINED                  6,7        0        0     9800
ALTERA CORP                   EQUITY   021441100    12163   346264 SH       DEFINED                12,21   346264        0        0
ALTERA CORP                   EQUITY   021441100     2537    72223 SH       DEFINED          15,18,21,22    57276        0    14947
ALTERA CORP                   EQUITY   021441100    71584  2037972 SH       DEFINED             18,21,22  1293303        0   744669
ALTERA CORP                   OPTION   021441100       77     2200 SH  PUT  DEFINED             18,21,22        0        0     2200
ALTERA CORP                   EQUITY   021441100     2283    65000 SH       DEFINED     3,13,14,27,30,31    65000        0        0
ALTERA CORP                   EQUITY   021441100     5055   143904 SH       DEFINED                21,32   143904        0        0
ALTERNATIVE LIVING SVCS INC C CORPBOND 02145KAB3      778  1014000 PRN      DEFINED             18,21,22  1014000        0        0
ALTERRA HEALTHCARE CORP       EQUITY   02146C104      182    16200 SH       DEFINED                12,21    16200        0        0
ALTERRA HEALTHCARE CORP       EQUITY   02146C104      667    59270 SH       DEFINED             18,21,22    44575        0    14695
ALYDAAR SOFTWARE CORP         EQUITY   022610109       21    10200 SH       DEFINED                  4,6        0        0    10200
ALYDAAR SOFTWARE CORP         EQUITY   022610109        7     3400 SH       DEFINED             18,21,22        0        0     3400
ALYN CORP                     EQUITY   022611107       39    12121 SH       DEFINED                  4,6        0        0    12121
ALYN CORP                     EQUITY   022611107        1      375 SH       DEFINED             18,21,22        0        0      375
ALYN CORP                     EQUITY   022611107       98    30000 SH       DEFINED        3,13,28,29,31    30000        0        0
ALZA CORP SUB LIQUID YIELD    CORPBOND 022615AC2       85   133000 PRN      DEFINED          15,18,21,22    67000        0    66000
ALZA CORP SUB LIQUID YIELD    CORPBOND 022615AC2     8734 13673000 PRN      DEFINED             18,21,22 13251000        0   422000
ALZA CORP CV S/D-REG          CORPBOND 022615AD0       34    25000 PRN      DEFINED                  4,6        0        0    25000
ALZA CORP CV S/D-REG          CORPBOND 022615AD0      135   100000 PRN      DEFINED                12,21   100000        0        0
ALZA CORP CV S/D-REG          CORPBOND 022615AD0      129    96000 PRN      DEFINED          15,18,21,22    48000        0    48000
ALZA CORP CV S/D-REG          CORPBOND 022615AD0     5013  3727000 PRN      DEFINED             18,21,22  2470000        0  1257000
ALZA CORP                     EQUITY   022615108       92     1867 SH       DEFINED               -          1867        0        0
ALZA CORP                     EQUITY   022615108     2277    46000 SH       DEFINED                  4,6    45000     1000        0
ALZA CORP                     EQUITY   022615108     1555    31408 SH       DEFINED                12,21    31408        0        0
ALZA CORP                     EQUITY   022615108      251     5076 SH       DEFINED          15,18,21,22     4666        0      410
ALZA CORP                     EQUITY   022615108    11519   232698 SH       DEFINED             18,21,22   132180        0   100518
ALZA CORP                     OPTION   022615108    10395   210000 SH  CALL DEFINED             18,21,22   210000        0        0
ALZA CORP                     EQUITY   022615108    12177   246000 SH       DEFINED            4,6,23,24   246000        0        0
ALZA CORP                     EQUITY   022615108      186     3753 SH       DEFINED                   25        0     3753        0
ALZA CORP                     EQUITY   022615108      233     4699 SH       DEFINED                21,32     4699        0        0
AMAZON COM INC                EQUITY   023135106        9      100 SH       DEFINED               -           100        0        0
AMAZON COM INC                EQUITY   023135106     7689    81796 SH       DEFINED                  4,6        0        0    81796
AMAZON COM INC                EQUITY   023135106       43      455 SH       DEFINED                5,6,7        0        0      455
AMAZON COM INC                EQUITY   023135106     4397    46775 SH       DEFINED                  6,7    46775        0        0
AMAZON COM INC                EQUITY   023135106     5188    55195 SH       DEFINED                12,21    55195        0        0
AMAZON COM INC                EQUITY   023135106      134     1421 SH       DEFINED          15,18,21,22      551        0      870
AMAZON COM INC                EQUITY   023135106     8506    90490 SH       DEFINED             18,21,22    49650        0    40840
AMAZON COM INC                OPTION   023135106      357     3800 SH  CALL DEFINED             18,21,22        0        0     3800
AMAZON COM INC                EQUITY   023135106    18800   200000 SH       DEFINED     3,13,14,27,30,31   200000        0        0
AMAZON COM INC                EQUITY   023135106     3828    40724 SH       DEFINED                21,32    40724        0        0
AMBAC FINL GROUP INC          EQUITY   023139108    53908   971313 SH       DEFINED                12,21   971313        0        0
AMBAC FINL GROUP INC          EQUITY   023139108      145     2608 SH       DEFINED          15,18,21,22     2543        0       65
AMBAC FINL GROUP INC          EQUITY   023139108     3091    55697 SH       DEFINED             18,21,22    41782        0    13915
AMBAC FINL GROUP INC          EQUITY   023139108      254     4581 SH       DEFINED     3,13,14,27,30,31     4581        0        0
AMBAC FINL GROUP INC          EQUITY   023139108      606    10911 SH       DEFINED                21,32    10911        0        0
AMBASSADORS INTERNATIONAL INC EQUITY   023178106     1438   107500 SH       DEFINED                12,21   107500        0        0
AMCAST INDUSTRIAL CORP        EQUITY   023395106      650    35600 SH       DEFINED                12,21    35600        0        0
AMCAST INDUSTRIAL CORP        EQUITY   023395106      650    35600 SH       DEFINED             16,18,21    35600        0        0
AMCAST INDUSTRIAL CORP        EQUITY   023395106       11      601 SH       DEFINED             18,21,22      601        0        0
*** AMCOR LTD ADR NEW -USD-   EQUITY   02341R302       24     1140 SH       DEFINED               -          1140        0        0
*** AMCOR LTD ADR NEW -USD-   EQUITY   02341R302      386    18045 SH       DEFINED          15,18,21,22    13085        0     4960
*** AMCOR LTD ADR NEW -USD-   EQUITY   02341R302    18757   877503 SH       DEFINED             18,21,22   674133        0   203370
AMCOL INTERNATIONAL CORP      EQUITY   02341W103      310    21504 SH       DEFINED                12,21    21504        0        0
AMCOL INTERNATIONAL CORP      EQUITY   02341W103        7      497 SH       DEFINED             18,21,22      102        0      395
AMERADA HESS CORP             EQUITY   023551104     9446   159600 SH       DEFINED   2,3,11,13,14,30,31        0   159600        0
AMERADA HESS CORP             EQUITY   023551104     3832    64750 SH       DEFINED                  4,6    17480     7000    40270
AMERADA HESS CORP             EQUITY   023551104    15685   265000 SH       DEFINED                    6   265000        0        0
AMERADA HESS CORP             EQUITY   023551104    30782   520068 SH       DEFINED                12,21   520068        0        0
AMERADA HESS CORP             EQUITY   023551104        7      116 SH       DEFINED          15,18,21,22       54        0       62
AMERADA HESS CORP             EQUITY   023551104    31962   540000 SH       DEFINED             16,18,21   540000        0        0
AMERADA HESS CORP             EQUITY   023551104    15284   258231 SH       DEFINED             18,21,22   245417        0    12814
AMERADA HESS CORP             EQUITY   023551104      152     2562 SH       DEFINED                   25        0     2562        0
AMERADA HESS CORP             EQUITY   023551104      245     4138 SH       DEFINED                21,32     4138        0        0
AMERCO                        EQUITY   023586100      154     6379 SH       DEFINED                12,21     6379        0        0
AMERCO                        EQUITY   023586100       59     2431 SH       DEFINED             18,21,22      496        0     1935
AMERCO                        EQUITY   023586100      152     6300 SH       DEFINED                   25        0     6300        0
AMEREN CORP                   EQUITY   023608102      115     2933 SH       DEFINED               -          2933        0        0
AMEREN CORP                   EQUITY   023608102        1       20 SH       DEFINED                  4,6        0        0       20
AMEREN CORP                   EQUITY   023608102      528    13411 SH       DEFINED                12,21    13411        0        0
AMEREN CORP                   EQUITY   023608102        4      100 SH       DEFINED          15,18,21,22        0        0      100
AMEREN CORP                   EQUITY   023608102     2353    59754 SH       DEFINED             18,21,22    34322        0    25431
AMEREN CORP                   EQUITY   023608102      157     3988 SH       DEFINED                   25        0     3988        0
AMEREN CORP                   EQUITY   023608102      248     6310 SH       DEFINED                21,32     6310        0        0
AMERICA ONLINE INC DEL SUB NT CORPBOND 02364JAB0     2324   326000 PRN      DEFINED             18,21,22   326000        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104     3669    39504 SH       DEFINED               -         39504        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104    41705   449046 SH       DEFINED                  4,6     7440    47700   393906
AMERICA ONLINE INC DEL        EQUITY   02364J104      324     3485 SH       DEFINED                5,6,7        0        0     3485
AMERICA ONLINE INC DEL        EQUITY   02364J104      523     5635 SH       DEFINED                  6,7        0        0     5635
AMERICA ONLINE INC DEL        EQUITY   02364J104   406242  4374076 SH       DEFINED                12,21  4374076        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104    24907   268181 SH       DEFINED          15,18,21,22   102341        0   165840
AMERICA ONLINE INC DEL        OPTION   02364J104       46      500 SH  CALL DEFINED          15,18,21,22        0        0      500
AMERICA ONLINE INC DEL        OPTION   02364J104      186     2000 SH  PUT  DEFINED          15,18,21,22        0        0     2000
AMERICA ONLINE INC DEL        EQUITY   02364J104    12417   133700 SH       DEFINED             16,18,21   133700        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104   475376  5118445 SH       DEFINED             18,21,22  2445774        0  2672670
AMERICA ONLINE INC DEL        OPTION   02364J104      957    10300 SH  CALL DEFINED             18,21,22     1500        0     8800
AMERICA ONLINE INC DEL        OPTION   02364J104     4049    43600 SH  PUT  DEFINED             18,21,22    33800        0     9800
AMERICA ONLINE INC DEL        EQUITY   02364J104    14507   156200 SH       DEFINED                   25        0   156200        0
AMERICA ONLINE INC DEL        EQUITY   02364J104   107459  1157028 SH       DEFINED     3,13,14,27,30,31  1157028        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104     1858    20000 SH       DEFINED        3,13,28,29,31    20000        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104     5593    60225 SH       DEFINED                21,32    60225        0        0
AMERICAN FIRST TAX EXEMPT INV EQUITY   02364V107        3      500 SH       DEFINED               -           500        0        0
AMERICAN FIRST TAX EXEMPT INV EQUITY   02364V107      872   139529 SH       DEFINED             18,21,22    82229        0    57300
AMERICA WEST HOLDINGS CORP    EQUITY   023657208        4      180 SH       DEFINED               -           180        0        0
AMERICA WEST HOLDINGS CORP    EQUITY   023657208      632    30821 SH       DEFINED                12,21    30821        0        0
AMERICA WEST HOLDINGS CORP    EQUITY   023657208       83     4065 SH       DEFINED          15,18,21,22     2215        0     1850
AMERICA WEST HOLDINGS CORP    EQUITY   023657208     3704   180677 SH       DEFINED             18,21,22   132287        0    48390
AMERICA WEST HOLDINGS CORP    EQUITY   023657208      599    29200 SH       DEFINED                   25        0    29200        0
AMERICAN AIRCARRIERS SUPPORT  EQUITY   023758105      570    64184 SH       DEFINED             18,21,22    43784        0    20400
AMCORE FINANCIAL INC          EQUITY   023912108      510    22289 SH       DEFINED                12,21    22289        0        0
AMCORE FINANCIAL INC          EQUITY   023912108      420    18354 SH       DEFINED             18,21,22     4002        0    14352
AMERICAN FIRST APARTMENT      EQUITY   023929102      229    27501 SH       DEFINED             18,21,22        1        0    27500
AMERICA FIRST MTG INVTS INC   EQUITY   023934102       48    10454 SH       DEFINED             18,21,22     6976        0     3478
AMERICAN BK NT HOLOGRAPHICS   EQUITY   024377103       56    24220 SH       DEFINED                  4,6        0        0    24220
AMERICAN BK NT HOLOGRAPHICS   EQUITY   024377103       21     9000 SH       DEFINED             18,21,22        0        0     9000
AMERICAN BANKERS INS GROUP IN EQUITY   024456105     8919   162900 SH       DEFINED                12,21   162900        0        0
AMERICAN BANKERS INS GROUP IN EQUITY   024456105      309     5639 SH       DEFINED             18,21,22     1289        0     4350
AMERICAN BANKERS INS GROUP IN EQUITY   024456204      248     2275 SH       DEFINED             18,21,22      935        0     1340
AMERICAN BILTRITE INC         EQUITY   024591109      728    34178 SH       DEFINED             18,21,22        0        0    34178
AMERICAN BUSINESS PRODUCTS IN EQUITY   024763104       15     1000 SH       DEFINED               -          1000        0        0
AMERICAN BUSINESS PRODUCTS IN EQUITY   024763104      187    12721 SH       DEFINED                12,21    12721        0        0
AMERICAN BUSINESS PRODUCTS IN EQUITY   024763104        4      250 SH       DEFINED          15,18,21,22        0        0      250
AMERICAN BUSINESS PRODUCTS IN EQUITY   024763104      827    56314 SH       DEFINED             18,21,22    11572        0    44742
AMERICAN CLASSIC VOYAGER CO   EQUITY   024928103     1865    79800 SH       DEFINED                12,21    79800        0        0
AMERICAN EAGLE OUTFITTERS INC EQUITY   02553E106       34      870 SH       DEFINED               -           870        0        0
AMERICAN EAGLE OUTFITTERS INC EQUITY   02553E106      528    13700 SH       DEFINED                12,21    13700        0        0
AMERICAN EAGLE OUTFITTERS INC EQUITY   02553E106        7      184 SH       DEFINED          15,18,21,22      100        0       84
AMERICAN EAGLE OUTFITTERS INC EQUITY   02553E106     1232    31953 SH       DEFINED             18,21,22    20438        0    11515
*** AMERICAN ECO CORP         EQUITY   02553G101       24    16826 SH       DEFINED             18,21,22     4266        0    12560
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      105     2876 SH       DEFINED               -          2876        0        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101     1386    38100 SH       DEFINED                  4,6     5700     4700    27700
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101     1050    28858 SH       DEFINED                12,21    28858        0        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101       60     1641 SH       DEFINED          15,18,21,22       81        0     1560
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101       58     1600 SH       DEFINED             16,18,21     1600        0        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101     5232   143834 SH       DEFINED             18,21,22    64502        0    79331
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      201     5530 SH       DEFINED                   25        0     5530        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101       36     1000 SH       DEFINED     3,13,14,27,30,31     1000        0        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      322     8862 SH       DEFINED                21,32     8862        0        0
AMERICAN EXPRESS CO           EQUITY   025816109     2498    19207 SH       DEFINED               -         19207        0        0
AMERICAN EXPRESS CO           EQUITY   025816109    23980   184370 SH       DEFINED                  4,6    51817    15898   116655
AMERICAN EXPRESS CO           EQUITY   025816109      254     1950 SH       DEFINED                5,6,7        0        0     1950
AMERICAN EXPRESS CO           EQUITY   025816109   191729  1474121 SH       DEFINED                12,21  1474121        0        0
AMERICAN EXPRESS CO           EQUITY   025816109    35902   276032 SH       DEFINED          15,18,21,22   101779        0   174252
AMERICAN EXPRESS CO           EQUITY   025816109    51785   398153 SH       DEFINED             16,18,21   398153        0        0
AMERICAN EXPRESS CO           OPTION   025816109   167007  1284045 SH  PUT  DEFINED       17,18,19,20,21  1284045        0        0
AMERICAN EXPRESS CO           EQUITY   025816109   534760  4111542 SH       DEFINED             18,21,22  2238346        0  1873196
AMERICAN EXPRESS CO           OPTION   025816109    30045   231000 SH  CALL DEFINED             18,21,22   221000        0    10000
AMERICAN EXPRESS CO           OPTION   025816109   168463  1295245 SH  PUT  DEFINED             18,21,22  1294045        0     1200
AMERICAN EXPRESS CO           EQUITY   025816109     2655    20414 SH       DEFINED                   25        0    20414        0
AMERICAN EXPRESS CO           EQUITY   025816109     2040    15683 SH       DEFINED     3,13,14,27,30,31    15683        0        0
AMERICAN EXPRESS CO           EQUITY   025816109     3414    26248 SH       DEFINED                21,32    26248        0        0
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104      148     4486 SH       DEFINED                12,21     4486        0        0
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104      187     5665 SH       DEFINED          15,18,21,22     3475        0     2190
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104      172     5200 SH       DEFINED             16,18,21     5200        0        0
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104    11048   334148 SH       DEFINED             18,21,22   226298        0   107850
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104      443    13400 SH       DEFINED                21,32    13400        0        0
AMERICAN FREIGHTWAYS CORP     EQUITY   02629V108      457    20309 SH       DEFINED                12,21    20309        0        0
AMERICAN FREIGHTWAYS CORP     EQUITY   02629V108        2      102 SH       DEFINED             18,21,22      101        0        1
AMERICAN GENERAL CORP         EQUITY   026351106      211     2758 SH       DEFINED               -          2758        0        0
AMERICAN GENERAL CORP         EQUITY   026351106      529     6900 SH       DEFINED                  4,6     6000        0      900
AMERICAN GENERAL CORP         EQUITY   026351106    41703   544249 SH       DEFINED                12,21   544249        0        0
AMERICAN GENERAL CORP         EQUITY   026351106     8121   105981 SH       DEFINED          15,18,21,22    72274        0    33706
AMERICAN GENERAL CORP         EQUITY   026351106    29067   379340 SH       DEFINED             16,18,21   379340        0        0
AMERICAN GENERAL CORP         EQUITY   026351106    56054   731541 SH       DEFINED             18,21,22   495836        0   235705
AMERICAN GENERAL CORP         EQUITY   026351106     1132    14772 SH       DEFINED                   25        0    14772        0
AMERICAN GENERAL CORP         EQUITY   026351106      889    11603 SH       DEFINED                21,32    11603        0        0
AMERICAN GENERAL CORP 7% PFD  EQUITY   026351809        4       65 SH       DEFINED          15,18,21,22       20        0       45
AMERICAN GENERAL CORP 7% PFD  EQUITY   026351809      204     3140 SH       DEFINED             18,21,22     2450        0      690
AMERICAN GEN CAP LLC DEL SER  EQUITY   02637G200     7650    80000 SH       DEFINED                12,21    80000        0        0
AMERICAN GEN CAP LLC DEL SER  EQUITY   02637G200       44      455 SH       DEFINED          15,18,21,22      270        0      185
AMERICAN GEN CAP LLC DEL SER  EQUITY   02637G200     9323    97500 SH       DEFINED             16,18,21    97500        0        0
AMERICAN GEN CAP LLC DEL SER  EQUITY   02637G200     1440    15055 SH       DEFINED             18,21,22    10335        0     4720
AMERICAN GREETINGS CORP CL A  EQUITY   026375105     2610    90017 SH       DEFINED                12,21    90017        0        0
AMERICAN GREETINGS CORP CL A  EQUITY   026375105      940    32403 SH       DEFINED          15,18,21,22    17413        0    14990
AMERICAN GREETINGS CORP CL A  EQUITY   026375105      145     5000 SH       DEFINED             16,18,21     5000        0        0
AMERICAN GREETINGS CORP CL A  EQUITY   026375105      177     6100 SH       DEFINED                18,21     6100        0        0
AMERICAN GREETINGS CORP CL A  EQUITY   026375105    21210   731371 SH       DEFINED             18,21,22   536598        0   194773
AMERICAN GREETINGS CORP CL A  EQUITY   026375105      343    11811 SH       DEFINED                   25        0    11811        0
AMERICAN GREETINGS CORP CL A  EQUITY   026375105       88     3046 SH       DEFINED                21,32     3046        0        0
AMERICAN HEALTH PROPERTIES IN EQUITY   026494104     3074   169004 SH       DEFINED                12,21   169004        0        0
AMERICAN HEALTH PROPERTIES IN EQUITY   026494104      541    29744 SH       DEFINED             18,21,22    17319        0    12425
AMERICAN HERITAGE LIFE INV CR EQUITY   026522102    10164   324590 SH       DEFINED                12,21   324590        0        0
AMERICAN HERITAGE LIFE INV CR EQUITY   026522102       19      620 SH       DEFINED          15,18,21,22      620        0        0
AMERICAN HERITAGE LIFE INV CR EQUITY   026522102     5683   181500 SH       DEFINED             16,18,21   181500        0        0
AMERICAN HERITAGE LIFE INV CR EQUITY   026522102     1030    32901 SH       DEFINED             18,21,22    20411        0    12489
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107    19253   372045 SH       DEFINED               -        372045        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107    83297  1609601 SH       DEFINED                  4,6   557343   466903   585355
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107      414     8000 SH       DEFINED                5,6,7        0        0     8000
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107      768    14850 SH       DEFINED                  6,7     5200        0     9650
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107   194371  3755957 SH       DEFINED                12,21  3755957        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107    25034   483750 SH       DEFINED          15,18,21,22   308379        0   175371
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107    50666   979052 SH       DEFINED             16,18,21   979052        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107      331     6400 SH       DEFINED                18,21     6400        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107   694021 13411032 SH       DEFINED             18,21,22  5598198        0  7812834
AMERICAN HOME PRODUCTS CORP   OPTION   026609107    15525   300000 SH  CALL DEFINED             18,21,22   300000        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107     4404    85098 SH       DEFINED                   25        0    85098        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107     1294    25013 SH       DEFINED     3,13,14,27,30,31    25013        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107     3702    71533 SH       DEFINED                21,32    71533        0        0
AMERICAN HOMESTAR CORP        EQUITY   026651109       53     7262 SH       DEFINED                12,21     7262        0        0
AMERICAN HOMESTAR CORP        EQUITY   026651109      145    19812 SH       DEFINED             18,21,22    10175        0     9637
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     3386    36530 SH       DEFINED               -         36530        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107   143464  1547817 SH       DEFINED                  4,6   627384   262478   657955
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     3398    36660 SH       DEFINED                5,6,7        0        0    36660
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     1333    14378 SH       DEFINED                  6,7        0        0    14378
AMER INTERNATIONAL GROUP INC  EQUITY   026874107   367956  3969835 SH       DEFINED                12,21  3969835        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    26223   282917 SH       DEFINED          15,18,21,22   161685        0   121232
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    51305   553525 SH       DEFINED             16,18,21   553525        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107      521     5618 SH       DEFINED       17,18,19,20,21     5618        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107   662820  7151090 SH       DEFINED             18,21,22  3755145        0  3395944
AMER INTERNATIONAL GROUP INC  OPTION   026874107    11123   120000 SH  CALL DEFINED             18,21,22   120000        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    13262   143087 SH       DEFINED            4,6,23,24   143087        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    14229   153512 SH       DEFINED                   25        0   153512        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    35047   378121 SH       DEFINED     3,13,14,27,30,31   378121        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     6345    68455 SH       DEFINED                21,32    68455        0        0
AMERICAN INTL PETROLEUM CORP  EQUITY   026909408       15    13553 SH       DEFINED             18,21,22        0        0    13553
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101       14      500 SH       DEFINED                  4,6        0        0      500
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101    25538   890195 SH       DEFINED               4,6,10   890195        0        0
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101      505    17600 SH       DEFINED                12,21    17600        0        0
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101      123     4300 SH       DEFINED          15,18,21,22     3505        0      795
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101     1833    63910 SH       DEFINED             18,21,22    46115        0    17795
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101      430    15000 SH       DEFINED            4,6,23,24    15000        0        0
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103       33     1090 SH       DEFINED               -          1090        0        0
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103     3413   114000 SH       DEFINED                12,21   114000        0        0
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103      473    15813 SH       DEFINED          15,18,21,22     8983        0     6830
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103    12056   402702 SH       DEFINED             18,21,22   265735        0   136967
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103     1224    40900 SH       DEFINED                   25        0    40900        0
AMERICAN MED SEC GROUP INC    EQUITY   02744P101       44     4054 SH       DEFINED                12,21     4054        0        0
AMERICAN MED SEC GROUP INC    EQUITY   02744P101       21     1965 SH       DEFINED          15,18,21,22     1965        0        0
AMERICAN MED SEC GROUP INC    EQUITY   02744P101      735    68364 SH       DEFINED             18,21,22    45769        0    22595
AMERICAN MOBILE SATELLITE COR EQUITY   02755R103      278    14534 SH       DEFINED                12,21    14534        0        0
AMERICAN MOBILE SATELLITE COR EQUITY   02755R103        2      100 SH       DEFINED          15,18,21,22      100        0        0
AMERICAN MOBILE SATELLITE COR EQUITY   02755R103      745    38960 SH       DEFINED             18,21,22    22731        0    16229
AMERICAN NATIONAL INSURANCE C EQUITY   028591105      494     7000 SH       DEFINED                  4,6        0     7000        0
AMERICAN NATIONAL INSURANCE C EQUITY   028591105       23      325 SH       DEFINED                12,21      325        0        0
AMERICAN NATIONAL INSURANCE C EQUITY   028591105      106     1500 SH       DEFINED             16,18,21     1500        0        0
AMERICAN NATIONAL INSURANCE C EQUITY   028591105       83     1179 SH       DEFINED             18,21,22      429        0      750
AMERICAN RETIREMENT CORP      EQUITY   028913101     3690   274558 SH       DEFINED   2,3,11,13,14,30,31        0   274558        0
AMERICAN RETIREMENT CORP      EQUITY   028913101      239    17800 SH       DEFINED                12,21    17800        0        0
AMERICAN PWR CONVERSION CORP  EQUITY   029066107        2       90 SH       DEFINED               -            90        0        0
AMERICAN PWR CONVERSION CORP  EQUITY   029066107      251    11900 SH       DEFINED                  4,6        0    10000     1900
AMERICAN PWR CONVERSION CORP  EQUITY   029066107     3285   155514 SH       DEFINED                12,21   155514        0        0
AMERICAN PWR CONVERSION CORP  EQUITY   029066107      227    10757 SH       DEFINED          15,18,21,22     4130        0     6627
AMERICAN PWR CONVERSION CORP  EQUITY   029066107     9251   437894 SH       DEFINED             18,21,22   310516        0   127378
AMERICAN PWR CONVERSION CORP  EQUITY   029066107     1186    56140 SH       DEFINED                21,32    56140        0        0
AMERICAN SCIENCE & ENG INC    EQUITY   029429107       84    10500 SH       DEFINED             18,21,22     6500        0     4000
AMERICAN SOFTWARE INC CL A    EQUITY   029683109      525   139935 SH       DEFINED          15,18,21,22    32310        0   107625
AMERICAN SOFTWARE INC CL A    EQUITY   029683109       46    12250 SH       DEFINED             18,21,22    10250        0     2000
AMERICAN STANDARD COS INC     EQUITY   029712106       26      600 SH       DEFINED                  4,6      600        0        0
AMERICAN STANDARD COS INC     EQUITY   029712106     3780    86900 SH       DEFINED                12,21    86900        0        0
AMERICAN STANDARD COS INC     EQUITY   029712106      637    14638 SH       DEFINED             18,21,22    11288        0     3350
AMERICAN STANDARD COS INC     EQUITY   029712106      222     5100 SH       DEFINED                21,32     5100        0        0
AMERICAN STS WTR CO           EQUITY   029899101       15      500 SH       DEFINED                  4,6        0        0      500
AMERICAN STS WTR CO           EQUITY   029899101      114     3800 SH       DEFINED                12,21     3800        0        0
AMERICAN STS WTR CO           EQUITY   029899101      600    19910 SH       DEFINED             18,21,22    13260        0     6649
AMERICAN TOWER CORP           EQUITY   029912201     1616    70623 SH       DEFINED                  4,6    23700    31033    15890
AMERICAN TOWER CORP           EQUITY   029912201       10      420 SH       DEFINED                  6,7        0        0      420
AMERICAN TOWER CORP           EQUITY   029912201     2028    88635 SH       DEFINED                12,21    88635        0        0
AMERICAN TOWER CORP           EQUITY   029912201       41     1780 SH       DEFINED          15,18,21,22     1105        0      675
AMERICAN TOWER CORP           EQUITY   029912201     1286    56235 SH       DEFINED             18,21,22    32990        0    23245
AMERICAN STORES CO-NEW        EQUITY   030096101      227     6800 SH       DEFINED                5,6,7        0        0     6800
AMERICAN STORES CO-NEW        EQUITY   030096101      169     5083 SH       DEFINED                12,21     5083        0        0
AMERICAN STORES CO-NEW        EQUITY   030096101     1157    34731 SH       DEFINED             18,21,22    18000        0    16731
AMERICAN WATER WORKS CO INC   EQUITY   030411102       71     2400 SH       DEFINED               -          2400        0        0
AMERICAN WATER WORKS CO INC   EQUITY   030411102       68     2275 SH       DEFINED                12,21     2275        0        0
AMERICAN WATER WORKS CO INC   EQUITY   030411102     1809    60818 SH       DEFINED          15,18,21,22    30010        0    30808
AMERICAN WATER WORKS CO INC   EQUITY   030411102    42953  1443800 SH       DEFINED             18,21,22   753260        0   690539
AMERICAN WOODMARK CORP        EQUITY   030506109      505    15400 SH       DEFINED   2,3,11,13,14,30,31        0    15400        0
AMERICAN WOODMARK CORP        EQUITY   030506109       23      700 SH       DEFINED                12,21      700        0        0
AMERICAN WOODMARK CORP        EQUITY   030506109       48     1451 SH       DEFINED             18,21,22      625        0      825
AMERICAN WOODMARK CORP        EQUITY   030506109      502    15300 SH       DEFINED                   25        0    15300        0
AMERICREDIT CORP              EQUITY   03060R101       46     3000 SH       DEFINED               -          3000        0        0
AMERICREDIT CORP              EQUITY   03060R101     1685   110488 SH       DEFINED                12,21   110488        0        0
AMERICREDIT CORP              EQUITY   03060R101      132     8625 SH       DEFINED          15,18,21,22     8625        0        0
AMERICREDIT CORP              EQUITY   03060R101     1199    78596 SH       DEFINED             18,21,22    36941        0    41655
AMERICREDIT CORP              EQUITY   03060R101      541    35500 SH       DEFINED                   25        0    35500        0
AMERILINK CORP                EQUITY   03070N108       10      500 SH       DEFINED             18,21,22      500        0        0
AMERILINK CORP                EQUITY   03070N108     3609   175000 SH       DEFINED        3,13,30,31,33        0        0   175000
AMERIPATH INC                 EQUITY   03071D109      149    15600 SH       DEFINED                12,21    15600        0        0
AMERIPATH INC                 EQUITY   03071D109        7      775 SH       DEFINED          15,18,21,22      575        0      200
AMERIPATH INC                 EQUITY   03071D109      679    70978 SH       DEFINED             18,21,22    45803        0    25175
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102       32     1115 SH       DEFINED               -          1115        0        0
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102    41553  1442146 SH       DEFINED                1,4,6  1442146        0        0
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102     1506    52278 SH       DEFINED                12,21    52278        0        0
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102      504    17481 SH       DEFINED          15,18,21,22    10381        0     7100
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102    12786   443742 SH       DEFINED             18,21,22   302175        0   141567
AMERON INTERNATIONAL CORP     EQUITY   030710107     1282    29634 SH       DEFINED                12,21    29634        0        0
AMERON INTERNATIONAL CORP     EQUITY   030710107     1315    30400 SH       DEFINED             16,18,21    30400        0        0
AMERON INTERNATIONAL CORP     EQUITY   030710107       11      262 SH       DEFINED             18,21,22      161        0      101
AMERITRADE HLDG CORP CL A     EQUITY   03072H109        4      180 SH       DEFINED               -           180        0        0
AMERITRADE HLDG CORP CL A     EQUITY   03072H109      307    12800 SH       DEFINED                12,21    12800        0        0
AMERITRADE HLDG CORP CL A     EQUITY   03072H109        2      100 SH       DEFINED          15,18,21,22        0        0      100
AMERITRADE HLDG CORP CL A     EQUITY   03072H109      225     9362 SH       DEFINED             18,21,22     5851        0     3511
AMERUS LIFE HOLDINGS INC CL A EQUITY   030732101     3639   133224 SH       DEFINED                12,21   133224        0        0
AMERUS LIFE HOLDINGS INC CL A EQUITY   030732101      134     4900 SH       DEFINED             18,21,22     1506        0     3394
AMERUS LIFE HOLDINGS INC CL A EQUITY   030732101      139     5100 SH       DEFINED                   25        0     5100        0
AMES DEPT STORES INC NEW      EQUITY   030789507        4       95 SH       DEFINED               -            95        0        0
AMES DEPT STORES INC NEW      EQUITY   030789507     2938    72100 SH       DEFINED                12,21    72100        0        0
AMES DEPT STORES INC NEW      EQUITY   030789507       91     2225 SH       DEFINED          15,18,21,22     1230        0      995
AMES DEPT STORES INC NEW      EQUITY   030789507       82     2000 SH       DEFINED             16,18,21     2000        0        0
AMES DEPT STORES INC NEW      EQUITY   030789507     4322   106053 SH       DEFINED             18,21,22    76564        0    29489
AMES DEPT STORES INC NEW      EQUITY   030789507      206     5052 SH       DEFINED           3,13,28,31     5052        0        0
AMERITECH CORP NEW            EQUITY   030954101     5623    74719 SH       DEFINED               -         74719        0        0
AMERITECH CORP NEW            EQUITY   030954101    66762   887206 SH       DEFINED                  4,6   456834   142250   288122
AMERITECH CORP NEW            EQUITY   030954101      726     9650 SH       DEFINED                  6,7        0        0     9650
AMERITECH CORP NEW            EQUITY   030954101   240542  3196570 SH       DEFINED                12,21  3196570        0        0
AMERITECH CORP NEW            EQUITY   030954101    19297   256437 SH       DEFINED          15,18,21,22   149732        0   106705
AMERITECH CORP NEW            EQUITY   030954101     8726   115964 SH       DEFINED             16,18,21   115964        0        0
AMERITECH CORP NEW            EQUITY   030954101   579596  7702274 SH       DEFINED             18,21,22  4090870        0  3611404
AMERITECH CORP NEW            EQUITY   030954101     4584    60918 SH       DEFINED                   25        0    60918        0
AMERITECH CORP NEW            EQUITY   030954101     1078    14323 SH       DEFINED     3,13,14,27,30,31    14323        0        0
AMERITECH CORP NEW            EQUITY   030954101     4415    58673 SH       DEFINED                21,32    58673        0        0
AMERIGAS PARTNERS L P UNIT OF EQUITY   030975106       58     2900 SH       DEFINED               -          2900        0        0
AMERIGAS PARTNERS L P UNIT OF EQUITY   030975106        5      250 SH       DEFINED          15,18,21,22        0        0      250
AMERIGAS PARTNERS L P UNIT OF EQUITY   030975106     7086   353193 SH       DEFINED             18,21,22   145812        0   207381
AMETEK INC                    EQUITY   031100100      795    34100 SH       DEFINED                12,21    34100        0        0
AMETEK INC                    EQUITY   031100100       31     1350 SH       DEFINED          15,18,21,22      907        0      443
AMETEK INC                    EQUITY   031100100      530    22724 SH       DEFINED             18,21,22     7317        0    15406
AMF BOWLING INC               EQUITY   03113V109       78    14575 SH       DEFINED                12,21    14575        0        0
AMF BOWLING INC               EQUITY   03113V109       18     3360 SH       DEFINED          15,18,21,22        0        0     3360
AMF BOWLING INC               EQUITY   03113V109       13     2469 SH       DEFINED             18,21,22     1972        0      497
AMGEN INC                     EQUITY   031162100     5000    63495 SH       DEFINED               -         63495        0        0
AMGEN INC                     EQUITY   031162100     2797    35519 SH       DEFINED                  4,6        0     7026    28493
AMGEN INC                     EQUITY   031162100    10891   138302 SH       DEFINED                  6,7   138302        0        0
AMGEN INC                     EQUITY   031162100   293876  3731760 SH       DEFINED                12,21  3731760        0        0
AMGEN INC                     EQUITY   031162100    61920   786282 SH       DEFINED          15,18,21,22   306697        0   479585
AMGEN INC                     OPTION   031162100      118     1500 SH  CALL DEFINED          15,18,21,22        0        0     1500
AMGEN INC                     OPTION   031162100       79     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
AMGEN INC                     EQUITY   031162100    11876   150800 SH       DEFINED             16,18,21   150800        0        0
AMGEN INC                     EQUITY   031162100  1127732 14320405 SH       DEFINED             18,21,22  8515474        0  5804931
AMGEN INC                     OPTION   031162100     5528    70200 SH  CALL DEFINED             18,21,22    50000        0    20200
AMGEN INC                     OPTION   031162100      843    10700 SH  PUT  DEFINED             18,21,22        0        0    10700
AMGEN INC                     EQUITY   031162100     2214    28116 SH       DEFINED                   25        0    28116        0
AMGEN INC                     EQUITY   031162100     2396    30420 SH       DEFINED     3,13,14,27,30,31    30420        0        0
AMGEN INC                     EQUITY   031162100     2287    29039 SH       DEFINED                21,32    29039        0        0
AMKOR TECHNOLOGY INC CV SUB   CORPBOND 031652AA8        6     5000 PRN      DEFINED                12,21     5000        0        0
AMKOR TECHNOLOGY INC CV SUB   CORPBOND 031652AA8      524   420000 PRN      DEFINED             18,21,22   175000        0   245000
AMKOR TECHNOLOGY INC          EQUITY   031652100       15     1000 SH       DEFINED                  4,6        0        0     1000
AMKOR TECHNOLOGY INC          EQUITY   031652100      633    42200 SH       DEFINED                12,21    42200        0        0
AMKOR TECHNOLOGY INC          EQUITY   031652100        9      583 SH       DEFINED          15,18,21,22      283        0      300
AMKOR TECHNOLOGY INC          EQUITY   031652100     1750   116634 SH       DEFINED             18,21,22    77065        0    39569
AMRESCO INC                   EQUITY   031909104      150    23801 SH       DEFINED                12,21    23801        0        0
AMRESCO INC                   EQUITY   031909104      856   135578 SH       DEFINED          15,18,21,22    53687        0    81891
AMRESCO INC                   EQUITY   031909104      648   102709 SH       DEFINED             18,21,22    50298        0    52411
AMRESCO CAP TRUST             EQUITY   031919103      189    18779 SH       DEFINED          15,18,21,22     8179        0    10600
AMPAL-AMERICAN ISRAEL CORP    EQUITY   032015307      229    11609 SH       DEFINED             18,21,22        0        0    11609
AMPEX CORP CL A               EQUITY   032092108      153    37616 SH       DEFINED             18,21,22     4716        0    32900
AMPHENOL CORP CLASS A         EQUITY   032095101      699    16200 SH       DEFINED                12,21    16200        0        0
AMPHENOL CORP CLASS A         EQUITY   032095101        9      200 SH       DEFINED             18,21,22        0        0      200
AMSOUTH BANCORPORATION        EQUITY   032165102        1       60 SH       DEFINED               -            60        0        0
AMSOUTH BANCORPORATION        EQUITY   032165102      491    21587 SH       DEFINED                  4,6    19000        0     2587
AMSOUTH BANCORPORATION        EQUITY   032165102     5918   260110 SH       DEFINED                12,21   260110        0        0
AMSOUTH BANCORPORATION        EQUITY   032165102      797    35024 SH       DEFINED          15,18,21,22    16290        0    18734
AMSOUTH BANCORPORATION        EQUITY   032165102    39166  1721571 SH       DEFINED             18,21,22   857546        0   864024
AMSOUTH BANCORPORATION        EQUITY   032165102      113     4950 SH       DEFINED                   25        0     4950        0
AMSOUTH BANCORPORATION        EQUITY   032165102      348    15300 SH       DEFINED     3,13,14,27,30,31    15300        0        0
AMSOUTH BANCORPORATION        EQUITY   032165102      425    18699 SH       DEFINED                21,32    18699        0        0
AMSURG CORP                   EQUITY   03232P108        9     1250 SH       DEFINED          15,18,21,22      925        0      325
AMSURG CORP                   EQUITY   03232P108      517    75830 SH       DEFINED             18,21,22    56580        0    19250
AMTEC INC                     EQUITY   03232Q106      125   100000 SH       DEFINED                  4,6   100000        0        0
ANACOMP INC NEW               EQUITY   032371106      206    11600 SH       DEFINED                12,21    11600        0        0
ANACOMP INC NEW               EQUITY   032371106       28     1567 SH       DEFINED             18,21,22     1453        0      114
ANADARKO PETROLEUM CORP       EQUITY   032511107     2747    75000 SH       DEFINED                  6,7        0        0    75000
ANADARKO PETROLEUM CORP       EQUITY   032511107    29948   817682 SH       DEFINED                12,21   817682        0        0
ANADARKO PETROLEUM CORP       EQUITY   032511107       57     1545 SH       DEFINED          15,18,21,22     1095        0      450
ANADARKO PETROLEUM CORP       EQUITY   032511107       81     2200 SH       DEFINED             16,18,21     2200        0        0
ANADARKO PETROLEUM CORP       EQUITY   032511107     3905   106619 SH       DEFINED             18,21,22    57794        0    48825
ANADARKO PETROLEUM CORP       EQUITY   032511107      125     3400 SH       DEFINED                   25        0     3400        0
ANADARKO PETROLEUM CORP       EQUITY   032511107      242     6600 SH       DEFINED     3,13,14,27,30,31     6600        0        0
ANADARKO PETROLEUM CORP       EQUITY   032511107      204     5557 SH       DEFINED                21,32     5557        0        0
ANADIGICS INC                 EQUITY   032515108      134     4100 SH       DEFINED                12,21     4100        0        0
ANADIGICS INC                 EQUITY   032515108      228     6995 SH       DEFINED          15,18,21,22     5325        0     1670
ANADIGICS INC                 EQUITY   032515108     5399   165496 SH       DEFINED             18,21,22   111679        0    53817
ANALOG DEVICES INC            EQUITY   032654105       18      400 SH       DEFINED               -           400        0        0
ANALOG DEVICES INC            EQUITY   032654105    13306   302420 SH       DEFINED                  4,6   141010    38000   123410
ANALOG DEVICES INC            EQUITY   032654105      207     4700 SH       DEFINED                  6,7        0        0     4700
ANALOG DEVICES INC            EQUITY   032654105     6985   158760 SH       DEFINED                12,21   158760        0        0
ANALOG DEVICES INC            EQUITY   032654105       18      400 SH       DEFINED          15,18,21,22        0        0      400
ANALOG DEVICES INC            EQUITY   032654105     1816    41267 SH       DEFINED             18,21,22    15963        0    25304
ANALOG DEVICES INC            EQUITY   032654105     1338    30400 SH       DEFINED     3,13,14,27,30,31    30400        0        0
ANALOG DEVICES INC            EQUITY   032654105      972    22100 SH       DEFINED                21,32    22100        0        0
ANALOGIC CORP-NEW             EQUITY   032657207      186     5300 SH       DEFINED                12,21     5300        0        0
ANALOGIC CORP-NEW             EQUITY   032657207       25      711 SH       DEFINED             18,21,22      711        0        0
ANALYSTS INTERNATIONAL CORP   EQUITY   032681108      288    21500 SH       DEFINED                12,21    21500        0        0
ANALYSTS INTERNATIONAL CORP   EQUITY   032681108      342    25555 SH       DEFINED             18,21,22     7219        0    18335
ANAREN MICROWAVE INC          EQUITY   032744104     2040    85000 SH       DEFINED                12,21    85000        0        0
ANAREN MICROWAVE INC          EQUITY   032744104      738    30730 SH       DEFINED             18,21,22    24013        0     6717
ANCHOR BANCORP WIS INC        EQUITY   032839102      285    16400 SH       DEFINED                12,21    16400        0        0
ANCHOR BANCORP WIS INC        EQUITY   032839102      153     8819 SH       DEFINED             18,21,22        2        0     8817
ANCHOR GAMING                 EQUITY   033037102      333     6300 SH       DEFINED                12,21     6300        0        0
ANCHOR GAMING                 EQUITY   033037102        2       38 SH       DEFINED          15,18,21,22       38        0        0
ANCHOR GAMING                 EQUITY   033037102      836    15814 SH       DEFINED             18,21,22    11683        0     4131
ANCOR COMMUNICATIONS INC      EQUITY   03332K108     1759    60800 SH       DEFINED                12,21    60800        0        0
ANCOR COMMUNICATIONS INC      EQUITY   03332K108      195     6750 SH       DEFINED             18,21,22     1600        0     5150
ANDOVER BANCORP INC DEL       EQUITY   034258103     1806    56000 SH       DEFINED                12,21    56000        0        0
ANDREA ELECTRONICS CORP       EQUITY   034393108       56    10000 SH       DEFINED             16,18,21    10000        0        0
ANDREA ELECTRONICS CORP       EQUITY   034393108       42     7400 SH       DEFINED             18,21,22      300        0     7100
ANDREW CORP DELAWARE          EQUITY   034425108     1039    51928 SH       DEFINED                12,21    51928        0        0
ANDREW CORP DELAWARE          EQUITY   034425108     1649    82434 SH       DEFINED             18,21,22    70202        0    12232
ANDREW CORP DELAWARE          EQUITY   034425108       45     2273 SH       DEFINED                   25        0     2273        0
ANDREW CORP DELAWARE          EQUITY   034425108       78     3897 SH       DEFINED                21,32     3897        0        0
ANDRX CORPORATION             EQUITY   034551101       28      445 SH       DEFINED               -           445        0        0
ANDRX CORPORATION             EQUITY   034551101     4524    70685 SH       DEFINED                  4,6    24275    32025    14385
ANDRX CORPORATION             EQUITY   034551101       28      445 SH       DEFINED                  6,7        0        0      445
ANDRX CORPORATION             EQUITY   034551101     2029    31700 SH       DEFINED                12,21    31700        0        0
ANDRX CORPORATION             EQUITY   034551101      256     4000 SH       DEFINED          15,18,21,22     2275        0     1725
ANDRX CORPORATION             EQUITY   034551101    11127   173855 SH       DEFINED             18,21,22   109255        0    64600
ANDRX CORPORATION             OPTION   034551101      640    10000 SH  CALL DEFINED             18,21,22    10000        0        0
ANDRX CORPORATION             OPTION   034551101      640    10000 SH  PUT  DEFINED             18,21,22    10000        0        0
ANDRX CORPORATION             EQUITY   034551101       13      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
ANDRX CORPORATION             EQUITY   034551101     1549    24200 SH       DEFINED                21,32    24200        0        0
ANESTA CORP                   EQUITY   034603100      590    41800 SH       DEFINED                12,21    41800        0        0
ANESTA CORP                   EQUITY   034603100       49     3445 SH       DEFINED             18,21,22     2945        0      500
ANGEION CORPORATION -NEW-     EQUITY   03462H305       21     9900 SH       DEFINED             16,18,21     9900        0        0
ANGEION CORPORATION -NEW-     EQUITY   03462H305        2      904 SH       DEFINED             18,21,22        4        0      900
*** ANGLO AMERICAN PLC SPONS  EQUITY   03485P102      132     2536 SH       DEFINED          15,18,21,22     2217        0      319
*** ANGLO AMERICAN PLC SPONS  EQUITY   03485P102       22      415 SH       DEFINED             16,18,21      415        0        0
*** ANGLO AMERICAN PLC SPONS  EQUITY   03485P102     8642   166190 SH       DEFINED             18,21,22   142274        0    23916
*** ANGLOGOLD LTD-ZAR         EQUITY   035128206      468    22294 SH       DEFINED             18,21,22    12315        0     9979
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     1352    17735 SH       DEFINED               -         17735        0        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103    12709   166680 SH       DEFINED                  4,6    69100        0    97580
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103      275     3600 SH       DEFINED                5,6,7        0        0     3600
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103    28502   373802 SH       DEFINED                12,21   373802        0        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     9199   120646 SH       DEFINED          15,18,21,22    83758        0    36888
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     1251    16400 SH       DEFINED             16,18,21    16400        0        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103   192451  2523941 SH       DEFINED             18,21,22  1068131        0  1455810
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     1500    19676 SH       DEFINED                   25        0    19676        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     1070    14027 SH       DEFINED     3,13,14,27,30,31    14027        0        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     2047    26845 SH       DEFINED                21,32    26845        0        0
ANICOM INC                    EQUITY   035250109      150    20300 SH       DEFINED                12,21    20300        0        0
ANICOM INC                    EQUITY   035250109       47     6310 SH       DEFINED          15,18,21,22     4770        0     1540
ANICOM INC                    EQUITY   035250109     1028   139443 SH       DEFINED             18,21,22    94864        0    44579
ANIXTER INTERNATIONAL INC     EQUITY   035290105     3208   159408 SH       DEFINED                12,21   159408        0        0
ANIXTER INTERNATIONAL INC     EQUITY   035290105      321    15955 SH       DEFINED          15,18,21,22    12970        0     2985
ANIXTER INTERNATIONAL INC     EQUITY   035290105     4585   227839 SH       DEFINED             18,21,22   162404        0    65435
ANIXTER INTERNATIONAL INC     EQUITY   035290105      493    24500 SH       DEFINED     3,13,14,27,30,31    24500        0        0
ANNALY MORTGAGE MANAGEMENT    EQUITY   035710409      128    12300 SH       DEFINED             18,21,22     6800        0     5500
ANNTAYLOR STORES CORP         EQUITY   036115103        7      170 SH       DEFINED               -           170        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103     5386   140815 SH       DEFINED                12,21   140815        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103       64     1679 SH       DEFINED          15,18,21,22     1155        0      524
ANNTAYLOR STORES CORP         EQUITY   036115103      107     2800 SH       DEFINED                18,21     2800        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103     2785    72819 SH       DEFINED             18,21,22    45439        0    27380
ANNTAYLOR STORES CORP         EQUITY   036115103      482    12600 SH       DEFINED                   25        0    12600        0
ANNTAYLOR STORES CORP         EQUITY   036115103       11      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103     3458    90417 SH       DEFINED                21,32    90417        0        0
ANTEC CORP                    EQUITY   03664P105       36      910 SH       DEFINED               -           910        0        0
ANTEC CORP                    EQUITY   03664P105     4242   106391 SH       DEFINED                12,21   106391        0        0
ANTEC CORP                    EQUITY   03664P105      783    19645 SH       DEFINED          15,18,21,22    14315        0     5330
ANTEC CORP                    EQUITY   03664P105    18101   453939 SH       DEFINED             18,21,22   305267        0   148672
ANSWERTHINK CONSULTING GROUP  EQUITY   036916104     2159   116700 SH       DEFINED                12,21   116700        0        0
ANSWERTHINK CONSULTING GROUP  EQUITY   036916104      155     8390 SH       DEFINED          15,18,21,22     4964        0     3426
ANSWERTHINK CONSULTING GROUP  EQUITY   036916104     1291    69775 SH       DEFINED             18,21,22    63305        0     6470
ANTHRACITE CAPITAL INC        EQUITY   037023108      840   119000 SH       DEFINED                12,21   119000        0        0
ANTHRACITE CAPITAL INC        EQUITY   037023108      424    60000 SH       DEFINED             16,18,21    60000        0        0
ANTHRACITE CAPITAL INC        EQUITY   037023108       40     5705 SH       DEFINED             18,21,22     3191        0     2514
AON CORP                      EQUITY   037389103       25      675 SH       DEFINED               -           675        0        0
AON CORP                      EQUITY   037389103      671    18262 SH       DEFINED                  4,6     9675        0     8587
AON CORP                      EQUITY   037389103    19205   522598 SH       DEFINED                12,21   522598        0        0
AON CORP                      EQUITY   037389103       29      781 SH       DEFINED          15,18,21,22      366        0      415
AON CORP                      EQUITY   037389103    11149   303375 SH       DEFINED             16,18,21   303375        0        0
AON CORP                      EQUITY   037389103     6678   181725 SH       DEFINED             18,21,22   109606        0    72119
AON CORP                      EQUITY   037389103      261     7100 SH       DEFINED                   25        0     7100        0
AON CORP                      EQUITY   037389103      436    11858 SH       DEFINED                21,32    11858        0        0
APACHE CORP                   EQUITY   037411105       15      370 SH       DEFINED               -           370        0        0
APACHE CORP                   EQUITY   037411105       29      700 SH       DEFINED                  4,6      400      300        0
APACHE CORP                   EQUITY   037411105     2084    50000 SH       DEFINED                  6,7        0        0    50000
APACHE CORP                   EQUITY   037411105     6894   165364 SH       DEFINED                12,21   165364        0        0
APACHE CORP                   EQUITY   037411105      430    10307 SH       DEFINED          15,18,21,22     5220        0     5087
APACHE CORP                   EQUITY   037411105    29191   700233 SH       DEFINED             18,21,22   233940        0   466292
APACHE CORP                   EQUITY   037411105      133     3200 SH       DEFINED                   25        0     3200        0
APACHE CORP                   EQUITY   037411105     1080    25900 SH       DEFINED     3,13,14,27,30,31    25900        0        0
APACHE CORP                   EQUITY   037411105      380     9121 SH       DEFINED                21,32     9121        0        0
APACHE CORP DEPOSITARY SH     EQUITY   037411600     2235    59200 SH       DEFINED                12,21    59200        0        0
APACHE CORP DEPOSITARY SH     EQUITY   037411600     1888    50000 SH       DEFINED             16,18,21    50000        0        0
APACHE MEDICAL SYSTEMS INC    EQUITY   03746E102       19    10800 SH       DEFINED               -         10800        0        0
APARTMENT INVESTMENT &        EQUITY   03748R101        4       95 SH       DEFINED               -            95        0        0
APARTMENT INVESTMENT &        EQUITY   03748R101     5173   127134 SH       DEFINED                12,21   127134        0        0
APARTMENT INVESTMENT &        EQUITY   03748R101     1865    45826 SH       DEFINED          15,18,21,22    18355        0    27471
APARTMENT INVESTMENT &        EQUITY   03748R101     5086   125000 SH       DEFINED             16,18,21   125000        0        0
APARTMENT INVESTMENT &        EQUITY   03748R101    21673   532673 SH       DEFINED             18,21,22   378588        0   154085
APHTON CORP                   EQUITY   03759P101    24149  1694664 SH       DEFINED                12,21  1694664        0        0
APHTON CORP                   EQUITY   03759P101       83     5790 SH       DEFINED          15,18,21,22     4920        0      870
APHTON CORP                   EQUITY   03759P101     4498   315644 SH       DEFINED             18,21,22   118824        0   196820
APOGEE ENTERPRISES INC        EQUITY   037598109      275    27500 SH       DEFINED                12,21    27500        0        0
APOGEE ENTERPRISES INC        EQUITY   037598109       57     5715 SH       DEFINED             18,21,22     2205        0     3510
APOLLO GROUP INC CL A         EQUITY   037604105        1       55 SH       DEFINED               -            55        0        0
APOLLO GROUP INC CL A         EQUITY   037604105     2175    83669 SH       DEFINED                12,21    83669        0        0
APOLLO GROUP INC CL A         EQUITY   037604105      151     5790 SH       DEFINED          15,18,21,22     3116        0     2674
APOLLO GROUP INC CL A         EQUITY   037604105    18196   699851 SH       DEFINED             18,21,22   465154        0   234697
APOLLO GROUP INC CL A         EQUITY   037604105     1390    53456 SH       DEFINED                21,32    53456        0        0
APPLE COMPUTER INC            EQUITY   037833100        4       80 SH       DEFINED               -            80        0        0
APPLE COMPUTER INC            EQUITY   037833100       56     1000 SH       DEFINED                  4,6     1000        0        0
APPLE COMPUTER INC            EQUITY   037833100    22336   400654 SH       DEFINED                12,21   400654        0        0
APPLE COMPUTER INC            EQUITY   037833100      150     2686 SH       DEFINED          15,18,21,22     1272        0     1414
APPLE COMPUTER INC            EQUITY   037833100       22      400 SH       DEFINED             16,18,21      400        0        0
APPLE COMPUTER INC            EQUITY   037833100      602    10800 SH       DEFINED                18,21    10800        0        0
APPLE COMPUTER INC            EQUITY   037833100    79045  1417854 SH       DEFINED             18,21,22   662532        0   755321
APPLE COMPUTER INC            OPTION   037833100       22      400 SH  PUT  DEFINED             18,21,22        0        0      400
APPLE COMPUTER INC            EQUITY   037833100      248     4454 SH       DEFINED                   25        0     4454        0
APPLE COMPUTER INC            EQUITY   037833100     1535    27538 SH       DEFINED                21,32    27538        0        0
APPLE COMPUTER INC            OPTION   037833100     5575   100000 SH  PUT  DEFINED        3,13,30,31,33        0        0   100000
APPLEBEES INTERNATIONAL INC   EQUITY   037899101     1016    32697 SH       DEFINED                12,21    32697        0        0
APPLEBEES INTERNATIONAL INC   EQUITY   037899101       21      660 SH       DEFINED          15,18,21,22      565        0       95
APPLEBEES INTERNATIONAL INC   EQUITY   037899101      875    28183 SH       DEFINED             18,21,22    16990        0    11193
APPLEBEES INTERNATIONAL INC   EQUITY   037899101      413    13300 SH       DEFINED                   25        0    13300        0
APPLEBEES INTERNATIONAL INC   EQUITY   037899101       16      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
APRIA HEALTHCARE GROUP INC    EQUITY   037933108       11      720 SH       DEFINED               -           720        0        0
APRIA HEALTHCARE GROUP INC    EQUITY   037933108     1603   103025 SH       DEFINED                  4,6    33745    45830    23450
APRIA HEALTHCARE GROUP INC    EQUITY   037933108       10      615 SH       DEFINED                  6,7        0        0      615
APRIA HEALTHCARE GROUP INC    EQUITY   037933108      561    36033 SH       DEFINED                12,21    36033        0        0
APRIA HEALTHCARE GROUP INC    EQUITY   037933108      813    52257 SH       DEFINED             18,21,22    37299        0    14958
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109        6      600 SH       DEFINED                  4,6      600        0        0
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109        6      600 SH       DEFINED               4,6,10      600        0        0
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109      136    12599 SH       DEFINED                12,21    12599        0        0
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109       62     5780 SH       DEFINED          15,18,21,22     4375        0     1405
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109     1357   125520 SH       DEFINED             18,21,22    86185        0    39335
APPLIED ANALITICAL INDUSTRIES EQUITY   037939105       57    10100 SH       DEFINED                12,21    10100        0        0
APEX PC SOLUTIONS INC         EQUITY   037945102     3119   119379 SH       DEFINED                12,21   119379        0        0
APEX PC SOLUTIONS INC         EQUITY   037945102       16      609 SH       DEFINED             18,21,22        9        0      600
APPLIED INDUSTRIAL TECH INC   EQUITY   03820C105      273    17825 SH       DEFINED                12,21    17825        0        0
APPLIED INDUSTRIAL TECH INC   EQUITY   03820C105     1383    90336 SH       DEFINED             18,21,22    70545        0    19791
APPLIED MAGNETICSCORP SUB DEB CORPBOND 038213AA2       19   120000 PRN      DEFINED             18,21,22        0        0   120000
APPLIED MAGNETICS CORP DE     EQUITY   038213104       33    22185 SH       DEFINED             18,21,22     1645        0    20540
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109    21237   219500 SH       DEFINED                12,21   219500        0        0
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109      697     7206 SH       DEFINED          15,18,21,22     3698        0     3508
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109    18044   186500 SH       DEFINED             16,18,21   186500        0        0
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109    19259   199058 SH       DEFINED             18,21,22   126696        0    72362
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109       29      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105      997    13875 SH       DEFINED               -         13875        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     8588   119490 SH       DEFINED                  4,6    20900     6400    92190
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     1641    22825 SH       DEFINED                  6,7        0        0    22825
APPLIED MATERIALS INC DELAWAR EQUITY   038222105    55634   774033 SH       DEFINED                12,21   774033        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     1723    23972 SH       DEFINED          15,18,21,22    15915        0     8057
APPLIED MATERIALS INC DELAWAR EQUITY   038222105   380328  5291522 SH       DEFINED             18,21,22  4349582        0   941940
APPLIED MATERIALS INC DELAWAR OPTION   038222105     7281   101300 SH  CALL DEFINED             18,21,22   101000        0      300
APPLIED MATERIALS INC DELAWAR OPTION   038222105     3198    44500 SH  PUT  DEFINED             18,21,22    43000        0     1500
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     1703    23697 SH       DEFINED                   25        0    23697        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     2024    28163 SH       DEFINED     3,13,14,27,30,31    28163        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105      719    10000 SH       DEFINED        3,13,28,29,31    10000        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     1580    21983 SH       DEFINED                21,32    21983        0        0
APPLIED POWER INC CL A        EQUITY   038225108       25      870 SH       DEFINED               -           870        0        0
APPLIED POWER INC CL A        EQUITY   038225108     2115    74062 SH       DEFINED                  4,6    25485    33332    15245
APPLIED POWER INC CL A        EQUITY   038225108       12      430 SH       DEFINED                  6,7        0        0      430
APPLIED POWER INC CL A        EQUITY   038225108     1598    55960 SH       DEFINED                12,21    55960        0        0
APPLIED POWER INC CL A        EQUITY   038225108      356    12470 SH       DEFINED          15,18,21,22     7805        0     4665
APPLIED POWER INC CL A        EQUITY   038225108     8625   301951 SH       DEFINED             18,21,22   208355        0    93596
APPLIED POWER INC CL A        EQUITY   038225108      557    19500 SH       DEFINED                   25        0    19500        0
APPLIED SCIENCE & TECH INC    EQUITY   038236105      332    15000 SH       DEFINED                12,21    15000        0        0
APPLIED SCIENCE & TECH INC    EQUITY   038236105       11      500 SH       DEFINED             18,21,22        0        0      500
APPLIED SIGNAL TECH INC       EQUITY   038237103       98    10000 SH       DEFINED             18,21,22        0        0    10000
APPLIEDTHEORY CORPORATION     EQUITY   03828R104      728    48518 SH       DEFINED             18,21,22    37487        0    11031
APTARGROUP INC                EQUITY   038336103       22      800 SH       DEFINED               -           800        0        0
APTARGROUP INC                EQUITY   038336103     3500   124730 SH       DEFINED                  4,6    40780    59409    24541
APTARGROUP INC                EQUITY   038336103       18      650 SH       DEFINED                  6,7        0        0      650
APTARGROUP INC                EQUITY   038336103     2373    84573 SH       DEFINED                12,21    84573        0        0
APTARGROUP INC                EQUITY   038336103      292    10395 SH       DEFINED          15,18,21,22     6660        0     3735
APTARGROUP INC                EQUITY   038336103     9351   333223 SH       DEFINED             18,21,22   231377        0   101845
APTARGROUP INC                EQUITY   038336103     3774   134500 SH       DEFINED            4,6,23,24   134500        0        0
APTARGROUP INC                EQUITY   038336103     1316    46900 SH       DEFINED                   25        0    46900        0
APTARGROUP INC                EQUITY   038336103     2619    93334 SH       DEFINED                21,32    93334        0        0
AQUA ALLIANCE INC CL A        EQUITY   038367108      221    76900 SH       DEFINED                12,21    76900        0        0
AQUA ALLIANCE INC CL A        EQUITY   038367108        1      264 SH       DEFINED             18,21,22      264        0        0
AQUARION CO                   EQUITY   03838W101       29      825 SH       DEFINED               -           825        0        0
AQUARION CO                   EQUITY   03838W101      360    10301 SH       DEFINED                12,21    10301        0        0
AQUARION CO                   EQUITY   03838W101      983    28141 SH       DEFINED             18,21,22    12531        0    15610
*** ARACRUZ CELULOSE S A SPON EQUITY   038496204     3037   165302 SH       DEFINED                  4,6   165302        0        0
*** ARACRUZ CELULOSE S A SPON EQUITY   038496204      927    50464 SH       DEFINED                  6,7        0        0    50464
*** ARACRUZ CELULOSE S A SPON EQUITY   038496204      235    12800 SH       DEFINED                12,21    12800        0        0
*** ARACRUZ CELULOSE S A SPON EQUITY   038496204      886    48214 SH       DEFINED             18,21,22      431        0    47783
ARCADIA FINANCIAL LTD         EQUITY   039101100      278    36410 SH       DEFINED                12,21    36410        0        0
ARCADIA FINANCIAL LTD         EQUITY   039101100       10     1300 SH       DEFINED          15,18,21,22        0        0     1300
ARCADIA FINANCIAL LTD         EQUITY   039101100      152    19993 SH       DEFINED             18,21,22     3753        0    16240
ARCADIA FINANCIAL LTD         OPTION   039101100        8     1000 SH  CALL DEFINED             18,21,22        0        0     1000
ARCH CHEMICALS INC            EQUITY   03937R102        2      100 SH       DEFINED               -           100        0        0
ARCH CHEMICALS INC            EQUITY   03937R102      164     7287 SH       DEFINED                12,21     7287        0        0
ARCH CHEMICALS INC            EQUITY   03937R102      466    20783 SH       DEFINED             18,21,22     2500        0    18283
ARCH COAL INC                 EQUITY   039380100      205    14578 SH       DEFINED                12,21    14578        0        0
ARCH COAL INC                 EQUITY   039380100       41     2888 SH       DEFINED             18,21,22      960        0     1927
ARCH COMMUNICATIONS GROUP INC EQUITY   039381108       45    18640 SH       DEFINED             18,21,22      350        0    18290
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102       90     6450 SH       DEFINED               -          6450        0        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102       25     1821 SH       DEFINED                  4,6        0        0     1821
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102    49512  3536597 SH       DEFINED                12,21  3536597        0        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102      545    38949 SH       DEFINED          15,18,21,22    20915        0    18034
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102       32     2315 SH       DEFINED             16,18,21     2315        0        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102    32659  2332803 SH       DEFINED             18,21,22   882585        0  1450217
ARCHER-DANIELS-MIDLAND CO     OPTION   039483102       14     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102      233    16627 SH       DEFINED                   25        0    16627        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102      320    22840 SH       DEFINED     3,13,14,27,30,31    22840        0        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102      422    30141 SH       DEFINED                21,32    30141        0        0
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581103       64     3000 SH       DEFINED                  4,6        0        0     3000
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581103       69     3225 SH       DEFINED                12,21     3225        0        0
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581103      623    29138 SH       DEFINED             18,21,22    25300        0     3838
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581202     1438    50000 SH       DEFINED                12,21    50000        0        0
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581202        4      130 SH       DEFINED          15,18,21,22       65        0       65
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581202      433    15075 SH       DEFINED             18,21,22    11020        0     4055
ARCTIC CAT INC                EQUITY   039670104     1599   171653 SH       DEFINED                12,21   171653        0        0
ARCTIC CAT INC                EQUITY   039670104        2      196 SH       DEFINED             18,21,22      196        0        0
ARDEN REALTY GROUP INC        EQUITY   039793104       45     1945 SH       DEFINED               -          1945        0        0
ARDEN REALTY GROUP INC        EQUITY   039793104     4181   178852 SH       DEFINED                12,21   178852        0        0
ARDEN REALTY GROUP INC        EQUITY   039793104      444    18990 SH       DEFINED          15,18,21,22    13550        0     5440
ARDEN REALTY GROUP INC        EQUITY   039793104     1716    73400 SH       DEFINED             16,18,21    73400        0        0
ARDEN REALTY GROUP INC        EQUITY   039793104    30450  1302662 SH       DEFINED             18,21,22  1025108        0   277554
ARDEN REALTY GROUP INC        EQUITY   039793104     1534    65632 SH       DEFINED                21,32    65632        0        0
ARDENT SOFTWARE INC           EQUITY   039794102     2893   121800 SH       DEFINED                12,21   121800        0        0
ARDENT SOFTWARE INC           EQUITY   039794102       12      500 SH       DEFINED             18,21,22      500        0        0
AREA BANCSHARES CORP          EQUITY   039872106      830    33024 SH       DEFINED                12,21    33024        0        0
AREA BANCSHARES CORP          EQUITY   039872106       83     3308 SH       DEFINED          15,18,21,22        0        0     3308
AREA BANCSHARES CORP          EQUITY   039872106        3      129 SH       DEFINED             18,21,22      129        0        0
AREA BANCSHARES CORP          EQUITY   039872106      264    10500 SH       DEFINED                   25        0    10500        0
*** ARGENTARIA CAJA POSTAL Y  EQUITY   04011W108       17      395 SH       DEFINED               -           395        0        0
*** ARGENTARIA CAJA POSTAL Y  EQUITY   04011W108      284     6746 SH       DEFINED          15,18,21,22     4302        0     2444
*** ARGENTARIA CAJA POSTAL Y  EQUITY   04011W108    15587   370019 SH       DEFINED             18,21,22   285268        0    84751
ARGENTINA FD INC              EQUITY   040112104       35     3500 SH       DEFINED             16,18,21     3500        0        0
ARGENTINA FD INC              EQUITY   040112104      219    22062 SH       DEFINED             18,21,22    11828        0    10233
ARGONAUT GROUP                EQUITY   040157109      394    15196 SH       DEFINED                12,21    15196        0        0
ARGONAUT GROUP                EQUITY   040157109        4      147 SH       DEFINED          15,18,21,22        0        0      147
ARGONAUT GROUP                EQUITY   040157109      325    12539 SH       DEFINED             18,21,22     3017        0     9522
ARGOSY EDUCATION GROUP INC    EQUITY   040222101       84    11915 SH       DEFINED             18,21,22    10015        0     1900
ARGOSY GAMING CONV SUB NOTES  CORPBOND 040228AB4       28    27000 PRN      DEFINED             18,21,22        0        0    27000
ARGUSS HOLDINGS INC           EQUITY   040282105       24     1400 SH       DEFINED                12,21     1400        0        0
ARGUSS HOLDINGS INC           EQUITY   040282105     9205   543460 SH       DEFINED             18,21,22   543460        0        0
ARKANSAS BEST CORP CUM CONV   EQUITY   040790206      111     2900 SH       DEFINED                12,21     2900        0        0
ARKANSAS BEST CORP CUM CONV   EQUITY   040790206      191     4985 SH       DEFINED             18,21,22     1815        0     3170
*** ARM HOLDINGS PLC-GBP      EQUITY   042068106       85     1790 SH       DEFINED             18,21,22        0        0     1790
*** ARM HOLDINGS PLC-GBP      EQUITY   042068106     1289    27040 SH       DEFINED     3,13,14,27,30,31    27040        0        0
ARMCO INC                     EQUITY   042170100      520    79200 SH       DEFINED   2,3,11,13,14,30,31        0    79200        0
ARMCO INC                     EQUITY   042170100      583    88860 SH       DEFINED                12,21    88860        0        0
ARMCO INC                     EQUITY   042170100       10     1581 SH       DEFINED          15,18,21,22      282        0     1299
ARMCO INC                     EQUITY   042170100      899   136956 SH       DEFINED             18,21,22    64974        0    71982
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101       27      500 SH       DEFINED                  4,6      500        0        0
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101      208     3933 SH       DEFINED                12,21     3933        0        0
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101       23      435 SH       DEFINED          15,18,21,22      210        0      225
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101       11      200 SH       DEFINED             16,18,21      200        0        0
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101     4173    78730 SH       DEFINED             18,21,22    55462        0    23268
ARMSTRONG WORLD INDUSTRIES IN OPTION   042476101       16      300 SH  PUT  DEFINED             18,21,22        0        0      300
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101       64     1211 SH       DEFINED                   25        0     1211        0
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101       98     1848 SH       DEFINED                21,32     1848        0        0
ARNOLD INDUSTRIES INC         EQUITY   042595108      967    61891 SH       DEFINED                12,21    61891        0        0
ARNOLD INDUSTRIES INC         EQUITY   042595108       24     1527 SH       DEFINED             18,21,22     1027        0      500
ARROW ELECTRONICS INC         EQUITY   042735100       60     2850 SH       DEFINED               -          2850        0        0
ARROW ELECTRONICS INC         EQUITY   042735100      865    41087 SH       DEFINED                12,21    41087        0        0
ARROW ELECTRONICS INC         EQUITY   042735100     2917   138505 SH       DEFINED          15,18,21,22    93951        0    44554
ARROW ELECTRONICS INC         EQUITY   042735100    58973  2799851 SH       DEFINED             18,21,22  1870511        0   929340
ARROW ELECTRONICS INC         EQUITY   042735100      784    37200 SH       DEFINED                21,32    37200        0        0
ARROW INTL INC                EQUITY   042764100     3762   139316 SH       DEFINED                12,21   139316        0        0
ARROW INTL INC                EQUITY   042764100       96     3563 SH       DEFINED             18,21,22       63        0     3500
ARTISAN COMPONENTS INC        EQUITY   042923102       37     4300 SH       DEFINED                12,21     4300        0        0
ARTISAN COMPONENTS INC        EQUITY   042923102      143    16450 SH       DEFINED             18,21,22     6800        0     9650
ARTESYN TECHNOLOGIES INC      EQUITY   043127109     5456   222674 SH       DEFINED                12,21   222674        0        0
ARTESYN TECHNOLOGIES INC      EQUITY   043127109      192     7857 SH       DEFINED             18,21,22     4302        0     3555
ARTISOFT INC                  EQUITY   04314L106       83    17800 SH       DEFINED             18,21,22        0        0    17800
ARTRA GROUP INC               EQUITY   043147107      154    13550 SH       DEFINED             18,21,22     4950        0     8600
ARVIN INDUSTRIES INC          EQUITY   043339100     3193    87327 SH       DEFINED                12,21    87327        0        0
ARVIN INDUSTRIES INC          EQUITY   043339100      519    14200 SH       DEFINED             18,21,22     6850        0     7350
ARVIN INDUSTRIES INC          EQUITY   043339100      680    18600 SH       DEFINED                   25        0    18600        0
ARVIN INDUSTRIES INC          EQUITY   043339100     3689   100903 SH       DEFINED                21,32   100903        0        0
ASARCO INC                    EQUITY   043413103        8      468 SH       DEFINED               -           468        0        0
ASARCO INC                    EQUITY   043413103       14      768 SH       DEFINED                  4,6      768        0        0
ASARCO INC                    EQUITY   043413103      638    35309 SH       DEFINED                12,21    35309        0        0
ASARCO INC                    EQUITY   043413103      321    17754 SH       DEFINED             18,21,22    11163        0     6591
ASARCO INC                    EQUITY   043413103       22     1220 SH       DEFINED                   25        0     1220        0
ASARCO INC                    EQUITY   043413103       34     1902 SH       DEFINED                21,32     1902        0        0
ASCEND COMMUNICATIONS INC     EQUITY   043491109     1043     9258 SH       DEFINED                  4,6        0        0     9258
ASCEND COMMUNICATIONS INC     EQUITY   043491109      453     4021 SH       DEFINED                12,21     4021        0        0
ASCEND COMMUNICATIONS INC     EQUITY   043491109       47      415 SH       DEFINED             18,21,22      415        0        0
ASCENT ENTERTAINMENT GROUP    EQUITY   043628106      525    37832 SH       DEFINED                12,21    37832        0        0
ASCENT ENTERTAINMENT GROUP    EQUITY   043628106      179    12923 SH       DEFINED             16,18,21    12923        0        0
ASCENT ENTERTAINMENT GROUP    EQUITY   043628106      483    34834 SH       DEFINED             18,21,22    19008        0    15826
ASHLAND INC                   EQUITY   044204105      116     3000 SH       DEFINED               -          3000        0        0
ASHLAND INC                   EQUITY   044204105       24      630 SH       DEFINED                  4,6      630        0        0
ASHLAND INC                   EQUITY   044204105      274     7076 SH       DEFINED                12,21     7076        0        0
ASHLAND INC                   EQUITY   044204105      913    23604 SH       DEFINED             18,21,22     7951        0    15653
ASHLAND INC                   EQUITY   044204105       77     2002 SH       DEFINED                   25        0     2002        0
ASHLAND INC                   EQUITY   044204105      132     3419 SH       DEFINED                21,32     3419        0        0
ASIA PACIFIC FD INC           EQUITY   044901106      184    20000 SH       DEFINED                5,6,7        0        0    20000
ASIA PACIFIC FD INC           EQUITY   044901106        4      417 SH       DEFINED          15,18,21,22        0        0      417
ASIA PACIFIC FD INC           EQUITY   044901106     2389   259980 SH       DEFINED             18,21,22   147902        0   112077
ASHTON TECHNOLOGY GROUP INC   EQUITY   045084100      415    41801 SH       DEFINED             18,21,22    23933        0    17868
ASHWORTH INC                  EQUITY   04516H101      442   110394 SH       DEFINED             18,21,22    50308        0    60086
ASIA TIGERS FD INC            EQUITY   04516T105      217    25000 SH       DEFINED                5,6,7        0        0    25000
ASIA TIGERS FD INC            EQUITY   04516T105      113    12950 SH       DEFINED          15,18,21,22     7500        0     5450
ASIA TIGERS FD INC            EQUITY   04516T105      895   103064 SH       DEFINED             18,21,22    57956        0    45108
*** ASIA PULP & PAPER CO LTD  EQUITY   04516V100    17591  2365000 SH       DEFINED                12,21  2365000        0        0
*** ASIA PULP & PAPER CO LTD  EQUITY   04516V100     8081  1086506 SH       DEFINED             18,21,22   246794        0   839712
*** ASIA PULP & PAPER CO LTD  EQUITY   04516V100      558    75000 SH       DEFINED        3,13,30,31,33        0        0    75000
*** WTS ASIA PULP & PAPER CO  EQUITY   04516V209       17    11154 SH       DEFINED             18,21,22     2742        0     8412
*** ASIA SATELLITE TELECOMMNS EQUITY   04516X106     8386   354974 SH       DEFINED                  4,6     9575        0   345399
*** ASIA SATELLITE TELECOMMNS EQUITY   04516X106       26     1100 SH       DEFINED                5,6,7        0        0     1100
*** ASIA SATELLITE TELECOMMNS EQUITY   04516X106     4725   200000 SH       DEFINED                    6   200000        0        0
*** ASIA SATELLITE TELECOMMNS EQUITY   04516X106        9      375 SH       DEFINED             18,21,22      300        0       75
ASPECT DEVELOPMENT INC        EQUITY   045234101      364    18200 SH       DEFINED                12,21    18200        0        0
ASPECT DEVELOPMENT INC        EQUITY   045234101        4      200 SH       DEFINED          15,18,21,22      200        0        0
ASPECT DEVELOPMENT INC        EQUITY   045234101      559    27960 SH       DEFINED             18,21,22    25510        0     2450
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AB0       67   300000 PRN      DEFINED                12,21   300000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AB0    21237 94915000 PRN      DEFINED             16,18,21 94915000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AB0     5174 23124000 PRN      DEFINED        3,13,28,29,31 23124000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AB0     3754 16776000 PRN      DEFINED           3,13,30,31 16776000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AE4      676  3020000 PRN      DEFINED                12,21  3020000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AE4     6947 31050000 PRN      DEFINED             16,18,21 31050000        0        0
ASPECT TELECOMMUNICATIONS COR EQUITY   045237104      539    47900 SH       DEFINED                12,21    47900        0        0
ASPECT TELECOMMUNICATIONS COR EQUITY   045237104       19     1717 SH       DEFINED             18,21,22      182        0     1535
ASPEN TECHNOLOGY INC          EQUITY   045327103       23     2000 SH       DEFINED                  4,6        0        0     2000
ASPEN TECHNOLOGY INC          EQUITY   045327103      457    40160 SH       DEFINED                12,21    40160        0        0
ASPEN TECHNOLOGY INC          EQUITY   045327103        9      765 SH       DEFINED          15,18,21,22      240        0      525
ASPEN TECHNOLOGY INC          EQUITY   045327103      604    53108 SH       DEFINED             18,21,22    42815        0    10293
ASPEN TECHNOLOGY INC          EQUITY   045327103        2      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
ASSISTED LIVING CONCEPTS      CORPBOND 04543LAE9      630  1170000 PRN      DEFINED             18,21,22  1170000        0        0
ASSOCIATED BANC CORP          EQUITY   045487105     2105    53469 SH       DEFINED                    6    53469        0        0
ASSOCIATED BANC CORP          EQUITY   045487105     1790    45472 SH       DEFINED                12,21    45472        0        0
ASSOCIATED BANC CORP          EQUITY   045487105     2308    58624 SH       DEFINED             18,21,22    27221        0    31403
ASSOCIATED BANC CORP          EQUITY   045487105     3138    79699 SH       DEFINED                21,32    79699        0        0
ASSOCIATED ESTATES RLTY CORP  EQUITY   045604105      155    14800 SH       DEFINED                12,21    14800        0        0
ASSOCIATED ESTATES RLTY CORP  EQUITY   045604105      155    14755 SH       DEFINED             18,21,22     7496        0     7259
ASSOCIATED GROUP INC CL A     EQUITY   045651106     1610    25100 SH       DEFINED                12,21    25100        0        0
ASSOCIATED GROUP INC CL A     EQUITY   045651106     1934    30166 SH       DEFINED             18,21,22    23155        0     7011
ASSOCIATED GROUP INC CL A     EQUITY   045651106      378     5900 SH       DEFINED                   25        0     5900        0
ASSOCIATED GROUP INC CL B     EQUITY   045651205     1371    21379 SH       DEFINED             18,21,22    13296        0     8083
ASSOCIATED MATERIALS INC      EQUITY   045709102      886    60036 SH       DEFINED             18,21,22     8610        0    51426
AT HOME CORP CV S/D-BK/ENTRY  CORPBOND 045919AA5     1414  2175000 PRN      DEFINED             18,21,22  2175000        0        0
AT HOME CORP SER A            EQUITY   045919107        4       82 SH       DEFINED               -            82        0        0
AT HOME CORP SER A            EQUITY   045919107       52     1212 SH       DEFINED                  4,6        0        0     1212
AT HOME CORP SER A            EQUITY   045919107     2508    58414 SH       DEFINED                12,21    58414        0        0
AT HOME CORP SER A            OPTION   045919107      129     3000 SH  PUT  DEFINED          15,18,21,22        0        0     3000
AT HOME CORP SER A            EQUITY   045919107     3087    71887 SH       DEFINED          15,18,21,22    15453        0    56434
AT HOME CORP SER A            OPTION   045919107     7098   165303 SH  CALL DEFINED             18,21,22   165303        0        0
AT HOME CORP SER A            OPTION   045919107     7205   167803 SH  PUT  DEFINED             18,21,22   165303        0     2500
AT HOME CORP SER A            EQUITY   045919107     8772   204284 SH       DEFINED             18,21,22    80442        0   123842
AT HOME CORP SER A            EQUITY   045919107       61     1415 SH       DEFINED                21,32     1415        0        0
AT ENTERTAINMENT INC          EQUITY   045920105      272    14400 SH       DEFINED                12,21    14400        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     4395   115654 SH       DEFINED               -        115654        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     2385    62762 SH       DEFINED   2,3,11,13,14,30,31        0    62762        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108    51587  1357548 SH       DEFINED                  4,6   634842   167940   554766
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108      806    21200 SH       DEFINED                  6,7        0        0    21200
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108   114737  3019395 SH       DEFINED                12,21  3019395        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     9166   241198 SH       DEFINED          15,18,21,22   154760        0    86438
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108    27397   720966 SH       DEFINED             16,18,21   720966        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108   245978  6473098 SH       DEFINED             18,21,22  3633679        0  2839419
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     5269   138666 SH       DEFINED                   25        0   138666        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108      547    14400 SH       DEFINED     3,13,14,27,30,31    14400        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     1458    38379 SH       DEFINED                21,32    38379        0        0
ASTEC INDUSTRIES INC          EQUITY   046224101     3773   107801 SH       DEFINED                12,21   107801        0        0
ASTEC INDUSTRIES INC          EQUITY   046224101      639    18256 SH       DEFINED          15,18,21,22     9742        0     8514
ASTEC INDUSTRIES INC          EQUITY   046224101     3714   106105 SH       DEFINED             18,21,22    75839        0    30266
ASTEC INDUSTRIES INC          EQUITY   046224101     1323    37800 SH       DEFINED                   25        0    37800        0
ASTEC INDUSTRIES INC          EQUITY   046224101     4181   119470 SH       DEFINED                21,32   119470        0        0
ASTORIA FINANCIAL CORP        EQUITY   046265104       20      515 SH       DEFINED               -           515        0        0
ASTORIA FINANCIAL CORP        EQUITY   046265104     2498    65000 SH       DEFINED                    6    65000        0        0
ASTORIA FINANCIAL CORP        EQUITY   046265104    15600   405855 SH       DEFINED                12,21   405855        0        0
ASTORIA FINANCIAL CORP        EQUITY   046265104      336     8730 SH       DEFINED          15,18,21,22     3980        0     4750
ASTORIA FINANCIAL CORP        EQUITY   046265104    12482   324718 SH       DEFINED             18,21,22   171883        0   152835
ASTORIA FINANCIAL CORP        EQUITY   046265104      661    17200 SH       DEFINED                   25        0    17200        0
ASTORIA FINANCIAL CORP        EQUITY   046265104     2231    58032 SH       DEFINED                21,32    58032        0        0
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108       60     1599 SH       DEFINED               -          1599        0        0
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108     1803    48164 SH       DEFINED                  4,6     2083        0    46081
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108      726    19400 SH       DEFINED                  6,7        0        0    19400
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108    13664   364988 SH       DEFINED          15,18,21,22   239845        0   125143
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108   117796  3146426 SH       DEFINED             18,21,22  2264425        0   882000
ATLANTIC COAST AIRLINES       EQUITY   048396105       20     1000 SH       DEFINED               -          1000        0        0
ATLANTIC COAST AIRLINES       EQUITY   048396105      763    37700 SH       DEFINED                  4,6        0    37700        0
ATLANTIC COAST AIRLINES       EQUITY   048396105      271    13400 SH       DEFINED                12,21    13400        0        0
ATLANTIC COAST AIRLINES       EQUITY   048396105     2188   108041 SH       DEFINED          15,18,21,22    37644        0    70397
ATLANTIC COAST AIRLINES       EQUITY   048396105     5394   266371 SH       DEFINED             18,21,22   176859        0    89512
ATLANTIC RICHFIELD CO DE      EQUITY   048825103      427     4716 SH       DEFINED               -          4716        0        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     8492    93710 SH       DEFINED                  4,6    67906     1400    24404
ATLANTIC RICHFIELD CO DE      EQUITY   048825103    89060   982735 SH       DEFINED                12,21   982735        0        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     1136    12539 SH       DEFINED          15,18,21,22    10180        0     2359
ATLANTIC RICHFIELD CO DE      EQUITY   048825103    17637   194612 SH       DEFINED             16,18,21   194612        0        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103   151481  1671512 SH       DEFINED             18,21,22   591648        0  1079864
ATLANTIC RICHFIELD CO DE      OPTION   048825103       63      700 SH  PUT  DEFINED             18,21,22        0        0      700
ATLANTIC RICHFIELD CO DE      EQUITY   048825103      820     9050 SH       DEFINED                   25        0     9050        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     1005    11090 SH       DEFINED     3,13,14,27,30,31    11090        0        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     1631    17993 SH       DEFINED                21,32    17993        0        0
ATLANTIS PLASTICS INC         EQUITY   049156102      522    35066 SH       DEFINED             18,21,22    21976        0    13090
ATLAS AIR INC                 EQUITY   049164106      819    25050 SH       DEFINED                12,21    25050        0        0
ATLAS AIR INC                 EQUITY   049164106       50     1530 SH       DEFINED          15,18,21,22      275        0     1255
ATLAS AIR INC                 EQUITY   049164106     3235    98975 SH       DEFINED             18,21,22    65340        0    33635
ATLAS AIR INC                 EQUITY   049164106       10      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
ATMEL CORP CV-ZERO CPN        CORPBOND 049513AB0        5    10000 PRN      DEFINED                12,21    10000        0        0
ATMEL CORP CV-ZERO CPN        CORPBOND 049513AB0       24    50000 PRN      DEFINED             18,21,22    50000        0        0
ATMEL CORP                    EQUITY   049513104       30     1000 SH       DEFINED               -          1000        0        0
ATMEL CORP                    EQUITY   049513104       18      600 SH       DEFINED                  4,6      600        0        0
ATMEL CORP                    EQUITY   049513104     1066    35541 SH       DEFINED                12,21    35541        0        0
ATMEL CORP                    EQUITY   049513104        3      100 SH       DEFINED          15,18,21,22        0        0      100
ATMEL CORP                    EQUITY   049513104     5657   188579 SH       DEFINED             18,21,22    49035        0   139544
ATMEL CORP                    EQUITY   049513104      153     5100 SH       DEFINED     3,13,14,27,30,31     5100        0        0
ATMEL CORP                    EQUITY   049513104      429    14300 SH       DEFINED                21,32    14300        0        0
ATMOS ENERGY CORP             EQUITY   049560105       12      475 SH       DEFINED               -           475        0        0
ATMOS ENERGY CORP             EQUITY   049560105      636    25421 SH       DEFINED                12,21    25421        0        0
ATMOS ENERGY CORP             EQUITY   049560105      910    36415 SH       DEFINED          15,18,21,22        0        0    36415
ATMOS ENERGY CORP             EQUITY   049560105       38     1500 SH       DEFINED             16,18,21     1500        0        0
ATMOS ENERGY CORP             EQUITY   049560105      143     5705 SH       DEFINED             18,21,22     1353        0     4352
ATRIX LABS INC                EQUITY   04962L101     1106   151287 SH       DEFINED             18,21,22    85110        0    66177
ATWOOD OCEANICS INC           EQUITY   050095108     3093   105300 SH       DEFINED                  4,6        0   105300        0
ATWOOD OCEANICS INC           EQUITY   050095108     1448    49300 SH       DEFINED                12,21    49300        0        0
ATWOOD OCEANICS INC           EQUITY   050095108      107     3638 SH       DEFINED             18,21,22     2592        0     1046
ATWOOD OCEANICS INC           EQUITY   050095108       12      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
AUDIOVOX CORP CL A            EQUITY   050757103      183    12900 SH       DEFINED             18,21,22      500        0    12400
AURA SYS INC DELAWARE         EQUITY   051526101       15    77700 SH       DEFINED                12,21    77700        0        0
AURA SYS INC DELAWARE         EQUITY   051526101        3    14165 SH       DEFINED             18,21,22      633        0    13532
AURORA FOODS INC              EQUITY   05164B106       22     1200 SH       DEFINED                12,21     1200        0        0
AURORA FOODS INC              EQUITY   05164B106      216    11860 SH       DEFINED          15,18,21,22     9645        0     2215
AURORA FOODS INC              EQUITY   05164B106     3145   172325 SH       DEFINED             18,21,22   122545        0    49780
AUSPEX SYSTEMS INC            EQUITY   052116100       27     2700 SH       DEFINED                12,21     2700        0        0
AUSPEX SYSTEMS INC            EQUITY   052116100      124    12405 SH       DEFINED             18,21,22     6655        0     5750
*** AUSTRALIA & NEW ZEALAND   EQUITY   052528304       28      785 SH       DEFINED          15,18,21,22      260        0      525
*** AUSTRALIA & NEW ZEALAND   EQUITY   052528304     1441    41011 SH       DEFINED             18,21,22    30445        0    10566
*** AUSTRALIA & NEW ZEALAND   EQUITY   052528304     1241    35335 SH       DEFINED                   25        0    35335        0
AUTHENTIC FITNESS CORP        EQUITY   052661105      391    22167 SH       DEFINED                12,21    22167        0        0
AUTHENTIC FITNESS CORP        EQUITY   052661105        4      223 SH       DEFINED             18,21,22       21        0      202
AUTODESK INC                  EQUITY   052769106     4559   171239 SH       DEFINED                12,21   171239        0        0
AUTODESK INC                  EQUITY   052769106       40     1500 SH       DEFINED          15,18,21,22     1250        0      250
AUTODESK INC                  EQUITY   052769106     1393    52307 SH       DEFINED             18,21,22    32657        0    19650
AUTODESK INC                  EQUITY   052769106       41     1530 SH       DEFINED                   25        0     1530        0
AUTODESK INC                  EQUITY   052769106      817    30681 SH       DEFINED                21,32    30681        0        0
AUTOLIV INC                   EQUITY   052800109       39     1125 SH       DEFINED               -          1125        0        0
AUTOLIV INC                   EQUITY   052800109      117     3400 SH       DEFINED                12,21     3400        0        0
AUTOLIV INC                   EQUITY   052800109       32      935 SH       DEFINED          15,18,21,22      200        0      735
AUTOLIV INC                   EQUITY   052800109       14      408 SH       DEFINED             16,18,21      408        0        0
AUTOLIV INC                   EQUITY   052800109     1347    39190 SH       DEFINED             18,21,22    32161        0     7029
AUTOLIV INC                   EQUITY   052800109     1905    55405 SH       DEFINED                   25        0    55405        0
AUTOMOBILE PROTN CORP APCO    EQUITY   052905106     1220    94507 SH       DEFINED             18,21,22    62684        0    31823
AUTOMATIC DATA PROCESSING INC CORPBOND 053015AC7      398   402000 PRN      DEFINED             18,21,22   215000        0   187000
AUTOMATIC DATA PROCESSING INC EQUITY   053015103      952    24135 SH       DEFINED               -         24135        0        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103   147650  3743846 SH       DEFINED                  4,6  1700387   799239  1244220
AUTOMATIC DATA PROCESSING INC EQUITY   053015103     2793    70824 SH       DEFINED                  6,7        0        0    70824
AUTOMATIC DATA PROCESSING INC EQUITY   053015103    30370   770066 SH       DEFINED                12,21   770066        0        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103    16344   414433 SH       DEFINED          15,18,21,22   239804        0   174629
AUTOMATIC DATA PROCESSING INC EQUITY   053015103      552    14000 SH       DEFINED             16,18,21    14000        0        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103   384769  9756301 SH       DEFINED             18,21,22  5477112        0  4279189
AUTOMATIC DATA PROCESSING INC EQUITY   053015103      883    22386 SH       DEFINED                   25        0    22386        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103      678    17200 SH       DEFINED     3,13,14,27,30,31    17200        0        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103     1160    29416 SH       DEFINED                21,32    29416        0        0
AUTONATION INC                EQUITY   05329W102        3      217 SH       DEFINED               -           217        0        0
AUTONATION INC                EQUITY   05329W102     2025   132790 SH       DEFINED   2,3,11,13,14,30,31        0   132790        0
AUTONATION INC                EQUITY   05329W102     5294   347180 SH       DEFINED                12,21   347180        0        0
AUTONATION INC                EQUITY   05329W102      411    26971 SH       DEFINED          15,18,21,22    14383        0    12588
AUTONATION INC                OPTION   05329W102     4575   300000 SH  CALL DEFINED       17,18,19,20,21   300000        0        0
AUTONATION INC                OPTION   05329W102     4575   300000 SH  PUT  DEFINED       17,18,19,20,21   300000        0        0
AUTONATION INC                EQUITY   05329W102     9850   645932 SH       DEFINED             18,21,22   367570        0   278362
AUTONATION INC                OPTION   05329W102     4575   300000 SH  CALL DEFINED             18,21,22   300000        0        0
AUTONATION INC                OPTION   05329W102     4575   300000 SH  PUT  DEFINED             18,21,22   300000        0        0
AUTONATION INC                EQUITY   05329W102       21     1400 SH       DEFINED     3,13,14,27,30,31     1400        0        0
AUTOWEB.COM INC               EQUITY   053331104        7      600 SH       DEFINED                  4,6        0        0      600
AUTOWEB.COM INC               EQUITY   053331104        5      450 SH       DEFINED             18,21,22        0        0      450
AUTOWEB.COM INC               OPTION   053331104      548    45000 SH  CALL DEFINED             18,21,22    45000        0        0
AUTOWEB.COM INC               OPTION   053331104      548    45000 SH  PUT  DEFINED             18,21,22    45000        0        0
AUTOZONE INC                  EQUITY   053332102     1267    51602 SH       DEFINED                12,21    51602        0        0
AUTOZONE INC                  EQUITY   053332102        8      330 SH       DEFINED          15,18,21,22       80        0      250
AUTOZONE INC                  EQUITY   053332102     2010    81813 SH       DEFINED             18,21,22    27955        0    53858
AUTOZONE INC                  EQUITY   053332102      101     4128 SH       DEFINED                   25        0     4128        0
AUTOZONE INC                  EQUITY   053332102      171     6954 SH       DEFINED                21,32     6954        0        0
AVADO BRANDS INC              EQUITY   05336P108      166    20400 SH       DEFINED                12,21    20400        0        0
AVADO BRANDS INC              EQUITY   05336P108       43     5296 SH       DEFINED          15,18,21,22     2796        0     2499
AVADO BRANDS INC              EQUITY   05336P108       61     7568 SH       DEFINED             18,21,22     3293        0     4275
AVANIR PHARMACEUTICALS CL A   EQUITY   05348P104       28    39000 SH       DEFINED             18,21,22     3000        0    36000
AVALONBAY CMNTYS INC          EQUITY   053484101       11      335 SH       DEFINED               -           335        0        0
AVALONBAY CMNTYS INC          EQUITY   053484101     4402   129703 SH       DEFINED                  4,6   120351     3100     6252
AVALONBAY CMNTYS INC          EQUITY   053484101    10574   311565 SH       DEFINED                12,21   311565        0        0
AVALONBAY CMNTYS INC          EQUITY   053484101      215     6335 SH       DEFINED          15,18,21,22     4510        0     1825
AVALONBAY CMNTYS INC          EQUITY   053484101     6788   200000 SH       DEFINED             16,18,21   200000        0        0
AVALONBAY CMNTYS INC          EQUITY   053484101     5806   171080 SH       DEFINED             18,21,22   119411        0    51669
AVALONBAY CMNTYS INC          EQUITY   053484101     3297    97153 SH       DEFINED                21,32    97153        0        0
AVANT CORP                    EQUITY   053487104     1488   103075 SH       DEFINED                12,21   103075        0        0
AVANT CORP                    EQUITY   053487104      148    10280 SH       DEFINED          15,18,21,22     6880        0     3400
AVANT CORP                    EQUITY   053487104     2926   202682 SH       DEFINED             18,21,22   138115        0    64567
AVANT IMMUNOTHERAPEUTICS INC  EQUITY   053491106       26    10000 SH       DEFINED                  4,6        0    10000        0
AVANT IMMUNOTHERAPEUTICS INC  EQUITY   053491106        3     1275 SH       DEFINED             18,21,22        0        0     1275
AVATAR HOLDINGS CV SUB NOTES  CORPBOND 053494AD2       45    50000 PRN      DEFINED             18,21,22        0        0    50000
AVAX TECHNOLOGIES INC         EQUITY   053495305      112    27564 SH       DEFINED             18,21,22     1750        0    25814
AVERY DENNISON CORP           EQUITY   053611109     1756    28500 SH       DEFINED                  4,6    10000        0    18500
AVERY DENNISON CORP           EQUITY   053611109     7910   128350 SH       DEFINED                12,21   128350        0        0
AVERY DENNISON CORP           EQUITY   053611109     1186    19243 SH       DEFINED          15,18,21,22    14892        0     4351
AVERY DENNISON CORP           EQUITY   053611109    23015   373462 SH       DEFINED             18,21,22   260272        0   113189
AVERY DENNISON CORP           EQUITY   053611109     6576   106716 SH       DEFINED                   25        0   106716        0
AVERY DENNISON CORP           EQUITY   053611109      346     5619 SH       DEFINED                21,32     5619        0        0
AVIALL INC NEW                EQUITY   05366B102      243    15800 SH       DEFINED                12,21    15800        0        0
AVIALL INC NEW                EQUITY   05366B102      824    53589 SH       DEFINED             18,21,22    46081        0     7508
AVID TECHNOLOGY INC           EQUITY   05367P100      645    48200 SH       DEFINED                12,21    48200        0        0
AVID TECHNOLOGY INC           EQUITY   05367P100      142    10586 SH       DEFINED             18,21,22     3181        0     7405
AVIATION SALES COMPANY        EQUITY   053672101       39     1000 SH       DEFINED               -          1000        0        0
AVIATION SALES COMPANY        EQUITY   053672101     3824    98379 SH       DEFINED                12,21    98379        0        0
AVIATION SALES COMPANY        EQUITY   053672101       52     1350 SH       DEFINED          15,18,21,22      220        0     1130
AVIATION SALES COMPANY        EQUITY   053672101     3446    88651 SH       DEFINED             18,21,22    46903        0    41748
AVIRON                        EQUITY   053762100       44     1500 SH       DEFINED                  4,6        0     1500        0
AVIRON                        EQUITY   053762100      396    13500 SH       DEFINED                12,21    13500        0        0
AVIRON                        EQUITY   053762100       71     2439 SH       DEFINED             18,21,22     2239        0      200
AVIRON                        OPTION   053762100       59     2000 SH  CALL DEFINED             18,21,22        0        0     2000
AVIRON                        OPTION   053762100       44     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
AVISTA CORP                   EQUITY   05379B107     4440   266064 SH       DEFINED                12,21   266064        0        0
AVISTA CORP                   EQUITY   05379B107      383    22965 SH       DEFINED             18,21,22    10950        0    12015
AVIS RENT A CAR INC           EQUITY   053790101     2164    77800 SH       DEFINED                12,21    77800        0        0
AVIS RENT A CAR INC           EQUITY   053790101      224     8068 SH       DEFINED             18,21,22      472        0     7596
AVIS RENT A CAR INC           EQUITY   053790101      634    22800 SH       DEFINED                   25        0    22800        0
AVNET INC                     EQUITY   053807103        4       85 SH       DEFINED               -            85        0        0
AVNET INC                     EQUITY   053807103       96     1925 SH       DEFINED                12,21     1925        0        0
AVNET INC                     EQUITY   053807103     1629    32653 SH       DEFINED          15,18,21,22    22557        0    10096
AVNET INC                     EQUITY   053807103    39025   782458 SH       DEFINED             18,21,22   495369        0   287089
AVNET INC                     EQUITY   053807103     3491    70000 SH       DEFINED                   25        0    70000        0
AVON PRODUCTS INC             EQUITY   054303102     1565    33574 SH       DEFINED               -         33574        0        0
AVON PRODUCTS INC             EQUITY   054303102     8563   183660 SH       DEFINED                  4,6     8700   155125    19835
AVON PRODUCTS INC             EQUITY   054303102   124747  2675531 SH       DEFINED                12,21  2675531        0        0
AVON PRODUCTS INC             EQUITY   054303102    13697   293758 SH       DEFINED          15,18,21,22   191210        0   102548
AVON PRODUCTS INC             EQUITY   054303102    11274   241800 SH       DEFINED             16,18,21   241800        0        0
AVON PRODUCTS INC             EQUITY   054303102    27994   600400 SH       DEFINED                18,21   600400        0        0
AVON PRODUCTS INC             EQUITY   054303102   498892 10700106 SH       DEFINED             18,21,22  4423095        0  6277011
AVON PRODUCTS INC             OPTION   054303102       23      500 SH  PUT  DEFINED             18,21,22        0        0      500
AVON PRODUCTS INC             EQUITY   054303102      434     9318 SH       DEFINED                   25        0     9318        0
AVON PRODUCTS INC             EQUITY   054303102      601    12898 SH       DEFINED                21,32    12898        0        0
AVONDALE INDS INC             EQUITY   054350103     2128    53907 SH       DEFINED                12,21    53907        0        0
AVONDALE INDS INC             EQUITY   054350103       59     1498 SH       DEFINED             18,21,22      634        0      864
AVONDALE INDS INC             EQUITY   054350103      292     7400 SH       DEFINED                   25        0     7400        0
AVONDALE INDS INC             EQUITY   054350103     3215    81448 SH       DEFINED                21,32    81448        0        0
AWARE INC MASS                EQUITY   05453N100       12      270 SH       DEFINED               -           270        0        0
AWARE INC MASS                EQUITY   05453N100      303     6800 SH       DEFINED                12,21     6800        0        0
AWARE INC MASS                EQUITY   05453N100      456    10238 SH       DEFINED             18,21,22     2405        0     7833
AWARE INC MASS                EQUITY   05453N100       13      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
*** AXA UAP SPONS ADR         EQUITY   054536107      748    13155 SH       DEFINED               -         13155        0        0
*** AXA UAP SPONS ADR         EQUITY   054536107     9594   168689 SH       DEFINED                  4,6    14075     1000   153614
*** AXA UAP SPONS ADR         EQUITY   054536107      199     3500 SH       DEFINED                5,6,7        0        0     3500
*** AXA UAP SPONS ADR         EQUITY   054536107     6256   110000 SH       DEFINED                    6   110000        0        0
*** AXA UAP SPONS ADR         EQUITY   054536107      171     3000 SH       DEFINED                  6,7        0        0     3000
*** AXA UAP SPONS ADR         EQUITY   054536107     2653    46649 SH       DEFINED          15,18,21,22    22368        0    24281
*** AXA UAP SPONS ADR         EQUITY   054536107    57722  1014890 SH       DEFINED             18,21,22   639597        0   375293
*** AXA UAP SPONS ADR         EQUITY   054536107     1922    33795 SH       DEFINED                   25        0    33795        0
AXENT TECHNOLOGIES INC        EQUITY   05459C108      358    26300 SH       DEFINED                12,21    26300        0        0
AXENT TECHNOLOGIES INC        EQUITY   05459C108        5      400 SH       DEFINED          15,18,21,22        0        0      400
AXENT TECHNOLOGIES INC        EQUITY   05459C108       14     1013 SH       DEFINED             18,21,22      232        0      781
AXYS PHARMACEUTICALS INC      EQUITY   054635107       39     9700 SH       DEFINED                12,21     9700        0        0
AXYS PHARMACEUTICALS INC      EQUITY   054635107        4      925 SH       DEFINED          15,18,21,22        0        0      925
AXYS PHARMACEUTICALS INC      EQUITY   054635107       34     8424 SH       DEFINED             18,21,22     2824        0     5600
AZTAR CORP                    EQUITY   054802103     2630   284300 SH       DEFINED                  4,6        0   284300        0
AZTAR CORP                    EQUITY   054802103     1646   177961 SH       DEFINED                12,21   177961        0        0
AZTAR CORP                    EQUITY   054802103      120    13005 SH       DEFINED             18,21,22     1250        0    11755
AZTAR CORP                    EQUITY   054802103     2477   267743 SH       DEFINED                21,32   267743        0        0
AZTEC MANUFACTURING CO        EQUITY   054825104      160    16001 SH       DEFINED             18,21,22        1        0    16000
BB&T CORP                     EQUITY   054937107      642    17990 SH       DEFINED               -         17990        0        0
BB&T CORP                     EQUITY   054937107     1039    29102 SH       DEFINED                  4,6    28102        0     1000
BB&T CORP                     EQUITY   054937107     1059    29676 SH       DEFINED                12,21    29676        0        0
BB&T CORP                     EQUITY   054937107      119     3338 SH       DEFINED          15,18,21,22     1225        0     2113
BB&T CORP                     EQUITY   054937107     7960   223031 SH       DEFINED             18,21,22   132679        0    90352
BB&T CORP                     EQUITY   054937107      310     8700 SH       DEFINED                   25        0     8700        0
BB&T CORP                     EQUITY   054937107      517    14486 SH       DEFINED                21,32    14486        0        0
AZURIX CORP                   EQUITY   05501M104    29666  1259000 SH       DEFINED                12,21  1259000        0        0
AZURIX CORP                   EQUITY   05501M104    34171  1450200 SH       DEFINED             16,18,21  1450200        0        0
AZURIX CORP                   EQUITY   05501M104      156     6600 SH       DEFINED             18,21,22     1000        0     5600
*** BCE INC                   EQUITY   05534B109       29      600 SH       DEFINED               -           600        0        0
*** BCE INC                   EQUITY   05534B109     4413    90400 SH       DEFINED                  4,6    86800        0     3600
*** BCE INC                   EQUITY   05534B109    17387   356192 SH       DEFINED                12,21   356192        0        0
*** BCE INC                   EQUITY   05534B109     4369    89500 SH       DEFINED             16,18,21    89500        0        0
*** BCE INC                   EQUITY   05534B109      674    13800 SH       DEFINED                18,21    13800        0        0
*** BCE INC                   EQUITY   05534B109     3865    79189 SH       DEFINED             18,21,22    23263        0    55926
BEC ENERGY                    EQUITY   05538M101      103     2400 SH       DEFINED               -          2400        0        0
BEC ENERGY                    EQUITY   05538M101       17      400 SH       DEFINED                  4,6        0        0      400
BEC ENERGY                    EQUITY   05538M101     1144    26600 SH       DEFINED                12,21    26600        0        0
BEC ENERGY                    EQUITY   05538M101      112     2600 SH       DEFINED             16,18,21     2600        0        0
BEC ENERGY                    EQUITY   05538M101      551    12819 SH       DEFINED             18,21,22     5063        0     7756
BEC ENERGY                    EQUITY   05538M101      860    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
BEC ENERGY                    EQUITY   05538M101     1715    39892 SH       DEFINED                21,32    39892        0        0
BHC COMMUNICATIONS INC CL A   EQUITY   055448104       19      150 SH       DEFINED                12,21      150        0        0
BHC COMMUNICATIONS INC CL A   EQUITY   055448104     2048    16402 SH       DEFINED             18,21,22     4605        0    11797
BISYS GROUP INC               EQUITY   055472104     4130    80200 SH       DEFINED   2,3,11,13,14,30,31        0    80200        0
BISYS GROUP INC               EQUITY   055472104     2772    53825 SH       DEFINED                  4,6    17795    23740    12290
BISYS GROUP INC               EQUITY   055472104       14      280 SH       DEFINED                  6,7        0        0      280
BISYS GROUP INC               EQUITY   055472104     2336    45350 SH       DEFINED                12,21    45350        0        0
BISYS GROUP INC               EQUITY   055472104       79     1539 SH       DEFINED             18,21,22     1014        0      525
BISYS GROUP INC               OPTION   055472104     4378    85000 SH  CALL DEFINED             18,21,22    85000        0        0
BISYS GROUP INC               OPTION   055472104     4378    85000 SH  PUT  DEFINED             18,21,22    85000        0        0
BISYS GROUP INC               EQUITY   055472104      355     6900 SH       DEFINED     3,13,14,27,30,31     6900        0        0
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106        7      235 SH       DEFINED               -           235        0        0
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106     1057    34800 SH       DEFINED                  4,6        0     2000    32800
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106     2015    66348 SH       DEFINED                12,21    66348        0        0
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106      118     3890 SH       DEFINED          15,18,21,22     2135        0     1755
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106     1185    39000 SH       DEFINED             16,18,21    39000        0        0
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106     5037   165812 SH       DEFINED             18,21,22   116794        0    49018
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106      562    18500 SH       DEFINED                21,32    18500        0        0
B J SERVICES CO               EQUITY   055482103       12      400 SH       DEFINED               -           400        0        0
B J SERVICES CO               EQUITY   055482103     2464    81800 SH       DEFINED   2,3,11,13,14,30,31        0    81800        0
B J SERVICES CO               EQUITY   055482103     3012    99980 SH       DEFINED                  4,6    18900      600    80480
B J SERVICES CO               EQUITY   055482103     1515    50289 SH       DEFINED                12,21    50289        0        0
B J SERVICES CO               EQUITY   055482103      458    15191 SH       DEFINED          15,18,21,22    10751        0     4440
B J SERVICES CO               EQUITY   055482103    14513   481758 SH       DEFINED             18,21,22   335730        0   146028
B J SERVICES CO               EQUITY   055482103       15      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
B J SERVICES CO               EQUITY   055482103      100     3332 SH       DEFINED                21,32     3332        0        0
BLC FINL SERVICES INC  DEL    EQUITY   055490106       53    24151 SH       DEFINED             18,21,22     5015        0    19136
BMC INDUSTRIES INC-MINN       EQUITY   055607105      279    23400 SH       DEFINED                12,21    23400        0        0
BMC INDUSTRIES INC-MINN       EQUITY   055607105       35     2955 SH       DEFINED          15,18,21,22     2955        0        0
BMC INDUSTRIES INC-MINN       EQUITY   055607105     1167    97762 SH       DEFINED             18,21,22    62967        0    34795
BOK FINL CORP NEW             EQUITY   05561Q201      750    30828 SH       DEFINED                12,21    30828        0        0
BOK FINL CORP NEW             EQUITY   05561Q201      114     4690 SH       DEFINED             18,21,22     2461        0     2229
BOK FINL CORP NEW             EQUITY   05561Q201      141     5800 SH       DEFINED                   25        0     5800        0
*** BOC GROUP PLC SPONS ADR   EQUITY   055617609       24      590 SH       DEFINED               -           590        0        0
*** BOC GROUP PLC SPONS ADR   EQUITY   055617609      495    11955 SH       DEFINED          15,18,21,22     8780        0     3175
*** BOC GROUP PLC SPONS ADR   EQUITY   055617609    24644   594715 SH       DEFINED             18,21,22   459710        0   135005
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104     3021    25943 SH       DEFINED               -         25943        0        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104    68980   592420 SH       DEFINED                  4,6   448663    73903    69854
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104   105661   907442 SH       DEFINED                12,21   907442        0        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104     4662    40039 SH       DEFINED          15,18,21,22    21697        0    18342
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104    29096   249881 SH       DEFINED             16,18,21   249881        0        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104     7976    68500 SH       DEFINED                18,21    68500        0        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104   263597  2263839 SH       DEFINED             18,21,22  1081249        0  1182590
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104      349     3000 SH       DEFINED                   25        0     3000        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104      747     6413 SH       DEFINED     3,13,14,27,30,31     6413        0        0
BP PRUDHOE BAY RTY TRUST      EQUITY   055630107       17     2000 SH       DEFINED          15,18,21,22        0        0     2000
BP PRUDHOE BAY RTY TRUST      EQUITY   055630107      272    32935 SH       DEFINED             18,21,22     5018        0    27917
BRE PPTYS INC CL A            EQUITY   05564E106      396    15820 SH       DEFINED                  4,6        0        0    15820
BRE PPTYS INC CL A            EQUITY   05564E106      930    37113 SH       DEFINED                12,21    37113        0        0
BRE PPTYS INC CL A            EQUITY   05564E106     3608   143945 SH       DEFINED             18,21,22    71373        0    72572
BSB BANCORP INC               EQUITY   055652101      184     6704 SH       DEFINED                12,21     6704        0        0
BSB BANCORP INC               EQUITY   055652101       60     2175 SH       DEFINED             16,18,21     2175        0        0
BSB BANCORP INC               EQUITY   055652101        1       51 SH       DEFINED             18,21,22        1        0       50
B T FINANCIAL CORP            EQUITY   055763106       50     2000 SH       DEFINED               -          2000        0        0
B T FINANCIAL CORP            EQUITY   055763106      268    10728 SH       DEFINED                12,21    10728        0        0
B T FINANCIAL CORP            EQUITY   055763106        5      201 SH       DEFINED             18,21,22      201        0        0
BMC SOFTWARE INC              EQUITY   055921100       30      550 SH       DEFINED               -           550        0        0
BMC SOFTWARE INC              EQUITY   055921100      319     5850 SH       DEFINED                  4,6        0      500     5350
BMC SOFTWARE INC              EQUITY   055921100    47734   875853 SH       DEFINED                12,21   875853        0        0
BMC SOFTWARE INC              EQUITY   055921100     1712    31415 SH       DEFINED          15,18,21,22    22968        0     8447
BMC SOFTWARE INC              EQUITY   055921100    59718  1095734 SH       DEFINED             18,21,22   706992        0   388742
BMC SOFTWARE INC              OPTION   055921100       55     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
BMC SOFTWARE INC              EQUITY   055921100     4082    74900 SH       DEFINED                   25        0    74900        0
BMC SOFTWARE INC              EQUITY   055921100     2109    38702 SH       DEFINED     3,13,14,27,30,31    38702        0        0
BMC SOFTWARE INC              EQUITY   055921100      833    15283 SH       DEFINED                21,32    15283        0        0
BTU INTERNATIONAL INC         EQUITY   056032105       70    16500 SH       DEFINED             18,21,22     6000        0    10500
BACOU USA INC                 EQUITY   056439102       88     4892 SH       DEFINED                12,21     4892        0        0
BACOU USA INC                 EQUITY   056439102       64     3555 SH       DEFINED          15,18,21,22     2710        0      845
BACOU USA INC                 EQUITY   056439102     1351    75073 SH       DEFINED             18,21,22    51057        0    24016
MICHAEL BAKER CORP            EQUITY   057149106      224    29825 SH       DEFINED             18,21,22     8100        0    21725
BAKER FENTRESS & CO           EQUITY   057213100     2850   145665 SH       DEFINED             18,21,22   106473        0    39191
BAKER HUGHES INC SR LIQUID OP CORPBOND 057224AH0        8    10000 PRN      DEFINED                12,21    10000        0        0
BAKER HUGHES INC SR LIQUID OP CORPBOND 057224AH0       35    45000 PRN      DEFINED          15,18,21,22    29000        0    16000
BAKER HUGHES INC SR LIQUID OP CORPBOND 057224AH0      592   753500 PRN      DEFINED             18,21,22   621000        0   132500
BAKER HUGHES INC              EQUITY   057224107        5      153 SH       DEFINED               -           153        0        0
BAKER HUGHES INC              EQUITY   057224107     3929   117072 SH       DEFINED                  4,6    32125      200    84747
BAKER HUGHES INC              EQUITY   057224107     4101   122175 SH       DEFINED                  6,7   122175        0        0
BAKER HUGHES INC              EQUITY   057224107    29474   878155 SH       DEFINED                12,21   878155        0        0
BAKER HUGHES INC              EQUITY   057224107      406    12094 SH       DEFINED          15,18,21,22     9998        0     2096
BAKER HUGHES INC              EQUITY   057224107       17      500 SH       DEFINED             16,18,21      500        0        0
BAKER HUGHES INC              EQUITY   057224107    29436   877036 SH       DEFINED             18,21,22   281775        0   595261
BAKER HUGHES INC              EQUITY   057224107     4003   119283 SH       DEFINED                   25        0   119283        0
BAKER HUGHES INC              EQUITY   057224107      373    11100 SH       DEFINED     3,13,14,27,30,31    11100        0        0
BAKER HUGHES INC              EQUITY   057224107      593    17662 SH       DEFINED                21,32    17662        0        0
BAKER J INC CONV SUB NOTES    CORPBOND 057232AA8      107   130000 PRN      DEFINED             18,21,22    25000        0   105000
BALDOR ELECTRIC CO            EQUITY   057741100     2069   112600 SH       DEFINED                  4,6        0   112600        0
BALDOR ELECTRIC CO            EQUITY   057741100      521    28342 SH       DEFINED                12,21    28342        0        0
BALDOR ELECTRIC CO            EQUITY   057741100       22     1200 SH       DEFINED          15,18,21,22     1200        0        0
BALDOR ELECTRIC CO            EQUITY   057741100     1001    54502 SH       DEFINED             18,21,22    32174        0    22328
BALDWIN TECHNOLOGY CO INC     EQUITY   058264102       61    18454 SH       DEFINED             18,21,22        0        0    18454
BALL CORP                     EQUITY   058498106      192     4000 SH       DEFINED               -          4000        0        0
BALL CORP                     EQUITY   058498106     3003    62722 SH       DEFINED                12,21    62722        0        0
BALL CORP                     EQUITY   058498106      489    10210 SH       DEFINED             18,21,22     2120        0     8090
BALL CORP                     EQUITY   058498106       42      884 SH       DEFINED                   25        0      884        0
BALL CORP                     EQUITY   058498106       68     1415 SH       DEFINED                21,32     1415        0        0
BALLARD MEDICAL PRODUCTS      EQUITY   058566100      822    33900 SH       DEFINED                12,21    33900        0        0
BALLARD MEDICAL PRODUCTS      EQUITY   058566100      374    15421 SH       DEFINED             18,21,22     9502        0     5919
*** BALLARD PWR SYS INC       EQUITY   05858H104        3      100 SH       DEFINED          15,18,21,22        0        0      100
*** BALLARD PWR SYS INC       EQUITY   05858H104      559    18254 SH       DEFINED             18,21,22    13125        0     5129
*** BALLARD PWR SYS INC       OPTION   05858H104       12      400 SH  CALL DEFINED             18,21,22        0        0      400
BALLY TOTAL FITNESS HLDGS COR EQUITY   05873K108      667    23000 SH       DEFINED                12,21    23000        0        0
BALLY TOTAL FITNESS HLDGS COR EQUITY   05873K108       43     1484 SH       DEFINED             18,21,22      100        0     1384
*** BANCO BILBAO VIZCAYA INTL EQUITY   059456103      273    10216 SH       DEFINED             18,21,22     4001        0     6215
*** BANCO BILBAO VIZCAYA INTL EQUITY   059456202      330    12524 SH       DEFINED             18,21,22    10724        0     1800
*** BANCO BILBAO VIZCAYA S A  EQUITY   059458208     5128   400247 SH       DEFINED                  4,6    14023        0   386224
*** BANCO BILBAO VIZCAYA S A  EQUITY   059458208      270    21075 SH       DEFINED                5,6,7        0        0    21075
*** BANCO BILBAO VIZCAYA S A  EQUITY   059458208       18     1424 SH       DEFINED             18,21,22      524        0      900
*** BANCO COMERICAL PORTUGUES EQUITY   059479303       40     1482 SH       DEFINED          15,18,21,22      179        0     1303
*** BANCO COMERICAL PORTUGUES EQUITY   059479303     1492    55789 SH       DEFINED             18,21,22    26251        0    29537
*** BANCO DE GALICIA Y BUENOS EQUITY   059538207      776    48095 SH       DEFINED                  4,6    48095        0        0
*** BANCO DE GALICIA Y BUENOS EQUITY   059538207     3048   189051 SH       DEFINED                  6,7   189051        0        0
*** BANCO DE GALICIA Y BUENOS EQUITY   059538207      530    32897 SH       DEFINED             18,21,22    32872        0       25
*** BANCO FRANCES DEL RIO DE  EQUITY   059591107      204    12454 SH       DEFINED               -         12454        0        0
*** BANCO FRANCES DEL RIO DE  EQUITY   059591107      184    11232 SH       DEFINED                  4,6    11232        0        0
*** BANCO FRANCES DEL RIO DE  EQUITY   059591107      396    24200 SH       DEFINED                  6,7    24200        0        0
*** BANCO FRANCES DEL RIO DE  EQUITY   059591107       35     2114 SH       DEFINED          15,18,21,22     2043        0       71
*** BANCO FRANCES DEL RIO DE  EQUITY   059591107     1856   113346 SH       DEFINED             18,21,22    91017        0    22329
*** BANCO GANADERO            EQUITY   059594408      517    28900 SH       DEFINED                12,21    28900        0        0
*** BANCO GANADERO            EQUITY   059594408      161     9025 SH       DEFINED             18,21,22        0        0     9025
*** BANCO SANTANDER CENT      EQUITY   05964H105      592    61146 SH       DEFINED               -         61146        0        0
*** BANCO SANTANDER CENT      EQUITY   05964H105      397    41004 SH       DEFINED                  4,6    41004        0        0
*** BANCO SANTANDER CENT      EQUITY   05964H105       43     4418 SH       DEFINED          15,18,21,22     3320        0     1098
*** BANCO SANTANDER CENT      EQUITY   05964H105      348    35887 SH       DEFINED             16,18,21    35887        0        0
*** BANCO SANTANDER CENT      EQUITY   05964H105       87     8942 SH       DEFINED       17,18,19,20,21     8942        0        0
*** BANCO SANTANDER CENT      EQUITY   05964H105     2440   251878 SH       DEFINED             18,21,22   161832        0    90046
*** BANCO RIO DE LA PLATA ADR EQUITY   059644104       88    10000 SH       DEFINED                  6,7    10000        0        0
BANCO SANTANDER P R SAN JUAN  EQUITY   059646109     2687   143300 SH       DEFINED                12,21   143300        0        0
BANCO SANTANDER P R SAN JUAN  EQUITY   059646109       38     2000 SH       DEFINED             18,21,22      700        0     1300
BANCO SANTANDER P R SAN JUAN  EQUITY   059646109     1343    71650 SH       DEFINED                21,32    71650        0        0
*** BANCO SANTANDER-CHILE SP  EQUITY   05965F108      324    21600 SH       DEFINED                12,21    21600        0        0
*** BANCO SANTANDER-CHILE SP  EQUITY   05965F108        5      365 SH       DEFINED             18,21,22      292        0       73
*** BANCO WIESE SPONS ADR     EQUITY   059651109      237   237400 SH       DEFINED                12,21   237400        0        0
*** BANCO WIESE SPONS ADR     EQUITY   059651109        2     2000 SH       DEFINED             18,21,22        0        0     2000
BANCORPSOUTH INC              EQUITY   059692103      769    46632 SH       DEFINED                12,21    46632        0        0
BANCORPSOUTH INC              EQUITY   059692103       20     1222 SH       DEFINED             18,21,22       13        0     1209
BANCTEC INC                   EQUITY   059784108      299    16191 SH       DEFINED                12,21    16191        0        0
BANCTEC INC                   EQUITY   059784108       16      845 SH       DEFINED          15,18,21,22      845        0        0
BANCTEC INC                   EQUITY   059784108     1473    79888 SH       DEFINED             18,21,22    63745        0    16143
BANCWEST CORP NEW             EQUITY   059790105      764    18300 SH       DEFINED                12,21    18300        0        0
BANCWEST CORP NEW             EQUITY   059790105       29      706 SH       DEFINED             18,21,22      206        0      500
BANDAG INC                    EQUITY   059815100      363    10750 SH       DEFINED                12,21    10750        0        0
BANDAG INC                    EQUITY   059815100        2       50 SH       DEFINED          15,18,21,22       50        0        0
BANDAG INC                    EQUITY   059815100      467    13831 SH       DEFINED             18,21,22     6642        0     7188
BANDAG INC CL A               EQUITY   059815308     2578    94400 SH       DEFINED                12,21    94400        0        0
BANDAG INC CL A               EQUITY   059815308       10      356 SH       DEFINED          15,18,21,22      264        0       92
BANDAG INC CL A               EQUITY   059815308      546    20000 SH       DEFINED             16,18,21    20000        0        0
BANDAG INC CL A               EQUITY   059815308      889    32542 SH       DEFINED             18,21,22    27309        0     5233
BANGOR HYDRO-ELECTRIC CO      EQUITY   060077104       67     4000 SH       DEFINED               -          4000        0        0
BANGOR HYDRO-ELECTRIC CO      EQUITY   060077104      183    11002 SH       DEFINED             18,21,22        2        0    11000
BANK OF AMERICA CORP          EQUITY   060505104     8517   129904 SH       DEFINED               -        129904        0        0
BANK OF AMERICA CORP          EQUITY   060505104    13315   203087 SH       DEFINED   2,3,11,13,14,30,31        0   203087        0
BANK OF AMERICA CORP          EQUITY   060505104    37436   570998 SH       DEFINED                  4,6   236854   128320   205824
BANK OF AMERICA CORP          EQUITY   060505104     4058    61888 SH       DEFINED                5,6,7        0        0    61888
BANK OF AMERICA CORP          EQUITY   060505104     4590    70006 SH       DEFINED                  6,7    56200        0    13806
BANK OF AMERICA CORP          EQUITY   060505104   336186  5127676 SH       DEFINED                12,21  5127676        0        0
BANK OF AMERICA CORP          EQUITY   060505104    38284   583922 SH       DEFINED          15,18,21,22   332934        0   250988
BANK OF AMERICA CORP          EQUITY   060505104    28237   430692 SH       DEFINED             16,18,21   430692        0        0
BANK OF AMERICA CORP          EQUITY   060505104   832853 12703092 SH       DEFINED             18,21,22  5274575        0  7428516
BANK OF AMERICA CORP          OPTION   060505104       33      500 SH  PUT  DEFINED             18,21,22        0        0      500
BANK OF AMERICA CORP          EQUITY   060505104     5013    76459 SH       DEFINED                   25        0    76459        0
BANK OF AMERICA CORP          EQUITY   060505104     3097    47238 SH       DEFINED     3,13,14,27,30,31    47238        0        0
BANK OF AMERICA CORP          EQUITY   060505104     6257    95441 SH       DEFINED                21,32    95441        0        0
BANK OF GRANITE CORP          EQUITY   062401104      261    11362 SH       DEFINED                12,21    11362        0        0
*** BANK OF MONTREAL          EQUITY   063671101      418    11480 SH       DEFINED                  4,6    11480        0        0
*** BANK OF MONTREAL          EQUITY   063671101       47     1300 SH       DEFINED             16,18,21     1300        0        0
*** BANK OF MONTREAL          EQUITY   063671101       58     1586 SH       DEFINED             18,21,22        1        0     1585
BANK OF THE OZARKS            EQUITY   063904106      246    12300 SH       DEFINED             18,21,22     1000        0    11300
BANK NEW YORK INC             EQUITY   064057102      695    18708 SH       DEFINED               -         18708        0        0
BANK NEW YORK INC             EQUITY   064057102    99908  2691127 SH       DEFINED                  4,6  1294015   443527   953585
BANK NEW YORK INC             EQUITY   064057102     1144    30810 SH       DEFINED                  6,7        0        0    30810
BANK NEW YORK INC             EQUITY   064057102   232895  6273275 SH       DEFINED                12,21  6273275        0        0
BANK NEW YORK INC             EQUITY   064057102     1998    53818 SH       DEFINED          15,18,21,22    35094        0    18724
BANK NEW YORK INC             EQUITY   064057102   111018  2990380 SH       DEFINED             16,18,21  2990380        0        0
BANK NEW YORK INC             EQUITY   064057102   111582  3005578 SH       DEFINED             18,21,22  1986063        0  1019514
BANK NEW YORK INC             OPTION   064057102       22      600 SH  CALL DEFINED             18,21,22        0        0      600
BANK NEW YORK INC             OPTION   064057102       19      500 SH  PUT  DEFINED             18,21,22        0        0      500
BANK NEW YORK INC             EQUITY   064057102     3485    93880 SH       DEFINED                   25        0    93880        0
BANK NEW YORK INC             EQUITY   064057102      802    21600 SH       DEFINED     3,13,14,27,30,31    21600        0        0
BANK NEW YORK INC             EQUITY   064057102     1588    42761 SH       DEFINED                21,32    42761        0        0
BANK ONE CORP COM             EQUITY   06423A103     6719   124285 SH       DEFINED               -        124285        0        0
BANK ONE CORP COM             EQUITY   06423A103    15083   278991 SH       DEFINED                  4,6    10925   181974    86092
BANK ONE CORP COM             EQUITY   06423A103     4066    75200 SH       DEFINED                    6    75200        0        0
BANK ONE CORP COM             EQUITY   06423A103    90674  1677200 SH       DEFINED                12,21  1677200        0        0
BANK ONE CORP COM             EQUITY   06423A103    16478   304792 SH       DEFINED          15,18,21,22   200102        0   104690
BANK ONE CORP COM             EQUITY   06423A103     8313   153769 SH       DEFINED             16,18,21   153769        0        0
BANK ONE CORP COM             EQUITY   06423A103   398511  7371228 SH       DEFINED             18,21,22  2810589        0  4560638
BANK ONE CORP COM             EQUITY   06423A103     3402    62933 SH       DEFINED                   25        0    62933        0
BANK ONE CORP COM             EQUITY   06423A103      920    17021 SH       DEFINED     3,13,14,27,30,31    17021        0        0
BANK ONE CORP COM             EQUITY   06423A103     3229    59720 SH       DEFINED                21,32    59720        0        0
BANK PLUS CORP                EQUITY   064446107       51     9486 SH       DEFINED                12,21     9486        0        0
BANK PLUS CORP                EQUITY   064446107       57    10652 SH       DEFINED             18,21,22      652        0    10000
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109       74     5000 SH       DEFINED                  4,6        0        0     5000
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109     7867   528900 SH       DEFINED                12,21   528900        0        0
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109      100     6755 SH       DEFINED          15,18,21,22     2135        0     4620
*** BANK OF TOKYO MITSUBISHI  OPTION   065379109       45     3000 SH  CALL DEFINED             18,21,22        0        0     3000
*** BANK OF TOKYO MITSUBISHI  OPTION   065379109       37     2500 SH  PUT  DEFINED             18,21,22        0        0     2500
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109     4827   324479 SH       DEFINED             18,21,22   172686        0   151793
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109      288    19340 SH       DEFINED                   25        0    19340        0
BANK UNITED CORP              EQUITY   065412108    13327   347272 SH       DEFINED                  4,6        0        0   347272
BANK UNITED CORP              EQUITY   065412108      981    25575 SH       DEFINED                12,21    25575        0        0
BANK UNITED CORP              EQUITY   065412108        2       61 SH       DEFINED          15,18,21,22       61        0        0
BANK UNITED CORP              EQUITY   065412108     3770    98240 SH       DEFINED             18,21,22    62708        0    35531
BANKATLANTIC BANCORP INC SUB  CORPBOND 065908AB1       24    20000 PRN      DEFINED             18,21,22    20000        0        0
BANKATLANTIC BNC-SUB DEBS CON CORPBOND 065908AC9       50    60000 PRN      DEFINED               -         60000        0        0
BANKATLANTIC BNC-SUB DEBS CON CORPBOND 065908AC9       40    48000 PRN      DEFINED          15,18,21,22    20000        0    28000
BANKATLANTIC BNC-SUB DEBS CON CORPBOND 065908AC9      892  1068000 PRN      DEFINED             18,21,22   636000        0   432000
BANK ATLANTIC BANCORP INC CL  EQUITY   065908105       32     4000 SH       DEFINED               -          4000        0        0
BANK ATLANTIC BANCORP INC CL  EQUITY   065908105      244    30498 SH       DEFINED                12,21    30498        0        0
BANK ATLANTIC BANCORP INC CL  EQUITY   065908105       30     3702 SH       DEFINED             18,21,22        2        0     3700
BANKATLANTIC BANCORP INC CL A EQUITY   065908501       19     2500 SH       DEFINED               -          2500        0        0
BANKATLANTIC BANCORP INC CL A EQUITY   065908501     2373   313750 SH       DEFINED                12,21   313750        0        0
BANKATLANTIC BANCORP INC CL A EQUITY   065908501       22     2899 SH       DEFINED             18,21,22     2000        0      899
BANKBOSTON CORP               EQUITY   06605R106      575    12025 SH       DEFINED               -         12025        0        0
BANKBOSTON CORP               EQUITY   06605R106     1581    33061 SH       DEFINED                  4,6    17366      300    15395
BANKBOSTON CORP               EQUITY   06605R106     3749    78400 SH       DEFINED                    6    78400        0        0
BANKBOSTON CORP               EQUITY   06605R106    97730  2043998 SH       DEFINED                12,21  2043998        0        0
BANKBOSTON CORP               EQUITY   06605R106    11874   248336 SH       DEFINED          15,18,21,22   160772        0    87564
BANKBOSTON CORP               EQUITY   06605R106    36185   756800 SH       DEFINED             16,18,21   756800        0        0
BANKBOSTON CORP               EQUITY   06605R106   291998  6107092 SH       DEFINED             18,21,22  3935535        0  2171557
BANKBOSTON CORP               OPTION   06605R106       96     2000 SH  CALL DEFINED             18,21,22     2000        0        0
BANKBOSTON CORP               OPTION   06605R106       24      500 SH  PUT  DEFINED             18,21,22        0        0      500
BANKBOSTON CORP               EQUITY   06605R106     2794    58428 SH       DEFINED                   25        0    58428        0
BANKBOSTON CORP               EQUITY   06605R106      766    16019 SH       DEFINED     3,13,14,27,30,31    16019        0        0
BANKBOSTON CORP               EQUITY   06605R106      849    17750 SH       DEFINED                21,32    17750        0        0
BANKNORTH GROUP INC DEL       EQUITY   06646L100      616    18448 SH       DEFINED                12,21    18448        0        0
BANKNORTH GROUP INC DEL       EQUITY   06646L100      269     8052 SH       DEFINED             18,21,22     1141        0     6911
BANKNORTH GROUP INC DEL       EQUITY   06646L100      304     9100 SH       DEFINED                   25        0     9100        0
BANKUNITED FINANCIAL CORP CL  EQUITY   06652B103       68     7000 SH       DEFINED               -          7000        0        0
BANKUNITED FINANCIAL CORP CL  EQUITY   06652B103       59     6000 SH       DEFINED                12,21     6000        0        0
BANKUNITED FINANCIAL CORP CL  EQUITY   06652B103      876    89879 SH       DEFINED             18,21,22    17760        0    72119
BANTA CORPORATION             EQUITY   066821109     3266   134000 SH       DEFINED                12,21   134000        0        0
BANTA CORPORATION             EQUITY   066821109       53     2175 SH       DEFINED             18,21,22      600        0     1575
BANYAN SYS INC                EQUITY   066908104       79    10800 SH       DEFINED                12,21    10800        0        0
BANYAN SYS INC                EQUITY   066908104        4      603 SH       DEFINED             18,21,22      200        0      403
*** BARCLAYS BK PLC 8.0%      EQUITY   06738C836        5      200 SH       DEFINED               -           200        0        0
*** BARCLAYS BK PLC 8.0%      EQUITY   06738C836     2616   106223 SH       DEFINED             18,21,22    57816        0    48407
*** BARCLAYS PLC-ADR          EQUITY   06738E204      518     4353 SH       DEFINED               -          4353        0        0
*** BARCLAYS PLC-ADR          EQUITY   06738E204       86      720 SH       DEFINED          15,18,21,22      600        0      120
*** BARCLAYS PLC-ADR          EQUITY   06738E204     4554    38265 SH       DEFINED             18,21,22    30084        0     8181
C R BARD INC NEW JERSEY       EQUITY   067383109       15      300 SH       DEFINED               -           300        0        0
C R BARD INC NEW JERSEY       EQUITY   067383109       10      200 SH       DEFINED                  4,6        0        0      200
C R BARD INC NEW JERSEY       EQUITY   067383109     9387   189162 SH       DEFINED                12,21   189162        0        0
C R BARD INC NEW JERSEY       EQUITY   067383109      420     8462 SH       DEFINED          15,18,21,22     4827        0     3635
C R BARD INC NEW JERSEY       EQUITY   067383109     1661    33479 SH       DEFINED             18,21,22    21087        0    12392
C R BARD INC NEW JERSEY       EQUITY   067383109       72     1460 SH       DEFINED                   25        0     1460        0
C R BARD INC NEW JERSEY       EQUITY   067383109      576    11600 SH       DEFINED     3,13,14,27,30,31    11600        0        0
C R BARD INC NEW JERSEY       EQUITY   067383109      118     2380 SH       DEFINED                21,32     2380        0        0
BARNES & NOBLE INC            EQUITY   067774109        7      300 SH       DEFINED               -           300        0        0
BARNES & NOBLE INC            EQUITY   067774109     2695   120110 SH       DEFINED                  4,6    30700    43600    45810
BARNES & NOBLE INC            EQUITY   067774109     1133    50509 SH       DEFINED                12,21    50509        0        0
BARNES & NOBLE INC            EQUITY   067774109       75     3356 SH       DEFINED          15,18,21,22     1083        0     2273
BARNES & NOBLE INC            EQUITY   067774109       27     1200 SH       DEFINED             16,18,21     1200        0        0
BARNES & NOBLE INC            EQUITY   067774109    11983   534060 SH       DEFINED             18,21,22   157251        0   376809
BARNES & NOBLE INC            OPTION   067774109       22     1000 SH  CALL DEFINED             18,21,22        0        0     1000
BARNES & NOBLE INC            OPTION   067774109       90     4000 SH  PUT  DEFINED             18,21,22        0        0     4000
BARNES & NOBLE INC            EQUITY   067774109      960    42800 SH       DEFINED                21,32    42800        0        0
BARNES GROUP INC              EQUITY   067806109     1884    95100 SH       DEFINED               -         95100        0        0
BARNES GROUP INC              EQUITY   067806109     4743   239400 SH       DEFINED                12,21   239400        0        0
BARNES GROUP INC              EQUITY   067806109       75     3777 SH       DEFINED             18,21,22     3777        0        0
BARNES GROUP INC              EQUITY   067806109      117     5900 SH       DEFINED                   25        0     5900        0
BARNESANDNOBLE.COM INC        EQUITY   067846105       13      723 SH       DEFINED                  4,6        0      723        0
BARNESANDNOBLE.COM INC        EQUITY   067846105      175    10000 SH       DEFINED                12,21    10000        0        0
BARNESANDNOBLE.COM INC        EQUITY   067846105       69     3971 SH       DEFINED          15,18,21,22     2860        0     1111
BARNESANDNOBLE.COM INC        EQUITY   067846105     1498    85594 SH       DEFINED             18,21,22    65856        0    19738
*** BARRICK GOLD CORP CAD     EQUITY   067901108      104     5810 SH       DEFINED                  4,6        0     2000     3810
*** BARRICK GOLD CORP CAD     EQUITY   067901108     1419    79084 SH       DEFINED                12,21    79084        0        0
*** BARRICK GOLD CORP CAD     EQUITY   067901108       11      600 SH       DEFINED          15,18,21,22        0        0      600
*** BARRICK GOLD CORP CAD     EQUITY   067901108     2544   141834 SH       DEFINED             18,21,22    88002        0    53831
*** BARRICK GOLD CORP CAD     EQUITY   067901108      189    10540 SH       DEFINED                   25        0    10540        0
*** BARRICK GOLD CORP CAD     EQUITY   067901108      322    17934 SH       DEFINED                21,32    17934        0        0
BARNETT INC                   EQUITY   068062108       24     2923 SH       DEFINED                12,21     2923        0        0
BARNETT INC                   EQUITY   068062108        1      121 SH       DEFINED          15,18,21,22      121        0        0
BARNETT INC                   EQUITY   068062108      266    32738 SH       DEFINED             18,21,22    25616        0     7122
BARR LABORATORIES INC         EQUITY   068306109     3978   113847 SH       DEFINED                  4,6    39720    48862    25265
BARR LABORATORIES INC         EQUITY   068306109       23      650 SH       DEFINED                  6,7        0        0      650
BARR LABORATORIES INC         EQUITY   068306109     1493    42725 SH       DEFINED                12,21    42725        0        0
BARR LABORATORIES INC         EQUITY   068306109      253     7250 SH       DEFINED          15,18,21,22     5616        0     1634
BARR LABORATORIES INC         EQUITY   068306109     6102   174638 SH       DEFINED             18,21,22   105845        0    68793
BARRA INC                     EQUITY   068313105      263    11100 SH       DEFINED                12,21    11100        0        0
BARRA INC                     EQUITY   068313105        5      205 SH       DEFINED             18,21,22      200        0        5
BARRETT RESOURCES CORP NEW    EQUITY   068480201     4758   122400 SH       DEFINED   2,3,11,13,14,30,31        0   122400        0
BARRETT RESOURCES CORP NEW    EQUITY   068480201      311     8000 SH       DEFINED                  4,6     4000        0     4000
BARRETT RESOURCES CORP NEW    EQUITY   068480201     9079   233550 SH       DEFINED                12,21   233550        0        0
BARRETT RESOURCES CORP NEW    EQUITY   068480201      196     5029 SH       DEFINED          15,18,21,22     4179        0      850
BARRETT RESOURCES CORP NEW    EQUITY   068480201     2561    65882 SH       DEFINED             18,21,22    46394        0    19488
BARRETT RESOURCES CORP NEW    EQUITY   068480201     5441   139973 SH       DEFINED                21,32   139973        0        0
*** BASS PUB LTD CO SPONSORED EQUITY   069904209       77     5226 SH       DEFINED               -          5226        0        0
*** BASS PUB LTD CO SPONSORED EQUITY   069904209        2      117 SH       DEFINED          15,18,21,22        0        0      117
*** BASS PUB LTD CO SPONSORED EQUITY   069904209      257    17333 SH       DEFINED             18,21,22     6138        0    11195
BASIN EXPLORATION INC         EQUITY   070107107     1124    53200 SH       DEFINED   2,3,11,13,14,30,31        0    53200        0
BASIN EXPLORATION INC         EQUITY   070107107       95     4500 SH       DEFINED                12,21     4500        0        0
BASIN EXPLORATION INC         EQUITY   070107107       21     1000 SH       DEFINED             18,21,22     1000        0        0
BASSETT FURNITURE INDS INC    EQUITY   070203104      289    11736 SH       DEFINED                12,21    11736        0        0
BASSETT FURNITURE INDS INC    EQUITY   070203104      293    11901 SH       DEFINED             18,21,22        1        0    11900
BATTLE MOUNTAIN GOLD CO       EQUITY   071593107     1539   794000 SH       DEFINED   2,3,11,13,14,30,31        0   794000        0
BATTLE MOUNTAIN GOLD CO       EQUITY   071593107      253   130624 SH       DEFINED                12,21   130624        0        0
BATTLE MOUNTAIN GOLD CO       EQUITY   071593107      224   115525 SH       DEFINED             18,21,22    45477        0    70047
BATTLE MOUNTAIN GOLD CO       EQUITY   071593107        9     4700 SH       DEFINED                   25        0     4700        0
BATTLE MOUNTAIN GOLD CO       EQUITY   071593107       22    11095 SH       DEFINED                21,32    11095        0        0
BATTLE MTN GOLD CO CV PFD     EQUITY   071593305      902    33963 SH       DEFINED             18,21,22    23102        0    10861
BAUSCH & LOMB INC             EQUITY   071707103       29      400 SH       DEFINED               -           400        0        0
BAUSCH & LOMB INC             EQUITY   071707103     6493    88648 SH       DEFINED                12,21    88648        0        0
BAUSCH & LOMB INC             EQUITY   071707103       56      770 SH       DEFINED          15,18,21,22      485        0      285
BAUSCH & LOMB INC             EQUITY   071707103     3062    41800 SH       DEFINED             16,18,21    41800        0        0
BAUSCH & LOMB INC             EQUITY   071707103     3937    53753 SH       DEFINED             18,21,22    27114        0    26638
BAUSCH & LOMB INC             EQUITY   071707103      114     1557 SH       DEFINED                   25        0     1557        0
BAUSCH & LOMB INC             EQUITY   071707103      191     2606 SH       DEFINED                21,32     2606        0        0
BAXTER INTL INC               EQUITY   071813109     1253    18279 SH       DEFINED               -         18279        0        0
BAXTER INTL INC               EQUITY   071813109     9263   135100 SH       DEFINED   2,3,11,13,14,30,31        0   135100        0
BAXTER INTL INC               EQUITY   071813109      101     1475 SH       DEFINED                  4,6      800      675        0
BAXTER INTL INC               EQUITY   071813109   178429  2602404 SH       DEFINED                  6,7  2602404        0        0
BAXTER INTL INC               EQUITY   071813109    37678   549533 SH       DEFINED                12,21   549533        0        0
BAXTER INTL INC               EQUITY   071813109     1858    27105 SH       DEFINED          15,18,21,22    15650        0    11455
BAXTER INTL INC               EQUITY   071813109   187453  2734026 SH       DEFINED             18,21,22   875152        0  1858874
BAXTER INTL INC               OPTION   071813109       69     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
BAXTER INTL INC               EQUITY   071813109      725    10576 SH       DEFINED                   25        0    10576        0
BAXTER INTL INC               EQUITY   071813109     1056    15400 SH       DEFINED     3,13,14,27,30,31    15400        0        0
BAXTER INTL INC               EQUITY   071813109     1095    15966 SH       DEFINED                21,32    15966        0        0
BAY BANCHSHARES INC           EQUITY   07203N109      949    55800 SH       DEFINED   2,3,11,13,14,30,31        0    55800        0
BAY VIEW CAP CORP DEL         EQUITY   07262L101      300    15800 SH       DEFINED                12,21    15800        0        0
BAY VIEW CAP CORP DEL         EQUITY   07262L101      138     7282 SH       DEFINED             18,21,22      463        0     6818
BAY VIEW CAP CORP DEL         EQUITY   07262L101      393    20700 SH       DEFINED                   25        0    20700        0
BAYOU STEEL CORP LA PLACE CL  EQUITY   073051104      284    79800 SH       DEFINED             18,21,22        0        0    79800
BE AEROSPACE INC              EQUITY   073302101      449    23700 SH       DEFINED                12,21    23700        0        0
BE AEROSPACE INC              EQUITY   073302101       68     3571 SH       DEFINED             18,21,22     2371        0     1200
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AA0       11    10000 PRN      DEFINED                12,21    10000        0        0
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AA0     2183  2000000 PRN      DEFINED             18,21,22  2000000        0        0
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AA0     2539  2327000 PRN      DEFINED           3,13,30,31  2327000        0        0
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8       33    30000 PRN      DEFINED                12,21    30000        0        0
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8        8     7000 PRN      DEFINED          15,18,21,22        0        0     7000
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8      824   755000 PRN      DEFINED             18,21,22   607000        0   148000
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8     4358  3994000 PRN      DEFINED        3,13,28,29,31  3994000        0        0
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8     1669  1529000 PRN      DEFINED           3,13,30,31  1529000        0        0
BEA SYSTEMS INC               EQUITY   073325102      934    38331 SH       DEFINED                12,21    38331        0        0
BEA SYSTEMS INC               EQUITY   073325102       24      970 SH       DEFINED          15,18,21,22        0        0      970
BEA SYSTEMS INC               EQUITY   073325102      534    21896 SH       DEFINED             18,21,22     4696        0    17200
BEA SYSTEMS INC               EQUITY   073325102     2255    92500 SH       DEFINED        3,13,28,29,31    92500        0        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108       88     2100 SH       DEFINED                  4,6        0     2100        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108    19227   459141 SH       DEFINED                12,21   459141        0        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108      399     9528 SH       DEFINED          15,18,21,22     7567        0     1961
BEAR STEARNS COMPANIES INC    EQUITY   073902108    14191   338892 SH       DEFINED             18,21,22   238499        0   100393
BEAR STEARNS COMPANIES INC    EQUITY   073902108     1590    37968 SH       DEFINED                   25        0    37968        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108      453    10815 SH       DEFINED     3,13,14,27,30,31    10815        0        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108      223     5325 SH       DEFINED                21,32     5325        0        0
BEAZER HOMES USA INC          EQUITY   07556Q105       11      400 SH       DEFINED          15,18,21,22        0        0      400
BEAZER HOMES USA INC          EQUITY   07556Q105      896    34047 SH       DEFINED             18,21,22    15776        0    18271
BEBE STORES INC               EQUITY   075571109     5382   186000 SH       DEFINED                12,21   186000        0        0
BEBE STORES INC               EQUITY   075571109     2431    84000 SH       DEFINED             16,18,21    84000        0        0
BEBE STORES INC               EQUITY   075571109        9      325 SH       DEFINED     3,13,14,27,30,31      325        0        0
BECKMAN COULTER INC           EQUITY   075811109        4       94 SH       DEFINED               -            94        0        0
BECKMAN COULTER INC           EQUITY   075811109      422     8885 SH       DEFINED                12,21     8885        0        0
BECKMAN COULTER INC           EQUITY   075811109     2039    42933 SH       DEFINED             18,21,22    14046        0    28886
BECKMAN COULTER INC           OPTION   075811109     1425    30000 SH  CALL DEFINED             18,21,22    30000        0        0
BECKMAN COULTER INC           EQUITY   075811109      390     8200 SH       DEFINED                21,32     8200        0        0
BECTON DICKINSON & CO         EQUITY   075887109      230     8275 SH       DEFINED               -          8275        0        0
BECTON DICKINSON & CO         EQUITY   075887109      562    20200 SH       DEFINED                  4,6      200        0    20000
BECTON DICKINSON & CO         EQUITY   075887109    20428   734479 SH       DEFINED                12,21   734479        0        0
BECTON DICKINSON & CO         EQUITY   075887109     6777   243663 SH       DEFINED          15,18,21,22   145925        0    97738
BECTON DICKINSON & CO         EQUITY   075887109     9928   356960 SH       DEFINED             16,18,21   356960        0        0
BECTON DICKINSON & CO         EQUITY   075887109   158211  5688372 SH       DEFINED             18,21,22  3487455        0  2200916
BECTON DICKINSON & CO         EQUITY   075887109     3559   127944 SH       DEFINED                   25        0   127944        0
BECTON DICKINSON & CO         EQUITY   075887109      319    11484 SH       DEFINED                21,32    11484        0        0
BED BATH & BEYOND             EQUITY   075896100       19      540 SH       DEFINED               -           540        0        0
BED BATH & BEYOND             EQUITY   075896100    50847  1457977 SH       DEFINED                  4,6   469175   578077   410725
BED BATH & BEYOND             EQUITY   075896100      553    15850 SH       DEFINED                  6,7        0        0    15850
BED BATH & BEYOND             EQUITY   075896100    26329   754958 SH       DEFINED                12,21   754958        0        0
BED BATH & BEYOND             EQUITY   075896100     1379    39534 SH       DEFINED          15,18,21,22    20665        0    18869
BED BATH & BEYOND             EQUITY   075896100    68664  1968863 SH       DEFINED             18,21,22  1002998        0   965865
BED BATH & BEYOND             EQUITY   075896100     6173   177000 SH       DEFINED                   25        0   177000        0
BED BATH & BEYOND             EQUITY   075896100     3991   114435 SH       DEFINED                21,32   114435        0        0
BEDFORD PROPERTY INVESTORS    EQUITY   076446301      937    53155 SH       DEFINED                12,21    53155        0        0
BEDFORD PROPERTY INVESTORS    EQUITY   076446301      617    35000 SH       DEFINED             16,18,21    35000        0        0
BEDFORD PROPERTY INVESTORS    EQUITY   076446301       44     2512 SH       DEFINED             18,21,22      512        0     2000
*** BEIJING YANHUA            EQUITY   07725N108      458    42650 SH       DEFINED             18,21,22    25750        0    16900
BELCO OIL & GAS CORP          EQUITY   077410108       44     6700 SH       DEFINED                12,21     6700        0        0
BELCO OIL & GAS CORP          EQUITY   077410108      190    28711 SH       DEFINED             18,21,22    21536        0     7175
BELDEN INC                    EQUITY   077459105     8259   328728 SH       DEFINED                12,21   328728        0        0
BELDEN INC                    EQUITY   077459105      389    15475 SH       DEFINED          15,18,21,22    13125        0     2350
BELDEN INC                    EQUITY   077459105    11081   441029 SH       DEFINED             18,21,22   167742        0   273287
BELDEN INC                    EQUITY   077459105      113     4500 SH       DEFINED     3,13,14,27,30,31     4500        0        0
BELL & HOWELL CO NEW          EQUITY   077852101     1512    42000 SH       DEFINED                12,21    42000        0        0
BELL & HOWELL CO NEW          EQUITY   077852101      273     7595 SH       DEFINED          15,18,21,22     5745        0     1850
BELL & HOWELL CO NEW          EQUITY   077852101     5040   139998 SH       DEFINED             18,21,22    93445        0    46553
BELL & HOWELL CO NEW          EQUITY   077852101      151     4200 SH       DEFINED                   25        0     4200        0
BELL ATLANTIC CORP            EQUITY   077853109     5109    78597 SH       DEFINED               -         78597        0        0
BELL ATLANTIC CORP            EQUITY   077853109    13023   200356 SH       DEFINED   2,3,11,13,14,30,31        0   200356        0
BELL ATLANTIC CORP            EQUITY   077853109    17459   268593 SH       DEFINED                  4,6    75518    86072   107003
BELL ATLANTIC CORP            EQUITY   077853109      979    15064 SH       DEFINED                  6,7    15064        0        0
BELL ATLANTIC CORP            EQUITY   077853109   217352  3343884 SH       DEFINED                12,21  3343884        0        0
BELL ATLANTIC CORP            EQUITY   077853109    18399   283063 SH       DEFINED          15,18,21,22   188104        0    94959
BELL ATLANTIC CORP            EQUITY   077853109    64851   997710 SH       DEFINED             16,18,21   997710        0        0
BELL ATLANTIC CORP            EQUITY   077853109      540     8300 SH       DEFINED                18,21     8300        0        0
BELL ATLANTIC CORP            EQUITY   077853109   332149  5109981 SH       DEFINED             18,21,22  3471975        0  1638005
BELL ATLANTIC CORP            OPTION   077853109       26      400 SH  CALL DEFINED             18,21,22      400        0        0
BELL ATLANTIC CORP            EQUITY   077853109     4878    75046 SH       DEFINED                   25        0    75046        0
BELL ATLANTIC CORP            EQUITY   077853109     3166    48714 SH       DEFINED     3,13,14,27,30,31    48714        0        0
BELL ATLANTIC CORP            EQUITY   077853109     5309    81673 SH       DEFINED                21,32    81673        0        0
BELLSOUTH CORP                EQUITY   079860102     5464   110113 SH       DEFINED               -        110113        0        0
BELLSOUTH CORP                EQUITY   079860102    70997  1430661 SH       DEFINED                  4,6   690978   159892   579791
BELLSOUTH CORP                EQUITY   079860102      988    19915 SH       DEFINED                  6,7        0        0    19915
BELLSOUTH CORP                EQUITY   079860102   100618  2027562 SH       DEFINED                12,21  2027562        0        0
BELLSOUTH CORP                EQUITY   079860102     5713   115131 SH       DEFINED          15,18,21,22    60987        0    54143
BELLSOUTH CORP                EQUITY   079860102       87     1746 SH       DEFINED             16,18,21     1746        0        0
BELLSOUTH CORP                EQUITY   079860102   227460  4583586 SH       DEFINED             18,21,22  3315306        0  1268279
BELLSOUTH CORP                EQUITY   079860102     2626    52908 SH       DEFINED                   25        0    52908        0
BELLSOUTH CORP                EQUITY   079860102     1122    22618 SH       DEFINED     3,13,14,27,30,31    22618        0        0
BELLSOUTH CORP                EQUITY   079860102     5078   102327 SH       DEFINED                21,32   102327        0        0
BELLWETHER EXPLORATION CO NEW EQUITY   079895207     1494   284600 SH       DEFINED   2,3,11,13,14,30,31        0   284600        0
BELLWETHER EXPLORATION CO NEW EQUITY   079895207        5     1000 SH       DEFINED             18,21,22        0        0     1000
A H BELO CORP CL A DELAWARE   EQUITY   080555105      148     7532 SH       DEFINED                12,21     7532        0        0
A H BELO CORP CL A DELAWARE   EQUITY   080555105      216    10990 SH       DEFINED          15,18,21,22     6870        0     4120
A H BELO CORP CL A DELAWARE   EQUITY   080555105    12682   644126 SH       DEFINED             18,21,22   446027        0   198099
BEMIS CO INC                  EQUITY   081437105     1589    42447 SH       DEFINED                  4,6      340        0    42107
BEMIS CO INC                  EQUITY   081437105      329     8781 SH       DEFINED                12,21     8781        0        0
BEMIS CO INC                  EQUITY   081437105     1072    28635 SH       DEFINED          15,18,21,22    21895        0     6740
BEMIS CO INC                  EQUITY   081437105    22096   590212 SH       DEFINED             18,21,22   401190        0   189021
BEMIS CO INC                  EQUITY   081437105       51     1369 SH       DEFINED                   25        0     1369        0
BEMIS CO INC                  EQUITY   081437105       92     2468 SH       DEFINED                21,32     2468        0        0
BENCHMARK ELECTRONICS INC     EQUITY   08160H101      816    22090 SH       DEFINED                12,21    22090        0        0
BENCHMARK ELECTRONICS INC     EQUITY   08160H101       30      820 SH       DEFINED          15,18,21,22      285        0      535
BENCHMARK ELECTRONICS INC     EQUITY   08160H101     1874    50723 SH       DEFINED             18,21,22    33900        0    16823
BENCHMARK ELECTRONICS INC     EQUITY   08160H101     1064    28800 SH       DEFINED                   25        0    28800        0
*** BENETTON GROUP SPA ADR NE EQUITY   081795403       59     1368 SH       DEFINED          15,18,21,22      935        0      433
*** BENETTON GROUP SPA ADR NE EQUITY   081795403      737    17006 SH       DEFINED             18,21,22    13609        0     3397
BENTLEY PHARMACEUTICAL CV S/D CORPBOND 082657AB3      304   247000 PRN      DEFINED             18,21,22   112000        0   135000
BENTLEY PHARMACEUTICALS INC   EQUITY   082657107      245    85202 SH       DEFINED             18,21,22    28202        0    57000
WTS BENTLEY PHARMACEUTICALS   EQUITY   082657123        3    12000 SH       DEFINED             18,21,22     6000        0     6000
BENTON OIL & GAS CO           EQUITY   083288100       32    12268 SH       DEFINED                12,21    12268        0        0
BENTON OIL & GAS CO           EQUITY   083288100       20     7600 SH       DEFINED             18,21,22     2100        0     5500
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102       11      687 SH       DEFINED               -           687        0        0
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102     2233   141182 SH       DEFINED                12,21   141182        0        0
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102      163    10314 SH       DEFINED             16,18,21    10314        0        0
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102      646    40873 SH       DEFINED             18,21,22    19139        0    21734
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102     1180    74600 SH       DEFINED                21,32    74600        0        0
BERINGER WINE ESTATES HLDGS   EQUITY   084102102     3188    89488 SH       DEFINED                  4,6    28750    40123    20615
BERINGER WINE ESTATES HLDGS   EQUITY   084102102       16      445 SH       DEFINED                  6,7        0        0      445
BERINGER WINE ESTATES HLDGS   EQUITY   084102102     6576   184600 SH       DEFINED                12,21   184600        0        0
BERINGER WINE ESTATES HLDGS   EQUITY   084102102       10      279 SH       DEFINED          15,18,21,22       54        0      225
BERINGER WINE ESTATES HLDGS   EQUITY   084102102     2351    66000 SH       DEFINED             16,18,21    66000        0        0
BERINGER WINE ESTATES HLDGS   EQUITY   084102102     1100    30874 SH       DEFINED             18,21,22    15533        0    15341
W R BERKLEY CORP              EQUITY   084423102      376    15435 SH       DEFINED                12,21    15435        0        0
W R BERKLEY CORP              EQUITY   084423102       60     2445 SH       DEFINED          15,18,21,22     1555        0      890
W R BERKLEY CORP              EQUITY   084423102     1213    49782 SH       DEFINED             18,21,22    32271        0    17510
BERKSHIRE BANCORP INC         EQUITY   084597103     4543   115000 SH       DEFINED                  4,6   115000        0        0
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108      198       32 SH       DEFINED                  4,6        0        0       32
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108       62       10 SH       DEFINED                5,6,7        0        0       10
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108    33889     5466 SH       DEFINED                12,21     5466        0        0
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108       31        5 SH       DEFINED          15,18,21,22        0        0        5
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108     5177      835 SH       DEFINED             18,21,22      364        0      471
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108      155       25 SH       DEFINED                   25        0       25        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207      455      219 SH       DEFINED               -           219        0        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207     4869     2343 SH       DEFINED                  4,6     1885       31      427
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207      322      155 SH       DEFINED                12,21      155        0        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207     1351      650 SH       DEFINED          15,18,21,22      389        0      261
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207      534      257 SH       DEFINED             16,18,21      257        0        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207   217596   104714 SH       DEFINED             18,21,22    49442        0    55272
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207    19118     9200 SH       DEFINED            4,6,23,24     9200        0        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207     3555     1711 SH       DEFINED                   25        0     1711        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207       46       22 SH       DEFINED                21,32       22        0        0
BERKSHIRE RLTY CO INC         EQUITY   084710102       31     2680 SH       DEFINED                  4,6        0     2680        0
BERKSHIRE RLTY CO INC         EQUITY   084710102      526    44800 SH       DEFINED                12,21    44800        0        0
BERKSHIRE RLTY CO INC         EQUITY   084710102     1223   104073 SH       DEFINED             18,21,22    43233        0    60840
BERRY PETROLEUM CO CL A       EQUITY   085789105      258    18100 SH       DEFINED                12,21    18100        0        0
BERRY PETROLEUM CO CL A       EQUITY   085789105       17     1201 SH       DEFINED             18,21,22      251        0      950
BEST BUY INC                  EQUITY   086516101       83     1140 SH       DEFINED               -          1140        0        0
BEST BUY INC                  EQUITY   086516101     1043    14400 SH       DEFINED                  4,6    12000        0     2400
BEST BUY INC                  EQUITY   086516101    41214   568956 SH       DEFINED                12,21   568956        0        0
BEST BUY INC                  EQUITY   086516101      121     1668 SH       DEFINED          15,18,21,22     1180        0      488
BEST BUY INC                  EQUITY   086516101    63990   883373 SH       DEFINED             18,21,22   365686        0   517687
BEST BUY INC                  EQUITY   086516101      478     6600 SH       DEFINED     3,13,14,27,30,31     6600        0        0
BEST BUY INC                  EQUITY   086516101     8626   119077 SH       DEFINED                21,32   119077        0        0
BEST SOFTWARE INC             EQUITY   086579109     3226   192600 SH       DEFINED   2,3,11,13,14,30,31        0   192600        0
BEST SOFTWARE INC             EQUITY   086579109        1       30 SH       DEFINED             18,21,22       30        0        0
BESTFOODS                     EQUITY   08658U101      913    18510 SH       DEFINED               -         18510        0        0
BESTFOODS                     EQUITY   08658U101     1775    36000 SH       DEFINED                  4,6    18000     3000    15000
BESTFOODS                     EQUITY   08658U101    20160   408818 SH       DEFINED                12,21   408818        0        0
BESTFOODS                     EQUITY   08658U101     2714    55030 SH       DEFINED          15,18,21,22    39960        0    15070
BESTFOODS                     EQUITY   08658U101      138     2800 SH       DEFINED             16,18,21     2800        0        0
BESTFOODS                     EQUITY   08658U101    55749  1130519 SH       DEFINED             18,21,22   681491        0   449028
BESTFOODS                     EQUITY   08658U101      859    17422 SH       DEFINED                   25        0    17422        0
BESTFOODS                     EQUITY   08658U101      636    12905 SH       DEFINED                21,32    12905        0        0
BETHLEHEM STEEL CORP          EQUITY   087509105      943   121684 SH       DEFINED                12,21   121684        0        0
BETHLEHEM STEEL CORP          EQUITY   087509105       86    11075 SH       DEFINED          15,18,21,22     5423        0     5652
BETHLEHEM STEEL CORP          EQUITY   087509105     2872   370572 SH       DEFINED             18,21,22   186041        0   184531
BETHLEHEM STEEL CORP          EQUITY   087509105       24     3117 SH       DEFINED                   25        0     3117        0
BETHLEHEM STEEL CORP          EQUITY   087509105      156    20167 SH       DEFINED     3,13,14,27,30,31    20167        0        0
BETHLEHEM STEEL CORP          EQUITY   087509105       63     8085 SH       DEFINED                21,32     8085        0        0
BETHLEHEM STEEL CORP $5 CV PF EQUITY   087509303     1698    32000 SH       DEFINED                12,21    32000        0        0
BETHLEHEM STEEL CORP $5 CV PF EQUITY   087509303       84     1577 SH       DEFINED             18,21,22      827        0      750
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309        4      700 SH       DEFINED               -           700        0        0
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309      206    40181 SH       DEFINED                12,21    40181        0        0
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309        2      300 SH       DEFINED          15,18,21,22        0        0      300
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309      258    50401 SH       DEFINED             18,21,22    24890        0    25511
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309      227    44200 SH       DEFINED     3,13,14,27,30,31    44200        0        0
BEYOND.COM CORP               EQUITY   08860E101      223    10400 SH       DEFINED                12,21    10400        0        0
BEYOND.COM CORP               EQUITY   08860E101      293    13670 SH       DEFINED          15,18,21,22     9562        0     4108
BEYOND.COM CORP               EQUITY   08860E101     5811   271081 SH       DEFINED             18,21,22   217182        0    53899
*** BID COM INTERNATIONAL     EQUITY   088788104       13     3000 SH       DEFINED          15,18,21,22        0        0     3000
*** BID COM INTERNATIONAL     EQUITY   088788104       79    17677 SH       DEFINED             18,21,22     9227        0     8450
BIG ENTERTAINMENT INC         EQUITY   089144109      219    11700 SH       DEFINED             18,21,22     4700        0     7000
BIG FLOWER HLDGS INC          EQUITY   089159107     1998    66600 SH       DEFINED                12,21    66600        0        0
BIG FLOWER HLDGS INC          EQUITY   089159107      452    15067 SH       DEFINED             18,21,22    10157        0     4910
BIG FLOWER HLDGS INC          EQUITY   089159107      120     4000 SH       DEFINED                   25        0     4000        0
BIG FLOWER HLDGS INC          EQUITY   089159107       12      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
BILLING CONCEPTS CORP         EQUITY   090063108      255    36800 SH       DEFINED                12,21    36800        0        0
BILLING CONCEPTS CORP         EQUITY   090063108      223    32193 SH       DEFINED             18,21,22    14093        0    18100
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104        5      266 SH       DEFINED               -           266        0        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104      899    44375 SH       DEFINED                  4,6     1999        0    42376
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104     3731   184229 SH       DEFINED                12,21   184229        0        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104        5      253 SH       DEFINED          15,18,21,22      253        0        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104       57     2800 SH       DEFINED                18,21     2800        0        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104     2214   109326 SH       DEFINED             18,21,22    53571        0    55755
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104     1042    51466 SH       DEFINED                   25        0    51466        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104     1718    84829 SH       DEFINED                21,32    84829        0        0
BINGHAM FINL SVCS CORP        EQUITY   090433103      174    15000 SH       DEFINED             18,21,22        0        0    15000
BIO-RAD LABORATORIES INC CL A EQUITY   090572207      226     8261 SH       DEFINED                12,21     8261        0        0
BIO-RAD LABORATORIES INC CL A EQUITY   090572207      252     9200 SH       DEFINED                   25        0     9200        0
BIO-TECHNOLOGY GENERAL CORP   EQUITY   090578105      527    53000 SH       DEFINED                12,21    53000        0        0
BIO-TECHNOLOGY GENERAL CORP   EQUITY   090578105     1185   119199 SH       DEFINED             18,21,22    43575        0    75624
*** BIOCHEM PHARMA INC        EQUITY   09058T108        2       98 SH       DEFINED               -            98        0        0
*** BIOCHEM PHARMA INC        EQUITY   09058T108     7046   314000 SH       DEFINED                  4,6   314000        0        0
*** BIOCHEM PHARMA INC        EQUITY   09058T108      229    10188 SH       DEFINED             18,21,22     3461        0     6727
BIOGEN INC MASS               EQUITY   090597105       46      630 SH       DEFINED               -           630        0        0
BIOGEN INC MASS               EQUITY   090597105     1085    14900 SH       DEFINED                  4,6    12000        0     2900
BIOGEN INC MASS               EQUITY   090597105    28261   388132 SH       DEFINED                12,21   388132        0        0
BIOGEN INC MASS               EQUITY   090597105     1631    22404 SH       DEFINED          15,18,21,22    14286        0     8118
BIOGEN INC MASS               EQUITY   090597105    41814   574264 SH       DEFINED             18,21,22   357981        0   216283
BIOGEN INC MASS               EQUITY   090597105      131     1800 SH       DEFINED     3,13,14,27,30,31     1800        0        0
BIOGEN INC MASS               EQUITY   090597105    10779   148032 SH       DEFINED                21,32   148032        0        0
BIOMATRIX INC                 EQUITY   09060P102     2858   137300 SH       DEFINED                12,21   137300        0        0
BIOMATRIX INC                 EQUITY   09060P102      400    19195 SH       DEFINED             18,21,22     4533        0    14662
BIOMATRIX INC                 EQUITY   09060P102        8      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
BIOMET INC                    EQUITY   090613100      674    18500 SH       DEFINED                  4,6        0        0    18500
BIOMET INC                    EQUITY   090613100     4605   126383 SH       DEFINED                12,21   126383        0        0
BIOMET INC                    EQUITY   090613100      117     3223 SH       DEFINED          15,18,21,22     1490        0     1733
BIOMET INC                    EQUITY   090613100     4659   127857 SH       DEFINED             18,21,22    82563        0    45294
BIOMET INC                    EQUITY   090613100      119     3274 SH       DEFINED                   25        0     3274        0
BIOMET INC                    EQUITY   090613100     3242    88976 SH       DEFINED                21,32    88976        0        0
BIOSITE DIAGNOSTIC INC        EQUITY   090945106      775   100000 SH       DEFINED                12,21   100000        0        0
BIOSITE DIAGNOSTIC INC        EQUITY   090945106      310    40000 SH       DEFINED             16,18,21    40000        0        0
BIOSITE DIAGNOSTIC INC        EQUITY   090945106      310    40000 SH       DEFINED             18,21,22        0        0    40000
BIRMINGHAM STEEL CORPORATION  EQUITY   091250100     2966   336600 SH       DEFINED   2,3,11,13,14,30,31        0   336600        0
BIRMINGHAM STEEL CORPORATION  EQUITY   091250100      112    12738 SH       DEFINED                12,21    12738        0        0
BIRMINGHAM STEEL CORPORATION  EQUITY   091250100       49     5550 SH       DEFINED          15,18,21,22      430        0     5120
BIRMINGHAM STEEL CORPORATION  EQUITY   091250100      374    42403 SH       DEFINED             18,21,22    22405        0    19998
BLACK&DECKER CORPORATION      EQUITY   091797100      125     2200 SH       DEFINED               -          2200        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100      199     3500 SH       DEFINED                  6,7     3500        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100     8004   140889 SH       DEFINED                12,21   140889        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100     2077    36557 SH       DEFINED          15,18,21,22    14413        0    22143
BLACK&DECKER CORPORATION      EQUITY   091797100      864    15200 SH       DEFINED             16,18,21    15200        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100   122749  2160584 SH       DEFINED             18,21,22  1911561        0   249023
BLACK&DECKER CORPORATION      OPTION   091797100      176     3100 SH  PUT  DEFINED             18,21,22        0        0     3100
BLACK&DECKER CORPORATION      EQUITY   091797100      191     3360 SH       DEFINED                   25        0     3360        0
BLACK&DECKER CORPORATION      EQUITY   091797100      807    14200 SH       DEFINED     3,13,14,27,30,31    14200        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100      229     4036 SH       DEFINED                21,32     4036        0        0
BLACK BOX CORP DE             EQUITY   091826107       32      625 SH       DEFINED               -           625        0        0
BLACK BOX CORP DE             EQUITY   091826107      931    18388 SH       DEFINED                12,21    18388        0        0
BLACK BOX CORP DE             EQUITY   091826107      222     4385 SH       DEFINED          15,18,21,22     2730        0     1655
BLACK BOX CORP DE             EQUITY   091826107     6684   132023 SH       DEFINED             18,21,22    87211        0    44812
BLACK HILLS CORP              EQUITY   092113109     1308    51931 SH       DEFINED                12,21    51931        0        0
BLACK HILLS CORP              EQUITY   092113109      332    13187 SH       DEFINED             18,21,22     2204        0    10983
BLANCH E W HOLDING INC        EQUITY   093210102        3       45 SH       DEFINED               -            45        0        0
BLANCH E W HOLDING INC        EQUITY   093210102      926    13938 SH       DEFINED                12,21    13938        0        0
BLANCH E W HOLDING INC        EQUITY   093210102      532     8003 SH       DEFINED          15,18,21,22     6302        0     1701
BLANCH E W HOLDING INC        EQUITY   093210102    11593   174495 SH       DEFINED             18,21,22   117158        0    57337
BLANCH E W HOLDING INC        EQUITY   093210102      173     2600 SH       DEFINED                   25        0     2600        0
BLOCK DRUG CO INC CLASS A     EQUITY   093644102      514    11740 SH       DEFINED                12,21    11740        0        0
BLOCK DRUG CO INC CLASS A     EQUITY   093644102       10      218 SH       DEFINED             18,21,22        6        0      212
BLOCK DRUG CO INC CLASS A     EQUITY   093644102      223     5100 SH       DEFINED                   25        0     5100        0
H & R BLOCK INC               EQUITY   093671105       56     1000 SH       DEFINED               -          1000        0        0
H & R BLOCK INC               EQUITY   093671105      223     4000 SH       DEFINED                  4,6     4000        0        0
H & R BLOCK INC               EQUITY   093671105    75150  1351020 SH       DEFINED                12,21  1351020        0        0
H & R BLOCK INC               EQUITY   093671105     1188    21360 SH       DEFINED          15,18,21,22    16285        0     5075
H & R BLOCK INC               EQUITY   093671105    32774   589200 SH       DEFINED             16,18,21   589200        0        0
H & R BLOCK INC               EQUITY   093671105    49583   891380 SH       DEFINED             18,21,22   558963        0   332417
H & R BLOCK INC               OPTION   093671105     3588    64500 SH  CALL DEFINED             18,21,22    64500        0        0
H & R BLOCK INC               EQUITY   093671105      538     9667 SH       DEFINED                   25        0     9667        0
H & R BLOCK INC               EQUITY   093671105      384     6900 SH       DEFINED     3,13,14,27,30,31     6900        0        0
H & R BLOCK INC               EQUITY   093671105      250     4500 SH       DEFINED                21,32     4500        0        0
BLOUNT INTL INC CLASS A       EQUITY   095177101      616    21724 SH       DEFINED                12,21    21724        0        0
BLOUNT INTL INC CLASS A       EQUITY   095177101     3580   126165 SH       DEFINED          15,18,21,22    30661        0    95504
BLOUNT INTL INC CLASS A       EQUITY   095177101      214     7529 SH       DEFINED             18,21,22     2526        0     5002
BLUE CHIP VALUE FUND          EQUITY   095333100      221    22249 SH       DEFINED             18,21,22     2191        0    20057
BLUEGREEN CORP CV S/D-REG     CORPBOND 096231AA3       22    22000 PRN      DEFINED             18,21,22        0        0    22000
BLYTH INDUSTRIES INC          EQUITY   09643P108       24      750 SH       DEFINED               -           750        0        0
BLYTH INDUSTRIES INC          EQUITY   09643P108      274     8635 SH       DEFINED                  4,6        0        0     8635
BLYTH INDUSTRIES INC          EQUITY   09643P108      332    10450 SH       DEFINED                12,21    10450        0        0
BLYTH INDUSTRIES INC          EQUITY   09643P108      234     7377 SH       DEFINED          15,18,21,22     5242        0     2135
BLYTH INDUSTRIES INC          EQUITY   09643P108     8217   258794 SH       DEFINED             18,21,22   155772        0   103022
BLYTH INDUSTRIES INC          EQUITY   09643P108      518    16300 SH       DEFINED                21,32    16300        0        0
BOB EVANS FARMS INC           EQUITY   096761101     2231   114389 SH       DEFINED                12,21   114389        0        0
BOB EVANS FARMS INC           EQUITY   096761101     2882   147787 SH       DEFINED                21,32   147787        0        0
BOCA RESEARCH INC             EQUITY   096888102       92    15651 SH       DEFINED          15,18,21,22    11732        0     3919
BOCA RESEARCH INC             EQUITY   096888102      263    44743 SH       DEFINED             18,21,22    13662        0    31081
BOEING CO                     EQUITY   097023105     2539    55421 SH       DEFINED               -         55421        0        0
BOEING CO                     EQUITY   097023105     6786   148128 SH       DEFINED                  4,6    67481     2300    78347
BOEING CO                     EQUITY   097023105     5069   110655 SH       DEFINED                5,6,7        0        0   110655
BOEING CO                     EQUITY   097023105     1164    25414 SH       DEFINED                  6,7        0        0    25414
BOEING CO                     EQUITY   097023105    50991  1113026 SH       DEFINED                12,21  1113026        0        0
BOEING CO                     EQUITY   097023105     9960   217402 SH       DEFINED          15,18,21,22   130974        0    86428
BOEING CO                     EQUITY   097023105     1570    34266 SH       DEFINED             16,18,21    34266        0        0
BOEING CO                     EQUITY   097023105   344943  7529368 SH       DEFINED             18,21,22  4520133        0  3009235
BOEING CO                     OPTION   097023105     1329    29000 SH  CALL DEFINED             18,21,22        0        0    29000
BOEING CO                     OPTION   097023105      170     3700 SH  PUT  DEFINED             18,21,22        0        0     3700
BOEING CO                     EQUITY   097023105     1251    27306 SH       DEFINED                   25        0    27306        0
BOEING CO                     EQUITY   097023105     1193    26043 SH       DEFINED     3,13,14,27,30,31    26043        0        0
BOEING CO                     EQUITY   097023105     2548    55627 SH       DEFINED                21,32    55627        0        0
BOISE CASCADE CORP            EQUITY   097383103     1911    49000 SH       DEFINED   2,3,11,13,14,30,31        0    49000        0
BOISE CASCADE CORP            EQUITY   097383103     3137    80425 SH       DEFINED                12,21    80425        0        0
BOISE CASCADE CORP            EQUITY   097383103       16      410 SH       DEFINED          15,18,21,22      125        0      285
BOISE CASCADE CORP            EQUITY   097383103       70     1800 SH       DEFINED             16,18,21     1800        0        0
BOISE CASCADE CORP            EQUITY   097383103      878    22501 SH       DEFINED             18,21,22    10024        0    12476
BOISE CASCADE CORP            EQUITY   097383103       60     1536 SH       DEFINED                   25        0     1536        0
BOISE CASCADE CORP            EQUITY   097383103     1165    29869 SH       DEFINED                21,32    29869        0        0
BOISE CASCADE OFFICE PRODS    EQUITY   097403109      270    24500 SH       DEFINED                12,21    24500        0        0
BOISE CASCADE OFFICE PRODS    EQUITY   097403109      236    21442 SH       DEFINED             18,21,22    20051        0     1391
BOISE CASCADE OFFICE PRODS    EQUITY   097403109        6      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
BOLT TECHNOLOGY CORP          EQUITY   097698104      123    23500 SH       DEFINED             18,21,22    22300        0     1200
BOMBAY COMPANY INC            EQUITY   097924104       56     8400 SH       DEFINED                12,21     8400        0        0
BOMBAY COMPANY INC            EQUITY   097924104        3      386 SH       DEFINED          15,18,21,22      386        0        0
BOMBAY COMPANY INC            EQUITY   097924104      693   103589 SH       DEFINED             18,21,22    65797        0    37792
BOOKS A MILLION               EQUITY   098570104     4000   433880 SH       DEFINED          15,18,21,22        0        0   433880
BOOKS A MILLION               EQUITY   098570104        6      647 SH       DEFINED             18,21,22      597        0       50
BORDERS GROUP INC             EQUITY   099709107       60     4500 SH       DEFINED                  4,6        0        0     4500
BORDERS GROUP INC             EQUITY   099709107     1195    90225 SH       DEFINED                12,21    90225        0        0
BORDERS GROUP INC             EQUITY   099709107      258    19455 SH       DEFINED          15,18,21,22    17142        0     2313
BORDERS GROUP INC             EQUITY   099709107        5      400 SH       DEFINED             16,18,21      400        0        0
BORDERS GROUP INC             EQUITY   099709107     4957   374130 SH       DEFINED             18,21,22   227000        0   147130
BORDERS GROUP INC             EQUITY   099709107      484    36500 SH       DEFINED                21,32    36500        0        0
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106       48      966 SH       DEFINED               -           966        0        0
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106     6136   123180 SH       DEFINED                12,21   123180        0        0
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106      594    11933 SH       DEFINED          15,18,21,22     9604        0     2329
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106     8371   168045 SH       DEFINED             18,21,22   113568        0    54476
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106     3426    68781 SH       DEFINED                21,32    68781        0        0
BORG WARNER SECURITY CORP     EQUITY   099733107      239    11900 SH       DEFINED                12,21    11900        0        0
BORG WARNER SECURITY CORP     EQUITY   099733107       10      500 SH       DEFINED             18,21,22        0        0      500
BOSTON BEER INC CLASS A       EQUITY   100557107       65     7300 SH       DEFINED                12,21     7300        0        0
BOSTON BEER INC CLASS A       EQUITY   100557107       65     7275 SH       DEFINED             18,21,22        0        0     7275
BOSTON PRIVATE FINL HOLDINGS  EQUITY   101119105       99    12400 SH       DEFINED             18,21,22     6500        0     5900
BOSTON PROPERTIES INC         EQUITY   101121101        4      115 SH       DEFINED               -           115        0        0
BOSTON PROPERTIES INC         EQUITY   101121101      508    14800 SH       DEFINED                  4,6        0        0    14800
BOSTON PROPERTIES INC         EQUITY   101121101     2469    71950 SH       DEFINED                12,21    71950        0        0
BOSTON PROPERTIES INC         EQUITY   101121101       53     1555 SH       DEFINED          15,18,21,22     1310        0      245
BOSTON PROPERTIES INC         EQUITY   101121101     3917   114164 SH       DEFINED             18,21,22    57571        0    56592
BOSTON SCIENTIFIC CORP        EQUITY   101137107       52     1280 SH       DEFINED               -          1280        0        0
BOSTON SCIENTIFIC CORP        EQUITY   101137107      803    19882 SH       DEFINED                  4,6     1000     2097    16785
BOSTON SCIENTIFIC CORP        EQUITY   101137107     4190   103776 SH       DEFINED                12,21   103776        0        0
BOSTON SCIENTIFIC CORP        EQUITY   101137107       20      500 SH       DEFINED          15,18,21,22      200        0      300
BOSTON SCIENTIFIC CORP        EQUITY   101137107     8545   211640 SH       DEFINED             18,21,22   104137        0   107503
BOSTON SCIENTIFIC CORP        OPTION   101137107       40     1000 SH  CALL DEFINED             18,21,22        0        0     1000
BOSTON SCIENTIFIC CORP        OPTION   101137107       65     1600 SH  PUT  DEFINED             18,21,22        0        0     1600
BOSTON SCIENTIFIC CORP        EQUITY   101137107      581    14390 SH       DEFINED                   25        0    14390        0
BOSTON SCIENTIFIC CORP        EQUITY   101137107      840    20800 SH       DEFINED     3,13,14,27,30,31    20800        0        0
BOSTON SCIENTIFIC CORP        EQUITY   101137107      738    18267 SH       DEFINED                21,32    18267        0        0
BOTTOMLINE TECHNOLOGIES INC   EQUITY   101388106      374     9700 SH       DEFINED                  4,6      100        0     9600
BOTTOMLINE TECHNOLOGIES INC   EQUITY   101388106      147     3800 SH       DEFINED                12,21     3800        0        0
BOTTOMLINE TECHNOLOGIES INC   EQUITY   101388106       14      375 SH       DEFINED             18,21,22        0        0      375
BOWATER INC                   EQUITY   102183100      981    19800 SH       DEFINED   2,3,11,13,14,30,31        0    19800        0
BOWATER INC                   EQUITY   102183100       15      300 SH       DEFINED                  4,6      300        0        0
BOWATER INC                   EQUITY   102183100     3803    76725 SH       DEFINED                12,21    76725        0        0
BOWATER INC                   EQUITY   102183100       43      862 SH       DEFINED          15,18,21,22       13        0      849
BOWATER INC                   EQUITY   102183100     1216    24531 SH       DEFINED             18,21,22     9688        0    14842
BOWATER INC                   EQUITY   102183100       94     1900 SH       DEFINED     3,13,14,27,30,31     1900        0        0
BOWATER INC                   EQUITY   102183100     1184    23892 SH       DEFINED                21,32    23892        0        0
BOWNE & CO INC                EQUITY   103043105     3932   305424 SH       DEFINED                12,21   305424        0        0
BOWNE & CO INC                EQUITY   103043105      203    15775 SH       DEFINED          15,18,21,22    12735        0     3040
BOWNE & CO INC                EQUITY   103043105     3541   275000 SH       DEFINED             16,18,21   275000        0        0
BOWNE & CO INC                EQUITY   103043105     3419   265532 SH       DEFINED             18,21,22   169250        0    96282
BOWNE & CO INC                EQUITY   103043105      273    21200 SH       DEFINED                   25        0    21200        0
BOYD GAMING CORP              EQUITY   103304101      212    33871 SH       DEFINED                12,21    33871        0        0
BOYD GAMING CORP              EQUITY   103304101        3      400 SH       DEFINED             18,21,22        0        0      400
BOYDS COLLECTION LTD          EQUITY   103354106     2272   148377 SH       DEFINED                  4,6    69835    41432    37110
BOYDS COLLECTION LTD          EQUITY   103354106       12      785 SH       DEFINED                  6,7        0        0      785
BOYDS COLLECTION LTD          EQUITY   103354106     3416   223100 SH       DEFINED                12,21   223100        0        0
BOYDS COLLECTION LTD          EQUITY   103354106        5      300 SH       DEFINED             18,21,22        0        0      300
BOYKIN LODGING COMPANY        EQUITY   103430104      200    14819 SH       DEFINED                12,21    14819        0        0
BOYKIN LODGING COMPANY        EQUITY   103430104      190    14064 SH       DEFINED             18,21,22     8435        0     5628
BRADLEY REAL ESTATE INC       EQUITY   104580105      404    20876 SH       DEFINED                12,21    20876        0        0
BRADLEY REAL ESTATE INC       EQUITY   104580105      314    16224 SH       DEFINED             18,21,22    12000        0     4224
BRADY CORP CL A               EQUITY   104674106      751    20980 SH       DEFINED                12,21    20980        0        0
BRADY CORP CL A               EQUITY   104674106       82     2300 SH       DEFINED             18,21,22        0        0     2300
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203       22     1185 SH       DEFINED               -          1185        0        0
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203     1579    84800 SH       DEFINED                12,21    84800        0        0
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203       93     5001 SH       DEFINED          15,18,21,22     2300        0     2701
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203     1024    55000 SH       DEFINED             16,18,21    55000        0        0
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203    30340  1628995 SH       DEFINED             18,21,22  1382562        0   246433
BRAZIL FD INC                 EQUITY   105759104       24     1900 SH       DEFINED                  4,6     1500        0      400
BRAZIL FD INC                 EQUITY   105759104        5      400 SH       DEFINED          15,18,21,22      400        0        0
BRAZIL FD INC                 EQUITY   105759104      462    36203 SH       DEFINED             18,21,22     9339        0    26864
BRENTON BANKS INC -IOWA       EQUITY   107211104     1339    88499 SH       DEFINED                12,21    88499        0        0
BRENTON BANKS INC -IOWA       EQUITY   107211104     1921   127011 SH       DEFINED                21,32   127011        0        0
BRIDGEPORT MACHINES INC       EQUITY   108228107     4782   500000 SH       DEFINED                12,21   500000        0        0
BRIDGEPORT MACHINES INC       EQUITY   108228107       22     2295 SH       DEFINED          15,18,21,22      605        0     1690
BRIDGEPORT MACHINES INC       EQUITY   108228107     1789   187109 SH       DEFINED             18,21,22    91074        0    96035
BRIGGS & STRATTON CORP        EQUITY   109043109     5910    97589 SH       DEFINED                12,21    97589        0        0
BRIGGS & STRATTON CORP        EQUITY   109043109      296     4890 SH       DEFINED          15,18,21,22     3920        0      970
BRIGGS & STRATTON CORP        EQUITY   109043109     5468    90281 SH       DEFINED             18,21,22    65871        0    24409
BRIGGS & STRATTON CORP        EQUITY   109043109       41      673 SH       DEFINED                   25        0      673        0
BRIGGS & STRATTON CORP        EQUITY   109043109     4767    78714 SH       DEFINED                21,32    78714        0        0
BRIGHT HORIZONS FAMILY        EQUITY   109195107      141     8300 SH       DEFINED                12,21     8300        0        0
BRIGHT HORIZONS FAMILY        EQUITY   109195107       39     2288 SH       DEFINED             18,21,22        0        0     2288
BRITE POINT INC LIQUID YIELD  CORPBOND 109473AA6      631  2500000 PRN      DEFINED             18,21,22  2500000        0        0
BRITE POINT INC LIQUID YIELD  CORPBOND 109473AA6     1473  5832000 PRN      DEFINED        3,13,28,29,31  5832000        0        0
BRITE POINT INC LIQUID YIELD  CORPBOND 109473AA6     1052  4168000 PRN      DEFINED           3,13,30,31  4168000        0        0
BRIGHTPOINT INC SUB LIQUID    CORPBOND 109473AC2     1251  4956000 PRN      DEFINED        3,13,28,29,31  4956000        0        0
BRIGHTPOINT INC SUB LIQUID    CORPBOND 109473AC2     1021  4044000 PRN      DEFINED           3,13,30,31  4044000        0        0
BRIGHTPOINT INC               EQUITY   109473108       20     4000 SH       DEFINED               -          4000        0        0
BRIGHTPOINT INC               EQUITY   109473108        1      200 SH       DEFINED                  4,6        0      100      100
BRIGHTPOINT INC               EQUITY   109473108      258    50874 SH       DEFINED                12,21    50874        0        0
BRIGHTPOINT INC               EQUITY   109473108      195    38553 SH       DEFINED             18,21,22     8053        0    30500
BRINKER INTL INC              EQUITY   109641100     8012   290029 SH       DEFINED                12,21   290029        0        0
BRINKER INTL INC              EQUITY   109641100        4      141 SH       DEFINED          15,18,21,22      141        0        0
BRINKER INTL INC              EQUITY   109641100     1243    44982 SH       DEFINED             18,21,22    25078        0    19904
BRINKER INTL INC              EQUITY   109641100      508    18400 SH       DEFINED     3,13,14,27,30,31    18400        0        0
BRINKER INTL INC              EQUITY   109641100     2751    99582 SH       DEFINED                21,32    99582        0        0
BRIO TECHNOLOGY INC           EQUITY   109704106      153     8100 SH       DEFINED                12,21     8100        0        0
BRIO TECHNOLOGY INC           EQUITY   109704106       95     5000 SH       DEFINED             18,21,22        0        0     5000
BRIO TECHNOLOGY INC           EQUITY   109704106     1498    79100 SH       DEFINED        3,13,28,29,31    79100        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108    23395   350810 SH       DEFINED               -        350810        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     7102   106500 SH       DEFINED   2,3,11,13,14,30,31        0   106500        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108   104437  1566047 SH       DEFINED                  4,6   676438   487085   402524
BRISTOL MYERS SQUIBB CO       EQUITY   110122108      800    12000 SH       DEFINED                5,6,7        0        0    12000
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     6189    92800 SH       DEFINED                    6    92800        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108      677    10150 SH       DEFINED                  6,7        0        0    10150
BRISTOL MYERS SQUIBB CO       EQUITY   110122108   412039  6178610 SH       DEFINED                12,21  6178610        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108    39694   595224 SH       DEFINED          15,18,21,22   351488        0   243736
BRISTOL MYERS SQUIBB CO       EQUITY   110122108   114170  1712000 SH       DEFINED             16,18,21  1712000        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108      127     1900 SH       DEFINED                18,21     1900        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108  1060502 15902442 SH       DEFINED             18,21,22  7024563        0  8877878
BRISTOL MYERS SQUIBB CO       OPTION   110122108     3514    52700 SH  CALL DEFINED             18,21,22    50600        0     2100
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     6583    98718 SH       DEFINED                   25        0    98718        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     2554    38296 SH       DEFINED     3,13,14,27,30,31    38296        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     7532   112949 SH       DEFINED                21,32   112949        0        0
BRITE VOICE SYSTEMS INC       EQUITY   110411105        2      150 SH       DEFINED             18,21,22        0        0      150
BRITE VOICE SYSTEMS INC       EQUITY   110411105      539    37854 SH       DEFINED        3,13,30,31,33        0        0    37854
*** BRITISH AIRWAYS PLC FINAL EQUITY   110419306       75     1125 SH       DEFINED          15,18,21,22      735        0      390
*** BRITISH AIRWAYS PLC FINAL EQUITY   110419306     2211    33025 SH       DEFINED             18,21,22    14470        0    18554
*** BRITISH AIRWAYS PLC FINAL EQUITY   110419306      959    14325 SH       DEFINED                   25        0    14325        0
*** BRITISH AMERICAN TOBACCO  EQUITY   110448107       62     3519 SH       DEFINED               -          3519        0        0
*** BRITISH AMERICAN TOBACCO  EQUITY   110448107     1534    87633 SH       DEFINED          15,18,21,22    55068        0    32565
*** BRITISH AMERICAN TOBACCO  EQUITY   110448107    44892  2565285 SH       DEFINED             18,21,22  1907400        0   657885
*** BRITISH AMERICAN TOBACCO  EQUITY   110448107      190    10844 SH       DEFINED                   25        0    10844        0
*** BRITISH STL PLC ADR FINAL EQUITY   111015301       56     2150 SH       DEFINED               -          2150        0        0
*** BRITISH STL PLC ADR FINAL EQUITY   111015301      527    20090 SH       DEFINED          15,18,21,22    14630        0     5460
*** BRITISH STL PLC ADR FINAL EQUITY   111015301    25818   983531 SH       DEFINED             18,21,22   765444        0   218087
*** BRITISH STL PLC ADR FINAL EQUITY   111015301     1185    45160 SH       DEFINED                   25        0    45160        0
*** BRITISH TELECOM PLC ADR   EQUITY   111021408      735     4200 SH       DEFINED               -          4200        0        0
*** BRITISH TELECOM PLC ADR   EQUITY   111021408   274375  1567856 SH       DEFINED                  4,6  1567856        0        0
*** BRITISH TELECOM PLC ADR   EQUITY   111021408      397     2268 SH       DEFINED          15,18,21,22     1419        0      849
*** BRITISH TELECOM PLC ADR   EQUITY   111021408     9929    56735 SH       DEFINED             18,21,22    40578        0    16156
*** BRITISH TELECOM PLC ADR   EQUITY   111021408      903     5160 SH       DEFINED                   25        0     5160        0
BROADCAST COM INC             EQUITY   111310108      977     8900 SH       DEFINED                12,21     8900        0        0
BROADCAST COM INC             EQUITY   111310108      392     3576 SH       DEFINED          15,18,21,22     2497        0     1079
BROADCAST COM INC             EQUITY   111310108     6616    60279 SH       DEFINED             18,21,22    48977        0    11302
BROADCAST COM INC             EQUITY   111310108    17681   161100 SH       DEFINED        3,13,30,31,33        0        0   161100
BROADCOM CORP CL A            EQUITY   111320107       28      240 SH       DEFINED               -           240        0        0
BROADCOM CORP CL A            EQUITY   111320107       92      780 SH       DEFINED                  4,6        0        0      780
BROADCOM CORP CL A            EQUITY   111320107     6340    53640 SH       DEFINED                12,21    53640        0        0
BROADCOM CORP CL A            EQUITY   111320107      141     1195 SH       DEFINED          15,18,21,22      125        0     1070
BROADCOM CORP CL A            EQUITY   111320107     5606    47433 SH       DEFINED             18,21,22    16786        0    30647
BROADVISION INC               EQUITY   111412102       31      420 SH       DEFINED               -           420        0        0
BROADVISION INC               EQUITY   111412102     3063    42100 SH       DEFINED                12,21    42100        0        0
BROADVISION INC               EQUITY   111412102      661     9091 SH       DEFINED             18,21,22     8525        0      566
BROADVISION INC               EQUITY   111412102      437     6000 SH       DEFINED            4,6,23,24     6000        0        0
BROADVISION INC               EQUITY   111412102     1426    19600 SH       DEFINED                   25        0    19600        0
BROADVISION INC               EQUITY   111412102      858    11800 SH       DEFINED                21,32    11800        0        0
BROCADE COMMUNICATIONS SYS    EQUITY   111621108      253     2250 SH       DEFINED                  4,6      300        0     1950
BROCADE COMMUNICATIONS SYS    EQUITY   111621108       11      100 SH       DEFINED             18,21,22        0        0      100
*** BROKEN HILL PROPRIETARY C EQUITY   112169602       17      750 SH       DEFINED          15,18,21,22      210        0      540
*** BROKEN HILL PROPRIETARY C EQUITY   112169602     1523    67311 SH       DEFINED             18,21,22    46567        0    20744
*** BROKEN HILL PROPRIETARY C EQUITY   112169602     2053    90720 SH       DEFINED                   25        0    90720        0
BROOKLINE BANCORP INC         EQUITY   113739106      144    12500 SH       DEFINED                12,21    12500        0        0
BROOKLINE BANCORP INC         EQUITY   113739106     1308   113780 SH       DEFINED             18,21,22    81900        0    31880
BROOKS AUTOMATION INC         EQUITY   11434A100     1815    66600 SH       DEFINED   2,3,11,13,14,30,31        0    66600        0
BROOKS AUTOMATION INC         EQUITY   11434A100     1589    58300 SH       DEFINED                12,21    58300        0        0
BROOKS AUTOMATION INC         EQUITY   11434A100     1617    59334 SH       DEFINED                21,32    59334        0        0
BROWN & SHARPE MANUFACTURING  EQUITY   115223109       53    13600 SH       DEFINED             18,21,22        0        0    13600
BROWN & BROWN INC             EQUITY   115236101      575    16200 SH       DEFINED                12,21    16200        0        0
BROWN & BROWN INC             EQUITY   115236101        8      238 SH       DEFINED          15,18,21,22       16        0      222
BROWN & BROWN INC             EQUITY   115236101        4      103 SH       DEFINED             18,21,22      103        0        0
BROWN FORMAN CORP CL A        EQUITY   115637100     1653    29190 SH       DEFINED               -         29190        0        0
BROWN FORMAN CORP CL A        EQUITY   115637100     1455    25700 SH       DEFINED             16,18,21    25700        0        0
BROWN FORMAN CORP CL A        EQUITY   115637100     1820    32145 SH       DEFINED             18,21,22     1002        0    31143
BROWN FORMAN CORP CL B        EQUITY   115637209       41      660 SH       DEFINED               -           660        0        0
BROWN FORMAN CORP CL B        EQUITY   115637209      494     8010 SH       DEFINED                  4,6     7500        0      510
BROWN FORMAN CORP CL B        EQUITY   115637209      480     7796 SH       DEFINED                12,21     7796        0        0
BROWN FORMAN CORP CL B        EQUITY   115637209      553     8967 SH       DEFINED             18,21,22     5506        0     3461
BROWN FORMAN CORP CL B        EQUITY   115637209      113     1835 SH       DEFINED                   25        0     1835        0
BROWN FORMAN CORP CL B        EQUITY   115637209      260     4222 SH       DEFINED                21,32     4222        0        0
BROWN TOM INC NEW             EQUITY   115660201      926    61228 SH       DEFINED                12,21    61228        0        0
BROWN TOM INC NEW             EQUITY   115660201       29     1932 SH       DEFINED             18,21,22      406        0     1526
BROWN SHOE INC NEW            EQUITY   115736100     3004   151600 SH       DEFINED                12,21   151600        0        0
BROWN SHOE INC NEW            EQUITY   115736100       58     2915 SH       DEFINED             18,21,22     1103        0     1812
BROWNING FERRIS INDUSTRIES IN EQUITY   115885105       45     1000 SH       DEFINED               -          1000        0        0
BROWNING FERRIS INDUSTRIES IN EQUITY   115885105    10598   236171 SH       DEFINED                12,21   236171        0        0
BROWNING FERRIS INDUSTRIES IN EQUITY   115885105        8      169 SH       DEFINED          15,18,21,22       19        0      150
BROWNING FERRIS INDUSTRIES IN EQUITY   115885105     4232    94301 SH       DEFINED             18,21,22    47798        0    46503
BROWNING FERRIS INDUSTRIES IN EQUITY   115885105      202     4500 SH       DEFINED                   25        0     4500        0
BROWNING FERRIS INDUSTRIES IN EQUITY   115885105      325     7242 SH       DEFINED                21,32     7242        0        0
BRUNSWICK CORP                EQUITY   117043109       28     1000 SH       DEFINED               -          1000        0        0
BRUNSWICK CORP                EQUITY   117043109      329    11869 SH       DEFINED                12,21    11869        0        0
BRUNSWICK CORP                EQUITY   117043109     6079   219068 SH       DEFINED             18,21,22   166224        0    52844
BRUNSWICK CORP                EQUITY   117043109       74     2677 SH       DEFINED                   25        0     2677        0
BRUNSWICK CORP                EQUITY   117043109      118     4263 SH       DEFINED                21,32     4263        0        0
BRUSH WELLMAN INC             EQUITY   117421107    36275  2133821 SH       DEFINED                12,21  2133821        0        0
BRUSH WELLMAN INC             EQUITY   117421107     3530   207651 SH       DEFINED             18,21,22       51        0   207600
BUCKEYE PARTNERS L P          EQUITY   118230101       71     2500 SH       DEFINED               -          2500        0        0
BUCKEYE PARTNERS L P          EQUITY   118230101       34     1200 SH       DEFINED          15,18,21,22        0        0     1200
BUCKEYE PARTNERS L P          EQUITY   118230101     2397    83935 SH       DEFINED             18,21,22    14971        0    68964
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108        5      315 SH       DEFINED               -           315        0        0
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108     1318    78662 SH       DEFINED                12,21    78662        0        0
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108      539    32178 SH       DEFINED          15,18,21,22    12433        0    19745
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108       42     2500 SH       DEFINED             16,18,21     2500        0        0
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108     9818   586137 SH       DEFINED             18,21,22   337607        0   248530
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108      166     9900 SH       DEFINED                   25        0     9900        0
BUCKLE INC                    EQUITY   118440106      321    11259 SH       DEFINED                12,21    11259        0        0
BUCKLE INC                    EQUITY   118440106       44     1555 SH       DEFINED             18,21,22      655        0      900
BUCKLE INC                    EQUITY   118440106      943    33100 SH       DEFINED                   25        0    33100        0
BUDGET GROUP INC CLASS A      EQUITY   119003101      581    63700 SH       DEFINED                12,21    63700        0        0
BUDGET GROUP INC CLASS A      EQUITY   119003101      101    11030 SH       DEFINED          15,18,21,22     9570        0     1460
BUDGET GROUP INC CLASS A      EQUITY   119003101     1128   123602 SH       DEFINED             18,21,22    87380        0    36222
BUDGET GROUP INC CLASS A      EQUITY   119003101      141    15500 SH       DEFINED                   25        0    15500        0
BUFFETS INC                   EQUITY   119882108     2311   200963 SH       DEFINED                12,21   200963        0        0
BUFFETS INC                   EQUITY   119882108      294    25534 SH       DEFINED             18,21,22       34        0    25500
BUFFETS INC                   OPTION   119882108        8      700 SH  CALL DEFINED             18,21,22        0        0      700
BUILDING MATERIALS HOLDING    EQUITY   120113105        4      315 SH       DEFINED               -           315        0        0
BUILDING MATERIALS HOLDING    EQUITY   120113105       87     7037 SH       DEFINED          15,18,21,22     3891        0     3146
BUILDING MATERIALS HOLDING    EQUITY   120113105     3467   280159 SH       DEFINED             18,21,22   208744        0    71415
BUILDING ONE SERVICES CORP    EQUITY   120114103      510    38827 SH       DEFINED                12,21    38827        0        0
BUILDING ONE SERVICES CORP    EQUITY   120114103        7      500 SH       DEFINED             18,21,22        0        0      500
BUILDING ONE SERVICES CORP    EQUITY   120114103        3      203 SH       DEFINED     3,13,14,27,30,31      203        0        0
BURLINGTON COAT FACTORY       EQUITY   121579106     2882   162380 SH       DEFINED                12,21   162380        0        0
BURLINGTON COAT FACTORY       EQUITY   121579106       38     2146 SH       DEFINED             18,21,22       16        0     2130
BURLINGTON INDUSTRIES INC-NEW EQUITY   121693105      349    51216 SH       DEFINED                12,21    51216        0        0
BURLINGTON INDUSTRIES INC-NEW EQUITY   121693105        1      100 SH       DEFINED          15,18,21,22        0        0      100
BURLINGTON INDUSTRIES INC-NEW EQUITY   121693105       15     2180 SH       DEFINED             18,21,22      200        0     1980
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      105     3275 SH       DEFINED               -          3275        0        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104     1679    52380 SH       DEFINED                  4,6    46245        0     6135
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104     3081    96090 SH       DEFINED                12,21    96090        0        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      537    16750 SH       DEFINED          15,18,21,22    12444        0     4306
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      131     4091 SH       DEFINED             16,18,21     4091        0        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104    31446   980746 SH       DEFINED             18,21,22   489379        0   491367
BURLINGTON NORTHERN SANTA FE  OPTION   12189T104     2405    75000 SH  CALL DEFINED             18,21,22    75000        0        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      424    13238 SH       DEFINED                   25        0    13238        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      740    23075 SH       DEFINED                21,32    23075        0        0
BURLINGTON RES INC            EQUITY   122014103       84     1995 SH       DEFINED               -          1995        0        0
BURLINGTON RES INC            EQUITY   122014103     4031    95255 SH       DEFINED                  4,6    34566    10000    50689
BURLINGTON RES INC            EQUITY   122014103    65889  1557181 SH       DEFINED                12,21  1557181        0        0
BURLINGTON RES INC            EQUITY   122014103      413     9751 SH       DEFINED          15,18,21,22     6176        0     3575
BURLINGTON RES INC            EQUITY   122014103    23928   565500 SH       DEFINED             16,18,21   565500        0        0
BURLINGTON RES INC            EQUITY   122014103    24941   589448 SH       DEFINED             18,21,22   232399        0   357049
BURLINGTON RES INC            EQUITY   122014103      216     5095 SH       DEFINED                   25        0     5095        0
BURLINGTON RES INC            EQUITY   122014103      424    10009 SH       DEFINED                21,32    10009        0        0
BURNHAM PACIFIC PROPERTIES IN EQUITY   12232C108      331    25800 SH       DEFINED                12,21    25800        0        0
BURNHAM PACIFIC PROPERTIES IN EQUITY   12232C108       17     1305 SH       DEFINED             18,21,22      323        0      982
BURR-BROWN CORP               EQUITY   122574106        3       85 SH       DEFINED               -            85        0        0
BURR-BROWN CORP               EQUITY   122574106      988    26205 SH       DEFINED                12,21    26205        0        0
BURR-BROWN CORP               EQUITY   122574106      680    18033 SH       DEFINED          15,18,21,22    13414        0     4619
BURR-BROWN CORP               EQUITY   122574106    17407   461864 SH       DEFINED             18,21,22   320228        0   141636
BURR-BROWN CORP               EQUITY   122574106       15      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
*** BUSINESS OBJECTS SA       EQUITY   12328X107      586    13000 SH       DEFINED             18,21,22        0        0    13000
*** BUSINESS OBJECTS SA       EQUITY   12328X107       18      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
BUTLER MANUFACTURING CO DE    EQUITY   123655102     2506    89503 SH       DEFINED                12,21    89503        0        0
BUTLER MANUFACTURING CO DE    EQUITY   123655102       50     1800 SH       DEFINED             18,21,22     1264        0      536
C&D TECHNOLOGIES INC          EQUITY   124661109       93     3000 SH       DEFINED                  4,6        0        0     3000
C&D TECHNOLOGIES INC          EQUITY   124661109     7011   227087 SH       DEFINED                12,21   227087        0        0
C&D TECHNOLOGIES INC          EQUITY   124661109       43     1397 SH       DEFINED          15,18,21,22     1252        0      145
C&D TECHNOLOGIES INC          EQUITY   124661109       19      600 SH       DEFINED             16,18,21      600        0        0
C&D TECHNOLOGIES INC          EQUITY   124661109      272     8805 SH       DEFINED             18,21,22      706        0     8099
C&D TECHNOLOGIES INC          EQUITY   124661109      142     4600 SH       DEFINED                   25        0     4600        0
C&D TECHNOLOGIES INC          EQUITY   124661109     3960   128243 SH       DEFINED                21,32   128243        0        0
CBL & ASSOC PPTYS INC         EQUITY   124830100       11      450 SH       DEFINED               -           450        0        0
CBL & ASSOC PPTYS INC         EQUITY   124830100      500    19696 SH       DEFINED                12,21    19696        0        0
CBL & ASSOC PPTYS INC         EQUITY   124830100       82     3230 SH       DEFINED          15,18,21,22     2660        0      570
CBL & ASSOC PPTYS INC         EQUITY   124830100     2401    94637 SH       DEFINED             18,21,22    61627        0    33010
*** CBT GROUP PUB LTD-        EQUITY   124853300      137     4900 SH       DEFINED                  4,6      500        0     4400
*** CBT GROUP PUB LTD-        EQUITY   124853300     1904    68000 SH       DEFINED                12,21    68000        0        0
*** CBT GROUP PUB LTD-        EQUITY   124853300      110     3913 SH       DEFINED          15,18,21,22     2783        0     1130
*** CBT GROUP PUB LTD-        EQUITY   124853300     1680    60000 SH       DEFINED             16,18,21    60000        0        0
*** CBT GROUP PUB LTD-        EQUITY   124853300     4388   156702 SH       DEFINED             18,21,22    71840        0    84862
CCC INFORMATION SVCS GROUP IN EQUITY   12487Q109      287    25500 SH       DEFINED                12,21    25500        0        0
CCC INFORMATION SVCS GROUP IN EQUITY   12487Q109       11     1011 SH       DEFINED             18,21,22       11        0     1000
CCB FINANCIAL CORP            EQUITY   124875105      255     5000 SH       DEFINED                    6     5000        0        0
CCB FINANCIAL CORP            EQUITY   124875105     2760    54112 SH       DEFINED                12,21    54112        0        0
CCB FINANCIAL CORP            EQUITY   124875105     1390    27254 SH       DEFINED          15,18,21,22     5718        0    21536
CCB FINANCIAL CORP            EQUITY   124875105     3011    59038 SH       DEFINED             18,21,22    36993        0    22045
CCB FINANCIAL CORP            EQUITY   124875105     2906    56975 SH       DEFINED                21,32    56975        0        0
CB RICHARD ELLIS SVCS INC     EQUITY   12489L108     6202   427750 SH       DEFINED                1,4,6   427750        0        0
CB RICHARD ELLIS SVCS INC     EQUITY   12489L108      314    21639 SH       DEFINED                12,21    21639        0        0
CB RICHARD ELLIS SVCS INC     EQUITY   12489L108       76     5267 SH       DEFINED          15,18,21,22     3725        0     1542
CB RICHARD ELLIS SVCS INC     EQUITY   12489L108     1980   136554 SH       DEFINED             18,21,22    96387        0    40167
CBRL GROUP INC                EQUITY   12489V106      422    27880 SH       DEFINED                12,21    27880        0        0
CBRL GROUP INC                EQUITY   12489V106      191    12626 SH       DEFINED          15,18,21,22     1010        0    11616
CBRL GROUP INC                EQUITY   12489V106      674    44550 SH       DEFINED             18,21,22    14620        0    29929
CBS CORPORATION               EQUITY   12490K107      148     3295 SH       DEFINED               -          3295        0        0
CBS CORPORATION               EQUITY   12490K107     3511    78238 SH       DEFINED                  4,6    32143     1300    44795
CBS CORPORATION               EQUITY   12490K107   275148  6131441 SH       DEFINED                12,21  6131441        0        0
CBS CORPORATION               EQUITY   12490K107     2458    54774 SH       DEFINED          15,18,21,22    26589        0    28185
CBS CORPORATION               EQUITY   12490K107     2621    58400 SH       DEFINED             16,18,21    58400        0        0
CBS CORPORATION               OPTION   12490K107    31413   700000 SH  CALL DEFINED       17,18,19,20,21   700000        0        0
CBS CORPORATION               EQUITY   12490K107   112421  2505200 SH       DEFINED             18,21,22  1337822        0  1167378
CBS CORPORATION               OPTION   12490K107       45     1000 SH  CALL DEFINED             18,21,22        0        0     1000
CBS CORPORATION               EQUITY   12490K107     2149    47883 SH       DEFINED                   25        0    47883        0
CBS CORPORATION               EQUITY   12490K107     2107    46948 SH       DEFINED     3,13,14,27,30,31    46948        0        0
CBS CORPORATION               EQUITY   12490K107     1821    40580 SH       DEFINED                21,32    40580        0        0
CFW COMMUNICATIONS            EQUITY   124923103      280    12600 SH       DEFINED                12,21    12600        0        0
CFSB BANCORP INC              EQUITY   124927104      225     8690 SH       DEFINED                12,21     8690        0        0
C-COR.NET CORPORATION         EQUITY   125010108      362    12365 SH       DEFINED               -         12365        0        0
C-COR.NET CORPORATION         EQUITY   125010108    21527   735950 SH       DEFINED                12,21   735950        0        0
C-COR.NET CORPORATION         EQUITY   125010108      320    10935 SH       DEFINED          15,18,21,22     2540        0     8395
C-COR.NET CORPORATION         EQUITY   125010108      527    18000 SH       DEFINED             16,18,21    18000        0        0
C-COR.NET CORPORATION         EQUITY   125010108    13346   456289 SH       DEFINED             18,21,22   196500        0   259789
C-CUBE MICROSYSTEMS INC       EQUITY   125015107     2610    82376 SH       DEFINED                  4,6    27895    35906    18575
C-CUBE MICROSYSTEMS INC       EQUITY   125015107       16      495 SH       DEFINED                  6,7        0        0      495
C-CUBE MICROSYSTEMS INC       EQUITY   125015107     2076    65500 SH       DEFINED                12,21    65500        0        0
C-CUBE MICROSYSTEMS INC       EQUITY   125015107       53     1669 SH       DEFINED          15,18,21,22     1538        0      131
C-CUBE MICROSYSTEMS INC       EQUITY   125015107     9031   285011 SH       DEFINED             18,21,22     2692        0   282319
CDI CORP                      EQUITY   125071100     3903   118500 SH       DEFINED                12,21   118500        0        0
CDI CORP                      EQUITY   125071100       17      525 SH       DEFINED          15,18,21,22      383        0      142
CDI CORP                      EQUITY   125071100     2123    64462 SH       DEFINED             18,21,22    49346        0    15116
CDNOW INC -NEW-               EQUITY   125086108       19     1000 SH       DEFINED                  4,6        0        0     1000
CDNOW INC -NEW-               EQUITY   125086108      333    17854 SH       DEFINED                12,21    17854        0        0
CDNOW INC -NEW-               EQUITY   125086108      149     8000 SH       DEFINED             18,21,22        0        0     8000
CDNOW INC -NEW-               OPTION   125086108       75     4000 SH  CALL DEFINED             18,21,22        0        0     4000
CD RADIO INC                  EQUITY   125127100      443    14700 SH       DEFINED                12,21    14700        0        0
CD RADIO INC                  EQUITY   125127100     1321    43835 SH       DEFINED             18,21,22        0        0    43835
CD RADIO INC                  OPTION   125127100      256     8500 SH  PUT  DEFINED             18,21,22        0        0     8500
CDW COMPUTER CENTERS INC      EQUITY   125129106       87     1800 SH       DEFINED                  4,6        0        0     1800
CDW COMPUTER CENTERS INC      EQUITY   125129106     2321    48100 SH       DEFINED                12,21    48100        0        0
CDW COMPUTER CENTERS INC      EQUITY   125129106       14      300 SH       DEFINED          15,18,21,22        0        0      300
CDW COMPUTER CENTERS INC      EQUITY   125129106      656    13589 SH       DEFINED             18,21,22    13467        0      122
CEC ENTERTAINMENT INC         EQUITY   125137109     3518   110375 SH       DEFINED                12,21   110375        0        0
CEC ENTERTAINMENT INC         EQUITY   125137109        3      100 SH       DEFINED             18,21,22      100        0        0
CEC ENTERTAINMENT INC         EQUITY   125137109      469    14700 SH       DEFINED                   25        0    14700        0
CEC ENTERTAINMENT INC         EQUITY   125137109       10      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
CEC ENTERTAINMENT INC         EQUITY   125137109     1090    34200 SH       DEFINED                21,32    34200        0        0
CFM TECHNOLOGIES              EQUITY   12525K106        2      230 SH       DEFINED          15,18,21,22      230        0        0
CFM TECHNOLOGIES              EQUITY   12525K106      401    50166 SH       DEFINED             18,21,22    40043        0    10123
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100     3365    94456 SH       DEFINED                  4,6    31270    41821    21365
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100       19      535 SH       DEFINED                  6,7        0        0      535
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100     1514    42500 SH       DEFINED                12,21    42500        0        0
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100       31      865 SH       DEFINED          15,18,21,22      735        0      130
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100     1730    48550 SH       DEFINED             18,21,22    42270        0     6280
CHS ELECTRONICS INC NEW       EQUITY   12542A206      375    96663 SH       DEFINED                12,21    96663        0        0
CHS ELECTRONICS INC NEW       EQUITY   12542A206        4     1000 SH       DEFINED          15,18,21,22        0        0     1000
CHS ELECTRONICS INC NEW       EQUITY   12542A206       28     7294 SH       DEFINED             18,21,22      708        0     6586
CHS ELECTRONICS INC NEW       EQUITY   12542A206      259    66900 SH       DEFINED                21,32    66900        0        0
C I G N A CORP                EQUITY   125509109      971    10850 SH       DEFINED               -         10850        0        0
C I G N A CORP                EQUITY   125509109    12077   134934 SH       DEFINED                  4,6    34979    99250      705
C I G N A CORP                EQUITY   125509109   117196  1309457 SH       DEFINED                12,21  1309457        0        0
C I G N A CORP                EQUITY   125509109     4227    47226 SH       DEFINED          15,18,21,22    30393        0    16833
C I G N A CORP                EQUITY   125509109    36695   410000 SH       DEFINED             16,18,21   410000        0        0
C I G N A CORP                EQUITY   125509109   353018  3944337 SH       DEFINED             18,21,22  1352439        0  2591897
C I G N A CORP                EQUITY   125509109     2367    26445 SH       DEFINED                   25        0    26445        0
C I G N A CORP                EQUITY   125509109      949    10600 SH       DEFINED     3,13,14,27,30,31    10600        0        0
C I G N A CORP                EQUITY   125509109      952    10637 SH       DEFINED                21,32    10637        0        0
CIT GROUP INC CLASS A         EQUITY   125577106        8      295 SH       DEFINED               -           295        0        0
CIT GROUP INC CLASS A         EQUITY   125577106     6998   262843 SH       DEFINED                12,21   262843        0        0
CIT GROUP INC CLASS A         EQUITY   125577106      564    21165 SH       DEFINED          15,18,21,22    12545        0     8620
CIT GROUP INC CLASS A         EQUITY   125577106      346    13000 SH       DEFINED             16,18,21    13000        0        0
CIT GROUP INC CLASS A         EQUITY   125577106    12970   487147 SH       DEFINED             18,21,22   307429        0   179718
CIT GROUP INC CLASS A         EQUITY   125577106      626    23500 SH       DEFINED     3,13,14,27,30,31    23500        0        0
CKE RESTAURANTS INC CV SUB    CORPBOND 12561EAB1      222   300000 PRN      DEFINED                12,21   300000        0        0
CKE RESTAURANTS INC-DEL       EQUITY   12561E105     2512   178600 SH       DEFINED   2,3,11,13,14,30,31        0   178600        0
CKE RESTAURANTS INC-DEL       EQUITY   12561E105      406    28881 SH       DEFINED                12,21    28881        0        0
CKE RESTAURANTS INC-DEL       EQUITY   12561E105      200    14211 SH       DEFINED             18,21,22    10281        0     3930
CKE RESTAURANTS INC-DEL       EQUITY   12561E105        3      220 SH       DEFINED     3,13,14,27,30,31      220        0        0
CLECO CORP                    EQUITY   12561M107      601    18707 SH       DEFINED                12,21    18707        0        0
CLECO CORP                    EQUITY   12561M107        2       70 SH       DEFINED          15,18,21,22       70        0        0
CLECO CORP                    EQUITY   12561M107     2127    66212 SH       DEFINED             18,21,22    35105        0    31107
CMGI INC                      EQUITY   125750109      586     6630 SH       DEFINED               -          6630        0        0
CMGI INC                      EQUITY   125750109     6752    76460 SH       DEFINED                  4,6    20030        0    56430
CMGI INC                      EQUITY   125750109       25      281 SH       DEFINED                  6,7        0        0      281
CMGI INC                      EQUITY   125750109    29992   339612 SH       DEFINED                12,21   339612        0        0
CMGI INC                      EQUITY   125750109       20      224 SH       DEFINED          15,18,21,22        0        0      224
CMGI INC                      EQUITY   125750109     8743    99000 SH       DEFINED             16,18,21    99000        0        0
CMGI INC                      EQUITY   125750109       71      800 SH       DEFINED                18,21      800        0        0
CMGI INC                      EQUITY   125750109    38654   437690 SH       DEFINED             18,21,22   345194        0    92496
CMGI INC                      OPTION   125750109    21823   247108 SH  CALL DEFINED             18,21,22   247108        0        0
CMGI INC                      OPTION   125750109    24031   272108 SH  PUT  DEFINED             18,21,22   272108        0        0
CMGI INC                      EQUITY   125750109     5749    65102 SH       DEFINED                21,32    65102        0        0
CMI CORP OKLA CL A            EQUITY   125761304       20     2000 SH       DEFINED                12,21     2000        0        0
CMI CORP OKLA CL A            EQUITY   125761304      108    11000 SH       DEFINED             18,21,22     1000        0    10000
CMP GROUP INC                 EQUITY   125887109        3      100 SH       DEFINED               -           100        0        0
CMP GROUP INC                 EQUITY   125887109     4420   166800 SH       DEFINED                12,21   166800        0        0
CMP GROUP INC                 EQUITY   125887109       86     3246 SH       DEFINED             18,21,22     1402        0     1844
CMS ENERGY CORP               EQUITY   125896100       40     1075 SH       DEFINED               -          1075        0        0
CMS ENERGY CORP               EQUITY   125896100     2265    60210 SH       DEFINED                  4,6    24100        0    36110
CMS ENERGY CORP               EQUITY   125896100    13499   358789 SH       DEFINED                12,21   358789        0        0
CMS ENERGY CORP               EQUITY   125896100        7      175 SH       DEFINED          15,18,21,22      100        0       75
CMS ENERGY CORP               EQUITY   125896100     6396   170000 SH       DEFINED             16,18,21   170000        0        0
CMS ENERGY CORP               EQUITY   125896100     3973   105599 SH       DEFINED             18,21,22    57744        0    47855
CMS ENERGY CORP               EQUITY   125896100      124     3300 SH       DEFINED                   25        0     3300        0
CMS ENERGY CORP               EQUITY   125896100      941    25000 SH       DEFINED     3,13,14,27,30,31    25000        0        0
CMS ENERGY CORP               EQUITY   125896100      274     7278 SH       DEFINED                21,32     7278        0        0
CPI CORP                      EQUITY   125902106      324     9600 SH       DEFINED                12,21     9600        0        0
CPI CORP                      EQUITY   125902106      156     4616 SH       DEFINED          15,18,21,22     2623        0     1993
CPI CORP                      EQUITY   125902106     2650    78517 SH       DEFINED             18,21,22    50571        0    27946
CPI CORP                      EQUITY   125902106      381    11300 SH       DEFINED                   25        0    11300        0
CSS INDUSTRIES INC            EQUITY   125906107      132     5155 SH       DEFINED                12,21     5155        0        0
CSS INDUSTRIES INC            EQUITY   125906107      107     4160 SH       DEFINED             18,21,22      159        0     4001
CNET INC CV SUB NOTES-BK/ENTR CORPBOND 125945AA3     8029  6615000 PRN      DEFINED             18,21,22  6615000        0        0
CNET INC                      EQUITY   125945105     2790    71412 SH       DEFINED                12,21    71412        0        0
CNET INC                      EQUITY   125945105      137     3512 SH       DEFINED          15,18,21,22     1858        0     1654
CNET INC                      OPTION   125945105       39     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
CNET INC                      EQUITY   125945105     4784   122459 SH       DEFINED             18,21,22    63990        0    58469
CNET INC                      OPTION   125945105      117     3000 SH  CALL DEFINED             18,21,22     3000        0        0
CTG RESOURCES INC             EQUITY   125957100      159     4300 SH       DEFINED                12,21     4300        0        0
CTG RESOURCES INC             EQUITY   125957100      105     2844 SH       DEFINED             18,21,22     2017        0      827
CTB INTERNATIONAL CORP        EQUITY   125960104      194    25000 SH       DEFINED                12,21    25000        0        0
CSK AUTO CORP                 EQUITY   125965103       23      900 SH       DEFINED               -           900        0        0
CSK AUTO CORP                 EQUITY   125965103       26     1000 SH       DEFINED                  4,6        0        0     1000
CSK AUTO CORP                 EQUITY   125965103      969    38000 SH       DEFINED                12,21    38000        0        0
CSK AUTO CORP                 EQUITY   125965103      112     4385 SH       DEFINED          15,18,21,22     3680        0      705
CSK AUTO CORP                 EQUITY   125965103     3319   130149 SH       DEFINED             18,21,22    87470        0    42679
CSK AUTO CORP                 EQUITY   125965103        8      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
CSK AUTO CORP                 EQUITY   125965103      467    18300 SH       DEFINED                21,32    18300        0        0
CNA FINANCIAL CORP            EQUITY   126117100    18963   525825 SH       DEFINED                12,21   525825        0        0
CNA FINANCIAL CORP            EQUITY   126117100     3961   109825 SH       DEFINED             16,18,21   109825        0        0
CNA FINANCIAL CORP            EQUITY   126117100     2281    63238 SH       DEFINED             18,21,22    39480        0    23758
CNA FINANCIAL CORP            OPTION   126117100       11      300 SH  PUT  DEFINED             18,21,22        0        0      300
CNA FINANCIAL CORP            EQUITY   126117100      335     9300 SH       DEFINED                   25        0     9300        0
CNA SURETY CORP               EQUITY   12612L108      231    15276 SH       DEFINED                12,21    15276        0        0
CNA SURETY CORP               EQUITY   12612L108       66     4370 SH       DEFINED          15,18,21,22     2530        0     1840
CNA SURETY CORP               EQUITY   12612L108       38     2500 SH       DEFINED             16,18,21     2500        0        0
CNA SURETY CORP               EQUITY   12612L108     2447   161790 SH       DEFINED             18,21,22   121125        0    40665
CNF TRUST I SER A CONV PFD    EQUITY   12612V205     1632    26750 SH       DEFINED                12,21    26750        0        0
CNF TRUST I SER A CONV PFD    EQUITY   12612V205        9      140 SH       DEFINED          15,18,21,22        0        0      140
CNF TRUST I SER A CONV PFD    EQUITY   12612V205     1232    20192 SH       DEFINED             18,21,22    17372        0     2820
CNF TRANSPORTATION INC        EQUITY   12612W104     7580   169630 SH       DEFINED                  4,6    84200    29020    56410
CNF TRANSPORTATION INC        EQUITY   12612W104       15      345 SH       DEFINED                  6,7        0        0      345
CNF TRANSPORTATION INC        EQUITY   12612W104     6955   155630 SH       DEFINED                12,21   155630        0        0
CNF TRANSPORTATION INC        EQUITY   12612W104      716    16027 SH       DEFINED          15,18,21,22    12086        0     3940
CNF TRANSPORTATION INC        EQUITY   12612W104    36811   823724 SH       DEFINED             18,21,22   568244        0   255480
CNF TRANSPORTATION INC        EQUITY   12612W104     1569    35100 SH       DEFINED                21,32    35100        0        0
CNB BANCSHARES INC            EQUITY   126126101      945    16740 SH       DEFINED                12,21    16740        0        0
CNB BANCSHARES INC            EQUITY   126126101       61     1084 SH       DEFINED             18,21,22     1066        0       18
CNS INC                       EQUITY   126136100     3383   859125 SH       DEFINED             18,21,22   719505        0   139620
*** CRH PLC ADR-USD           EQUITY   12626K203      403    19675 SH       DEFINED               -         19675        0        0
*** CRH PLC ADR-USD           EQUITY   12626K203       31     1490 SH       DEFINED          15,18,21,22      695        0      795
*** CRH PLC ADR-USD           EQUITY   12626K203     2800   136586 SH       DEFINED             18,21,22    48693        0    87893
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109     5299   253071 SH       DEFINED                12,21   253071        0        0
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109      459    21928 SH       DEFINED          15,18,21,22    13386        0     8542
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109     9836   469780 SH       DEFINED             18,21,22   358358        0   111422
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109        6      280 SH       DEFINED     3,13,14,27,30,31      280        0        0
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109     2048    97792 SH       DEFINED                21,32    97792        0        0
CSX CORP                      EQUITY   126408103       99     2000 SH       DEFINED               -          2000        0        0
CSX CORP                      EQUITY   126408103      760    15374 SH       DEFINED                  4,6    12774        0     2600
CSX CORP                      EQUITY   126408103     1117    22584 SH       DEFINED                12,21    22584        0        0
CSX CORP                      EQUITY   126408103      140     2835 SH       DEFINED          15,18,21,22     1154        0     1681
CSX CORP                      EQUITY   126408103      158     3200 SH       DEFINED             16,18,21     3200        0        0
CSX CORP                      EQUITY   126408103     7652   154783 SH       DEFINED             18,21,22    84338        0    70445
CSX CORP                      EQUITY   126408103      298     6019 SH       DEFINED                   25        0     6019        0
CSX CORP                      EQUITY   126408103      328     6627 SH       DEFINED     3,13,14,27,30,31     6627        0        0
CSX CORP                      EQUITY   126408103      624    12618 SH       DEFINED                21,32    12618        0        0
CTC COMMUNICATIONS CORP       EQUITY   126418102       30     1700 SH       DEFINED                12,21     1700        0        0
CTC COMMUNICATIONS CORP       EQUITY   126418102      292    16680 SH       DEFINED             18,21,22     8000        0     8680
CT COMMUNICATIONS INC         EQUITY   126426402      257     5700 SH       DEFINED                12,21     5700        0        0
CTS CORP                      EQUITY   126501105     1253    14900 SH       DEFINED                  4,6      400        0    14500
CTS CORP                      EQUITY   126501105     4240    50400 SH       DEFINED                12,21    50400        0        0
CTS CORP                      EQUITY   126501105      358     4250 SH       DEFINED          15,18,21,22     3050        0     1200
CTS CORP                      EQUITY   126501105     7024    83491 SH       DEFINED             18,21,22    57135        0    26356
CTS CORP                      EQUITY   126501105     1211    14400 SH       DEFINED                   25        0    14400        0
CUNO INCORPORATED             EQUITY   126583103      310    16100 SH       DEFINED                12,21    16100        0        0
CUNO INCORPORATED             EQUITY   126583103       68     3550 SH       DEFINED             18,21,22     1500        0     2050
C V B FINANCIAL CORP          EQUITY   126600105      300    11421 SH       DEFINED                12,21    11421        0        0
C V B FINANCIAL CORP          EQUITY   126600105     1017    38729 SH       DEFINED             18,21,22    30077        0     8652
CVS CORP                      EQUITY   126650100      346     6990 SH       DEFINED               -          6990        0        0
CVS CORP                      EQUITY   126650100    17796   359520 SH       DEFINED                  4,6    46983        0   312537
CVS CORP                      EQUITY   126650100       73     1471 SH       DEFINED                5,6,7        0        0     1471
CVS CORP                      EQUITY   126650100    20420   412522 SH       DEFINED                12,21   412522        0        0
CVS CORP                      EQUITY   126650100     6511   131533 SH       DEFINED          15,18,21,22    72491        0    59042
CVS CORP                      EQUITY   126650100   133817  2703364 SH       DEFINED             18,21,22  1370669        0  1332694
CVS CORP                      OPTION   126650100    13860   280000 SH  CALL DEFINED             18,21,22   280000        0        0
CVS CORP                      OPTION   126650100    13860   280000 SH  PUT  DEFINED             18,21,22   280000        0        0
CVS CORP                      EQUITY   126650100     7768   156936 SH       DEFINED                   25        0   156936        0
CVS CORP                      EQUITY   126650100      699    14127 SH       DEFINED     3,13,14,27,30,31    14127        0        0
CVS CORP                      EQUITY   126650100     1090    22027 SH       DEFINED                21,32    22027        0        0
*** CABLE & WIRELESS SPONSORE EQUITY   12682P104     1072    18800 SH       DEFINED                18,21    18800        0        0
*** CABLE & WIRELESS SPONSORE OPTION   12682P104     1140    20000 SH  CALL DEFINED             18,21,22    20000        0        0
*** CABLE & WIRELESS SPONSORE EQUITY   12682P104       96     1688 SH       DEFINED             18,21,22      113        0     1575
*** CABLE & WIRELESS PLC      EQUITY   126830207      305     8124 SH       DEFINED                  4,6     8124        0        0
*** CABLE & WIRELESS PLC      EQUITY   126830207     2764    73590 SH       DEFINED                12,21    73590        0        0
*** CABLE & WIRELESS PLC      EQUITY   126830207        8      200 SH       DEFINED             16,18,21      200        0        0
*** CABLE & WIRELESS PLC      EQUITY   126830207     6329   168500 SH       DEFINED                18,21   168500        0        0
*** CABLE & WIRELESS PLC      EQUITY   126830207     1757    46769 SH       DEFINED             18,21,22    18934        0    27834
CABLEVISION SYSTEMS CORP CL A EQUITY   12686C109    40406   598613 SH       DEFINED                12,21   598613        0        0
CABLEVISION SYSTEMS CORP CL A EQUITY   12686C109    14702   217804 SH       DEFINED             18,21,22   166299        0    51505
CABLEVISION SYSTEMS CORP CL A EQUITY   12686C109      797    11800 SH       DEFINED     3,13,14,27,30,31    11800        0        0
CABLETRON SYS INC             EQUITY   126920107      349    27885 SH       DEFINED                12,21    27885        0        0
CABLETRON SYS INC             EQUITY   126920107     1821   145695 SH       DEFINED             18,21,22    73426        0    72269
CABLETRON SYS INC             OPTION   126920107      963    77000 SH  CALL DEFINED             18,21,22    65000        0    12000
CABLETRON SYS INC             OPTION   126920107      125    10000 SH  PUT  DEFINED             18,21,22        0        0    10000
CABLETRON SYS INC             EQUITY   126920107       56     4492 SH       DEFINED                   25        0     4492        0
CABLETRON SYS INC             EQUITY   126920107       98     7871 SH       DEFINED                21,32     7871        0        0
CABLE DESIGN TECHNOLOGIES COR EQUITY   126924109       81     4500 SH       DEFINED               -          4500        0        0
CABLE DESIGN TECHNOLOGIES COR EQUITY   126924109     1184    65569 SH       DEFINED                12,21    65569        0        0
CABLE DESIGN TECHNOLOGIES COR EQUITY   126924109     2013   111462 SH       DEFINED             18,21,22    58577        0    52885
CABOT CORP                    EQUITY   127055101      877    36175 SH       DEFINED                12,21    36175        0        0
CABOT CORP                    EQUITY   127055101      928    38277 SH       DEFINED             18,21,22    16077        0    22200
CABOT INDL TR COM SH BEN INT  EQUITY   127072106     2444   119600 SH       DEFINED                12,21   119600        0        0
CABOT INDL TR COM SH BEN INT  EQUITY   127072106      525    25708 SH       DEFINED             18,21,22    12585        0    13123
CABOT OIL & GAS CORP CLASS A  EQUITY   127097103      674    35800 SH       DEFINED   2,3,11,13,14,30,31        0    35800        0
CABOT OIL & GAS CORP CLASS A  EQUITY   127097103      382    20329 SH       DEFINED                12,21    20329        0        0
CABOT OIL & GAS CORP CLASS A  EQUITY   127097103      172     9140 SH       DEFINED          15,18,21,22     5380        0     3760
CABOT OIL & GAS CORP CLASS A  EQUITY   127097103     3254   172952 SH       DEFINED             18,21,22   111205        0    61747
CACI INTL INC CL A            EQUITY   127190304     1020    46100 SH       DEFINED                12,21    46100        0        0
CACI INTL INC CL A            EQUITY   127190304      416    18800 SH       DEFINED                   25        0    18800        0
*** CADBURY SCHWEPPES PLC     EQUITY   127209302      376    14810 SH       DEFINED               -         14810        0        0
*** CADBURY SCHWEPPES PLC     EQUITY   127209302      160     6300 SH       DEFINED                  4,6     6300        0        0
*** CADBURY SCHWEPPES PLC     EQUITY   127209302     2211    87152 SH       DEFINED          15,18,21,22    53303        0    33849
*** CADBURY SCHWEPPES PLC     EQUITY   127209302    61260  2414167 SH       DEFINED             18,21,22  1709104        0   705062
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108        1      130 SH       DEFINED               -           130        0        0
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108      554    52735 SH       DEFINED                  4,6     1395        0    51340
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108     4831   460050 SH       DEFINED                12,21   460050        0        0
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108       32     3085 SH       DEFINED          15,18,21,22     1375        0     1710
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108     3647   347336 SH       DEFINED             18,21,22   171756        0   175580
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108      577    54910 SH       DEFINED     3,13,14,27,30,31    54910        0        0
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108      332    31655 SH       DEFINED                21,32    31655        0        0
CADIZ INC                     EQUITY   127537108      370    35200 SH       DEFINED                12,21    35200        0        0
CADIZ INC                     EQUITY   127537108       73     6968 SH       DEFINED             18,21,22     2970        0     3998
CAERE CORP                    EQUITY   127646107      103    10250 SH       DEFINED             18,21,22     1650        0     8600
CAL DIVE INTERNATIONAL INC    EQUITY   127914109     2340    69600 SH       DEFINED                12,21    69600        0        0
CAL DIVE INTERNATIONAL INC    EQUITY   127914109      523    15554 SH       DEFINED             18,21,22     5894        0     9660
CAL DIVE INTERNATIONAL INC    EQUITY   127914109       17      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
CAL DIVE INTERNATIONAL INC    EQUITY   127914109     2197    65329 SH       DEFINED                21,32    65329        0        0
CAL-MAINE FOODS INC-NEW       EQUITY   128030202       14     3000 SH       DEFINED               -          3000        0        0
CAL-MAINE FOODS INC-NEW       EQUITY   128030202      198    42000 SH       DEFINED             18,21,22        0        0    42000
CALGON CARBON CORPORATION     EQUITY   129603106     4918   728600 SH       DEFINED   2,3,11,13,14,30,31        0   728600        0
CALGON CARBON CORPORATION     EQUITY   129603106      199    29526 SH       DEFINED                12,21    29526        0        0
CALGON CARBON CORPORATION     EQUITY   129603106      117    17397 SH       DEFINED             18,21,22      340        0    17057
CALIFORNIA AMPLIFIER INC DE   EQUITY   129900106      299    34627 SH       DEFINED             18,21,22    24250        0    10377
CALIBER LEARNING NETWORK INC  EQUITY   129914107      220    43500 SH       DEFINED                12,21    43500        0        0
CALIBER LEARNING NETWORK INC  EQUITY   129914107        5     1000 SH       DEFINED             18,21,22     1000        0        0
CALIBER LEARNING NETWORK INC  EQUITY   129914107       61    12125 SH       DEFINED     3,13,14,27,30,31    12125        0        0
CALIFORNIA MICRO DEVICES CORP EQUITY   130439102     1373   439500 SH       DEFINED                12,21   439500        0        0
CALIFORNIA MICRO DEVICES CORP EQUITY   130439102     2203   705000 SH       DEFINED             18,21,22     5000        0   700000
CALIFORNIA WATER SERVICE GROU EQUITY   130788102      257     9068 SH       DEFINED                12,21     9068        0        0
CALIFORNIA WATER SERVICE GROU EQUITY   130788102      177     6256 SH       DEFINED             18,21,22     1353        0     4903
CALLAWAY GOLF COMPANY         EQUITY   131193104       22     2000 SH       DEFINED               -          2000        0        0
CALLAWAY GOLF COMPANY         EQUITY   131193104     1684   154000 SH       DEFINED   2,3,11,13,14,30,31        0   154000        0
CALLAWAY GOLF COMPANY         EQUITY   131193104      969    88606 SH       DEFINED                12,21    88606        0        0
CALLAWAY GOLF COMPANY         EQUITY   131193104      691    63195 SH       DEFINED          15,18,21,22    13002        0    50193
CALLAWAY GOLF COMPANY         EQUITY   131193104     1262   115352 SH       DEFINED             18,21,22    35013        0    80338
CALLAWAY GOLF COMPANY         EQUITY   131193104       11     1000 SH       DEFINED     3,13,14,27,30,31     1000        0        0
CALLAWAY GOLF COMPANY         EQUITY   131193104      355    32500 SH       DEFINED                21,32    32500        0        0
CALPINE CORP                  EQUITY   131347106    11383   148317 SH       DEFINED                12,21   148317        0        0
CALPINE CORP                  EQUITY   131347106      930    12123 SH       DEFINED          15,18,21,22     9550        0     2573
CALPINE CORP                  EQUITY   131347106    20847   271620 SH       DEFINED             18,21,22   187838        0    83782
CALPINE CORP                  EQUITY   131347106     1044    13600 SH       DEFINED                   25        0    13600        0
CALPINE CORP                  EQUITY   131347106      576     7500 SH       DEFINED     3,13,14,27,30,31     7500        0        0
CALPINE CORP                  EQUITY   131347106     5129    66832 SH       DEFINED                21,32    66832        0        0
*** CAMBIOR INC               EQUITY   13201L103      457   162600 SH       DEFINED   2,3,11,13,14,30,31        0   162600        0
*** CAMBIOR INC               EQUITY   13201L103      114    40449 SH       DEFINED             18,21,22    38408        0     2041
CAMBREX CORPORATION           EQUITY   132011107     1866    70092 SH       DEFINED                12,21    70092        0        0
CAMBREX CORPORATION           EQUITY   132011107       32     1210 SH       DEFINED          15,18,21,22     1210        0        0
CAMBREX CORPORATION           EQUITY   132011107     1627    61112 SH       DEFINED             18,21,22    25797        0    35315
CAMBREX CORPORATION           EQUITY   132011107      325    12200 SH       DEFINED                   25        0    12200        0
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109       60     3630 SH       DEFINED                  4,6        0        0     3630
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109      553    33398 SH       DEFINED                12,21    33398        0        0
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109       85     5102 SH       DEFINED          15,18,21,22        0        0     5102
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109     5557   335519 SH       DEFINED             18,21,22    23069        0   312450
CAMBRIDGE TECH PARTNERS MASS  OPTION   132524109     1325    80000 SH  CALL DEFINED             18,21,22    80000        0        0
CAMBRIDGE TECH PARTNERS MASS  OPTION   132524109     1325    80000 SH  PUT  DEFINED             18,21,22    80000        0        0
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109      164     9900 SH       DEFINED                21,32     9900        0        0
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102        7      256 SH       DEFINED               -           256        0        0
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102      240     8640 SH       DEFINED                  4,6        0     3800     4840
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102     6554   236177 SH       DEFINED                12,21   236177        0        0
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102      122     4383 SH       DEFINED          15,18,21,22     4068        0      315
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102     2854   102857 SH       DEFINED             18,21,22    67748        0    35109
CAMPBELL SOUP CO              EQUITY   134429109      464    10594 SH       DEFINED               -         10594        0        0
CAMPBELL SOUP CO              EQUITY   134429109      302     6900 SH       DEFINED                  4,6      900        0     6000
CAMPBELL SOUP CO              EQUITY   134429109     4183    95480 SH       DEFINED                12,21    95480        0        0
CAMPBELL SOUP CO              EQUITY   134429109       71     1616 SH       DEFINED          15,18,21,22      166        0     1450
CAMPBELL SOUP CO              EQUITY   134429109       24      540 SH       DEFINED             16,18,21      540        0        0
CAMPBELL SOUP CO              EQUITY   134429109    11506   262618 SH       DEFINED             18,21,22   130988        0   131629
CAMPBELL SOUP CO              OPTION   134429109       22      500 SH  PUT  DEFINED             18,21,22        0        0      500
CAMPBELL SOUP CO              EQUITY   134429109      685    15646 SH       DEFINED                   25        0    15646        0
CAMPBELL SOUP CO              EQUITY   134429109      285     6500 SH       DEFINED     3,13,14,27,30,31     6500        0        0
CAMPBELL SOUP CO              EQUITY   134429109      953    21747 SH       DEFINED                21,32    21747        0        0
*** CANADIAN 88 ENERGY CORP   EQUITY   13566G509      289   105000 SH       DEFINED   2,3,11,13,14,30,31        0   105000        0
*** CANADIAN 88 ENERGY CORP   EQUITY   13566G509       16     5900 SH       DEFINED             18,21,22     3160        0     2740
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100      186     7660 SH       DEFINED               -          7660        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100     6135   253000 SH       DEFINED                  4,6   253000        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100    61513  2536600 SH       DEFINED                12,21  2536600        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100     7663   315990 SH       DEFINED          15,18,21,22   203301        0   112689
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100    37008  1526100 SH       DEFINED             16,18,21  1526100        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100   200668  8274987 SH       DEFINED             18,21,22  5501707        0  2773280
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100     4971   205000 SH       DEFINED                   25        0   205000        0
*** CANADIAN IMPERIAL BANK OF EQUITY   136069101     1445    61480 SH       DEFINED                  4,6    61480        0        0
*** CANADIAN IMPERIAL BANK OF EQUITY   136069101      163     6942 SH       DEFINED             18,21,22     2514        0     4428
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102       69     1000 SH       DEFINED                  4,6        0        0     1000
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102    33480   486100 SH       DEFINED                12,21   486100        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102    32936   478200 SH       DEFINED             16,18,21   478200        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102      722    10485 SH       DEFINED             18,21,22     1749        0     8736
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102        7      100 SH       DEFINED        3,13,30,31,33        0        0      100
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200     2330    42649 SH       DEFINED                12,21    42649        0        0
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200       15      276 SH       DEFINED          15,18,21,22      276        0        0
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200     1040    19047 SH       DEFINED             18,21,22    14516        0     4531
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200      355     6500 SH       DEFINED                   25        0     6500        0
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200     2674    48948 SH       DEFINED                21,32    48948        0        0
*** CANON INC ADR             EQUITY   138006309      771    23915 SH       DEFINED               -         23915        0        0
*** CANON INC ADR             EQUITY   138006309     3266   101264 SH       DEFINED          15,18,21,22    56318        0    44946
*** CANON INC ADR             EQUITY   138006309      113     3500 SH       DEFINED             16,18,21     3500        0        0
*** CANON INC ADR             EQUITY   138006309    65150  2020169 SH       DEFINED             18,21,22  1412644        0   607524
*** CANON INC ADR             EQUITY   138006309      484    15000 SH       DEFINED                   25        0    15000        0
CAPITAL AUTOMOTIVE REIT       EQUITY   139733109      209    16200 SH       DEFINED                12,21    16200        0        0
CAPITAL AUTOMOTIVE REIT       EQUITY   139733109       64     5000 SH       DEFINED          15,18,21,22        0        0     5000
CAPITAL AUTOMOTIVE REIT       EQUITY   139733109       55     4277 SH       DEFINED             18,21,22     2287        0     1990
CAPITAL ONE FINL CORP         EQUITY   14040H105       17      375 SH       DEFINED               -           375        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105      230     5000 SH       DEFINED                    6     5000        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105    92818  2020516 SH       DEFINED                12,21  2020516        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105      219     4757 SH       DEFINED          15,18,21,22     2165        0     2592
CAPITAL ONE FINL CORP         EQUITY   14040H105    21215   461825 SH       DEFINED             18,21,22   353323        0   108501
CAPITAL ONE FINL CORP         EQUITY   14040H105      248     5400 SH       DEFINED                   25        0     5400        0
CAPITAL ONE FINL CORP         EQUITY   14040H105      487    10608 SH       DEFINED     3,13,14,27,30,31    10608        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105      982    21366 SH       DEFINED                21,32    21366        0        0
CAPITAL RE CORPORATION        EQUITY   140432105     7129   509200 SH       DEFINED                12,21   509200        0        0
CAPITAL RE CORPORATION        EQUITY   140432105       58     4120 SH       DEFINED          15,18,21,22     4120        0        0
CAPITAL RE CORPORATION        EQUITY   140432105      850    60696 SH       DEFINED             18,21,22    37256        0    23440
CAPITAL SENIOR LIVING CORP    EQUITY   140475104      133    13200 SH       DEFINED                12,21    13200        0        0
CAPITAL SENIOR LIVING CORP    EQUITY   140475104      101    10025 SH       DEFINED          15,18,21,22     7585        0     2440
CAPITAL SENIOR LIVING CORP    EQUITY   140475104     2246   223195 SH       DEFINED             18,21,22   149700        0    73495
CAPITAL TR INC MD CLASS A     EQUITY   14052H100      279    69741 SH       DEFINED             18,21,22    28741        0    41000
CAPITOL FEDERAL FINANCIAL     EQUITY   14057C106      236    22800 SH       DEFINED                12,21    22800        0        0
CAPITOL FEDERAL FINANCIAL     EQUITY   14057C106      927    89587 SH       DEFINED             18,21,22    14571        0    75016
CAPSTEAD MORTGAGE CORP        EQUITY   14067E100      308    55944 SH       DEFINED                12,21    55944        0        0
CAPSTEAD MORTGAGE CORP        EQUITY   14067E100     1890   343617 SH       DEFINED             18,21,22   299360        0    44257
CAPSTAR BROADCASTING CORP     EQUITY   14067G105      137     5000 SH       DEFINED                  4,6        0        0     5000
CAPSTAR BROADCASTING CORP     EQUITY   14067G105    17844   653271 SH       DEFINED                12,21   653271        0        0
CAPSTAR BROADCASTING CORP     EQUITY   14067G105      396    14500 SH       DEFINED             18,21,22    13675        0      825
CAPTEC NET LEASE REALTY INC   EQUITY   140724105     5555   440000 SH       DEFINED                12,21   440000        0        0
CAPTEC NET LEASE REALTY INC   EQUITY   140724105     5555   440000 SH       DEFINED             16,18,21   440000        0        0
CAPTEC NET LEASE REALTY INC   EQUITY   140724105      342    27050 SH       DEFINED             18,21,22    10900        0    16150
CARBIDE GRAPHITE GROUP INC    EQUITY   140777103       67     4900 SH       DEFINED                12,21     4900        0        0
CARBIDE GRAPHITE GROUP INC    EQUITY   140777103       99     7200 SH       DEFINED             18,21,22      800        0     6400
CARAUSTAR INDUSTRIES INC      EQUITY   140909102     3149   126905 SH       DEFINED                12,21   126905        0        0
CARAUSTAR INDUSTRIES INC      EQUITY   140909102       15      600 SH       DEFINED          15,18,21,22        0        0      600
CARAUSTAR INDUSTRIES INC      EQUITY   140909102       40     1600 SH       DEFINED             18,21,22     1000        0      600
CARDIAC PATHWAYS CORP         EQUITY   141408104       10    10150 SH       DEFINED             18,21,22    10000        0      150
CARDINAL HEALTH INC           EQUITY   14149Y108      142     2035 SH       DEFINED               -          2035        0        0
CARDINAL HEALTH INC           EQUITY   14149Y108    87522  1251421 SH       DEFINED                  4,6   583497   268164   399760
CARDINAL HEALTH INC           EQUITY   14149Y108     1000    14295 SH       DEFINED                  6,7        0        0    14295
CARDINAL HEALTH INC           EQUITY   14149Y108    48751   697064 SH       DEFINED                12,21   697064        0        0
CARDINAL HEALTH INC           EQUITY   14149Y108     1793    25636 SH       DEFINED          15,18,21,22    16186        0     9450
CARDINAL HEALTH INC           EQUITY   14149Y108    49573   708817 SH       DEFINED             18,21,22   513195        0   195621
CARDINAL HEALTH INC           OPTION   14149Y108      994    14206 SH  CALL DEFINED             18,21,22    14206        0        0
CARDINAL HEALTH INC           OPTION   14149Y108      994    14206 SH  PUT  DEFINED             18,21,22    14206        0        0
CARDINAL HEALTH INC           EQUITY   14149Y108    19604   280312 SH       DEFINED            4,6,23,24   280312        0        0
CARDINAL HEALTH INC           EQUITY   14149Y108      696     9950 SH       DEFINED                   25        0     9950        0
CARDINAL HEALTH INC           EQUITY   14149Y108      925    13230 SH       DEFINED                21,32    13230        0        0
CAREINSITE INC                EQUITY   14170M106      494    12224 SH       DEFINED             18,21,22    10224        0     2000
CAREMATRIX CORP CONV SUB NOTE CORPBOND 141706AC5      922  1395000 PRN      DEFINED             18,21,22  1395000        0        0
CAREMATRIX CORPORATION        EQUITY   141706101      831    82565 SH       DEFINED                12,21    82565        0        0
CAREMATRIX CORPORATION        EQUITY   141706101       94     9385 SH       DEFINED             18,21,22     7928        0     1457
CAREMATRIX CORPORATION        EQUITY   141706101     1069   106209 SH       DEFINED                21,32   106209        0        0
CAREY DIVERSIFIED LLC         EQUITY   14174P105     1046    60642 SH       DEFINED             18,21,22    27333        0    33308
CAREY INTERNATIONAL INC       EQUITY   141750109       87     4830 SH       DEFINED          15,18,21,22     3690        0     1140
CAREY INTERNATIONAL INC       EQUITY   141750109     1895   105260 SH       DEFINED             18,21,22    72150        0    33110
CARIBINER INTERNATIONAL INC   EQUITY   141888107       64    11200 SH       DEFINED                12,21    11200        0        0
CARIBINER INTERNATIONAL INC   EQUITY   141888107        5      840 SH       DEFINED             18,21,22      100        0      740
CARDIOTHORACIC SYS INC        EQUITY   141907105      118     6800 SH       DEFINED                12,21     6800        0        0
CARDIOTHORACIC SYS INC        EQUITY   141907105      142     8200 SH       DEFINED             18,21,22        0        0     8200
CARLISLE COS INC              EQUITY   142339100       31      690 SH       DEFINED               -           690        0        0
CARLISLE COS INC              EQUITY   142339100     2414    54315 SH       DEFINED                  4,6    18325    25210    10780
CARLISLE COS INC              EQUITY   142339100       13      300 SH       DEFINED                  6,7        0        0      300
CARLISLE COS INC              EQUITY   142339100     9602   216077 SH       DEFINED                12,21   216077        0        0
CARLISLE COS INC              EQUITY   142339100      309     6950 SH       DEFINED          15,18,21,22     4200        0     2750
CARLISLE COS INC              EQUITY   142339100     8537   192100 SH       DEFINED             16,18,21   192100        0        0
CARLISLE COS INC              EQUITY   142339100     7763   174700 SH       DEFINED             18,21,22   113917        0    60783
CARLISLE COS INC              EQUITY   142339100      769    17300 SH       DEFINED                   25        0    17300        0
CARLISLE COS INC              EQUITY   142339100      929    20900 SH       DEFINED                21,32    20900        0        0
*** CARLTON COMMUNICATIONS PL EQUITY   142872209       72     1700 SH       DEFINED          15,18,21,22     1195        0      505
*** CARLTON COMMUNICATIONS PL EQUITY   142872209     1029    24208 SH       DEFINED             18,21,22    18860        0     5348
CARMIKE CINEMAS INC CL A      EQUITY   143436103       90     6600 SH       DEFINED                12,21     6600        0        0
CARMIKE CINEMAS INC CL A      EQUITY   143436103       10      720 SH       DEFINED          15,18,21,22      300        0      420
CARMIKE CINEMAS INC CL A      EQUITY   143436103      137    10136 SH       DEFINED             18,21,22     5896        0     4240
*** CARNIVAL CORP             EQUITY   143658102      559    12300 SH       DEFINED               -         12300        0        0
*** CARNIVAL CORP             EQUITY   143658102     2436    53620 SH       DEFINED                  4,6    23600     1500    28520
*** CARNIVAL CORP             EQUITY   143658102     2512    55290 SH       DEFINED                12,21    55290        0        0
*** CARNIVAL CORP             EQUITY   143658102     7091   156049 SH       DEFINED          15,18,21,22    84859        0    71190
*** CARNIVAL CORP             EQUITY   143658102   162995  3587201 SH       DEFINED             18,21,22  2059885        0  1527316
*** CARNIVAL CORP             EQUITY   143658102     5275   116100 SH       DEFINED                   25        0   116100        0
*** CARNIVAL CORP             EQUITY   143658102      491    10800 SH       DEFINED     3,13,14,27,30,31    10800        0        0
*** CARNIVAL CORP             EQUITY   143658102     1329    29259 SH       DEFINED                21,32    29259        0        0
CAROLINA FIRST CORPORATION    EQUITY   143877108      433    19900 SH       DEFINED                12,21    19900        0        0
CAROLINA FIRST CORPORATION    EQUITY   143877108        1       63 SH       DEFINED          15,18,21,22       63        0        0
CAROLINA FIRST CORPORATION    EQUITY   143877108      178     8165 SH       DEFINED             18,21,22     4825        0     3340
CARRIAGE SERVICES INC CLASS A EQUITY   143905107      275    16700 SH       DEFINED                12,21    16700        0        0
CARRIAGE SERVICES INC CLASS A EQUITY   143905107       70     4280 SH       DEFINED          15,18,21,22     3250        0     1030
CARRIAGE SERVICES INC CLASS A EQUITY   143905107     1604    97579 SH       DEFINED             18,21,22    66873        0    30706
CAROLINA POWER & LIGHT CO     EQUITY   144141108      296     7160 SH       DEFINED               -          7160        0        0
CAROLINA POWER & LIGHT CO     EQUITY   144141108      648    15650 SH       DEFINED                  4,6    12000      950     2700
CAROLINA POWER & LIGHT CO     EQUITY   144141108     3800    91835 SH       DEFINED                12,21    91835        0        0
CAROLINA POWER & LIGHT CO     EQUITY   144141108      253     6120 SH       DEFINED          15,18,21,22     1259        0     4860
CAROLINA POWER & LIGHT CO     EQUITY   144141108     7927   191594 SH       DEFINED             18,21,22   112791        0    78802
CAROLINA POWER & LIGHT CO     EQUITY   144141108      179     4327 SH       DEFINED                   25        0     4327        0
CAROLINA POWER & LIGHT CO     EQUITY   144141108      289     6992 SH       DEFINED                21,32     6992        0        0
CARPENTER TECHNOLOGY CORP     EQUITY   144285103     1720    64900 SH       DEFINED                  4,6        0    64900        0
CARPENTER TECHNOLOGY CORP     EQUITY   144285103     2594    97870 SH       DEFINED                12,21    97870        0        0
CARPENTER TECHNOLOGY CORP     EQUITY   144285103       82     3080 SH       DEFINED          15,18,21,22     1900        0     1180
CARPENTER TECHNOLOGY CORP     EQUITY   144285103     3463   130678 SH       DEFINED             18,21,22    71988        0    58690
CARRAMERICA REALTY CORP       EQUITY   144418100        7      305 SH       DEFINED               -           305        0        0
CARRAMERICA REALTY CORP       EQUITY   144418100       58     2425 SH       DEFINED                12,21     2425        0        0
CARRAMERICA REALTY CORP       EQUITY   144418100       98     4090 SH       DEFINED          15,18,21,22     3465        0      625
CARRAMERICA REALTY CORP       EQUITY   144418100     3237   135567 SH       DEFINED             18,21,22    91319        0    44247
CARRIER ACCESS CORP           EQUITY   144460102     6035   188600 SH       DEFINED                12,21   188600        0        0
CARRIER ACCESS CORP           EQUITY   144460102     1709    53400 SH       DEFINED             16,18,21    53400        0        0
CARRIER ACCESS CORP           EQUITY   144460102       40     1261 SH       DEFINED             18,21,22        0        0     1261
CARRIZO OIL & GAS INC         EQUITY   144577103       41    21626 SH       DEFINED             18,21,22        0        0    21626
CARTER WALLACE INC DE         EQUITY   146285101     1186    65200 SH       DEFINED   2,3,11,13,14,30,31        0    65200        0
CARTER WALLACE INC DE         EQUITY   146285101      324    17800 SH       DEFINED                12,21    17800        0        0
CARTER WALLACE INC DE         EQUITY   146285101      288    15850 SH       DEFINED          15,18,21,22     7000        0     8850
CARTER WALLACE INC DE         EQUITY   146285101      398    21896 SH       DEFINED             18,21,22    14621        0     7275
CASCADE NATURAL GAS CORP      EQUITY   147339105      100     5500 SH       DEFINED                12,21     5500        0        0
CASCADE NATURAL GAS CORP      EQUITY   147339105      192    10575 SH       DEFINED             18,21,22     7000        0     3575
CASCADE NATURAL GAS CORP      EQUITY   147339105      111     6100 SH       DEFINED                   25        0     6100        0
CASE CORPORATION              EQUITY   14743R103       14      300 SH       DEFINED               -           300        0        0
CASE CORPORATION              EQUITY   14743R103     2019    42400 SH       DEFINED   2,3,11,13,14,30,31        0    42400        0
CASE CORPORATION              EQUITY   14743R103      511    10724 SH       DEFINED                12,21    10724        0        0
CASE CORPORATION              EQUITY   14743R103      643    13492 SH       DEFINED          15,18,21,22     9226        0     4266
CASE CORPORATION              EQUITY   14743R103    24249   509155 SH       DEFINED             18,21,22   368890        0   140265
CASE CORPORATION              OPTION   14743R103      595    12500 SH  CALL DEFINED             18,21,22    12500        0        0
CASE CORPORATION              EQUITY   14743R103     1058    22221 SH       DEFINED                   25        0    22221        0
CASE CORPORATION              EQUITY   14743R103       81     1700 SH       DEFINED     3,13,14,27,30,31     1700        0        0
CASE CORPORATION              EQUITY   14743R103      214     4501 SH       DEFINED                21,32     4501        0        0
CASELLA WASTE SYSTEMS INC     EQUITY   147448104      211     8000 SH       DEFINED                12,21     8000        0        0
CASELLA WASTE SYSTEMS INC     EQUITY   147448104      346    13125 SH       DEFINED          15,18,21,22     9945        0     3180
CASELLA WASTE SYSTEMS INC     EQUITY   147448104     5771   218814 SH       DEFINED             18,21,22   151468        0    67346
CASEYS GENERAL STORES INC     EQUITY   147528103      113     7430 SH       DEFINED               -          7430        0        0
CASEYS GENERAL STORES INC     EQUITY   147528103      800    52446 SH       DEFINED                12,21    52446        0        0
CASEYS GENERAL STORES INC     EQUITY   147528103     1801   118085 SH       DEFINED          15,18,21,22    64775        0    53310
CASEYS GENERAL STORES INC     EQUITY   147528103    40435  2651478 SH       DEFINED             18,21,22  1440874        0  1210604
CASH AMERICA INTERNATIONAL IN EQUITY   14754D100      235    29412 SH       DEFINED                12,21    29412        0        0
CASH AMERICA INTERNATIONAL IN EQUITY   14754D100       72     8938 SH       DEFINED             18,21,22     4298        0     4640
A M CASTLE & CO               EQUITY   148411101      152     9646 SH       DEFINED                12,21     9646        0        0
A M CASTLE & CO               EQUITY   148411101        8      515 SH       DEFINED             18,21,22      454        0       61
CASTLE & COOKE INC NEW        EQUITY   148433105      197    12537 SH       DEFINED                12,21    12537        0        0
CASTLE & COOKE INC NEW        EQUITY   148433105      992    62967 SH       DEFINED             18,21,22    54003        0     8964
CATALINA MARKETING CORP       EQUITY   148867104     8825    94829 SH       DEFINED                  4,6    25915    35584    33330
CATALINA MARKETING CORP       EQUITY   148867104       39      420 SH       DEFINED                  6,7        0        0      420
CATALINA MARKETING CORP       EQUITY   148867104     1247    13400 SH       DEFINED                12,21    13400        0        0
CATALINA MARKETING CORP       EQUITY   148867104        5       50 SH       DEFINED          15,18,21,22        0        0       50
CATALINA MARKETING CORP       EQUITY   148867104     1556    16723 SH       DEFINED             18,21,22     4413        0    12310
CATALYTICA INC                EQUITY   148885106     1711   137600 SH       DEFINED                12,21   137600        0        0
CATALYTICA INC                EQUITY   148885106       34     2730 SH       DEFINED          15,18,21,22     1690        0     1040
CATALYTICA INC                EQUITY   148885106     1306   104989 SH       DEFINED             18,21,22    42146        0    62843
CATELLUS DEV CORP NEW         EQUITY   149111106     2217   140200 SH       DEFINED                12,21   140200        0        0
CATELLUS DEV CORP NEW         EQUITY   149111106        2      111 SH       DEFINED             16,18,21      111        0        0
CATELLUS DEV CORP NEW         EQUITY   149111106      471    29759 SH       DEFINED             18,21,22    14993        0    14766
CATERPILLAR INC               EQUITY   149123101      517     8830 SH       DEFINED               -          8830        0        0
CATERPILLAR INC               EQUITY   149123101    10694   182600 SH       DEFINED   2,3,11,13,14,30,31        0   182600        0
CATERPILLAR INC               EQUITY   149123101     6412   109493 SH       DEFINED                  4,6    86725        0    22768
CATERPILLAR INC               EQUITY   149123101    21383   365123 SH       DEFINED                12,21   365123        0        0
CATERPILLAR INC               EQUITY   149123101    19741   337083 SH       DEFINED          15,18,21,22   209994        0   127088
CATERPILLAR INC               EQUITY   149123101   358000  6113071 SH       DEFINED             18,21,22  3908401        0  2204669
CATERPILLAR INC               OPTION   149123101       64     1100 SH  PUT  DEFINED             18,21,22        0        0     1100
CATERPILLAR INC               EQUITY   149123101     6935   118414 SH       DEFINED                   25        0   118414        0
CATERPILLAR INC               EQUITY   149123101      619    10567 SH       DEFINED     3,13,14,27,30,31    10567        0        0
CATERPILLAR INC               EQUITY   149123101     1466    25031 SH       DEFINED                21,32    25031        0        0
CATHAY BANCORP INC            EQUITY   149150104      920    22500 SH       DEFINED                12,21    22500        0        0
CATHAY BANCORP INC            EQUITY   149150104      167     4082 SH       DEFINED             18,21,22       50        0     4031
CATHAY BANCORP INC            EQUITY   149150104      119     2900 SH       DEFINED                   25        0     2900        0
CATO CORP NEW CL A            EQUITY   149205106     1247    99740 SH       DEFINED                12,21    99740        0        0
CATO CORP NEW CL A            EQUITY   149205106        3      256 SH       DEFINED             18,21,22      256        0        0
CATO CORP NEW CL A            EQUITY   149205106     2015   161237 SH       DEFINED                21,32   161237        0        0
CATSKILL FINANCIAL CORP       EQUITY   149348104      196    11898 SH       DEFINED             18,21,22     4528        0     7370
CAVALIER HOMES INC            EQUITY   149507105      135    24875 SH       DEFINED               -         24875        0        0
CAVALIER HOMES INC            EQUITY   149507105       52     9500 SH       DEFINED                12,21     9500        0        0
CAVALIER HOMES INC            EQUITY   149507105        7     1200 SH       DEFINED             18,21,22        0        0     1200
CEDAR FAIR L P DEPOSITARY UNI EQUITY   150185106       44     2000 SH       DEFINED          15,18,21,22        0        0     2000
CEDAR FAIR L P DEPOSITARY UNI EQUITY   150185106     1186    53597 SH       DEFINED             18,21,22    26810        0    26787
CELADON GROUP INC             EQUITY   150838100     3589   438358 SH       DEFINED               4,6,10   438358        0        0
CELADON GROUP INC             EQUITY   150838100        2      200 SH       DEFINED             18,21,22        0        0      200
CELL GENESYS INC              EQUITY   150921104       74    12500 SH       DEFINED                12,21    12500        0        0
CELL GENESYS INC              EQUITY   150921104       20     3372 SH       DEFINED             18,21,22     2102        0     1270
CELLSTAR CORP                 EQUITY   150925105      210    34700 SH       DEFINED                12,21    34700        0        0
CELLSTAR CORP                 EQUITY   150925105        4      600 SH       DEFINED             16,18,21      600        0        0
CELLSTAR CORP                 EQUITY   150925105      320    52722 SH       DEFINED             18,21,22     1006        0    51716
CENTENNIAL HEALTHCARE CORP    EQUITY   150937100       73    20600 SH       DEFINED                12,21    20600        0        0
CENTENNIAL HEALTHCARE CORP    EQUITY   150937100        2      507 SH       DEFINED             18,21,22      407        0      100
*** CELESTICA INC SUB VTG SHS EQUITY   15101Q108     9702   215000 SH       DEFINED             16,18,21   215000        0        0
*** CELESTICA INC SUB VTG SHS EQUITY   15101Q108      374     8290 SH       DEFINED             18,21,22     8290        0        0
CELGENE CORP                  EQUITY   151020104      661    41500 SH       DEFINED                12,21    41500        0        0
CELGENE CORP                  EQUITY   151020104       72     4520 SH       DEFINED             18,21,22     1040        0     3480
CELLEGY PHARMACEUTICALS INC   EQUITY   15115L103      106    14900 SH       DEFINED             18,21,22     1200        0    13700
CELLNET DATA SYSTEMS INC      EQUITY   15115M101       12     1500 SH       DEFINED                  4,6        0        0     1500
CELLNET DATA SYSTEMS INC      EQUITY   15115M101      296    36100 SH       DEFINED                12,21    36100        0        0
CELLNET DATA SYSTEMS INC      EQUITY   15115M101      112    13634 SH       DEFINED             18,21,22      834        0    12800
CELLULAR COMMUNICATIONS P.R.  EQUITY   15116N108     1784    61646 SH       DEFINED                12,21    61646        0        0
CELLULAR COMMUNICATIONS P.R.  EQUITY   15116N108       98     3394 SH       DEFINED             18,21,22     3046        0      348
CELLULAR COMMUNICATIONS P.R.  EQUITY   15116N108      262     9050 SH       DEFINED                21,32     9050        0        0
CELLULAR COMMUNICATIONS P.R.  EQUITY   15116N108      741    25600 SH       DEFINED        3,13,30,31,33        0        0    25600
CENDANT CORP                  EQUITY   151313103       20     1000 SH       DEFINED               -          1000        0        0
CENDANT CORP                  EQUITY   151313103      500    24668 SH       DEFINED                  4,6     9806     2000    12862
CENDANT CORP                  EQUITY   151313103   119566  5904503 SH       DEFINED                12,21  5904503        0        0
CENDANT CORP                  EQUITY   151313103     1135    56050 SH       DEFINED          15,18,21,22    22841        0    33209
CENDANT CORP                  EQUITY   151313103    43735  2159764 SH       DEFINED             18,21,22  1205215        0   954549
CENDANT CORP                  OPTION   151313103       10      500 SH  CALL DEFINED             18,21,22        0        0      500
CENDANT CORP                  OPTION   151313103       20     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
CENDANT CORP                  EQUITY   151313103      714    35283 SH       DEFINED                   25        0    35283        0
CENDANT CORP                  EQUITY   151313103     5644   278734 SH       DEFINED     3,13,14,27,30,31   278734        0        0
CENDANT CORP                  EQUITY   151313103      950    46894 SH       DEFINED                21,32    46894        0        0
CENTENNIAL BANCORP            EQUITY   15133T104      217    16370 SH       DEFINED                12,21    16370        0        0
CENTENNIAL BANCORP            EQUITY   15133T104       21     1566 SH       DEFINED             18,21,22      770        0      796
CENTENNIAL CELLULAR CORP CL A EQUITY   15133V208      338     8676 SH       DEFINED                12,21     8676        0        0
CENTENNIAL CELLULAR CORP CL A EQUITY   15133V208       83     2127 SH       DEFINED             18,21,22     2115        0       12
CENTERPOINT PPTYS TRUST       EQUITY   151895109      594    16696 SH       DEFINED                12,21    16696        0        0
CENTERPOINT PPTYS TRUST       EQUITY   151895109       19      539 SH       DEFINED          15,18,21,22      539        0        0
CENTERPOINT PPTYS TRUST       EQUITY   151895109     1217    34226 SH       DEFINED             18,21,22     4623        0    29603
CENTERTRUST RETAIL PPTYS INC  CORPBOND 152038AA3      114   122000 PRN      DEFINED             18,21,22    95000        0    27000
CENTERTRUST RETAIL PPTYS INC  EQUITY   152038105      262    23800 SH       DEFINED                12,21    23800        0        0
CENTERTRUST RETAIL PPTYS INC  EQUITY   152038105      136    12332 SH       DEFINED             18,21,22     5371        0     6960
CENTEX CONSTRUCTION PRODUCTS  EQUITY   15231R109     3866    97421 SH       DEFINED                12,21    97421        0        0
CENTEX CONSTRUCTION PRODUCTS  EQUITY   15231R109        5      116 SH       DEFINED             18,21,22      100        0       16
CENTEX CONSTRUCTION PRODUCTS  EQUITY   15231R109      250     6300 SH       DEFINED                   25        0     6300        0
CENTEX CONSTRUCTION PRODUCTS  EQUITY   15231R109     2895    72955 SH       DEFINED                21,32    72955        0        0
CENTEX CORP                   EQUITY   152312104        1       40 SH       DEFINED               -            40        0        0
CENTEX CORP                   EQUITY   152312104     7493   216023 SH       DEFINED                12,21   216023        0        0
CENTEX CORP                   EQUITY   152312104      140     4049 SH       DEFINED          15,18,21,22     1769        0     2280
CENTEX CORP                   EQUITY   152312104       31      900 SH       DEFINED                18,21      900        0        0
CENTEX CORP                   EQUITY   152312104     4905   141396 SH       DEFINED             18,21,22    91159        0    50236
CENTEX CORP                   EQUITY   152312104       61     1760 SH       DEFINED                   25        0     1760        0
CENTEX CORP                   EQUITY   152312104     2887    83219 SH       DEFINED                21,32    83219        0        0
CENTOCOR INC CV SUB NOTES     CORPBOND 152342AC5       32    25000 PRN      DEFINED                12,21    25000        0        0
CENTOCOR INC CV SUB NOTES     CORPBOND 152342AC5     6764  5331000 PRN      DEFINED             16,18,21  5331000        0        0
CENTOCOR INC CV SUB NOTES-    CORPBOND 152342AE1      329   259500 PRN      DEFINED                12,21   259500        0        0
CENTOCOR INC CV SUB NOTES-    CORPBOND 152342AE1       14    11000 PRN      DEFINED          15,18,21,22        0        0    11000
CENTOCOR INC CV SUB NOTES-    CORPBOND 152342AE1    14913 11754000 PRN      DEFINED             16,18,21 11754000        0        0
CENTOCOR INC CV SUB NOTES-    CORPBOND 152342AE1     2753  2170000 PRN      DEFINED             18,21,22  1973000        0   197000
CENTOCOR  INC                 EQUITY   152342101        3       45 SH       DEFINED               -            45        0        0
CENTOCOR  INC                 EQUITY   152342101     1127    20109 SH       DEFINED                12,21    20109        0        0
CENTOCOR  INC                 EQUITY   152342101     5255    93739 SH       DEFINED             18,21,22    82290        0    11449
CENTOCOR  INC                 OPTION   152342101     2786    49700 SH  CALL DEFINED             18,21,22    49500        0      200
CENTOCOR  INC                 OPTION   152342101       22      400 SH  PUT  DEFINED             18,21,22        0        0      400
CENTOCOR  INC                 EQUITY   152342101      587    10465 SH       DEFINED                21,32    10465        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109       78     3579 SH       DEFINED               -          3579        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      770    35400 SH       DEFINED                  4,6    31800        0     3600
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      520    23907 SH       DEFINED                12,21    23907        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109       50     2276 SH       DEFINED          15,18,21,22     1198        0     1078
CENTRAL & SOUTH WEST CORP     EQUITY   152357109       87     4000 SH       DEFINED             16,18,21     4000        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109     3669   168696 SH       DEFINED             18,21,22   132094        0    36602
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      128     5895 SH       DEFINED                   25        0     5895        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      360    16563 SH       DEFINED     3,13,14,27,30,31    16563        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      246    11303 SH       DEFINED                21,32    11303        0        0
CENTRAL EUROPEAN EQUITY FUND  EQUITY   153436100      289    21487 SH       DEFINED             18,21,22     9070        0    12417
CENTRAL EUROPEAN VALUE FUND   EQUITY   153455100        4      343 SH       DEFINED          15,18,21,22      204        0      139
CENTRAL EUROPEAN VALUE FUND   EQUITY   153455100      626    53818 SH       DEFINED             18,21,22    44013        0     9805
CENTRAL GARDEN & PET CO       EQUITY   153527106        3      380 SH       DEFINED               -           380        0        0
CENTRAL GARDEN & PET CO       EQUITY   153527106      690    77800 SH       DEFINED                12,21    77800        0        0
CENTRAL GARDEN & PET CO       EQUITY   153527106       67     7550 SH       DEFINED          15,18,21,22     4105        0     3445
CENTRAL GARDEN & PET CO       EQUITY   153527106     2547   286949 SH       DEFINED             18,21,22   215774        0    71175
CENTRAL GARDEN & PET CO       EQUITY   153527106       77     8700 SH       DEFINED                   25        0     8700        0
CENTRAL HUDSON GAS & ELEC COR EQUITY   153609102       25      575 SH       DEFINED               -           575        0        0
CENTRAL HUDSON GAS & ELEC COR EQUITY   153609102      597    14000 SH       DEFINED                12,21    14000        0        0
CENTRAL HUDSON GAS & ELEC COR EQUITY   153609102      517    12132 SH       DEFINED             18,21,22     1313        0    10819
CENTRAL NEWPAPERS INC CL A    EQUITY   154647101     5856   140048 SH       DEFINED                12,21   140048        0        0
CENTRAL NEWPAPERS INC CL A    EQUITY   154647101       41      988 SH       DEFINED             18,21,22      228        0      760
CENTRAL NEWPAPERS INC CL A    EQUITY   154647101      778    18600 SH       DEFINED                21,32    18600        0        0
CENTRAL PKG CORP              EQUITY   154785109      530    16150 SH       DEFINED                12,21    16150        0        0
CENTRAL PKG CORP              EQUITY   154785109       75     2289 SH       DEFINED          15,18,21,22        0        0     2289
CENTRAL PKG CORP              EQUITY   154785109      738    22476 SH       DEFINED             18,21,22     3828        0    18648
CENTRAL PKG CORP              EQUITY   154785109      269     8200 SH       DEFINED                   25        0     8200        0
CENTRAL SECURITIES CORP       EQUITY   155123102       14      500 SH       DEFINED          15,18,21,22        0        0      500
CENTRAL SECURITIES CORP       EQUITY   155123102      560    20641 SH       DEFINED             18,21,22    10180        0    10461
CENTRAL VERMONT PUB SVC CORP  EQUITY   155771108       52     3750 SH       DEFINED               -          3750        0        0
CENTRAL VERMONT PUB SVC CORP  EQUITY   155771108      200    14493 SH       DEFINED             18,21,22     7614        0     6879
CENTRIS GROUP INC             EQUITY   155904105     1532   159200 SH       DEFINED                  4,6        0   159200        0
CENTURA BKS INC               EQUITY   15640T100     3192    57640 SH       DEFINED                  4,6    19480    24850    13310
CENTURA BKS INC               EQUITY   15640T100       18      325 SH       DEFINED                  6,7        0        0      325
CENTURA BKS INC               EQUITY   15640T100     1457    26309 SH       DEFINED                12,21    26309        0        0
CENTURA BKS INC               EQUITY   15640T100      157     2834 SH       DEFINED          15,18,21,22      641        0     2193
CENTURA BKS INC               EQUITY   15640T100     1184    21376 SH       DEFINED             18,21,22    12070        0     9305
CENTURA BKS INC               EQUITY   15640T100     2416    43626 SH       DEFINED                21,32    43626        0        0
CENTURY ALUMINUM COMPANY      EQUITY   156431108       45     4305 SH       DEFINED                12,21     4305        0        0
CENTURY ALUMINUM COMPANY      EQUITY   156431108      928    87885 SH       DEFINED             18,21,22    10000        0    77885
CENTURY BUSINESS SERVICES     EQUITY   156490104      880    58900 SH       DEFINED                12,21    58900        0        0
CENTURY BUSINESS SERVICES     EQUITY   156490104       40     2711 SH       DEFINED             18,21,22     2211        0      500
CENTURY BUSINESS SERVICES     EQUITY   156490104      282    18907 SH       DEFINED        3,13,28,29,31    18907        0        0
CENTURY COMMUNICATIONS CORP   EQUITY   156503104      894    20501 SH       DEFINED                12,21    20501        0        0
CENTURY COMMUNICATIONS CORP   EQUITY   156503104     2898    66422 SH       DEFINED             18,21,22    43896        0    22526
CENTURY COMMUNICATIONS CORP   EQUITY   156503104      166     3800 SH       DEFINED     3,13,14,27,30,31     3800        0        0
CENTURY SOUTH BKS INC         EQUITY   156683104      202     8800 SH       DEFINED                12,21     8800        0        0
CENTURY SOUTH BKS INC         EQUITY   156683104       37     1620 SH       DEFINED          15,18,21,22      350        0     1270
CENTURYTEL INC                EQUITY   156700106      118     2782 SH       DEFINED               -          2782        0        0
CENTURYTEL INC                EQUITY   156700106     1926    45392 SH       DEFINED                  4,6    12900        0    32492
CENTURYTEL INC                EQUITY   156700106    50964  1200908 SH       DEFINED                12,21  1200908        0        0
CENTURYTEL INC                EQUITY   156700106      386     9087 SH       DEFINED          15,18,21,22     2625        0     6462
CENTURYTEL INC                EQUITY   156700106    86856  2046648 SH       DEFINED             18,21,22  1086318        0   960329
CENTURYTEL INC                OPTION   156700106      170     4000 SH  CALL DEFINED             18,21,22        0        0     4000
CENTURYTEL INC                EQUITY   156700106      161     3800 SH       DEFINED                   25        0     3800        0
CENTURYTEL INC                EQUITY   156700106     1396    32900 SH       DEFINED     3,13,14,27,30,31    32900        0        0
CENTURYTEL INC                EQUITY   156700106     2179    51336 SH       DEFINED                21,32    51336        0        0
CEPHALON INC                  EQUITY   156708109      542    28268 SH       DEFINED                12,21    28268        0        0
CEPHALON INC                  EQUITY   156708109       39     2019 SH       DEFINED             18,21,22      569        0     1450
CERADYNE INC-CALIF            EQUITY   156710105      140    28710 SH       DEFINED             18,21,22     2000        0    26710
CERIDIAN CORP                 EQUITY   15677T106    69854  2451022 SH       DEFINED                  4,6   948650   661972   840400
CERIDIAN CORP                 EQUITY   15677T106      908    31850 SH       DEFINED                  6,7        0        0    31850
CERIDIAN CORP                 EQUITY   15677T106    27646   970029 SH       DEFINED                12,21   970029        0        0
CERIDIAN CORP                 EQUITY   15677T106       75     2639 SH       DEFINED          15,18,21,22     1899        0      740
CERIDIAN CORP                 EQUITY   15677T106      125     4400 SH       DEFINED             16,18,21     4400        0        0
CERIDIAN CORP                 EQUITY   15677T106     4322   151641 SH       DEFINED             18,21,22   109668        0    41973
CERIDIAN CORP                 EQUITY   15677T106      148     5206 SH       DEFINED                   25        0     5206        0
CERIDIAN CORP                 EQUITY   15677T106      348    12218 SH       DEFINED     3,13,14,27,30,31    12218        0        0
CERIDIAN CORP                 EQUITY   15677T106      218     7658 SH       DEFINED                21,32     7658        0        0
CERNER CORP                   EQUITY   156782104      422    25400 SH       DEFINED                12,21    25400        0        0
CERNER CORP                   EQUITY   156782104     1321    79474 SH       DEFINED             18,21,22     8084        0    71390
CERUS CORP                    EQUITY   157085101     1312    54100 SH       DEFINED             18,21,22        0        0    54100
CHAMPION ENTERPRISES INC      EQUITY   158496109     1068    76944 SH       DEFINED                12,21    76944        0        0
CHAMPION ENTERPRISES INC      EQUITY   158496109        1       40 SH       DEFINED          15,18,21,22       40        0        0
CHAMPION ENTERPRISES INC      EQUITY   158496109      148    10656 SH       DEFINED             18,21,22     6415        0     4241
CHAMPION ENTERPRISES INC      EQUITY   158496109       82     5900 SH       DEFINED                   25        0     5900        0
CHAMPION INTERNATIONAL CORP   EQUITY   158525105        5      100 SH       DEFINED               -           100        0        0
CHAMPION INTERNATIONAL CORP   EQUITY   158525105     1497    28050 SH       DEFINED                  4,6     3100        0    24950
CHAMPION INTERNATIONAL CORP   EQUITY   158525105    15515   290682 SH       DEFINED                12,21   290682        0        0
CHAMPION INTERNATIONAL CORP   EQUITY   158525105       33      623 SH       DEFINED          15,18,21,22        3        0      620
CHAMPION INTERNATIONAL CORP   EQUITY   158525105    10675   200000 SH       DEFINED             16,18,21   200000        0        0
CHAMPION INTERNATIONAL CORP   EQUITY   158525105     1787    33473 SH       DEFINED             18,21,22    21400        0    12073
CHAMPION INTERNATIONAL CORP   EQUITY   158525105      148     2771 SH       DEFINED                   25        0     2771        0
CHAMPION INTERNATIONAL CORP   EQUITY   158525105      234     4376 SH       DEFINED                21,32     4376        0        0
CHAMPIONSHIP AUTO RACING TEAM EQUITY   158711101      372    11200 SH       DEFINED                12,21    11200        0        0
CHAMPIONSHIP AUTO RACING TEAM EQUITY   158711101      122     3666 SH       DEFINED          15,18,21,22     2605        0     1061
CHAMPIONSHIP AUTO RACING TEAM EQUITY   158711101     2025    61023 SH       DEFINED             18,21,22    50447        0    10576
CHANCELLOR MEDIA CORP         EQUITY   158915108       78     1490 SH       DEFINED               -          1490        0        0
CHANCELLOR MEDIA CORP         EQUITY   158915108     2973    56633 SH       DEFINED                  4,6    14525        0    42108
CHANCELLOR MEDIA CORP         EQUITY   158915108     8427   160517 SH       DEFINED                12,21   160517        0        0
CHANCELLOR MEDIA CORP         EQUITY   158915108     2671    50870 SH       DEFINED          15,18,21,22    33000        0    17870
CHANCELLOR MEDIA CORP         EQUITY   158915108    72453  1380061 SH       DEFINED             18,21,22   905798        0   474263
CHANCELLOR MEDIA CORP         EQUITY   158915108     1193    22730 SH       DEFINED                21,32    22730        0        0
CHANCELLOR MEDIA CORP         EQUITY   158915306     1883    12820 SH       DEFINED             18,21,22    12820        0        0
CHANCELLOR MEDIA CORP CONV    EQUITY   158915405       85      800 SH       DEFINED                12,21      800        0        0
CHANCELLOR MEDIA CORP CONV    EQUITY   158915405     6332    59388 SH       DEFINED             18,21,22    59388        0        0
CHAPMAN HOLDINGS INC          EQUITY   159516103      650   100000 SH       DEFINED                12,21   100000        0        0
CHARLES RIVER ASSOC INC       EQUITY   159852102      233     8000 SH       DEFINED                12,21     8000        0        0
CHARTER ONE FINL INC          EQUITY   160903100       23      857 SH       DEFINED               -           857        0        0
CHARTER ONE FINL INC          EQUITY   160903100      217     8235 SH       DEFINED                  4,6     1260        0     6975
CHARTER ONE FINL INC          EQUITY   160903100     5569   211626 SH       DEFINED                    6   211626        0        0
CHARTER ONE FINL INC          EQUITY   160903100     4133   157062 SH       DEFINED                12,21   157062        0        0
CHARTER ONE FINL INC          EQUITY   160903100      499    18982 SH       DEFINED          15,18,21,22     5226        0    13756
CHARTER ONE FINL INC          EQUITY   160903100      632    24000 SH       DEFINED             16,18,21    24000        0        0
CHARTER ONE FINL INC          EQUITY   160903100    20422   776106 SH       DEFINED             18,21,22   392904        0   383202
CHARTER ONE FINL INC          EQUITY   160903100      710    27000 SH       DEFINED                21,32    27000        0        0
CHARTER MUN MTG ACCEP CO      EQUITY   160908109        3      270 SH       DEFINED               -           270        0        0
CHARTER MUN MTG ACCEP CO      EQUITY   160908109      250    19800 SH       DEFINED                12,21    19800        0        0
CHARTER MUN MTG ACCEP CO      EQUITY   160908109      144    11405 SH       DEFINED             18,21,22     3455        0     7950
CHARMING SHOPS INC            CORPBOND 161133AA1       21    20000 PRN      DEFINED             18,21,22        0        0    20000
CHARMING SHOPPES INC          EQUITY   161133103      547    84921 SH       DEFINED                12,21    84921        0        0
CHARMING SHOPPES INC          EQUITY   161133103       23     3601 SH       DEFINED             18,21,22     1001        0     2600
CHART INDS INC                EQUITY   16115Q100      124    18150 SH       DEFINED                12,21    18150        0        0
CHART INDS INC                EQUITY   16115Q100       42     6125 SH       DEFINED             18,21,22     1828        0     4297
CHARTWELL RE CORP             EQUITY   16139W109       76     4158 SH       DEFINED                12,21     4158        0        0
CHARTWELL RE CORP             EQUITY   16139W109       23     1280 SH       DEFINED          15,18,21,22     1280        0        0
CHARTWELL RE CORP             EQUITY   16139W109      685    37420 SH       DEFINED             18,21,22    26890        0    10530
CHASE INDS INC                EQUITY   161568100     9760  1139827 SH       DEFINED               4,6,10  1139827        0        0
CHASE INDS INC                EQUITY   161568100       57     6650 SH       DEFINED                12,21     6650        0        0
CHASE INDS INC                EQUITY   161568100        4      450 SH       DEFINED             18,21,22        0        0      450
CHASE MANHATTAN CORP NEW      EQUITY   16161A108     6295    80444 SH       DEFINED               -         80444        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108    14575   186256 SH       DEFINED   2,3,11,13,14,30,31        0   186256        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108    82049  1048545 SH       DEFINED                  4,6   398711   245450   404384
CHASE MANHATTAN CORP NEW      EQUITY   16161A108      861    11000 SH       DEFINED                  6,7        0        0    11000
CHASE MANHATTAN CORP NEW      EQUITY   16161A108   350583  4480291 SH       DEFINED                12,21  4480291        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108    29520   377253 SH       DEFINED          15,18,21,22   204927        0   172326
CHASE MANHATTAN CORP NEW      EQUITY   16161A108    45766   584870 SH       DEFINED             16,18,21   584870        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108      524     6700 SH       DEFINED                18,21     6700        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108  1076914 13762473 SH       DEFINED             18,21,22  6382914        0  7379558
CHASE MANHATTAN CORP NEW      OPTION   16161A108      149     1900 SH  CALL DEFINED             18,21,22     1000        0      900
CHASE MANHATTAN CORP NEW      OPTION   16161A108      125     1600 SH  PUT  DEFINED             18,21,22        0        0     1600
CHASE MANHATTAN CORP NEW      EQUITY   16161A108     4045    51696 SH       DEFINED                   25        0    51696        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108     2627    33568 SH       DEFINED     3,13,14,27,30,31    33568        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108     3654    46697 SH       DEFINED                21,32    46697        0        0
CHATEAU CMNTYS INC            EQUITY   161726104      574    19745 SH       DEFINED                12,21    19745        0        0
CHATEAU CMNTYS INC            EQUITY   161726104      732    25191 SH       DEFINED             18,21,22     7223        0    17968
CHATTEM INC                   EQUITY   162456107     1288    43300 SH       DEFINED                12,21    43300        0        0
CHATTEM INC                   EQUITY   162456107       17      582 SH       DEFINED             18,21,22      147        0      435
CHATTEM INC                   EQUITY   162456107     1235    41500 SH       DEFINED                   25        0    41500        0
CHECKERS DRIVE-IN RESTAURANTS EQUITY   162809107        4    12425 SH       DEFINED             18,21,22      150        0    12275
CHECKFREE HOLDINGS CORP       EQUITY   162816102     2468    84914 SH       DEFINED                  4,6    29150    38364    17400
CHECKFREE HOLDINGS CORP       EQUITY   162816102       13      460 SH       DEFINED                  6,7        0        0      460
CHECKFREE HOLDINGS CORP       EQUITY   162816102     1625    55900 SH       DEFINED                12,21    55900        0        0
CHECKFREE HOLDINGS CORP       EQUITY   162816102        9      300 SH       DEFINED          15,18,21,22        0        0      300
CHECKFREE HOLDINGS CORP       EQUITY   162816102      632    21732 SH       DEFINED             18,21,22    19682        0     2050
CHECKFREE HOLDINGS CORP       EQUITY   162816102       15      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
CHECKFREE HOLDINGS CORP       EQUITY   162816102      907    31200 SH       DEFINED                21,32    31200        0        0
CHECKPOINT SYSTEMS INC        EQUITY   162825103      574    62457 SH       DEFINED                12,21    62457        0        0
CHECKPOINT SYSTEMS INC        EQUITY   162825103      506    55040 SH       DEFINED             16,18,21    55040        0        0
CHECKPOINT SYSTEMS INC        EQUITY   162825103       14     1487 SH       DEFINED             18,21,22      717        0      770
CHEESECAKE FACTORY INC        EQUITY   163072101      134     4500 SH       DEFINED                  4,6        0     4500        0
CHEESECAKE FACTORY INC        EQUITY   163072101      536    17950 SH       DEFINED                12,21    17950        0        0
CHEESECAKE FACTORY INC        EQUITY   163072101      722    24169 SH       DEFINED             18,21,22    18970        0     5199
CHEESECAKE FACTORY INC        EQUITY   163072101      427    14300 SH       DEFINED                   25        0    14300        0
CHELSEA GCA REALTY INC        EQUITY   163262108       48     1400 SH       DEFINED               -          1400        0        0
CHELSEA GCA REALTY INC        EQUITY   163262108      465    13530 SH       DEFINED                12,21    13530        0        0
CHELSEA GCA REALTY INC        EQUITY   163262108       77     2250 SH       DEFINED          15,18,21,22     1235        0     1015
CHELSEA GCA REALTY INC        EQUITY   163262108     3108    90428 SH       DEFINED             18,21,22    66287        0    24141
CHEMED CORP                   EQUITY   163596109       39     1200 SH       DEFINED               -          1200        0        0
CHEMED CORP                   EQUITY   163596109     3513   108515 SH       DEFINED                12,21   108515        0        0
CHEMED CORP                   EQUITY   163596109      353    10913 SH       DEFINED             18,21,22     7665        0     3248
CHEMFIRST INC                 EQUITY   16361A106       52     2000 SH       DEFINED                  4,6        0        0     2000
CHEMFIRST INC                 EQUITY   16361A106      412    15925 SH       DEFINED                12,21    15925        0        0
CHEMFIRST INC                 EQUITY   16361A106       11      409 SH       DEFINED             18,21,22        1        0      408
CHEMFAB CORP                  EQUITY   16361L102     1719   100000 SH       DEFINED                12,21   100000        0        0
CHEMFAB CORP                  EQUITY   16361L102       73     4250 SH       DEFINED             18,21,22      450        0     3800
CHEMICAL FINANCIAL CORP       EQUITY   163731102      364    11121 SH       DEFINED                12,21    11121        0        0
CHESAPEAKE BIOLOGICAL LABS IN EQUITY   165146101       44    12100 SH       DEFINED             18,21,22     2600        0     9500
CHESAPEAKE CORP               EQUITY   165159104     2075    67062 SH       DEFINED                12,21    67062        0        0
CHESAPEAKE CORP               EQUITY   165159104       10      311 SH       DEFINED             18,21,22      101        0      210
CHESAPEAKE CORP               EQUITY   165159104      411    13300 SH       DEFINED                   25        0    13300        0
CHESAPEAKE ENERGY CORP        EQUITY   165167107      206    58873 SH       DEFINED                12,21    58873        0        0
CHESAPEAKE ENERGY CORP        EQUITY   165167107       46    13095 SH       DEFINED             18,21,22     7605        0     5490
CHEVRON CORP                  EQUITY   166751107     2628    28802 SH       DEFINED               -         28802        0        0
CHEVRON CORP                  EQUITY   166751107    24057   263639 SH       DEFINED                  4,6    86594    78175    98870
CHEVRON CORP                  EQUITY   166751107      183     2000 SH       DEFINED                5,6,7        0        0     2000
CHEVRON CORP                  EQUITY   166751107   139078  1524141 SH       DEFINED                12,21  1524141        0        0
CHEVRON CORP                  EQUITY   166751107     5829    63874 SH       DEFINED          15,18,21,22    32375        0    31499
CHEVRON CORP                  EQUITY   166751107     1290    14132 SH       DEFINED             16,18,21    14132        0        0
CHEVRON CORP                  EQUITY   166751107   426788  4677124 SH       DEFINED             18,21,22  1581786        0  3095338
CHEVRON CORP                  EQUITY   166751107     2654    29080 SH       DEFINED                   25        0    29080        0
CHEVRON CORP                  EQUITY   166751107     1094    11984 SH       DEFINED     3,13,14,27,30,31    11984        0        0
CHEVRON CORP                  EQUITY   166751107     3668    40198 SH       DEFINED                21,32    40198        0        0
CHIC BY H I S INC             EQUITY   167113109       34    15980 SH       DEFINED             18,21,22     5480        0    10500
CHICAGO TITLE CORP            EQUITY   168228104       72     1500 SH       DEFINED               -          1500        0        0
CHICAGO TITLE CORP            EQUITY   168228104      543    11300 SH       DEFINED                12,21    11300        0        0
CHICAGO TITLE CORP            EQUITY   168228104     1643    34188 SH       DEFINED             18,21,22     7159        0    27029
CHICOS FAS INC                EQUITY   168615102       17      670 SH       DEFINED               -           670        0        0
CHICOS FAS INC                EQUITY   168615102     2093    81300 SH       DEFINED                12,21    81300        0        0
CHICOS FAS INC                EQUITY   168615102       32     1250 SH       DEFINED             18,21,22      450        0      800
CHICOS FAS INC                EQUITY   168615102     2037    79117 SH       DEFINED                21,32    79117        0        0
CHIEFTAIN INTERNATIONAL INC   EQUITY   16867C101      511    27600 SH       DEFINED   2,3,11,13,14,30,31        0    27600        0
CHIEFTAIN INTERNATIONAL INC   EQUITY   16867C101      135     7300 SH       DEFINED             16,18,21     7300        0        0
CHIEFTAIN INTERNATIONAL INC   EQUITY   16867C101        3      140 SH       DEFINED             18,21,22        0        0      140
CHILE FUND INC                EQUITY   168834109      435    38000 SH       DEFINED                12,21    38000        0        0
CHILE FUND INC                EQUITY   168834109        7      639 SH       DEFINED          15,18,21,22      639        0        0
CHILE FUND INC                EQUITY   168834109       92     8000 SH       DEFINED             16,18,21     8000        0        0
CHILE FUND INC                EQUITY   168834109      207    18103 SH       DEFINED             18,21,22     7116        0    10986
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107     3553    86400 SH       DEFINED   2,3,11,13,14,30,31        0    86400        0
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107       12      300 SH       DEFINED                  4,6        0        0      300
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107     5404   131400 SH       DEFINED                12,21   131400        0        0
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107       10      240 SH       DEFINED          15,18,21,22      125        0      115
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107     1599    38875 SH       DEFINED             18,21,22    22945        0    15930
*** CHINA EASTERN AIRLINES    EQUITY   16937R104      219    18210 SH       DEFINED             18,21,22     7800        0    10410
CHINA FUND INC                EQUITY   169373107       77     7000 SH       DEFINED                5,6,7        0        0     7000
CHINA FUND INC                EQUITY   169373107       99     8991 SH       DEFINED             18,21,22     4515        0     4475
*** CHINA SOUTHERN AIRLINES   EQUITY   169409109     5999   554797 SH       DEFINED             18,21,22   457651        0    97146
*** CHINA TELECOM HONG KONG   EQUITY   169428109      136     2300 SH       DEFINED                12,21     2300        0        0
*** CHINA TELECOM HONG KONG   EQUITY   169428109        6       93 SH       DEFINED          15,18,21,22       51        0       42
*** CHINA TELECOM HONG KONG   EQUITY   169428109      480     8100 SH       DEFINED       17,18,19,20,21     8100        0        0
*** CHINA TELECOM HONG KONG   EQUITY   169428109     1596    26906 SH       DEFINED             18,21,22    20953        0     5953
CHOICE HOTELS INTL INC        EQUITY   169905106      718    43500 SH       DEFINED                12,21    43500        0        0
CHOICE HOTELS INTL INC        EQUITY   169905106       81     4900 SH       DEFINED             18,21,22      850        0     4050
CHIQUITA BRANDS INTL          EQUITY   170032106     2470   346700 SH       DEFINED                12,21   346700        0        0
CHIQUITA BRANDS INTL          EQUITY   170032106      291    40803 SH       DEFINED             18,21,22    17248        0    23555
CHIQUITA BRANDS INTERNATIONAL EQUITY   170032403      264     8362 SH       DEFINED             18,21,22     1912        0     6450
CHIREX INC                    EQUITY   170038103     1493    44400 SH       DEFINED                  4,6      800        0    43600
CHIREX INC                    EQUITY   170038103     2478    73700 SH       DEFINED                12,21    73700        0        0
CHIREX INC                    EQUITY   170038103      559    16627 SH       DEFINED             18,21,22     6859        0     9768
CHIREX INC                    OPTION   170038103     1177    35000 SH  CALL DEFINED             18,21,22    35000        0        0
CHIREX INC                    OPTION   170038103     1177    35000 SH  PUT  DEFINED             18,21,22    35000        0        0
CHIREX INC                    EQUITY   170038103      447    13300 SH       DEFINED                   25        0    13300        0
CHIRON CORP SUB NOTES CONV    CORPBOND 170040AB5      172   172000 PRN      DEFINED          15,18,21,22   101000        0    71000
CHIRON CORP SUB NOTES CONV    CORPBOND 170040AB5     4786  4792000 PRN      DEFINED             18,21,22  3332000        0  1460000
CHIRON CORP DELAWARE          EQUITY   170040109      722    28107 SH       DEFINED               -         28107        0        0
CHIRON CORP DELAWARE          EQUITY   170040109      658    25620 SH       DEFINED                  4,6    24700        0      920
CHIRON CORP DELAWARE          EQUITY   170040109    83847  3264055 SH       DEFINED                12,21  3264055        0        0
CHIRON CORP DELAWARE          EQUITY   170040109      607    23613 SH       DEFINED          15,18,21,22     7985        0    15628
CHIRON CORP DELAWARE          EQUITY   170040109     1927    75000 SH       DEFINED             16,18,21    75000        0        0
CHIRON CORP DELAWARE          EQUITY   170040109    28449  1107496 SH       DEFINED             18,21,22   435899        0   671597
CHIRON CORP DELAWARE          EQUITY   170040109      385    15000 SH       DEFINED                   25        0    15000        0
CHIRON CORP DELAWARE          EQUITY   170040109      701    27300 SH       DEFINED                21,32    27300        0        0
CHITTENDEN CORP               EQUITY   170228100     3295   117164 SH       DEFINED                  4,6    39675    53719    23770
CHITTENDEN CORP               EQUITY   170228100       19      665 SH       DEFINED                  6,7        0        0      665
CHITTENDEN CORP               EQUITY   170228100     1967    69930 SH       DEFINED                12,21    69930        0        0
CHITTENDEN CORP               EQUITY   170228100       83     2960 SH       DEFINED          15,18,21,22     1605        0     1355
CHITTENDEN CORP               EQUITY   170228100     3822   135900 SH       DEFINED             18,21,22    93045        0    42855
CHOCK FULL OF NUTS CV S/D-REG CORPBOND 170268AB2     4674  3534000 PRN      DEFINED             18,21,22  3394000        0   140000
CHOCK FULL OF NUTS CORP CV SR CORPBOND 170268AC0      356   286000 PRN      DEFINED             18,21,22   141000        0   145000
CHOICEPOINT INC               EQUITY   170388102     1650    25700 SH       DEFINED                12,21    25700        0        0
CHOICEPOINT INC               EQUITY   170388102      263     4093 SH       DEFINED          15,18,21,22     2286        0     1807
CHOICEPOINT INC               EQUITY   170388102       80     1240 SH       DEFINED             16,18,21     1240        0        0
CHOICEPOINT INC               EQUITY   170388102     1718    26760 SH       DEFINED             18,21,22    24585        0     2175
CHRIS CRAFT INDUSTRIES INC    EQUITY   170520100       23      486 SH       DEFINED                12,21      486        0        0
CHRIS CRAFT INDUSTRIES INC    EQUITY   170520100     1316    28144 SH       DEFINED             18,21,22    22292        0     5852
CHROMATICS COLOR SCI INTL INC EQUITY   171116304      171    27050 SH       DEFINED             18,21,22        0        0    27050
CHROMCRAFT REVINGTON INC      EQUITY   171117104    76888  5695418 SH       DEFINED                1,4,6  5695418        0        0
CHROMCRAFT REVINGTON INC      EQUITY   171117104        7      500 SH       DEFINED             18,21,22        0        0      500
CHRONIMED INC                 EQUITY   171164106     4157   457157 SH       DEFINED             18,21,22   381610        0    75547
CHUBB CORP                    EQUITY   171232101      396     6380 SH       DEFINED               -          6380        0        0
CHUBB CORP                    EQUITY   171232101     8711   140361 SH       DEFINED                  4,6    30800    97675    11886
CHUBB CORP                    EQUITY   171232101   121419  1956380 SH       DEFINED                12,21  1956380        0        0
CHUBB CORP                    EQUITY   171232101     1290    20781 SH       DEFINED          15,18,21,22     9948        0    10833
CHUBB CORP                    EQUITY   171232101    23795   383400 SH       DEFINED             16,18,21   383400        0        0
CHUBB CORP                    EQUITY   171232101   206266  3323493 SH       DEFINED             18,21,22   818402        0  2505091
CHUBB CORP                    EQUITY   171232101     3533    56928 SH       DEFINED                   25        0    56928        0
CHUBB CORP                    EQUITY   171232101      463     7465 SH       DEFINED                21,32     7465        0        0
CHURCH & DWIGHT CO INC        EQUITY   171340102     1769    37695 SH       DEFINED                12,21    37695        0        0
CHURCH & DWIGHT CO INC        EQUITY   171340102      132     2815 SH       DEFINED          15,18,21,22     1146        0     1669
CHURCH & DWIGHT CO INC        EQUITY   171340102     1821    38793 SH       DEFINED             18,21,22    24063        0    14729
CHURCH & DWIGHT CO INC        EQUITY   171340102     1764    37581 SH       DEFINED                21,32    37581        0        0
CHURCHILL DOWNS INC           EQUITY   171484108      203     7300 SH       DEFINED                12,21     7300        0        0
CHURCHILL DOWNS INC           EQUITY   171484108       71     2566 SH       DEFINED             18,21,22     2315        0      251
CIBER INC                     EQUITY   17163B102     9481   534143 SH       DEFINED                12,21   534143        0        0
CIBER INC                     EQUITY   17163B102      159     8931 SH       DEFINED          15,18,21,22     6066        0     2865
CIBER INC                     EQUITY   17163B102     2041   115000 SH       DEFINED             16,18,21   115000        0        0
CIBER INC                     EQUITY   17163B102     2977   167706 SH       DEFINED             18,21,22   133248        0    34458
CIBER INC                     OPTION   17163B102      914    51500 SH  PUT  DEFINED             18,21,22    51500        0        0
CIBER INC                     EQUITY   17163B102      265    14922 SH       DEFINED                21,32    14922        0        0
CIENA CORP                    EQUITY   171779101    28166   869999 SH       DEFINED                  4,6        0   626305   243694
CIENA CORP                    EQUITY   171779101     1030    31800 SH       DEFINED                12,21    31800        0        0
CIENA CORP                    EQUITY   171779101        9      275 SH       DEFINED          15,18,21,22      200        0       75
CIENA CORP                    EQUITY   171779101     4134   127698 SH       DEFINED             18,21,22    59984        0    67714
CIENA CORP                    OPTION   171779101     1949    60200 SH  CALL DEFINED             18,21,22    60000        0      200
CIENA CORP                    OPTION   171779101     1943    60000 SH  PUT  DEFINED             18,21,22    60000        0        0
CILCORP INC                   EQUITY   171794100      727    11364 SH       DEFINED                12,21    11364        0        0
CILCORP INC                   EQUITY   171794100      446     6969 SH       DEFINED             18,21,22     1251        0     5718
CINCINNATI BELL INC           EQUITY   171870108      739    35285 SH       DEFINED                  4,6    25000        0    10285
CINCINNATI BELL INC           EQUITY   171870108     1320    63038 SH       DEFINED                12,21    63038        0        0
CINCINNATI BELL INC           EQUITY   171870108      245    11696 SH       DEFINED          15,18,21,22    10314        0     1382
CINCINNATI BELL INC           EQUITY   171870108     4383   209349 SH       DEFINED             18,21,22    63275        0   146074
CINCINNATI BELL INC           EQUITY   171870108      379    18100 SH       DEFINED     3,13,14,27,30,31    18100        0        0
*** CINAR CORPORATION CL B SU EQUITY   171905300      885    31600 SH       DEFINED                  4,6        0        0    31600
*** CINAR CORPORATION CL B SU EQUITY   171905300     6294   224800 SH       DEFINED                12,21   224800        0        0
*** CINAR CORPORATION CL B SU EQUITY   171905300        4      125 SH       DEFINED          15,18,21,22      100        0       25
*** CINAR CORPORATION CL B SU EQUITY   171905300     1358    48500 SH       DEFINED             16,18,21    48500        0        0
*** CINAR CORPORATION CL B SU OPTION   171905300      420    15000 SH  CALL DEFINED             18,21,22    15000        0        0
*** CINAR CORPORATION CL B SU EQUITY   171905300      569    20318 SH       DEFINED             18,21,22    17048        0     3270
*** CINAR CORPORATION CL B SU EQUITY   171905300     6972   249000 SH       DEFINED            4,6,23,24   249000        0        0
CINCINNATI FINANCIAL CORP     EQUITY   172062101      605    15895 SH       DEFINED                12,21    15895        0        0
CINCINNATI FINANCIAL CORP     EQUITY   172062101     3397    89241 SH       DEFINED             18,21,22    42856        0    46384
CINCINNATI FINANCIAL CORP     EQUITY   172062101      179     4700 SH       DEFINED                   25        0     4700        0
CINCINNATI FINANCIAL CORP     EQUITY   172062101      290     7615 SH       DEFINED                21,32     7615        0        0
CINERGY CORP                  EQUITY   172474108      132     4370 SH       DEFINED               -          4370        0        0
CINERGY CORP                  EQUITY   172474108     1215    40325 SH       DEFINED                  4,6        0     6300    34025
CINERGY CORP                  EQUITY   172474108     1213    40255 SH       DEFINED                12,21    40255        0        0
CINERGY CORP                  EQUITY   172474108       27      882 SH       DEFINED          15,18,21,22      172        0      710
CINERGY CORP                  EQUITY   172474108     6518   216352 SH       DEFINED             18,21,22    58138        0   158214
CINERGY CORP                  EQUITY   172474108      137     4545 SH       DEFINED                   25        0     4545        0
CINERGY CORP                  EQUITY   172474108      452    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
CINERGY CORP                  EQUITY   172474108      219     7276 SH       DEFINED                21,32     7276        0        0
CIRCLE INTERNATIONAL GRP INC  EQUITY   172574105      293    12093 SH       DEFINED                12,21    12093        0        0
CIRCLE INTERNATIONAL GRP INC  EQUITY   172574105     2573   106100 SH       DEFINED             18,21,22    99800        0     6300
CIRCUIT CITY STORES INC       EQUITY   172737108      558    12000 SH       DEFINED                  4,6    12000        0        0
CIRCUIT CITY STORES INC       EQUITY   172737108     4943   106301 SH       DEFINED                12,21   106301        0        0
CIRCUIT CITY STORES INC       EQUITY   172737108      546    11746 SH       DEFINED          15,18,21,22     7141        0     4605
CIRCUIT CITY STORES INC       EQUITY   172737108    14605   314078 SH       DEFINED             18,21,22   213464        0   100613
CIRCUIT CITY STORES INC       EQUITY   172737108      134     2876 SH       DEFINED                   25        0     2876        0
CIRCUIT CITY STORES INC       EQUITY   172737108      216     4651 SH       DEFINED                21,32     4651        0        0
CISCO SYS INC                 EQUITY   17275R102     6883   111356 SH       DEFINED               -        111356        0        0
CISCO SYS INC                 EQUITY   17275R102   252555  4085788 SH       DEFINED                  4,6  1215031   847414  2023343
CISCO SYS INC                 EQUITY   17275R102     6997   113199 SH       DEFINED                5,6,7        0        0   113199
CISCO SYS INC                 EQUITY   17275R102     4901    79290 SH       DEFINED                  6,7        0        0    79290
CISCO SYS INC                 EQUITY   17275R102   456969  7392764 SH       DEFINED                12,21  7392764        0        0
CISCO SYS INC                 EQUITY   17275R102    63065  1020260 SH       DEFINED          15,18,21,22   496189        0   524071
CISCO SYS INC                 OPTION   17275R102        6      100 SH  CALL DEFINED          15,18,21,22        0        0      100
CISCO SYS INC                 EQUITY   17275R102    45105   729700 SH       DEFINED             16,18,21   729700        0        0
CISCO SYS INC                 EQUITY   17275R102    55632   900000 SH       DEFINED                18,21   900000        0        0
CISCO SYS INC                 EQUITY   17275R102  1387104 22440331 SH       DEFINED             18,21,22 12717199        0  9723132
CISCO SYS INC                 OPTION   17275R102     2106    34075 SH  CALL DEFINED             18,21,22    31000        0     3075
CISCO SYS INC                 OPTION   17275R102     1990    32200 SH  PUT  DEFINED             18,21,22    30200        0     2000
CISCO SYS INC                 EQUITY   17275R102    13846   224000 SH       DEFINED            4,6,23,24   224000        0        0
CISCO SYS INC                 EQUITY   17275R102    15118   244570 SH       DEFINED                   25        0   244570        0
CISCO SYS INC                 EQUITY   17275R102    80728  1306008 SH       DEFINED     3,13,14,27,30,31  1306008        0        0
CISCO SYS INC                 EQUITY   17275R102     1236    20000 SH       DEFINED        3,13,28,29,31    20000        0        0
CISCO SYS INC                 EQUITY   17275R102    10503   169909 SH       DEFINED                21,32   169909        0        0
CIRRUS LOGIC INC CV SUB NOTES CORPBOND 172755AC4       36    50000 PRN      DEFINED             18,21,22    50000        0        0
CIRRUS LOGIC INC              EQUITY   172755100      168    18550 SH       DEFINED               -         18550        0        0
CIRRUS LOGIC INC              EQUITY   172755100     7750   855135 SH       DEFINED                12,21   855135        0        0
CIRRUS LOGIC INC              EQUITY   172755100      157    17335 SH       DEFINED          15,18,21,22     6075        0    11260
CIRRUS LOGIC INC              EQUITY   172755100     6903   761686 SH       DEFINED             18,21,22   315956        0   445730
CIRRUS LOGIC INC              OPTION   172755100       11     1200 SH  PUT  DEFINED             18,21,22        0        0     1200
CIRRUS LOGIC INC              EQUITY   172755100     1604   177012 SH       DEFINED                21,32   177012        0        0
CITADEL COMMUNICATIONS CORP   EQUITY   172853202     2783    86300 SH       DEFINED                12,21    86300        0        0
CITADEL COMMUNICATIONS CORP   EQUITY   172853202       98     3029 SH       DEFINED          15,18,21,22     2163        0      866
CITADEL COMMUNICATIONS CORP   EQUITY   172853202     1582    49053 SH       DEFINED             18,21,22    40255        0     8798
CITATION CORPORATION          EQUITY   172895104      198    12111 SH       DEFINED                12,21    12111        0        0
CITATION CORPORATION          EQUITY   172895104        5      282 SH       DEFINED          15,18,21,22      282        0        0
CITATION CORPORATION          EQUITY   172895104       43     2600 SH       DEFINED             16,18,21     2600        0        0
CITATION CORPORATION          EQUITY   172895104       43     2654 SH       DEFINED             18,21,22      399        0     2255
CINTAS CORP                   EQUITY   172908105    28334   458858 SH       DEFINED                  4,6   190725   160373   107760
CINTAS CORP                   EQUITY   172908105     8185   132555 SH       DEFINED                12,21   132555        0        0
CINTAS CORP                   EQUITY   172908105       85     1380 SH       DEFINED          15,18,21,22     1080        0      300
CINTAS CORP                   EQUITY   172908105     5777    93554 SH       DEFINED             18,21,22    58767        0    34787
CINTAS CORP                   EQUITY   172908105    10004   162000 SH       DEFINED            4,6,23,24   162000        0        0
CINTAS CORP                   EQUITY   172908105     1231    19940 SH       DEFINED                21,32    19940        0        0
CITIGROUP INC                 EQUITY   172967101     6671   151180 SH       DEFINED               -        151180        0        0
CITIGROUP INC                 EQUITY   172967101   280867  6365250 SH       DEFINED                    3  6365250        0        0
CITIGROUP INC                 EQUITY   172967101    29317   664404 SH       DEFINED                  4,6   260386    64295   339723
CITIGROUP INC                 EQUITY   172967101    20474   463999 SH       DEFINED                    6   463999        0        0
CITIGROUP INC                 EQUITY   172967101    20037   454088 SH       DEFINED                12,21   454088        0        0
CITIGROUP INC                 EQUITY   172967101    35412   802529 SH       DEFINED          15,18,21,22   491442        0   311086
CITIGROUP INC                 OPTION   172967101       33      750 SH  CALL DEFINED          15,18,21,22        0        0      750
CITIGROUP INC                 EQUITY   172967101     4276    96895 SH       DEFINED             16,18,21    96895        0        0
CITIGROUP INC                 EQUITY   172967101   936976 21234583 SH       DEFINED             18,21,22 11194389        0 10040193
CITIGROUP INC                 OPTION   172967101     3170    71850 SH  CALL DEFINED             18,21,22     1200        0    70650
CITIGROUP INC                 OPTION   172967101       99     2250 SH  PUT  DEFINED             18,21,22        0        0     2250
CITIGROUP INC                 EQUITY   172967101     4921   111524 SH       DEFINED                   25        0   111524        0
CITIGROUP INC                 EQUITY   172967101     2874    65142 SH       DEFINED     3,13,14,27,30,31    65142        0        0
CITIGROUP INC                 EQUITY   172967101  1680946 38095098 SH       DEFINED              3,13,31 38095098        0        0
CITIGROUP INC                 EQUITY   172967101     6876   155834 SH       DEFINED                21,32   155834        0        0
CITIZENS BANKING CORP         EQUITY   174420109      608    21338 SH       DEFINED                12,21    21338        0        0
CITIZENS BANKING CORP         EQUITY   174420109       52     1807 SH       DEFINED             18,21,22     1407        0      400
CITIZENS UTILITIES CO SER B   EQUITY   177342201     1995   166250 SH       DEFINED                12,21   166250        0        0
CITIZENS UTILITIES CO SER B   EQUITY   177342201      149    12413 SH       DEFINED          15,18,21,22    10449        0     1964
CITIZENS UTILITIES CO SER B   EQUITY   177342201    16289  1357436 SH       DEFINED             18,21,22   343881        0  1013555
CITRIX SYSTEMS INC SUB DEB    CORPBOND 177376AA8      125   300000 PRN      DEFINED                12,21   300000        0        0
CITRIX SYSTEMS INC            EQUITY   177376100       21      410 SH       DEFINED               -           410        0        0
CITRIX SYSTEMS INC            EQUITY   177376100      560    11000 SH       DEFINED                  4,6        0        0    11000
CITRIX SYSTEMS INC            EQUITY   177376100    43185   848842 SH       DEFINED                12,21   848842        0        0
CITRIX SYSTEMS INC            EQUITY   177376100     1460    28690 SH       DEFINED          15,18,21,22    19245        0     9445
CITRIX SYSTEMS INC            EQUITY   177376100    28901   568088 SH       DEFINED             18,21,22   444308        0   123780
CITRIX SYSTEMS INC            EQUITY   177376100     5204   102292 SH       DEFINED                21,32   102292        0        0
CITY HLDG CO                  EQUITY   177835105      419    16132 SH       DEFINED                12,21    16132        0        0
CITY HLDG CO                  EQUITY   177835105       17      641 SH       DEFINED             18,21,22        1        0      639
CITY INVESTING CO LIQUIDATING EQUITY   177900107       24    18200 SH       DEFINED             16,18,21    18200        0        0
CITY NATIONAL CORP            EQUITY   178566105        3       95 SH       DEFINED               -            95        0        0
CITY NATIONAL CORP            EQUITY   178566105     3656   107543 SH       DEFINED                12,21   107543        0        0
CITY NATIONAL CORP            EQUITY   178566105      220     6471 SH       DEFINED          15,18,21,22     3061        0     3410
CITY NATIONAL CORP            EQUITY   178566105     8628   253776 SH       DEFINED             18,21,22   169199        0    84577
CITY NATIONAL CORP            EQUITY   178566105      626    18400 SH       DEFINED                   25        0    18400        0
CITY NATIONAL CORP            EQUITY   178566105     2586    76052 SH       DEFINED                21,32    76052        0        0
CLAIRES STORES INC            EQUITY   179584107        2       80 SH       DEFINED               -            80        0        0
CLAIRES STORES INC            EQUITY   179584107     2880   123200 SH       DEFINED   2,3,11,13,14,30,31        0   123200        0
CLAIRES STORES INC            EQUITY   179584107     2009    85950 SH       DEFINED                12,21    85950        0        0
CLAIRES STORES INC            EQUITY   179584107       62     2638 SH       DEFINED          15,18,21,22     1548        0     1090
CLAIRES STORES INC            EQUITY   179584107     2808   120124 SH       DEFINED             18,21,22    78644        0    41480
CLAIRES STORES INC            EQUITY   179584107      425    18200 SH       DEFINED                21,32    18200        0        0
CLARCOR INC                   EQUITY   179895107      376    19531 SH       DEFINED                12,21    19531        0        0
CLARCOR INC                   EQUITY   179895107       60     3116 SH       DEFINED             18,21,22     1036        0     2080
CLARIFY INC                   EQUITY   180492100       20      630 SH       DEFINED               -           630        0        0
CLARIFY INC                   EQUITY   180492100      734    22900 SH       DEFINED                12,21    22900        0        0
CLARIFY INC                   EQUITY   180492100        5      160 SH       DEFINED          15,18,21,22      160        0        0
CLARIFY INC                   EQUITY   180492100     1816    56635 SH       DEFINED             18,21,22    37261        0    19374
CLARIFY INC                   EQUITY   180492100       14      450 SH       DEFINED     3,13,14,27,30,31      450        0        0
DICK CLARK PRODUCTIONS INC    EQUITY   181512104     1557   110250 SH       DEFINED                12,21   110250        0        0
CLAYTON HOMES INC             EQUITY   184190106     1396   136219 SH       DEFINED                12,21   136219        0        0
CLAYTON HOMES INC             EQUITY   184190106       51     4985 SH       DEFINED          15,18,21,22     2681        0     2304
CLAYTON HOMES INC             EQUITY   184190106     4213   410991 SH       DEFINED             18,21,22   200241        0   210750
CLAYTON HOMES INC             EQUITY   184190106      182    17775 SH       DEFINED                21,32    17775        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102       47      686 SH       DEFINED               -           686        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102    81900  1185876 SH       DEFINED                  4,6   457550   324226   404100
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102     1070    15500 SH       DEFINED                  6,7        0        0    15500
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102    62606   906508 SH       DEFINED                12,21   906508        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102     1387    20083 SH       DEFINED          15,18,21,22    13894        0     6189
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102    38015   550437 SH       DEFINED             18,21,22   412403        0   138034
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102      635     9200 SH       DEFINED                   25        0     9200        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102     3763    54482 SH       DEFINED     3,13,14,27,30,31    54482        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102     1258    18215 SH       DEFINED                21,32    18215        0        0
*** CLEARNET COMMUNICATIONS   EQUITY   184902104        5      295 SH       DEFINED          15,18,21,22        0        0      295
*** CLEARNET COMMUNICATIONS   EQUITY   184902104      419    22875 SH       DEFINED             18,21,22    19030        0     3845
CLEVELAND CLIFFS INC          EQUITY   185896107        2       77 SH       DEFINED               -            77        0        0
CLEVELAND CLIFFS INC          EQUITY   185896107     4122   132156 SH       DEFINED                12,21   132156        0        0
CLEVELAND CLIFFS INC          EQUITY   185896107       31     1001 SH       DEFINED             18,21,22      101        0      900
CLEVELAND INDIANS BASEBALL    EQUITY   186202107     2073   110554 SH       DEFINED             18,21,22        3        0   110551
CLINTRIALS RESEARCH INC       EQUITY   188767107        5      800 SH       DEFINED          15,18,21,22        0        0      800
CLINTRIALS RESEARCH INC       EQUITY   188767107      169    25290 SH       DEFINED             18,21,22      190        0    25100
CLOROX COMPANY DE             EQUITY   189054109      117     1050 SH       DEFINED               -          1050        0        0
CLOROX COMPANY DE             EQUITY   189054109     1804    16200 SH       DEFINED                  4,6      500     8350     7350
CLOROX COMPANY DE             EQUITY   189054109    17700   158923 SH       DEFINED                12,21   158923        0        0
CLOROX COMPANY DE             EQUITY   189054109      882     7918 SH       DEFINED          15,18,21,22     5694        0     2224
CLOROX COMPANY DE             EQUITY   189054109    84580   759419 SH       DEFINED             18,21,22   347595        0   411824
CLOROX COMPANY DE             EQUITY   189054109     2475    22226 SH       DEFINED                   25        0    22226        0
CLOROX COMPANY DE             EQUITY   189054109      580     5204 SH       DEFINED     3,13,14,27,30,31     5204        0        0
CLOROX COMPANY DE             EQUITY   189054109      659     5914 SH       DEFINED                21,32     5914        0        0
COACH USA INC                 EQUITY   18975L106     3798    90283 SH       DEFINED                12,21    90283        0        0
COACH USA INC                 EQUITY   18975L106      230     5465 SH       DEFINED          15,18,21,22     4170        0     1295
COACH USA INC                 EQUITY   18975L106     5071   120564 SH       DEFINED             18,21,22    82415        0    38149
COACH USA INC                 EQUITY   18975L106      126     3000 SH       DEFINED                   25        0     3000        0
COACH USA INC                 EQUITY   18975L106     2527    60069 SH       DEFINED                21,32    60069        0        0
COACHMEN INDUSTRIES INC       EQUITY   189873102        4      200 SH       DEFINED               -           200        0        0
COACHMEN INDUSTRIES INC       EQUITY   189873102      255    13573 SH       DEFINED                12,21    13573        0        0
COACHMEN INDUSTRIES INC       EQUITY   189873102       87     4625 SH       DEFINED          15,18,21,22     2590        0     2035
COACHMEN INDUSTRIES INC       EQUITY   189873102     3401   180761 SH       DEFINED             18,21,22   134446        0    46315
COACHMEN INDUSTRIES INC       EQUITY   189873102      100     5300 SH       DEFINED                   25        0     5300        0
COASTAL CORP                  EQUITY   190441105       37      921 SH       DEFINED               -           921        0        0
COASTAL CORP                  EQUITY   190441105     6964   174100 SH       DEFINED   2,3,11,13,14,30,31        0   174100        0
COASTAL CORP                  EQUITY   190441105     1408    35210 SH       DEFINED                  4,6    18200        0    17010
COASTAL CORP                  EQUITY   190441105    39949   998735 SH       DEFINED                12,21   998735        0        0
COASTAL CORP                  EQUITY   190441105     2780    69512 SH       DEFINED          15,18,21,22    47369        0    22143
COASTAL CORP                  EQUITY   190441105    72734  1818360 SH       DEFINED             18,21,22  1179981        0   638379
COASTAL CORP                  EQUITY   190441105      984    24598 SH       DEFINED                   25        0    24598        0
COASTAL CORP                  EQUITY   190441105      640    16000 SH       DEFINED     3,13,14,27,30,31    16000        0        0
COASTAL CORP                  EQUITY   190441105      498    12454 SH       DEFINED                21,32    12454        0        0
COCA-COLA CO                  EQUITY   191216100     4819    80231 SH       DEFINED               -         80231        0        0
COCA-COLA CO                  EQUITY   191216100    40533   674834 SH       DEFINED                  4,6   473863    31350   169621
COCA-COLA CO                  EQUITY   191216100     5760    95900 SH       DEFINED                  6,7    95900        0        0
COCA-COLA CO                  EQUITY   191216100   262397  4368689 SH       DEFINED                12,21  4368689        0        0
COCA-COLA CO                  EQUITY   191216100    36171   602224 SH       DEFINED          15,18,21,22   272541        0   329682
COCA-COLA CO                  EQUITY   191216100     9387   156280 SH       DEFINED             16,18,21   156280        0        0
COCA-COLA CO                  OPTION   191216100     3003    50000 SH  PUT  DEFINED       17,18,19,20,21    50000        0        0
COCA-COLA CO                  EQUITY   191216100   551516  9182291 SH       DEFINED             18,21,22  4477671        0  4704619
COCA-COLA CO                  OPTION   191216100    13190   219600 SH  CALL DEFINED             18,21,22   217600        0     2000
COCA-COLA CO                  OPTION   191216100    13220   220100 SH  PUT  DEFINED             18,21,22   217600        0     2500
COCA-COLA CO                  EQUITY   191216100     5344    88977 SH       DEFINED                   25        0    88977        0
COCA-COLA CO                  EQUITY   191216100    14485   241165 SH       DEFINED     3,13,14,27,30,31   241165        0        0
COCA-COLA CO                  EQUITY   191216100     7724   128594 SH       DEFINED                21,32   128594        0        0
COCA COLA ENTERPRISES INC     EQUITY   191219104     2403    84860 SH       DEFINED                  4,6    36450      750    47660
COCA COLA ENTERPRISES INC     EQUITY   191219104      936    33063 SH       DEFINED                    6    33063        0        0
COCA COLA ENTERPRISES INC     EQUITY   191219104     2763    97573 SH       DEFINED                12,21    97573        0        0
COCA COLA ENTERPRISES INC     EQUITY   191219104       18      632 SH       DEFINED          15,18,21,22        0        0      632
COCA COLA ENTERPRISES INC     EQUITY   191219104      713    25200 SH       DEFINED             16,18,21    25200        0        0
COCA COLA ENTERPRISES INC     EQUITY   191219104     1415    49988 SH       DEFINED             18,21,22    34563        0    15424
COCA COLA ENTERPRISES INC     EQUITY   191219104      436    15400 SH       DEFINED                   25        0    15400        0
COCA COLA ENTERPRISES INC     EQUITY   191219104      554    19580 SH       DEFINED                21,32    19580        0        0
*** COCA-COLA FEMSA S.A       EQUITY   191241108     1017    62600 SH       DEFINED                  6,7    62600        0        0
*** COCA-COLA FEMSA S.A       EQUITY   191241108      362    22300 SH       DEFINED                12,21    22300        0        0
*** COCA-COLA FEMSA S.A       EQUITY   191241108       11      700 SH       DEFINED          15,18,21,22       72        0      628
*** COCA-COLA FEMSA S.A       EQUITY   191241108      629    38700 SH       DEFINED             16,18,21    38700        0        0
*** COCA-COLA FEMSA S.A       EQUITY   191241108      242    14900 SH       DEFINED             18,21,22    10100        0     4800
COEUR D'ALENE MINES CORP IDAH CORPBOND 192108AE8       34    55000 PRN      DEFINED             18,21,22        0        0    55000
COUER D'ALENE MINES CORP IDAH CORPBOND 192108AG3       30    50000 PRN      DEFINED             18,21,22        0        0    50000
COEUR D ALENE MINES CORP      EQUITY   192108108        4     1000 SH       DEFINED               -          1000        0        0
COEUR D ALENE MINES CORP      EQUITY   192108108       50    11682 SH       DEFINED             18,21,22      783        0    10899
*** COFLEXIP SA               EQUITY   192384105     3391    75665 SH       DEFINED                  4,6    26660    32155    16850
*** COFLEXIP SA               EQUITY   192384105       14      310 SH       DEFINED                  6,7        0        0      310
*** COFLEXIP SA               EQUITY   192384105     1949    43500 SH       DEFINED                12,21    43500        0        0
COGNEX CORP                   EQUITY   192422103     2120    66500 SH       DEFINED                12,21    66500        0        0
COGNEX CORP                   EQUITY   192422103      704    22075 SH       DEFINED          15,18,21,22    15683        0     6392
COGNEX CORP                   EQUITY   192422103    15703   492648 SH       DEFINED             18,21,22   339329        0   153319
*** COGNOS INC                EQUITY   19244C109        4      204 SH       DEFINED          15,18,21,22      204        0        0
*** COGNOS INC                EQUITY   19244C109     1253    58982 SH       DEFINED             18,21,22    41337        0    17645
COGNIZANT TECH SOLUTIONS CL A EQUITY   192446102      982    37500 SH       DEFINED                12,21    37500        0        0
COHEN & STEERS RLTY INCOME FD EQUITY   19247P107      229    26124 SH       DEFINED             18,21,22    11010        0    15114
COHEN AND STEERS TOTAL RETURN EQUITY   19247R103      958    76272 SH       DEFINED             18,21,22    21269        0    55003
COHERENT INC                  EQUITY   192479103      392    21724 SH       DEFINED                12,21    21724        0        0
COHERENT INC                  EQUITY   192479103      257    14232 SH       DEFINED             18,21,22     7664        0     6568
COHERENT INC                  OPTION   192479103     2439   135000 SH  CALL DEFINED             18,21,22   135000        0        0
COHERENT INC                  OPTION   192479103     2439   135000 SH  PUT  DEFINED             18,21,22   135000        0        0
COHERENT INC                  EQUITY   192479103      251    13900 SH       DEFINED                   25        0    13900        0
COHU INC                      EQUITY   192576106      352     8500 SH       DEFINED                12,21     8500        0        0
COHU INC                      EQUITY   192576106       41     1000 SH       DEFINED          15,18,21,22        0        0     1000
COHU INC                      EQUITY   192576106       39      951 SH       DEFINED             18,21,22      651        0      300
COINSTAR INC                  EQUITY   19259P300     2032    77400 SH       DEFINED                12,21    77400        0        0
COINSTAR INC                  EQUITY   19259P300      119     4526 SH       DEFINED          15,18,21,22      500        0     4026
COINSTAR INC                  EQUITY   19259P300      924    35210 SH       DEFINED             18,21,22    20731        0    14479
COLE KENNETH PRODUCTIONS INC  EQUITY   193294105     2013    57000 SH       DEFINED                12,21    57000        0        0
COLE KENNETH PRODUCTIONS INC  EQUITY   193294105      625    17685 SH       DEFINED             18,21,22     5360        0    12325
COLE KENNETH PRODUCTIONS INC  EQUITY   193294105      625    17700 SH       DEFINED                   25        0    17700        0
COLEMAN CO INC                EQUITY   193559101      103    11085 SH       DEFINED                12,21    11085        0        0
COLEMAN CO INC                EQUITY   193559101       55     5900 SH       DEFINED             18,21,22      500        0     5400
*** COLES MYER LTD SPON ADR   EQUITY   193870409       22      475 SH       DEFINED               -           475        0        0
*** COLES MYER LTD SPON ADR   EQUITY   193870409       15      320 SH       DEFINED          15,18,21,22       50        0      270
*** COLES MYER LTD SPON ADR   EQUITY   193870409     1156    24917 SH       DEFINED             18,21,22    14843        0    10074
COLGATE PALMOLIVE CO          EQUITY   194162103     1026    21378 SH       DEFINED               -         21378        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103    21096   439494 SH       DEFINED                  4,6   211224        0   228270
COLGATE PALMOLIVE CO          EQUITY   194162103      149     3100 SH       DEFINED                5,6,7        0        0     3100
COLGATE PALMOLIVE CO          EQUITY   194162103    60101  1252097 SH       DEFINED                  6,7  1252097        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103    34719   723304 SH       DEFINED                12,21   723304        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103     4479    93314 SH       DEFINED          15,18,21,22    66424        0    26890
COLGATE PALMOLIVE CO          EQUITY   194162103     7200   150000 SH       DEFINED             16,18,21   150000        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103   105148  2190584 SH       DEFINED             18,21,22  1285795        0   904789
COLGATE PALMOLIVE CO          EQUITY   194162103      506    10550 SH       DEFINED                   25        0    10550        0
COLGATE PALMOLIVE CO          EQUITY   194162103      196     4092 SH       DEFINED     3,13,14,27,30,31     4092        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103      760    15823 SH       DEFINED                21,32    15823        0        0
COLLINS & AIKMAN CORP-NEW     EQUITY   194830105      344    52410 SH       DEFINED                12,21    52410        0        0
COLLINS & AIKMAN CORP-NEW     EQUITY   194830105      104    15903 SH       DEFINED             18,21,22     1438        0    14465
COLLINS INDUSTRIES INC        EQUITY   194858106      105    16000 SH       DEFINED             18,21,22        0        0    16000
COLONIAL BANCGROUP CV S/D-REG CORPBOND 195493AA9       74    36000 PRN      DEFINED          15,18,21,22    36000        0        0
COLONIAL BANCGROUP INC        EQUITY   195493309      955    68800 SH       DEFINED                    6    68800        0        0
COLONIAL BANCGROUP INC        EQUITY   195493309       42     3050 SH       DEFINED                12,21     3050        0        0
COLONIAL BANCGROUP INC        EQUITY   195493309      854    61525 SH       DEFINED          15,18,21,22    16726        0    44799
COLONIAL BANCGROUP INC        EQUITY   195493309     1050    75663 SH       DEFINED             18,21,22    56544        0    19119
COLONIAL GAS CO               EQUITY   195674106      438    11790 SH       DEFINED                12,21    11790        0        0
COLONIAL GAS CO               EQUITY   195674106       58     1575 SH       DEFINED             18,21,22      825        0      750
COLONIAL PPTYS TRUST SBI      EQUITY   195872106      583    21600 SH       DEFINED                12,21    21600        0        0
COLONIAL PPTYS TRUST SBI      EQUITY   195872106      487    18054 SH       DEFINED          15,18,21,22     4609        0    13445
COLONIAL PPTYS TRUST SBI      EQUITY   195872106     8534   316070 SH       DEFINED             18,21,22   275840        0    40229
COLORADO MEDTECH INC          EQUITY   19652U104      482    24736 SH       DEFINED             18,21,22    14467        0    10269
*** COLT TELECOM GROUP        EQUITY   196877104      901     9535 SH       DEFINED               -          9535        0        0
*** COLT TELECOM GROUP        EQUITY   196877104    14487   153300 SH       DEFINED                12,21   153300        0        0
*** COLT TELECOM GROUP        EQUITY   196877104      102     1080 SH       DEFINED          15,18,21,22      480        0      600
*** COLT TELECOM GROUP        EQUITY   196877104     7375    78046 SH       DEFINED             18,21,22    30400        0    47646
COLTEC INDUSTRIES INC         EQUITY   196879100     7443   316000 SH       DEFINED                12,21   316000        0        0
COLTEC INDUSTRIES INC         EQUITY   196879100      293    12460 SH       DEFINED          15,18,21,22     9033        0     3427
COLTEC INDUSTRIES INC         EQUITY   196879100    13603   577491 SH       DEFINED             18,21,22   403965        0   173526
COLTEC INDUSTRIES INC         EQUITY   196879100     5889   250000 SH       DEFINED        3,13,30,31,33        0        0   250000
COLUMBIA BANKING SYSTEMS INC  EQUITY   197236102      118     8075 SH       DEFINED                12,21     8075        0        0
COLUMBIA BANKING SYSTEMS INC  EQUITY   197236102      585    40147 SH       DEFINED             18,21,22     7853        0    32294
COLUMBIA ENERGY GROUP         EQUITY   197648108       36      594 SH       DEFINED               -           594        0        0
COLUMBIA ENERGY GROUP         EQUITY   197648108      631    10500 SH       DEFINED                  4,6      750        0     9750
COLUMBIA ENERGY GROUP         EQUITY   197648108    15475   257642 SH       DEFINED                12,21   257642        0        0
COLUMBIA ENERGY GROUP         EQUITY   197648108      595     9902 SH       DEFINED          15,18,21,22     8171        0     1731
COLUMBIA ENERGY GROUP         EQUITY   197648108    10811   180000 SH       DEFINED             16,18,21   180000        0        0
COLUMBIA ENERGY GROUP         EQUITY   197648108    13966   232527 SH       DEFINED             18,21,22   153216        0    79311
COLUMBIA ENERGY GROUP         EQUITY   197648108      137     2282 SH       DEFINED                   25        0     2282        0
COLUMBIA ENERGY GROUP         EQUITY   197648108      300     4997 SH       DEFINED                21,32     4997        0        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107     9403   406600 SH       DEFINED   2,3,11,13,14,30,31        0   406600        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107     1538    66490 SH       DEFINED                  4,6        0    10200    56290
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107     9814   424374 SH       DEFINED                12,21   424374        0        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107     5815   251474 SH       DEFINED          15,18,21,22   174710        0    76764
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107    52022  2249595 SH       DEFINED             18,21,22  1622788        0   626807
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107     1569    67868 SH       DEFINED                   25        0    67868        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107      629    27203 SH       DEFINED                21,32    27203        0        0
COLUMBIA LABS INC             EQUITY   197779101      152    21700 SH       DEFINED                12,21    21700        0        0
COLUMBIA LABS INC             EQUITY   197779101      118    16790 SH       DEFINED             18,21,22     1940        0    14850
COLUMBIA SPORTSWEAR CO        EQUITY   198516106      109     6400 SH       DEFINED                12,21     6400        0        0
COLUMBIA SPORTSWEAR CO        EQUITY   198516106      150     8796 SH       DEFINED             18,21,22     2735        0     6061
COLUMBUS MCKINNON CORP N Y    EQUITY   199333105      226    10314 SH       DEFINED                12,21    10314        0        0
COLUMBUS MCKINNON CORP N Y    EQUITY   199333105       38     1717 SH       DEFINED             18,21,22      840        0      876
COMAIR HOLDING INC            EQUITY   199789108        1       62 SH       DEFINED               -            62        0        0
COMAIR HOLDING INC            EQUITY   199789108     1801    74666 SH       DEFINED                12,21    74666        0        0
COMAIR HOLDING INC            EQUITY   199789108      151     6243 SH       DEFINED          15,18,21,22     3215        0     3028
COMAIR HOLDING INC            EQUITY   199789108     6592   273224 SH       DEFINED             18,21,22   176677        0    96546
COMAIR HOLDING INC            EQUITY   199789108     1191    49350 SH       DEFINED                21,32    49350        0        0
COMFORT SYSTEMS USA INC       EQUITY   199908104      454    28500 SH       DEFINED                12,21    28500        0        0
COMFORT SYSTEMS USA INC       EQUITY   199908104       67     4218 SH       DEFINED             18,21,22     1190        0     3028
COMBICHEM INC.(DEL)           EQUITY   20009P103      742   232700 SH       DEFINED                12,21   232700        0        0
COMBICHEM INC.(DEL)           EQUITY   20009P103      759   238200 SH       DEFINED             16,18,21   238200        0        0
COMBICHEM INC.(DEL)           EQUITY   20009P103        3     1000 SH       DEFINED             18,21,22     1000        0        0
COMCAST CORP CLASS A          EQUITY   200300101       27      783 SH       DEFINED               -           783        0        0
COMCAST CORP CLASS A          EQUITY   200300101      356    10200 SH       DEFINED                  4,6        0     9000     1200
COMCAST CORP CLASS A          EQUITY   200300101     3488   100000 SH       DEFINED                12,21   100000        0        0
COMCAST CORP CLASS A          EQUITY   200300101       37     1072 SH       DEFINED          15,18,21,22      595        0      477
COMCAST CORP CLASS A          EQUITY   200300101     2954    84700 SH       DEFINED             16,18,21    84700        0        0
COMCAST CORP CLASS A          EQUITY   200300101     3686   105690 SH       DEFINED             18,21,22    31456        0    74234
COMCAST CORP CL A-SPL         EQUITY   200300200      730    19298 SH       DEFINED               -         19298        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200     8272   218750 SH       DEFINED                  4,6     8600    11800   198350
COMCAST CORP CL A-SPL         EQUITY   200300200    11457   303000 SH       DEFINED                    6   303000        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200    78251  2069415 SH       DEFINED                12,21  2069415        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200      939    24833 SH       DEFINED          15,18,21,22     5997        0    18836
COMCAST CORP CL A-SPL         EQUITY   200300200    82721  2187640 SH       DEFINED             18,21,22  1201619        0   986020
COMCAST CORP CL A-SPL         EQUITY   200300200     1003    26514 SH       DEFINED                   25        0    26514        0
COMCAST CORP CL A-SPL         EQUITY   200300200     4443   117500 SH       DEFINED     3,13,14,27,30,31   117500        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200     1676    44330 SH       DEFINED                21,32    44330        0        0
COMDIAL CORP NEW              EQUITY   200332302      371    53056 SH       DEFINED             18,21,22    46590        0     6466
COMDISCO INC                  EQUITY   200336105    17806   753700 SH       DEFINED                  6,7   753700        0        0
COMDISCO INC                  EQUITY   200336105     2427   102712 SH       DEFINED                12,21   102712        0        0
COMDISCO INC                  EQUITY   200336105       11      450 SH       DEFINED          15,18,21,22       75        0      375
COMDISCO INC                  EQUITY   200336105     2546   107778 SH       DEFINED             18,21,22    45227        0    62551
COMDISCO INC                  EQUITY   200336105     1531    64800 SH       DEFINED                21,32    64800        0        0
COMERICA INC                  EQUITY   200340107        4       70 SH       DEFINED               -            70        0        0
COMERICA INC                  EQUITY   200340107     1924    34950 SH       DEFINED                    6    34950        0        0
COMERICA INC                  EQUITY   200340107     7038   127818 SH       DEFINED                12,21   127818        0        0
COMERICA INC                  EQUITY   200340107      160     2913 SH       DEFINED          15,18,21,22     2512        0      401
COMERICA INC                  EQUITY   200340107     5893   107016 SH       DEFINED             16,18,21   107016        0        0
COMERICA INC                  EQUITY   200340107    12331   223936 SH       DEFINED             18,21,22   116413        0   107522
COMERICA INC                  EQUITY   200340107      240     4360 SH       DEFINED                   25        0     4360        0
COMERICA INC                  EQUITY   200340107      319     5797 SH       DEFINED     3,13,14,27,30,31     5797        0        0
COMERICA INC                  EQUITY   200340107      513     9308 SH       DEFINED                21,32     9308        0        0
*** COMINCO LTD               EQUITY   200435105      480    30000 SH       DEFINED                  6,7        0        0    30000
*** COMINCO LTD               EQUITY   200435105     4560   285000 SH       DEFINED                12,21   285000        0        0
*** COMINCO LTD               EQUITY   200435105     4560   285000 SH       DEFINED             16,18,21   285000        0        0
*** COMINCO LTD               EQUITY   200435105      647    40409 SH       DEFINED             18,21,22      909        0    39500
COMMERCE BANCORP INC N J      EQUITY   200519106     4562   101507 SH       DEFINED                12,21   101507        0        0
COMMERCE BANCORP INC N J      EQUITY   200519106      120     2673 SH       DEFINED          15,18,21,22     1985        0      688
COMMERCE BANCORP INC N J      EQUITY   200519106     4702   104623 SH       DEFINED             18,21,22    65579        0    39044
COMMERCE BANCORP INC N J      EQUITY   200519106       26      575 SH       DEFINED                   25        0      575        0
COMMERCE BANCSHARES INC       EQUITY   200525103     6185   153200 SH       DEFINED                12,21   153200        0        0
COMMERCE BANCSHARES INC       EQUITY   200525103      243     6022 SH       DEFINED          15,18,21,22        0        0     6022
COMMERCE BANCSHARES INC       EQUITY   200525103    33636   833097 SH       DEFINED             18,21,22   368959        0   464137
COMMERCE GROUP INC MASS       EQUITY   200641108      587    23245 SH       DEFINED                12,21    23245        0        0
COMMERCE GROUP INC MASS       EQUITY   200641108      141     5586 SH       DEFINED             18,21,22     4171        0     1415
COMMERCIAL FEDERAL CORP       EQUITY   201647104     1586    68600 SH       DEFINED                    6    68600        0        0
COMMERCIAL FEDERAL CORP       EQUITY   201647104     4940   213619 SH       DEFINED                12,21   213619        0        0
COMMERCIAL FEDERAL CORP       EQUITY   201647104        2      104 SH       DEFINED          15,18,21,22      104        0        0
COMMERCIAL FEDERAL CORP       EQUITY   201647104      694    30000 SH       DEFINED             16,18,21    30000        0        0
COMMERCIAL FEDERAL CORP       EQUITY   201647104     2852   123347 SH       DEFINED             18,21,22    59343        0    64004
COMMERCIAL INTERTECH CORP     EQUITY   201709102     1612   110700 SH       DEFINED                  4,6        0   110700        0
COMMERCIAL INTERTECH CORP     EQUITY   201709102      155    10621 SH       DEFINED                12,21    10621        0        0
COMMERCIAL INTERTECH CORP     EQUITY   201709102      508    34892 SH       DEFINED             18,21,22    28462        0     6429
COMMERCIAL INTERTECH CORP     EQUITY   201709102      119     8200 SH       DEFINED                   25        0     8200        0
COMMERCIAL METALS CO          EQUITY   201723103     3630   110838 SH       DEFINED                12,21   110838        0        0
COMMERCIAL METALS CO          EQUITY   201723103      747    22803 SH       DEFINED             18,21,22     5000        0    17802
COMMERCIAL METALS CO          EQUITY   201723103      472    14400 SH       DEFINED                   25        0    14400        0
COMMERCIAL NET LEASE REALTY   EQUITY   202218103       12     1000 SH       DEFINED               -          1000        0        0
COMMERCIAL NET LEASE REALTY   EQUITY   202218103      315    27279 SH       DEFINED                12,21    27279        0        0
COMMERCIAL NET LEASE REALTY   EQUITY   202218103      127    11005 SH       DEFINED          15,18,21,22     5225        0     5780
COMMERCIAL NET LEASE REALTY   EQUITY   202218103     9742   842502 SH       DEFINED             18,21,22   731800        0   110702
COMMNET CELLUAR INC (NEW)     EQUITY   202604203      688    22200 SH       DEFINED                12,21    22200        0        0
COMMNET CELLUAR INC (NEW)     EQUITY   202604203      208     6720 SH       DEFINED             18,21,22     2165        0     4555
WTS COMMODORE APPLIED TECH IN EQUITY   202630117       83   166000 SH       DEFINED             18,21,22   166000        0        0
COMMONWEALTH BANCORP INC      EQUITY   20268X102      222    11694 SH       DEFINED                12,21    11694        0        0
COMMONWEALTH BANCORP INC      EQUITY   20268X102      117     6136 SH       DEFINED             18,21,22      336        0     5800
COMMONWEALTH ENERGY SYS-SBI   EQUITY   202800108      715    16231 SH       DEFINED                12,21    16231        0        0
COMMONWEALTH ENERGY SYS-SBI   EQUITY   202800108      252     5709 SH       DEFINED             18,21,22     2201        0     3508
COMMONWEALTH INDUSTRIES INC   EQUITY   203004106     2338   147300 SH       DEFINED                  4,6        0   147300        0
COMMONWEALTH INDUSTRIES INC   EQUITY   203004106       71     4468 SH       DEFINED                12,21     4468        0        0
COMMONWEALTH INDUSTRIES INC   EQUITY   203004106       59     3701 SH       DEFINED             18,21,22     1201        0     2500
COMMONWEALTH TELEPHONE        EQUITY   203349105     5696   115365 SH       DEFINED                12,21   115365        0        0
COMMONWEALTH TELEPHONE        EQUITY   203349105      720    14585 SH       DEFINED             18,21,22     2429        0    12156
COMMONWEALTH TELEPHONE        EQUITY   203349105      528    10700 SH       DEFINED                   25        0    10700        0
COMMONWEALTH TELEPHONE        EQUITY   203349105     2036    41240 SH       DEFINED                21,32    41240        0        0
COMMSCOPE INC                 EQUITY   203372107       61     1735 SH       DEFINED               -          1735        0        0
COMMSCOPE INC                 EQUITY   203372107     1154    32800 SH       DEFINED                  4,6      500        0    32300
COMMSCOPE INC                 EQUITY   203372107     1671    47500 SH       DEFINED                  6,7        0        0    47500
COMMSCOPE INC                 EQUITY   203372107     5386   153066 SH       DEFINED                12,21   153066        0        0
COMMSCOPE INC                 EQUITY   203372107      438    12454 SH       DEFINED          15,18,21,22     8658        0     3796
COMMSCOPE INC                 EQUITY   203372107    12763   362706 SH       DEFINED             18,21,22   247736        0   114970
COMMSCOPE INC                 EQUITY   203372107      482    13700 SH       DEFINED                   25        0    13700        0
COMMUNICATION INTELLIGENCE    EQUITY   20338K106      147   137890 SH       DEFINED          15,18,21,22    39960        0    97930
COMMUNICATION INTELLIGENCE    EQUITY   20338K106        3     3000 SH       DEFINED             18,21,22        0        0     3000
COMMUNITY BK SYSTEMS INC      EQUITY   203607106      268    10326 SH       DEFINED             18,21,22     4900        0     5426
COMMUNITY BKS INC MILLERSBURG EQUITY   203628102      221    10175 SH       DEFINED             18,21,22     4802        0     5373
COMMUNITY FINL GROUP INC      EQUITY   20365M108      144     9753 SH       DEFINED          15,18,21,22     6403        0     3350
COMMUNITY FINL GROUP INC      EQUITY   20365M108       62     4202 SH       DEFINED             18,21,22     4202        0        0
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101       21      935 SH       DEFINED               -           935        0        0
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101     1116    50000 SH       DEFINED                    6    50000        0        0
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101     1805    80900 SH       DEFINED                12,21    80900        0        0
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101      116     5200 SH       DEFINED          15,18,21,22     3775        0     1425
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101     3244   145377 SH       DEFINED             18,21,22   100099        0    45278
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101      750    33600 SH       DEFINED                21,32    33600        0        0
COMMUNITY TR BANCORP INC      EQUITY   204149108       75     3300 SH       DEFINED               -          3300        0        0
COMMUNITY TR BANCORP INC      EQUITY   204149108      202     8850 SH       DEFINED                12,21     8850        0        0
COMMUNITY TR BANCORP INC      EQUITY   204149108        3      137 SH       DEFINED             18,21,22      137        0        0
*** COMPANHIA BRASILEIRE DE   EQUITY   20440T201    12297   745279 SH       DEFINED                  4,6   584655        0   160624
*** COMPANHIA BRASILEIRE DE   EQUITY   20440T201     3224   195415 SH       DEFINED                  6,7        0        0   195415
*** COMPANHIA BRASILEIRE DE   EQUITY   20440T201      190    11500 SH       DEFINED                12,21    11500        0        0
*** COMPANHIA CERVEJARIA      EQUITY   20440X103       30     2650 SH       DEFINED               -          2650        0        0
*** COMPANHIA CERVEJARIA      EQUITY   20440X103      372    32900 SH       DEFINED                12,21    32900        0        0
*** COMPANHIA CERVEJARIA      EQUITY   20440X103      377    33355 SH       DEFINED          15,18,21,22    24145        0     9210
*** COMPANHIA CERVEJARIA      EQUITY   20440X103      895    79100 SH       DEFINED             16,18,21    79100        0        0
*** COMPANHIA CERVEJARIA      EQUITY   20440X103    20979  1854387 SH       DEFINED             18,21,22  1449057        0   405330
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101       28     1205 SH       DEFINED               -          1205        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101     1017    43397 SH       DEFINED                  4,6    43397        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101       21      900 SH       DEFINED                  6,7      900        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101     1282    54700 SH       DEFINED                12,21    54700        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101      339    14485 SH       DEFINED          15,18,21,22     9970        0     4515
*** COMPANIA ANONIMA NACIONAL OPTION   204421101     1172    50000 SH  CALL DEFINED             18,21,22    50000        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101    20021   854224 SH       DEFINED             18,21,22   668924        0   185300
*** COMPANIA DE SPONSORED ADR EQUITY   204449300      126     5045 SH       DEFINED               -          5045        0        0
*** COMPANIA DE SPONSORED ADR EQUITY   204449300       56     2220 SH       DEFINED                  4,6        0        0     2220
*** COMPANIA DE SPONSORED ADR EQUITY   204449300     2949   117650 SH       DEFINED                12,21   117650        0        0
*** COMPANIA DE SPONSORED ADR EQUITY   204449300       25     1015 SH       DEFINED          15,18,21,22      985        0       30
*** COMPANIA DE SPONSORED ADR EQUITY   204449300       11      452 SH       DEFINED             16,18,21      452        0        0
*** COMPANIA DE SPONSORED ADR EQUITY   204449300     1464    58417 SH       DEFINED             18,21,22    45400        0    13017
*** COMPANIA DE SPONSORED ADR EQUITY   204449300      590    23530 SH       DEFINED                   25        0    23530        0
COMPASS BANCSHARES INC        EQUITY   20449H109     2256    79500 SH       DEFINED                    6    79500        0        0
COMPASS BANCSHARES INC        EQUITY   20449H109     2813    99125 SH       DEFINED                12,21    99125        0        0
COMPASS BANCSHARES INC        EQUITY   20449H109      535    18869 SH       DEFINED          15,18,21,22     4670        0    14199
COMPASS BANCSHARES INC        EQUITY   20449H109     1490    52520 SH       DEFINED             18,21,22    30709        0    21810
COMPASS BANCSHARES INC        EQUITY   20449H109     1239    43680 SH       DEFINED                21,32    43680        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100      618    26108 SH       DEFINED               -         26108        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100    26195  1105819 SH       DEFINED                  4,6   573830    90880   441109
COMPAQ COMPUTER CORP          EQUITY   204493100     1181    49843 SH       DEFINED                  6,7    49843        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100    24705  1042947 SH       DEFINED                12,21  1042947        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100    15111   637899 SH       DEFINED          15,18,21,22   393757        0   244141
COMPAQ COMPUTER CORP          OPTION   204493100       28     1200 SH  CALL DEFINED          15,18,21,22        0        0     1200
COMPAQ COMPUTER CORP          EQUITY   204493100     2839   119841 SH       DEFINED             16,18,21   119841        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100      413    17449 SH       DEFINED       17,18,19,20,21    17449        0        0
COMPAQ COMPUTER CORP          OPTION   204493100     3553   150000 SH  CALL DEFINED       17,18,19,20,21   150000        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100   249819 10546209 SH       DEFINED             18,21,22  6048884        0  4497325
COMPAQ COMPUTER CORP          OPTION   204493100     2605   109982 SH  CALL DEFINED             18,21,22   101482        0     8500
COMPAQ COMPUTER CORP          OPTION   204493100     4867   205482 SH  PUT  DEFINED             18,21,22   201082        0     4400
COMPAQ COMPUTER CORP          EQUITY   204493100     4870   205583 SH       DEFINED                   25        0   205583        0
COMPAQ COMPUTER CORP          EQUITY   204493100      817    34482 SH       DEFINED     3,13,14,27,30,31    34482        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100     2102    88732 SH       DEFINED                21,32    88732        0        0
COMPLETE BUSINESS SOLUTIONS   EQUITY   20452F107     2161   114483 SH       DEFINED                12,21   114483        0        0
COMPLETE BUSINESS SOLUTIONS   EQUITY   20452F107      145     7656 SH       DEFINED             18,21,22     5624        0     2032
COMPLETE BUSINESS SOLUTIONS   EQUITY   20452F107     2550   135105 SH       DEFINED                21,32   135105        0        0
COMPUCREDIT CORPORATION       EQUITY   20478N100     2065   106900 SH       DEFINED                12,21   106900        0        0
COMPUCREDIT CORPORATION       EQUITY   20478N100        4      200 SH       DEFINED          15,18,21,22      100        0      100
COMPUCOM SYSTEM INC DE        EQUITY   204780100       83    21344 SH       DEFINED                12,21    21344        0        0
COMPUCOM SYSTEM INC DE        EQUITY   204780100       55    14295 SH       DEFINED          15,18,21,22     3650        0    10645
COMPUCOM SYSTEM INC DE        EQUITY   204780100      176    45378 SH       DEFINED             18,21,22    28128        0    17250
COMPUTER CONCEPTS CORP        EQUITY   204897300       18    12750 SH       DEFINED             18,21,22     1750        0    11000
COMPUTER ASSOCIATES INTL INC  EQUITY   204912109      166     3482 SH       DEFINED               -          3482        0        0
COMPUTER ASSOCIATES INTL INC  EQUITY   204912109      210     4425 SH       DEFINED                  4,6     3300      300      825
COMPUTER ASSOCIATES INTL INC  EQUITY   204912109    17579   369595 SH       DEFINED                12,21   369595        0        0
COMPUTER ASSOCIATES INTL INC  EQUITY   204912109    20235   425431 SH       DEFINED          15,18,21,22   292258        0   133173
COMPUTER ASSOCIATES INTL INC  EQUITY   204912109   228673  4807801 SH       DEFINED             18,21,22  3313672        0  1494128
COMPUTER ASSOCIATES INTL INC  EQUITY   204912109     9106   191460 SH       DEFINED                   25        0   191460        0
COMPUTER ASSOCIATES INTL INC  EQUITY   204912109     2335    49102 SH       DEFINED     3,13,14,27,30,31    49102        0        0
COMPUTER ASSOCIATES INTL INC  EQUITY   204912109     1321    27774 SH       DEFINED                21,32    27774        0        0
COMPUTER NETWORK TECHNOLOGY   EQUITY   204925101      123     9400 SH       DEFINED                12,21     9400        0        0
COMPUTER NETWORK TECHNOLOGY   EQUITY   204925101      139    10600 SH       DEFINED             18,21,22      600        0    10000
COMPUSA INC                   EQUITY   204932107      691   112879 SH       DEFINED                12,21   112879        0        0
COMPUSA INC                   EQUITY   204932107        7     1150 SH       DEFINED          15,18,21,22      400        0      750
COMPUSA INC                   EQUITY   204932107     1035   168909 SH       DEFINED             18,21,22    37301        0   131608
COMPUSA INC                   EQUITY   204932107        7     1200 SH       DEFINED     3,13,14,27,30,31     1200        0        0
COMPUTER LEARNING CENTERS INC EQUITY   205199102       59    10300 SH       DEFINED                12,21    10300        0        0
COMPUTER LEARNING CENTERS INC EQUITY   205199102       17     3000 SH       DEFINED          15,18,21,22     1000        0     2000
COMPUTER LEARNING CENTERS INC EQUITY   205199102      502    88302 SH       DEFINED             18,21,22    62342        0    25960
COMPUTER SCIENCES CORP        EQUITY   205363104      185     2824 SH       DEFINED               -          2824        0        0
COMPUTER SCIENCES CORP        EQUITY   205363104     1574    24000 SH       DEFINED                  4,6    24000        0        0
COMPUTER SCIENCES CORP        EQUITY   205363104     3963    60448 SH       DEFINED                12,21    60448        0        0
COMPUTER SCIENCES CORP        EQUITY   205363104      314     4793 SH       DEFINED          15,18,21,22     2693        0     2100
COMPUTER SCIENCES CORP        EQUITY   205363104    20237   308671 SH       DEFINED             18,21,22   199514        0   109157
COMPUTER SCIENCES CORP        EQUITY   205363104      287     4372 SH       DEFINED                   25        0     4372        0
COMPUTER SCIENCES CORP        EQUITY   205363104      908    13844 SH       DEFINED     3,13,14,27,30,31    13844        0        0
COMPUTER SCIENCES CORP        EQUITY   205363104      617     9409 SH       DEFINED                21,32     9409        0        0
COMPUTER TASK GROUP INC       EQUITY   205477102      398    24800 SH       DEFINED                12,21    24800        0        0
COMPUTER TASK GROUP INC       EQUITY   205477102      276    17164 SH       DEFINED             18,21,22     7653        0     9511
COMPUWARE CORP                EQUITY   205638109       51     1800 SH       DEFINED               -          1800        0        0
COMPUWARE CORP                EQUITY   205638109       68     2400 SH       DEFINED                  4,6     2400        0        0
COMPUWARE CORP                EQUITY   205638109    41160  1456996 SH       DEFINED                12,21  1456996        0        0
COMPUWARE CORP                EQUITY   205638109      256     9057 SH       DEFINED          15,18,21,22     5980        0     3077
COMPUWARE CORP                EQUITY   205638109    21710   768500 SH       DEFINED             16,18,21   768500        0        0
COMPUWARE CORP                EQUITY   205638109    56192  1989081 SH       DEFINED             18,21,22   982494        0  1006587
COMPUWARE CORP                OPTION   205638109       28     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
COMPUWARE CORP                EQUITY   205638109      373    13200 SH       DEFINED                   25        0    13200        0
COMPUWARE CORP                EQUITY   205638109     2425    85834 SH       DEFINED     3,13,14,27,30,31    85834        0        0
COMPUWARE CORP                EQUITY   205638109     1136    40199 SH       DEFINED                21,32    40199        0        0
COMSAT CORP SER 1             EQUITY   20564D107        8      216 SH       DEFINED               -           216        0        0
COMSAT CORP SER 1             EQUITY   20564D107    38053  1064414 SH       DEFINED                12,21  1064414        0        0
COMSAT CORP SER 1             EQUITY   20564D107       39     1100 SH       DEFINED             16,18,21     1100        0        0
COMSAT CORP SER 1             EQUITY   20564D107     2147    60067 SH       DEFINED             18,21,22    24574        0    35493
COMSAT CORP SER 1             EQUITY   20564D107     3807   106496 SH       DEFINED                21,32   106496        0        0
COMSTOCK RES INC NEW          EQUITY   205768203       51    12080 SH       DEFINED                12,21    12080        0        0
COMSTOCK RES INC NEW          EQUITY   205768203        1      200 SH       DEFINED          15,18,21,22        0        0      200
COMSTOCK RES INC NEW          EQUITY   205768203      135    31662 SH       DEFINED             18,21,22    16912        0    14750
COMVERSE TECHNOLOGY INC CV SU CORPBOND 205862AE5      528   215000 PRN      DEFINED                12,21   215000        0        0
COMVERSE TECHNOLOGY INC CV SU CORPBOND 205862AE5     5278  2150000 PRN      DEFINED             16,18,21  2150000        0        0
COMVERSE TECHNOLOGY INC CV SU CORPBOND 205862AE5     3761  1532000 PRN      DEFINED             18,21,22  1532000        0        0
COMVERSE TECHNOLOGY           CORPBOND 205862AF2     1752   950000 PRN      DEFINED             16,18,21   950000        0        0
COMVERSE TECHNOLOGY           CORPBOND 205862AF2       46    25000 PRN      DEFINED             18,21,22    25000        0        0
COMVERSE TECHNOLOGY INC       CORPBOND 205862AG0    17608  9550000 PRN      DEFINED             16,18,21  9550000        0        0
COMVERSE TECHNOLOGY INC       CORPBOND 205862AG0     5513  2990000 PRN      DEFINED             18,21,22  2990000        0        0
COMVERSE TECHNOLOGY INC PAR   EQUITY   205862402       73      981 SH       DEFINED               -           981        0        0
COMVERSE TECHNOLOGY INC PAR   EQUITY   205862402    17686   236604 SH       DEFINED                12,21   236604        0        0
COMVERSE TECHNOLOGY INC PAR   EQUITY   205862402     1086    14526 SH       DEFINED          15,18,21,22     8566        0     5960
COMVERSE TECHNOLOGY INC PAR   EQUITY   205862402    30463   407530 SH       DEFINED             18,21,22   256025        0   151505
COMVERSE TECHNOLOGY INC PAR   EQUITY   205862402     9738   130273 SH       DEFINED                21,32   130273        0        0
CONAGRA INC                   EQUITY   205887102       67     2659 SH       DEFINED               -          2659        0        0
CONAGRA INC                   EQUITY   205887102     4005   158600 SH       DEFINED   2,3,11,13,14,30,31        0   158600        0
CONAGRA INC                   EQUITY   205887102      834    33034 SH       DEFINED                  4,6    20084        0    12950
CONAGRA INC                   EQUITY   205887102    20368   806659 SH       DEFINED                12,21   806659        0        0
CONAGRA INC                   EQUITY   205887102     1020    40400 SH       DEFINED          15,18,21,22    30785        0     9615
CONAGRA INC                   EQUITY   205887102    41000  1623757 SH       DEFINED             18,21,22  1105984        0   517773
CONAGRA INC                   OPTION   205887102     4116   163000 SH  CALL DEFINED             18,21,22   163000        0        0
CONAGRA INC                   OPTION   205887102       15      600 SH  PUT  DEFINED             18,21,22        0        0      600
CONAGRA INC                   EQUITY   205887102      344    13620 SH       DEFINED                   25        0    13620        0
CONAGRA INC                   EQUITY   205887102      571    22629 SH       DEFINED                21,32    22629        0        0
CONCENTRIC NETWORK CORP       EQUITY   20589R107     2311    99400 SH       DEFINED                12,21    99400        0        0
CONCENTRIC NETWORK CORP       EQUITY   20589R107       39     1682 SH       DEFINED          15,18,21,22     1186        0      496
CONCENTRIC NETWORK CORP       EQUITY   20589R107      759    32645 SH       DEFINED             18,21,22    26595        0     6050
CONCENTRIC NETWORK CORP       EQUITY   20589R107      581    25000 SH       DEFINED                21,32    25000        0        0
CONCENTRA MANAGED CARE INC CV CORPBOND 20589TAB9       98   100000 PRN      DEFINED                12,21   100000        0        0
CONCENTRA MANAGED CA          CORPBOND 20589TAC7       20    20500 PRN      DEFINED                12,21    20500        0        0
CONCENTRA MANAGED CARE INC    EQUITY   20589T103     1127    71530 SH       DEFINED                12,21    71530        0        0
CONCENTRA MANAGED CARE INC    EQUITY   20589T103       94     5950 SH       DEFINED          15,18,21,22      550        0     5400
CONCENTRA MANAGED CARE INC    EQUITY   20589T103      129     8202 SH       DEFINED             18,21,22     7320        0      882
COMPUTER HORIZONS CORP        EQUITY   205908106      386    32200 SH       DEFINED                12,21    32200        0        0
COMPUTER HORIZONS CORP        EQUITY   205908106      148    12332 SH       DEFINED             18,21,22     3525        0     8807
COMPUTER HORIZONS CORP        EQUITY   205908106       17     1400 SH       DEFINED     3,13,14,27,30,31     1400        0        0
COM21 INC                     EQUITY   205937105     2439   142400 SH       DEFINED   2,3,11,13,14,30,31        0   142400        0
COM21 INC                     EQUITY   205937105     4355   254300 SH       DEFINED                12,21   254300        0        0
COM21 INC                     EQUITY   205937105      976    57000 SH       DEFINED             16,18,21    57000        0        0
COM21 INC                     EQUITY   205937105      147     8590 SH       DEFINED             18,21,22     3890        0     4700
CONCEPTUS INC                 EQUITY   206016107       11    10150 SH       DEFINED             18,21,22     4150        0     6000
CONCORD COMMUNICATIONS INC    EQUITY   206186108    11361   270500 SH       DEFINED                12,21   270500        0        0
CONCORD COMMUNICATIONS INC    EQUITY   206186108     4473   106500 SH       DEFINED             16,18,21   106500        0        0
CONCORD EFS INC               EQUITY   206197105        2       50 SH       DEFINED               -            50        0        0
CONCORD EFS INC               EQUITY   206197105    20248   595530 SH       DEFINED                  4,6   287880    58800   248850
CONCORD EFS INC               EQUITY   206197105      316     9300 SH       DEFINED                  6,7        0        0     9300
CONCORD EFS INC               EQUITY   206197105     4286   126057 SH       DEFINED                12,21   126057        0        0
CONCORD EFS INC               EQUITY   206197105      308     9063 SH       DEFINED          15,18,21,22     6533        0     2530
CONCORD EFS INC               EQUITY   206197105     6221   182967 SH       DEFINED             18,21,22   115029        0    67938
CONCORD EFS INC               EQUITY   206197105      680    20000 SH       DEFINED            4,6,23,24    20000        0        0
CONCORD EFS INC               EQUITY   206197105       14      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
CONCORD EFS INC               EQUITY   206197105      768    22600 SH       DEFINED                21,32    22600        0        0
CONCUR TECHNOLOGIES INC       EQUITY   206708109     4030   160400 SH       DEFINED   2,3,11,13,14,30,31        0   160400        0
CONCUR TECHNOLOGIES INC       EQUITY   206708109      206     8200 SH       DEFINED                  4,6      100        0     8100
CONCUR TECHNOLOGIES INC       EQUITY   206708109      156     6200 SH       DEFINED                12,21     6200        0        0
CONCUR TECHNOLOGIES INC       EQUITY   206708109       13      500 SH       DEFINED             18,21,22        0        0      500
CONCURRENT COMPUTER CORP NEW  EQUITY   206710204       45     6600 SH       DEFINED                12,21     6600        0        0
CONCURRENT COMPUTER CORP NEW  EQUITY   206710204       78    11625 SH       DEFINED          15,18,21,22    10275        0     1350
CONCURRENT COMPUTER CORP NEW  EQUITY   206710204        8     1117 SH       DEFINED             18,21,22     1000        0      117
CONE MILLS CORP               EQUITY   206814105      125    21079 SH       DEFINED                12,21    21079        0        0
CONE MILLS CORP               EQUITY   206814105       18     3000 SH       DEFINED          15,18,21,22        0        0     3000
CONE MILLS CORP               EQUITY   206814105       72    12200 SH       DEFINED             16,18,21    12200        0        0
CONE MILLS CORP               EQUITY   206814105      192    32300 SH       DEFINED             18,21,22    16900        0    15400
CONECTIV INC                  EQUITY   206829103       75     3300 SH       DEFINED                12,21     3300        0        0
CONECTIV INC                  EQUITY   206829103        2      100 SH       DEFINED          15,18,21,22      100        0        0
CONECTIV INC                  EQUITY   206829103      495    21777 SH       DEFINED             18,21,22    10607        0    11170
CONEXANT SYSTEM INC CV SUB    CORPBOND 207142AA8      227   150000 PRN      DEFINED                12,21   150000        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100       12      184 SH       DEFINED               -           184        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100     2645    42150 SH       DEFINED                  4,6    40000     2000      150
CONEXANT SYSTEMS INC          EQUITY   207142100      879    14000 SH       DEFINED                  6,7    14000        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100     2187    34848 SH       DEFINED                12,21    34848        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100        4       69 SH       DEFINED          15,18,21,22        0        0       69
CONEXANT SYSTEMS INC          EQUITY   207142100     2171    34600 SH       DEFINED             16,18,21    34600        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100     9890   157604 SH       DEFINED             18,21,22    15380        0   142224
CONEXANT SYSTEMS INC          EQUITY   207142100       19      310 SH       DEFINED     3,13,14,27,30,31      310        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100      150     2398 SH       DEFINED                21,32     2398        0        0
CONMED CORPORATION            EQUITY   207410101     2576    81779 SH       DEFINED                12,21    81779        0        0
CONMED CORPORATION            EQUITY   207410101       89     2815 SH       DEFINED          15,18,21,22     2375        0      440
CONMED CORPORATION            EQUITY   207410101     2737    86876 SH       DEFINED             18,21,22    54747        0    32129
CONMED CORPORATION            EQUITY   207410101     1833    58200 SH       DEFINED                   25        0    58200        0
CONMED CORPORATION            EQUITY   207410101     3034    96307 SH       DEFINED                21,32    96307        0        0
CONNECTICUT ENERGY CORP       EQUITY   207567108     1921    50459 SH       DEFINED                12,21    50459        0        0
CONNECTICUT ENERGY CORP       EQUITY   207567108       27      721 SH       DEFINED             18,21,22        0        0      721
CONNECTICUT ENERGY CORP       EQUITY   207567108     1623    42651 SH       DEFINED                21,32    42651        0        0
CONNING CORP                  EQUITY   208215103      238    14500 SH       DEFINED                12,21    14500        0        0
CONNING CORP                  EQUITY   208215103        6      395 SH       DEFINED             18,21,22        0        0      395
CONOCO INC CL A               EQUITY   208251306       47     1765 SH       DEFINED               -          1765        0        0
CONOCO INC CL A               EQUITY   208251306     8487   321000 SH       DEFINED   2,3,11,13,14,30,31        0   321000        0
CONOCO INC CL A               EQUITY   208251306    38320  1449425 SH       DEFINED                  4,6   629680   270100   549645
CONOCO INC CL A               EQUITY   208251306      556    21035 SH       DEFINED                  6,7        0        0    21035
CONOCO INC CL A               EQUITY   208251306   110347  4173800 SH       DEFINED                12,21  4173800        0        0
CONOCO INC CL A               EQUITY   208251306      289    10927 SH       DEFINED          15,18,21,22     5590        0     5337
CONOCO INC CL A               EQUITY   208251306    29317  1108900 SH       DEFINED             16,18,21  1108900        0        0
CONOCO INC CL A               EQUITY   208251306    81443  3080519 SH       DEFINED             18,21,22   868316        0  2212202
CONRAD INDUSTRIES INC         EQUITY   208305102      179    35000 SH       DEFINED                  4,6        0    35000        0
CONSECO INC                   EQUITY   208464107      206     7240 SH       DEFINED               -          7240        0        0
CONSECO INC                   EQUITY   208464107     6957   244100 SH       DEFINED   2,3,11,13,14,30,31        0   244100        0
CONSECO INC                   EQUITY   208464107       32     1125 SH       DEFINED                  4,6      600        0      525
CONSECO INC                   EQUITY   208464107    27284   957324 SH       DEFINED                12,21   957324        0        0
CONSECO INC                   EQUITY   208464107     6300   221051 SH       DEFINED          15,18,21,22   143564        0    77487
CONSECO INC                   EQUITY   208464107        1       30 SH       DEFINED             16,18,21       30        0        0
CONSECO INC                   EQUITY   208464107   145205  5094908 SH       DEFINED             18,21,22  3398628        0  1696279
CONSECO INC                   OPTION   208464107      200     7000 SH  CALL DEFINED             18,21,22        0        0     7000
CONSECO INC                   OPTION   208464107      242     8500 SH  PUT  DEFINED             18,21,22        0        0     8500
CONSECO INC                   EQUITY   208464107     6672   234110 SH       DEFINED                   25        0   234110        0
CONSECO INC                   EQUITY   208464107     1052    36900 SH       DEFINED     3,13,14,27,30,31    36900        0        0
CONSECO INC                   EQUITY   208464107      427    14990 SH       DEFINED                21,32    14990        0        0
CONSOL ENERGY INC             EQUITY   20854P109     1072    98600 SH       DEFINED                12,21    98600        0        0
CONSOLIDATED EDISON INC       EQUITY   209115104      360     8174 SH       DEFINED               -          8174        0        0
CONSOLIDATED EDISON INC       EQUITY   209115104     5438   123600 SH       DEFINED   2,3,11,13,14,30,31        0   123600        0
CONSOLIDATED EDISON INC       EQUITY   209115104      204     4641 SH       DEFINED                  4,6     4353        0      288
CONSOLIDATED EDISON INC       EQUITY   209115104     8807   200168 SH       DEFINED                12,21   200168        0        0
CONSOLIDATED EDISON INC       EQUITY   209115104      123     2800 SH       DEFINED          15,18,21,22        0        0     2800
CONSOLIDATED EDISON INC       EQUITY   209115104      440    10000 SH       DEFINED             16,18,21    10000        0        0
CONSOLIDATED EDISON INC       EQUITY   209115104     7203   163696 SH       DEFINED             18,21,22    81674        0    82022
CONSOLIDATED EDISON INC       EQUITY   209115104      280     6363 SH       DEFINED                   25        0     6363        0
CONSOLIDATED EDISON INC       EQUITY   209115104      512    11635 SH       DEFINED                21,32    11635        0        0
CONS FREIGHTWAYS CORP         EQUITY   209232107      203    19438 SH       DEFINED                12,21    19438        0        0
CONS FREIGHTWAYS CORP         EQUITY   209232107       13     1209 SH       DEFINED             18,21,22      609        0      600
CONS FREIGHTWAYS CORP         EQUITY   209232107      381    36500 SH       DEFINED                   25        0    36500        0
CONSOLIDATED GRAPHICS INC     EQUITY   209341106     1835    46595 SH       DEFINED                  4,6    15607    20056    10932
CONSOLIDATED GRAPHICS INC     EQUITY   209341106       11      274 SH       DEFINED                  6,7        0        0      274
CONSOLIDATED GRAPHICS INC     EQUITY   209341106     2478    62939 SH       DEFINED                12,21    62939        0        0
CONSOLIDATED GRAPHICS INC     EQUITY   209341106      324     8225 SH       DEFINED             18,21,22     3654        0     4571
CONSOLIDATED GRAPHICS INC     EQUITY   209341106     3123    79317 SH       DEFINED                21,32    79317        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      311     4991 SH       DEFINED               -          4991        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      268     4300 SH       DEFINED                  4,6     4100        0      200
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103     1708    27376 SH       DEFINED                12,21    27376        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      193     3092 SH       DEFINED          15,18,21,22     1900        0     1192
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103     8640   138514 SH       DEFINED             18,21,22    41555        0    96959
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      166     2667 SH       DEFINED                   25        0     2667        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      624    10000 SH       DEFINED     3,13,14,27,30,31    10000        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      273     4383 SH       DEFINED                21,32     4383        0        0
CONSOLIDATED PAPERS INC       EQUITY   209759109    22965   802264 SH       DEFINED                12,21   802264        0        0
CONSOLIDATED PAPERS INC       EQUITY   209759109     6456   225542 SH       DEFINED             18,21,22    28077        0   197465
CONSOLIDATED PAPERS INC       EQUITY   209759109      595    20800 SH       DEFINED                21,32    20800        0        0
CONSOLIDATED PRODUCTS INC     EQUITY   209798107      164    10385 SH       DEFINED               -         10385        0        0
CONSOLIDATED PRODUCTS INC     EQUITY   209798107      336    21315 SH       DEFINED                12,21    21315        0        0
CONSOLIDATED PRODUCTS INC     EQUITY   209798107      285    18084 SH       DEFINED             18,21,22      875        0    17209
CONSOLIDATED STORES CORP      EQUITY   210149100        2      120 SH       DEFINED               -           120        0        0
CONSOLIDATED STORES CORP      EQUITY   210149100     2535   162221 SH       DEFINED                12,21   162221        0        0
CONSOLIDATED STORES CORP      EQUITY   210149100      175    11200 SH       DEFINED          15,18,21,22     8950        0     2250
CONSOLIDATED STORES CORP      EQUITY   210149100     3683   235690 SH       DEFINED             18,21,22   159971        0    75719
CONSOLIDATED STORES CORP      EQUITY   210149100       48     3100 SH       DEFINED                   25        0     3100        0
CONSOLIDATED STORES CORP      EQUITY   210149100        4      250 SH       DEFINED     3,13,14,27,30,31      250        0        0
CONSOLIDATED STORES CORP      EQUITY   210149100       78     4993 SH       DEFINED                21,32     4993        0        0
CONSTELLATION ENERGY GROUP    EQUITY   210371100      175     5869 SH       DEFINED               -          5869        0        0
CONSTELLATION ENERGY GROUP    EQUITY   210371100      540    18145 SH       DEFINED                  4,6     2400        0    15745
CONSTELLATION ENERGY GROUP    EQUITY   210371100     3070   103204 SH       DEFINED                12,21   103204        0        0
CONSTELLATION ENERGY GROUP    EQUITY   210371100       51     1730 SH       DEFINED          15,18,21,22      820        0      910
CONSTELLATION ENERGY GROUP    EQUITY   210371100     7365   247555 SH       DEFINED             18,21,22   132934        0   114621
CONSTELLATION ENERGY GROUP    EQUITY   210371100      125     4216 SH       DEFINED                   25        0     4216        0
CONSTELLATION ENERGY GROUP    EQUITY   210371100      516    17360 SH       DEFINED                21,32    17360        0        0
CONSUMER PORTFOLIO SVCS INC   EQUITY   210502100       35    22272 SH       DEFINED             18,21,22    22188        0       84
CONTIFINANCIAL CORP           EQUITY   21075V107        3     2500 SH       DEFINED                  4,6        0        0     2500
CONTIFINANCIAL CORP           EQUITY   21075V107       11     8700 SH       DEFINED                12,21     8700        0        0
CONTIFINANCIAL CORP           EQUITY   21075V107       14    10538 SH       DEFINED             18,21,22       22        0    10516
CONTINENTAL AIRLINES INC CL B EQUITY   210795308       40      941 SH       DEFINED               -           941        0        0
CONTINENTAL AIRLINES INC CL B EQUITY   210795308    10397   244275 SH       DEFINED                12,21   244275        0        0
CONTINENTAL AIRLINES INC CL B EQUITY   210795308       80     1885 SH       DEFINED          15,18,21,22     1785        0      100
CONTINENTAL AIRLINES INC CL B EQUITY   210795308     6944   163154 SH       DEFINED             18,21,22    96033        0    67121
*** CONTROLADORA COMERCIAL GD EQUITY   21238A206        2      126 SH       DEFINED          15,18,21,22       67        0       59
*** CONTROLADORA COMERCIAL GD EQUITY   21238A206      333    20037 SH       DEFINED             18,21,22    17152        0     2885
CONVERGYS CORP                EQUITY   212485106      568    27700 SH       DEFINED                  4,6      500        0    27200
CONVERGYS CORP                EQUITY   212485106     5587   272525 SH       DEFINED                12,21   272525        0        0
CONVERGYS CORP                EQUITY   212485106     3680   179506 SH       DEFINED             18,21,22    84384        0    95122
CONVERGYS CORP                EQUITY   212485106      457    22300 SH       DEFINED                21,32    22300        0        0
CONVERSE INC SUB CONV NOTES   CORPBOND 212540AA6       20    50000 PRN      DEFINED             18,21,22     5000        0    45000
COOPER CAMERON CORP           EQUITY   216640102     4322   122175 SH       DEFINED                  6,7   122175        0        0
COOPER CAMERON CORP           EQUITY   216640102     5129   144980 SH       DEFINED                12,21   144980        0        0
COOPER CAMERON CORP           EQUITY   216640102      311     8785 SH       DEFINED          15,18,21,22     8178        0      607
COOPER CAMERON CORP           EQUITY   216640102     6447   182235 SH       DEFINED             18,21,22   104709        0    77526
COOPER COS INC NEW            EQUITY   216648402     2106   100000 SH       DEFINED                12,21   100000        0        0
COOPER COS INC NEW            EQUITY   216648402       74     3500 SH       DEFINED             18,21,22      100        0     3400
COOPER COS INC NEW            EQUITY   216648402      227    10800 SH       DEFINED                   25        0    10800        0
COOPER COS INC NEW            EQUITY   216648402      790    37500 SH       DEFINED                21,32    37500        0        0
COOPER INDUSTRIES INC         EQUITY   216669101      114     2075 SH       DEFINED               -          2075        0        0
COOPER INDUSTRIES INC         EQUITY   216669101      124     2250 SH       DEFINED                  4,6     1200        0     1050
COOPER INDUSTRIES INC         EQUITY   216669101     1682    30614 SH       DEFINED                12,21    30614        0        0
COOPER INDUSTRIES INC         EQUITY   216669101     1540    28026 SH       DEFINED             16,18,21    28026        0        0
COOPER INDUSTRIES INC         EQUITY   216669101     4324    78705 SH       DEFINED             18,21,22    26590        0    52115
COOPER INDUSTRIES INC         EQUITY   216669101      150     2728 SH       DEFINED                   25        0     2728        0
COOPER INDUSTRIES INC         EQUITY   216669101      239     4355 SH       DEFINED                21,32     4355        0        0
COOPER TIRE & RUBBER CO       EQUITY   216831107      361    16400 SH       DEFINED                  4,6      400    16000        0
COOPER TIRE & RUBBER CO       EQUITY   216831107     1656    75285 SH       DEFINED                12,21    75285        0        0
COOPER TIRE & RUBBER CO       EQUITY   216831107        4      160 SH       DEFINED          15,18,21,22      160        0        0
COOPER TIRE & RUBBER CO       EQUITY   216831107      728    33097 SH       DEFINED             18,21,22    14267        0    18829
COOPER TIRE & RUBBER CO       EQUITY   216831107      515    23425 SH       DEFINED                   25        0    23425        0
COOPER TIRE & RUBBER CO       EQUITY   216831107      411    18700 SH       DEFINED     3,13,14,27,30,31    18700        0        0
COOPER TIRE & RUBBER CO       EQUITY   216831107       79     3581 SH       DEFINED                21,32     3581        0        0
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104      109     2000 SH       DEFINED                  4,6        0        0     2000
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104     2600    47534 SH       DEFINED                12,21    47534        0        0
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104        4       80 SH       DEFINED          15,18,21,22        0        0       80
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104      720    13162 SH       DEFINED             18,21,22     6877        0     6285
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104       55     1004 SH       DEFINED                   25        0     1004        0
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104       92     1689 SH       DEFINED                21,32     1689        0        0
COPART INC                    EQUITY   217204106       36     1500 SH       DEFINED               -          1500        0        0
COPART INC                    EQUITY   217204106      475    20070 SH       DEFINED                12,21    20070        0        0
COPART INC                    EQUITY   217204106       99     4200 SH       DEFINED          15,18,21,22        0        0     4200
COPART INC                    EQUITY   217204106     6667   281453 SH       DEFINED             18,21,22    88363        0   193090
COPART INC                    EQUITY   217204106     1968    83100 SH       DEFINED                   25        0    83100        0
COPPER MOUNTAIN NETWORKS INC  EQUITY   217510106      554     4774 SH       DEFINED                  4,6      940      644     3190
COPPER MOUNTAIN NETWORKS INC  EQUITY   217510106     1549    13350 SH       DEFINED                12,21    13350        0        0
COPPER MOUNTAIN NETWORKS INC  EQUITY   217510106       15      125 SH       DEFINED             18,21,22        0        0      125
COPPER MOUNTAIN NETWORKS INC  EQUITY   217510106       23      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
COPYTELE INC                  EQUITY   217721109       85    62000 SH       DEFINED             18,21,22     8700        0    53300
COR THERAPEUTICS INC          EQUITY   217753102     6105   274756 SH       DEFINED                12,21   274756        0        0
COR THERAPEUTICS INC          EQUITY   217753102      143     6454 SH       DEFINED             18,21,22     3404        0     3050
CORDANT TECHNOLOGIES INC      EQUITY   218412104       11      240 SH       DEFINED               -           240        0        0
CORDANT TECHNOLOGIES INC      EQUITY   218412104     6486   141198 SH       DEFINED                12,21   141198        0        0
CORDANT TECHNOLOGIES INC      EQUITY   218412104      227     4931 SH       DEFINED          15,18,21,22     3056        0     1875
CORDANT TECHNOLOGIES INC      EQUITY   218412104        7      160 SH       DEFINED             16,18,21      160        0        0
CORDANT TECHNOLOGIES INC      EQUITY   218412104    16532   359871 SH       DEFINED             18,21,22   245965        0   113906
CORDANT TECHNOLOGIES INC      EQUITY   218412104      331     7209 SH       DEFINED     3,13,14,27,30,31     7209        0        0
CORDANT TECHNOLOGIES INC      EQUITY   218412104     3772    82100 SH       DEFINED                21,32    82100        0        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108       26      800 SH       DEFINED               -           800        0        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108        7      204 SH       DEFINED                  4,6      204        0        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108     2971    89850 SH       DEFINED                12,21    89850        0        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108       12      350 SH       DEFINED             16,18,21      350        0        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108      314     9485 SH       DEFINED             18,21,22     1737        0     7748
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108        1       23 SH       DEFINED                21,32       23        0        0
CORNELL CORRECTIONS INC       EQUITY   219141108      139     9400 SH       DEFINED                12,21     9400        0        0
CORNELL CORRECTIONS INC       EQUITY   219141108       75     5080 SH       DEFINED          15,18,21,22     3865        0     1215
CORNELL CORRECTIONS INC       EQUITY   219141108       22     1500 SH       DEFINED             16,18,21     1500        0        0
CORNELL CORRECTIONS INC       EQUITY   219141108     1688   113932 SH       DEFINED             18,21,22    76266        0    37666
CORNELL CORRECTIONS INC       EQUITY   219141108       98     6600 SH       DEFINED           3,13,30,31     6600        0        0
CORNERSTONE PPTYS INC         EQUITY   21922H103      136     8800 SH       DEFINED                  4,6        0        0     8800
CORNERSTONE PPTYS INC         EQUITY   21922H103       53     3400 SH       DEFINED                12,21     3400        0        0
CORNERSTONE PPTYS INC         EQUITY   21922H103      409    26363 SH       DEFINED             18,21,22    22713        0     3650
CORNERSTONE PPTYS INC         EQUITY   21922H103    25015  1613861 SH       DEFINED           3,13,28,31  1613861        0        0
CORNERSTONE RLTY INCOME TR IN EQUITY   21922V102      350    33900 SH       DEFINED                12,21    33900        0        0
CORNING INC                   EQUITY   219350105      272     3850 SH       DEFINED               -          3850        0        0
CORNING INC                   EQUITY   219350105     2901    41000 SH       DEFINED                  4,6    19700        0    21300
CORNING INC                   EQUITY   219350105    90747  1282637 SH       DEFINED                12,21  1282637        0        0
CORNING INC                   EQUITY   219350105      234     3302 SH       DEFINED          15,18,21,22     1980        0     1322
CORNING INC                   EQUITY   219350105    44664   631300 SH       DEFINED             16,18,21   631300        0        0
CORNING INC                   EQUITY   219350105    26323   372063 SH       DEFINED             18,21,22   150892        0   221171
CORNING INC                   EQUITY   219350105      618     8730 SH       DEFINED                   25        0     8730        0
CORNING INC                   EQUITY   219350105      799    11294 SH       DEFINED                21,32    11294        0        0
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102     5259   143600 SH       DEFINED   2,3,11,13,14,30,31        0   143600        0
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102      198     5400 SH       DEFINED                12,21     5400        0        0
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102      332     9062 SH       DEFINED          15,18,21,22     6426        0     2636
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102     7120   194413 SH       DEFINED             18,21,22   155467        0    38946
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102      531    14500 SH       DEFINED            4,6,23,24    14500        0        0
CORPORATE EXPRESS INC         EQUITY   219888104      207    23700 SH       DEFINED               -         23700        0        0
CORPORATE EXPRESS INC         EQUITY   219888104       39     4500 SH       DEFINED                  4,6        0        0     4500
CORPORATE EXPRESS INC         EQUITY   219888104      777    88800 SH       DEFINED                12,21    88800        0        0
CORPORATE EXPRESS INC         EQUITY   219888104       35     4000 SH       DEFINED          15,18,21,22     2600        0     1400
CORPORATE EXPRESS INC         EQUITY   219888104      106    12065 SH       DEFINED             18,21,22     2997        0     9068
CORPORATE HIGH YIELD FD III   EQUITY   219925104      557    44971 SH       DEFINED             18,21,22    35720        0     9251
CORRECTIONAL PROPERTIES TRUST EQUITY   22025E104      126     7925 SH       DEFINED          15,18,21,22     6085        0     1840
CORRECTIONAL PROPERTIES TRUST EQUITY   22025E104     3816   240399 SH       DEFINED             18,21,22   161057        0    79342
CORT BUSINESS SVCS CORP       EQUITY   220493100   139771  5778518 SH       DEFINED               4,6,10  5778518        0        0
CORT BUSINESS SVCS CORP       EQUITY   220493100     1471    60822 SH       DEFINED                12,21    60822        0        0
CORT BUSINESS SVCS CORP       EQUITY   220493100        4      164 SH       DEFINED             18,21,22      114        0       50
CORT BUSINESS SVCS CORP       EQUITY   220493100     1525    63031 SH       DEFINED                21,32    63031        0        0
CORUS BANKSHARES INC          EQUITY   220873103      195     6285 SH       DEFINED                12,21     6285        0        0
CORUS BANKSHARES INC          EQUITY   220873103      136     4400 SH       DEFINED             18,21,22     4400        0        0
CORVEL CORP                   EQUITY   221006109       25     1140 SH       DEFINED          15,18,21,22     1140        0        0
CORVEL CORP                   EQUITY   221006109      816    37092 SH       DEFINED             18,21,22    26206        0    10886
COST PLUS INC                 EQUITY   221485105    18615   427930 SH       DEFINED                12,21   427930        0        0
COST PLUS INC                 EQUITY   221485105      342     7869 SH       DEFINED          15,18,21,22     5675        0     2194
COST PLUS INC                 EQUITY   221485105     7047   162000 SH       DEFINED             16,18,21   162000        0        0
COST PLUS INC                 EQUITY   221485105     4978   114435 SH       DEFINED             18,21,22    93354        0    21081
COST PLUS INC                 EQUITY   221485105      500    11500 SH       DEFINED                   25        0    11500        0
COST PLUS INC                 EQUITY   221485105     3920    90105 SH       DEFINED                21,32    90105        0        0
COSTCO COMPANIES INC SUB NTS  CORPBOND 22160QAA0       88   100000 PRN      DEFINED                12,21   100000        0        0
COSTCO COMPANIES INC - SUB NT CORPBOND 22160QAC6       88   100000 PRN      DEFINED               -        100000        0        0
COSTCO COMPANIES INC - SUB NT CORPBOND 22160QAC6       88   100000 PRN      DEFINED                12,21   100000        0        0
COSTCO COMPANIES INC - SUB NT CORPBOND 22160QAC6      422   482000 PRN      DEFINED          15,18,21,22   199000        0   283000
COSTCO COMPANIES INC - SUB NT CORPBOND 22160QAC6    24238 27700000 PRN      DEFINED             16,18,21 27700000        0        0
COSTCO COMPANIES INC - SUB NT CORPBOND 22160QAC6    12995 14851000 PRN      DEFINED             18,21,22 11389000        0  3462000
COSTCO COMPANIES INC          EQUITY   22160Q102       79     1075 SH       DEFINED               -          1075        0        0
COSTCO COMPANIES INC          EQUITY   22160Q102     8088   109762 SH       DEFINED                  4,6        0   107762     2000
COSTCO COMPANIES INC          EQUITY   22160Q102   104583  1419273 SH       DEFINED                12,21  1419273        0        0
COSTCO COMPANIES INC          EQUITY   22160Q102     2213    30034 SH       DEFINED          15,18,21,22    21380        0     8654
COSTCO COMPANIES INC          EQUITY   22160Q102    77004  1045000 SH       DEFINED             16,18,21  1045000        0        0
COSTCO COMPANIES INC          EQUITY   22160Q102    65312   886326 SH       DEFINED             18,21,22   541249        0   345077
COSTCO COMPANIES INC          EQUITY   22160Q102     7844   106453 SH       DEFINED                   25        0   106453        0
COSTCO COMPANIES INC          EQUITY   22160Q102    39594   537320 SH       DEFINED     3,13,14,27,30,31   537320        0        0
COSTCO COMPANIES INC          EQUITY   22160Q102      965    13101 SH       DEFINED                21,32    13101        0        0
*** COTT CORP QUE             EQUITY   22163N106        1      150 SH       DEFINED          15,18,21,22      150        0        0
*** COTT CORP QUE             EQUITY   22163N106      273    76529 SH       DEFINED             18,21,22    54139        0    22390
COTELLIGENT INC               EQUITY   221630106       85    14400 SH       DEFINED                12,21    14400        0        0
COTELLIGENT INC               EQUITY   221630106       63    10737 SH       DEFINED          15,18,21,22      390        0    10347
COULTER PHARMACEUTICAL INC    EQUITY   222116105     1127    44870 SH       DEFINED                  4,6    15340    20635     8895
COULTER PHARMACEUTICAL INC    EQUITY   222116105        7      280 SH       DEFINED                  6,7        0        0      280
COULTER PHARMACEUTICAL INC    EQUITY   222116105     1203    47900 SH       DEFINED                12,21    47900        0        0
COULTER PHARMACEUTICAL INC    EQUITY   222116105      726    28900 SH       DEFINED             18,21,22      800        0    28100
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104       42     1136 SH       DEFINED               -          1136        0        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104       35      925 SH       DEFINED                  4,6        0        0      925
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104    73292  1960984 SH       DEFINED                12,21  1960984        0        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104     1619    43308 SH       DEFINED          15,18,21,22    28944        0    14364
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104       52     1400 SH       DEFINED                18,21     1400        0        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104    42152  1127802 SH       DEFINED             18,21,22   751714        0   376088
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104     4942   132227 SH       DEFINED                   25        0   132227        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104      353     9434 SH       DEFINED     3,13,14,27,30,31     9434        0        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104      554    14826 SH       DEFINED                21,32    14826        0        0
COUSINS PROPERTIES INC GEORGI EQUITY   222795106     4483   121583 SH       DEFINED                12,21   121583        0        0
COUSINS PROPERTIES INC GEORGI EQUITY   222795106      797    21601 SH       DEFINED          15,18,21,22    16401        0     5200
COUSINS PROPERTIES INC GEORGI EQUITY   222795106      604    16371 SH       DEFINED             18,21,22     8577        0     7794
COUSINS PROPERTIES INC GEORGI EQUITY   222795106     2779    75369 SH       DEFINED                21,32    75369        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204     2820    62935 SH       DEFINED                  4,6    17445    25750    19740
COVAD COMMUNICATIONS CORP     EQUITY   222814204     4555   101650 SH       DEFINED                12,21   101650        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204        8      175 SH       DEFINED          15,18,21,22      175        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204     2129    47500 SH       DEFINED             16,18,21    47500        0        0
COVAD COMMUNICATIONS CORP     OPTION   222814204    33610   750000 SH  CALL DEFINED       17,18,19,20,21   750000        0        0
COVAD COMMUNICATIONS CORP     OPTION   222814204    33610   750000 SH  PUT  DEFINED       17,18,19,20,21   750000        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204     1480    33023 SH       DEFINED             18,21,22    32648        0      375
COVAD COMMUNICATIONS CORP     EQUITY   222814204      798    17800 SH       DEFINED     3,13,14,27,30,31    17800        0        0
COVANCE INC                   EQUITY   222816100      445    23575 SH       DEFINED                  4,6    20075        0     3500
COVANCE INC                   EQUITY   222816100     1303    69046 SH       DEFINED                12,21    69046        0        0
COVANCE INC                   EQUITY   222816100      171     9080 SH       DEFINED          15,18,21,22     6930        0     2150
COVANCE INC                   EQUITY   222816100       13      700 SH       DEFINED             16,18,21      700        0        0
COVANCE INC                   EQUITY   222816100     4090   216668 SH       DEFINED             18,21,22   141388        0    75280
COVANCE INC                   EQUITY   222816100      123     6500 SH       DEFINED                21,32     6500        0        0
COVENANT TRANSPORT INC CL A   EQUITY   22284P105     1257    70300 SH       DEFINED                12,21    70300        0        0
COVENANT TRANSPORT INC CL A   EQUITY   22284P105        4      250 SH       DEFINED          15,18,21,22      200        0       50
COVENANT TRANSPORT INC CL A   EQUITY   22284P105      322    18030 SH       DEFINED             18,21,22    13386        0     4644
COVENTRY HEALTH CARE INC      EQUITY   222862104        4      335 SH       DEFINED               -           335        0        0
COVENTRY HEALTH CARE INC      EQUITY   222862104     4396   397400 SH       DEFINED   2,3,11,13,14,30,31        0   397400        0
COVENTRY HEALTH CARE INC      EQUITY   222862104     2075   187600 SH       DEFINED                12,21   187600        0        0
COVENTRY HEALTH CARE INC      EQUITY   222862104      121    10950 SH       DEFINED          15,18,21,22     3895        0     7055
COVENTRY HEALTH CARE INC      EQUITY   222862104     3062   276795 SH       DEFINED             18,21,22   206846        0    69949
COX COMMUNICATIONS INC-NEW    EQUITY   224044107       12      320 SH       DEFINED               -           320        0        0
COX COMMUNICATIONS INC-NEW    EQUITY   224044107      300     8320 SH       DEFINED                  4,6     1000        0     7320
COX COMMUNICATIONS INC-NEW    EQUITY   224044107   107706  2986618 SH       DEFINED                12,21  2986618        0        0
COX COMMUNICATIONS INC-NEW    EQUITY   224044107      350     9712 SH       DEFINED          15,18,21,22     5794        0     3918
COX COMMUNICATIONS INC-NEW    EQUITY   224044107      106     2952 SH       DEFINED             16,18,21     2952        0        0
COX COMMUNICATIONS INC-NEW    EQUITY   224044107    54758  1518388 SH       DEFINED             18,21,22   537104        0   981284
COX COMMUNICATIONS INC-NEW    EQUITY   224044107      426    11800 SH       DEFINED     3,13,14,27,30,31    11800        0        0
COX RADIO INC CLASS A         EQUITY   224051102     9547   165308 SH       DEFINED                12,21   165308        0        0
COX RADIO INC CLASS A         EQUITY   224051102     2108    36500 SH       DEFINED             16,18,21    36500        0        0
COX RADIO INC CLASS A         EQUITY   224051102      435     7533 SH       DEFINED             18,21,22     3040        0     4493
COX RADIO INC CLASS A         EQUITY   224051102      762    13200 SH       DEFINED                   25        0    13200        0
COX RADIO INC CLASS A         EQUITY   224051102      676    11700 SH       DEFINED     3,13,14,27,30,31    11700        0        0
COX RADIO INC CLASS A         EQUITY   224051102     5032    87142 SH       DEFINED                21,32    87142        0        0
CRANE CO DELAWARE             EQUITY   224399105       19      750 SH       DEFINED               -           750        0        0
CRANE CO DELAWARE             EQUITY   224399105     3291   130968 SH       DEFINED                12,21   130968        0        0
CRANE CO DELAWARE             EQUITY   224399105      151     5998 SH       DEFINED          15,18,21,22     4390        0     1608
CRANE CO DELAWARE             EQUITY   224399105     5973   237724 SH       DEFINED             18,21,22   174339        0    63384
CRANE CO DELAWARE             EQUITY   224399105       48     1915 SH       DEFINED                   25        0     1915        0
CRANE CO DELAWARE             EQUITY   224399105      364    14503 SH       DEFINED     3,13,14,27,30,31    14503        0        0
CRANE CO DELAWARE             EQUITY   224399105     1088    43286 SH       DEFINED                21,32    43286        0        0
CRAWFORD & CO CL B            EQUITY   224633107      541    35900 SH       DEFINED                12,21    35900        0        0
CRAWFORD & CO CL B            EQUITY   224633107      237    15728 SH       DEFINED             18,21,22     7590        0     8138
CREATIVE BIOMOLECULES INC     EQUITY   225270107       73    18920 SH       DEFINED             18,21,22     3750        0    15170
CREDENCE SYSTEMS CORP CV SUB  CORPBOND 225302AC2     1377  1501000 PRN      DEFINED             18,21,22  1501000        0        0
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108     1991    49400 SH       DEFINED                12,21    49400        0        0
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108      633    15692 SH       DEFINED          15,18,21,22    12590        0     3102
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108    12270   304359 SH       DEFINED             18,21,22   198184        0   106175
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108       16      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
CREDIT ACCEPTANCE CORP  MICH  EQUITY   225310101       97    16530 SH       DEFINED                12,21    16530        0        0
CREDIT ACCEPTANCE CORP  MICH  EQUITY   225310101        8     1277 SH       DEFINED             18,21,22      277        0     1000
CREE RESEARCH INC             EQUITY   225447101       41     1400 SH       DEFINED                12,21     1400        0        0
CREE RESEARCH INC             EQUITY   225447101        3      110 SH       DEFINED          15,18,21,22      110        0        0
CREE RESEARCH INC             EQUITY   225447101     1053    35850 SH       DEFINED             18,21,22    22770        0    13080
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105       84     3905 SH       DEFINED               -          3905        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105    13199   615662 SH       DEFINED                  4,6   615662        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105       96     4500 SH       DEFINED                12,21     4500        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105       42     1940 SH       DEFINED          15,18,21,22     1420        0      520
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105      191     8900 SH       DEFINED             16,18,21     8900        0        0
CRESCENT REAL ESTATE EQUITIES OPTION   225756105       13      600 SH  PUT  DEFINED             18,21,22        0        0      600
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105    10627   495709 SH       DEFINED             18,21,22   279197        0   216511
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105       37     1740 SH       DEFINED                21,32     1740        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756204       17     1000 SH       DEFINED               -          1000        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756204      567    33625 SH       DEFINED             18,21,22    12780        0    20845
CRIIMI MAE INC                EQUITY   226603108        3     1000 SH       DEFINED               -          1000        0        0
CRIIMI MAE INC                EQUITY   226603108       69    24616 SH       DEFINED                12,21    24616        0        0
CRIIMI MAE INC                EQUITY   226603108       81    28625 SH       DEFINED             18,21,22    19430        0     9194
CRITICAL PATH INC             EQUITY   22674V100      548    16296 SH       DEFINED                  4,6     3545     5386     7365
CRITICAL PATH INC             EQUITY   22674V100        3       95 SH       DEFINED                  6,7        0        0       95
CRITICAL PATH INC             EQUITY   22674V100      165     4900 SH       DEFINED                12,21     4900        0        0
CRITICAL PATH INC             EQUITY   22674V100       70     2087 SH       DEFINED          15,18,21,22     1483        0      604
CRITICAL PATH INC             EQUITY   22674V100     1412    41983 SH       DEFINED             18,21,22    35822        0     6161
CRITICAL PATH INC             EQUITY   22674V100        3      100 SH       DEFINED     3,13,14,27,30,31      100        0        0
CROMPTON & KNOWLES CORP       EQUITY   227111101      243    12500 SH       DEFINED                  4,6    12500        0        0
CROMPTON & KNOWLES CORP       EQUITY   227111101     2362   121514 SH       DEFINED                12,21   121514        0        0
CROMPTON & KNOWLES CORP       EQUITY   227111101       12      600 SH       DEFINED          15,18,21,22      300        0      300
CROMPTON & KNOWLES CORP       EQUITY   227111101     2190   112640 SH       DEFINED             18,21,22    47376        0    65264
CROMPTON & KNOWLES CORP       EQUITY   227111101     2510   129107 SH       DEFINED                21,32   129107        0        0
A T CROSS CO CLASS A          EQUITY   227478104      888   179916 SH       DEFINED             18,21,22   132481        0    47435
CROSS TIMBERS OIL CO          EQUITY   227573102      528    41625 SH       DEFINED                12,21    41625        0        0
CROSS TIMBERS OIL CO          EQUITY   227573102      168    13227 SH       DEFINED          15,18,21,22    10110        0     3117
CROSS TIMBERS OIL CO          EQUITY   227573102     3948   311132 SH       DEFINED             18,21,22   206119        0   105013
CROSSMANN CMMTYS INC          EQUITY   22764E109      930    30000 SH       DEFINED                12,21    30000        0        0
CROWN AMERICAN REALTY TRUST   EQUITY   228186102      143    19908 SH       DEFINED                12,21    19908        0        0
CROWN AMERICAN REALTY TRUST   EQUITY   228186102      176    24457 SH       DEFINED             18,21,22     5541        0    18916
CROWN ANDERSEN INC            EQUITY   228190104        8     1000 SH       DEFINED               -          1000        0        0
CROWN ANDERSEN INC            EQUITY   228190104      203    26600 SH       DEFINED             18,21,22        0        0    26600
CROWN CASTLE INTERNATIONAL    EQUITY   228227104     4136   174600 SH       DEFINED   2,3,11,13,14,30,31        0   174600        0
CROWN CASTLE INTERNATIONAL    EQUITY   228227104     1237    52200 SH       DEFINED                12,21    52200        0        0
CROWN CASTLE INTERNATIONAL    EQUITY   228227104      988    41714 SH       DEFINED             18,21,22    17437        0    24277
CROWN CORK & SEAL CO INC      EQUITY   228255105      104     3500 SH       DEFINED               -          3500        0        0
CROWN CORK & SEAL CO INC      EQUITY   228255105    14495   487229 SH       DEFINED                12,21   487229        0        0
CROWN CORK & SEAL CO INC      EQUITY   228255105       62     2100 SH       DEFINED          15,18,21,22        0        0     2100
CROWN CORK & SEAL CO INC      EQUITY   228255105     3192   107300 SH       DEFINED             16,18,21   107300        0        0
CROWN CORK & SEAL CO INC      EQUITY   228255105     4982   167463 SH       DEFINED             18,21,22    73583        0    93880
CROWN CORK & SEAL CO INC      EQUITY   228255105      103     3460 SH       DEFINED                   25        0     3460        0
CROWN CORK & SEAL CO INC      EQUITY   228255105      378    12700 SH       DEFINED     3,13,14,27,30,31    12700        0        0
CROWN CORK & SEAL CO INC      EQUITY   228255105      166     5593 SH       DEFINED                21,32     5593        0        0
CROWN CORK & SEAL INC         EQUITY   228255303     6704   246000 SH       DEFINED                12,21   246000        0        0
CROWN CORK & SEAL INC         EQUITY   228255303      135     4940 SH       DEFINED          15,18,21,22     2910        0     2030
CROWN CORK & SEAL INC         EQUITY   228255303    17576   645000 SH       DEFINED             16,18,21   645000        0        0
CROWN CORK & SEAL INC         EQUITY   228255303    10848   398093 SH       DEFINED             18,21,22   327883        0    70210
CROWN PACIFIC PARTNERS LP     EQUITY   228439105      207     8500 SH       DEFINED               -          8500        0        0
CROWN PACIFIC PARTNERS LP     EQUITY   228439105        6      250 SH       DEFINED                  4,6        0        0      250
CROWN PACIFIC PARTNERS LP     EQUITY   228439105        3      140 SH       DEFINED          15,18,21,22        0        0      140
CROWN PACIFIC PARTNERS LP     EQUITY   228439105     3591   147318 SH       DEFINED             18,21,22    68308        0    79010
*** CRYSTALLEX INTL CORP      EQUITY   22942F101        6    11000 SH       DEFINED             18,21,22        0        0    11000
C3 INC                        EQUITY   22942P109      183    15735 SH       DEFINED          15,18,21,22     7295        0     8440
C3 INC                        EQUITY   22942P109      121    10385 SH       DEFINED             18,21,22     7385        0     3000
CUBIC CORP DE                 EQUITY   229669106      119     4659 SH       DEFINED                12,21     4659        0        0
CUBIC CORP DE                 EQUITY   229669106      189     7414 SH       DEFINED             18,21,22       29        0     7385
CULLEN FROST BANKERS INC      EQUITY   229899109       28     1110 SH       DEFINED               -          1110        0        0
CULLEN FROST BANKERS INC      EQUITY   229899109     4247   168197 SH       DEFINED                  4,6    50870    66422    50905
CULLEN FROST BANKERS INC      EQUITY   229899109     2714   107500 SH       DEFINED                    6   107500        0        0
CULLEN FROST BANKERS INC      EQUITY   229899109       23      900 SH       DEFINED                  6,7        0        0      900
CULLEN FROST BANKERS INC      EQUITY   229899109     2825   111900 SH       DEFINED                12,21   111900        0        0
CULLEN FROST BANKERS INC      EQUITY   229899109      333    13188 SH       DEFINED          15,18,21,22     7278        0     5910
CULLEN FROST BANKERS INC      EQUITY   229899109     8516   337285 SH       DEFINED             18,21,22   217473        0   119812
CULLEN FROST BANKERS INC      EQUITY   229899109      379    15000 SH       DEFINED                21,32    15000        0        0
CULP INC                      EQUITY   230215105       40     3926 SH       DEFINED                12,21     3926        0        0
CULP INC                      EQUITY   230215105       12     1200 SH       DEFINED          15,18,21,22        0        0     1200
CULP INC                      EQUITY   230215105     2164   212445 SH       DEFINED             18,21,22   182445        0    30000
CUMMINS ENGINE CO INC         EQUITY   231021106      337     5205 SH       DEFINED                12,21     5205        0        0
CUMMINS ENGINE CO INC         EQUITY   231021106     7151   110339 SH       DEFINED             18,21,22    41723        0    68616
CUMMINS ENGINE CO INC         OPTION   231021106     2755    42500 SH  CALL DEFINED             18,21,22    42500        0        0
CUMMINS ENGINE CO INC         EQUITY   231021106       78     1209 SH       DEFINED                   25        0     1209        0
CUMMINS ENGINE CO INC         EQUITY   231021106      129     1983 SH       DEFINED                21,32     1983        0        0
CUMULUS MEDIA INC CL A        EQUITY   231082108      187     7700 SH       DEFINED                12,21     7700        0        0
CUMULUS MEDIA INC CL A        EQUITY   231082108      136     5603 SH       DEFINED          15,18,21,22     4288        0     1315
CUMULUS MEDIA INC CL A        EQUITY   231082108     3677   151248 SH       DEFINED             18,21,22   107005        0    44243
CURATIVE HEALTH SERVICES INC  EQUITY   231264102      145    25300 SH       DEFINED                12,21    25300        0        0
CURATIVE HEALTH SERVICES INC  EQUITY   231264102        2      312 SH       DEFINED             18,21,22        4        0      308
CUSTOM TRACKS CORP            EQUITY   232046102       39     1000 SH       DEFINED                12,21     1000        0        0
CUSTOM TRACKS CORP            EQUITY   232046102      189     4850 SH       DEFINED             18,21,22      650        0     4200
CYBERCASH INC                 EQUITY   232462101       84     8400 SH       DEFINED                12,21     8400        0        0
CYBERCASH INC                 EQUITY   232462101       10     1000 SH       DEFINED          15,18,21,22        0        0     1000
CYBERCASH INC                 EQUITY   232462101      205    20485 SH       DEFINED             18,21,22     5275        0    15210
CYBEROPTICS CORP              EQUITY   232517102     1219    77410 SH       DEFINED             18,21,22    25150        0    52260
CYBEX COMPUTER PRODUCTS CORP  EQUITY   232522102      511    19200 SH       DEFINED                12,21    19200        0        0
CYBEX COMPUTER PRODUCTS CORP  EQUITY   232522102       13      500 SH       DEFINED          15,18,21,22      500        0        0
CYBEX COMPUTER PRODUCTS CORP  EQUITY   232522102      747    28059 SH       DEFINED             18,21,22    17676        0    10383
CYGNUS INC                    EQUITY   232560102     2672   262300 SH       DEFINED                12,21   262300        0        0
CYGNUS INC                    EQUITY   232560102        1      100 SH       DEFINED          15,18,21,22        0        0      100
CYGNUS INC                    EQUITY   232560102       78     7632 SH       DEFINED             18,21,22     2682        0     4950
CYLINK CORPORATION            EQUITY   232565101       62    12000 SH       DEFINED                12,21    12000        0        0
CYLINK CORPORATION            EQUITY   232565101        4      805 SH       DEFINED             18,21,22      205        0      600
CYMER INC                     EQUITY   232572107     5021   159400 SH       DEFINED                12,21   159400        0        0
CYMER INC                     EQUITY   232572107      124     3922 SH       DEFINED          15,18,21,22     2784        0     1138
CYMER INC                     EQUITY   232572107     2230    70809 SH       DEFINED             18,21,22    57396        0    13413
CYMER INC                     EQUITY   232572107      274     8700 SH       DEFINED                   25        0     8700        0
CYPRESS SEMICONDUCTOR         CORPBOND 232806AB5     2213  2000000 PRN      DEFINED             16,18,21  2000000        0        0
CYPRESS SEMICONDUCTOR CORP CV CORPBOND 232806AD1      277   250000 PRN      DEFINED                12,21   250000        0        0
CYPRESS SEMICONDUCTOR CORP CV CORPBOND 232806AD1     3817  3450000 PRN      DEFINED             16,18,21  3450000        0        0
CYPRESS SEMICONDUCTOR CORP CV CORPBOND 232806AD1     6270  5668000 PRN      DEFINED             18,21,22  5668000        0        0
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109    40827  1985450 SH       DEFINED                12,21  1985450        0        0
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109     1630    79265 SH       DEFINED          15,18,21,22    47500        0    31765
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109    80242  3902236 SH       DEFINED             18,21,22  1521061        0  2381175
CYPRESS SEMICONDUCTOR CORP    OPTION   232806109       21     1000 SH  CALL DEFINED             18,21,22        0        0     1000
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109      882    42900 SH       DEFINED                   25        0    42900        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103     5812   436600 SH       DEFINED   2,3,11,13,14,30,31        0   436600        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103        3      229 SH       DEFINED                  4,6      229        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103      356    26726 SH       DEFINED                12,21    26726        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103       13     1000 SH       DEFINED          15,18,21,22        0        0     1000
CYPRUS AMAX MINERALS CO       EQUITY   232809103        1       60 SH       DEFINED             16,18,21       60        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103     1001    75210 SH       DEFINED             18,21,22    29042        0    46168
CYPRUS AMAX MINERALS CO       EQUITY   232809103       29     2163 SH       DEFINED                   25        0     2163        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103       13     1000 SH       DEFINED     3,13,14,27,30,31     1000        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103       54     4079 SH       DEFINED                21,32     4079        0        0
CYTOCLONAL PHARMACEUTICALS IN EQUITY   23282G105       16     2430 SH       DEFINED                12,21     2430        0        0
CYTOCLONAL PHARMACEUTICALS IN EQUITY   23282G105       66    10000 SH       DEFINED             18,21,22        0        0    10000
CYTEC INDUSTRIES INC          EQUITY   232820100       77     2900 SH       DEFINED                  6,7     2900        0        0
CYTEC INDUSTRIES INC          EQUITY   232820100     4501   170250 SH       DEFINED                12,21   170250        0        0
CYTEC INDUSTRIES INC          EQUITY   232820100        6      226 SH       DEFINED          15,18,21,22      226        0        0
CYTEC INDUSTRIES INC          EQUITY   232820100     4098   155000 SH       DEFINED             16,18,21   155000        0        0
CYTEC INDUSTRIES INC          EQUITY   232820100      526    19877 SH       DEFINED             18,21,22     9377        0    10500
CYTOGEN CORP                  EQUITY   232824102       35    17437 SH       DEFINED             18,21,22     6000        0    11437
CYTYC CORPORATION             EQUITY   232946103     2215    95000 SH       DEFINED                12,21    95000        0        0
CYTYC CORPORATION             EQUITY   232946103       77     3301 SH       DEFINED             18,21,22     1101        0     2200
DII GROUP INC                 EQUITY   232949107       51     1375 SH       DEFINED               -          1375        0        0
DII GROUP INC                 EQUITY   232949107     6096   165034 SH       DEFINED                12,21   165034        0        0
DII GROUP INC                 EQUITY   232949107      305     8265 SH       DEFINED          15,18,21,22     5315        0     2950
DII GROUP INC                 OPTION   232949107     3694   100000 SH  PUT  DEFINED       17,18,19,20,21   100000        0        0
DII GROUP INC                 EQUITY   232949107    10449   282881 SH       DEFINED             18,21,22   182535        0   100346
DII GROUP INC                 EQUITY   232949107     1352    36600 SH       DEFINED                   25        0    36600        0
DII GROUP INC                 EQUITY   232949107       18      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
DII GROUP INC                 EQUITY   232949107     2530    68499 SH       DEFINED                21,32    68499        0        0
DBT ONLINE INC                EQUITY   233044106      207     7100 SH       DEFINED                12,21     7100        0        0
DBT ONLINE INC                EQUITY   233044106       35     1212 SH       DEFINED             18,21,22      100        0     1112
DQE INC                       EQUITY   23329J104      363     9100 SH       DEFINED                  4,6        0        0     9100
DQE INC                       EQUITY   23329J104     1414    35400 SH       DEFINED                12,21    35400        0        0
DQE INC                       EQUITY   23329J104       64     1612 SH       DEFINED          15,18,21,22       50        0     1562
DQE INC                       EQUITY   23329J104      556    13928 SH       DEFINED             18,21,22     7928        0     5999
DQE INC                       EQUITY   23329J104     1198    30000 SH       DEFINED     3,13,14,27,30,31    30000        0        0
DQE INC                       EQUITY   23329J104     1315    32930 SH       DEFINED                21,32    32930        0        0
DPL INC                       EQUITY   233293109       26     1350 SH       DEFINED               -          1350        0        0
DPL INC                       EQUITY   233293109      137     7070 SH       DEFINED                  4,6     6570        0      500
DPL INC                       EQUITY   233293109      104     5375 SH       DEFINED                12,21     5375        0        0
DPL INC                       EQUITY   233293109     2189   112613 SH       DEFINED             18,21,22    81991        0    30622
D R HORTON INC                EQUITY   23331A109       26     1610 SH       DEFINED               -          1610        0        0
D R HORTON INC                EQUITY   23331A109     1001    61100 SH       DEFINED                  4,6        0    61100        0
D R HORTON INC                EQUITY   23331A109     4367   266674 SH       DEFINED                12,21   266674        0        0
D R HORTON INC                EQUITY   23331A109      406    24779 SH       DEFINED          15,18,21,22    14079        0    10700
D R HORTON INC                EQUITY   23331A109    11885   725798 SH       DEFINED             18,21,22   495856        0   229942
D R HORTON INC                EQUITY   23331A109      241    14700 SH       DEFINED                   25        0    14700        0
D R HORTON INC                EQUITY   23331A109     1382    84368 SH       DEFINED                21,32    84368        0        0
DSP GROUP INC                 EQUITY   23332B106       27      700 SH       DEFINED               -           700        0        0
DSP GROUP INC                 EQUITY   23332B106      100     2600 SH       DEFINED                12,21     2600        0        0
DSP GROUP INC                 EQUITY   23332B106      142     3701 SH       DEFINED             18,21,22     1332        0     2369
DSP COMMUNICATIONS INC        EQUITY   23332K106     4400   185753 SH       DEFINED                12,21   185753        0        0
DSP COMMUNICATIONS INC        EQUITY   23332K106        2      100 SH       DEFINED          15,18,21,22        0        0      100
DSP COMMUNICATIONS INC        EQUITY   23332K106       12      525 SH       DEFINED             18,21,22       25        0      500
DSP COMMUNICATIONS INC        EQUITY   23332K106       90     3800 SH       DEFINED     3,13,14,27,30,31     3800        0        0
DSP COMMUNICATIONS INC        EQUITY   23332K106     2611   110227 SH       DEFINED                21,32   110227        0        0
DST SYS INC DEL               EQUITY   233326107     2847    42940 SH       DEFINED                12,21    42940        0        0
DST SYS INC DEL               EQUITY   233326107      645     9733 SH       DEFINED             18,21,22     4348        0     5385
DST SYS INC DEL               EQUITY   233326107     2538    38268 SH       DEFINED                21,32    38268        0        0
DT INDUSTRIES INC             EQUITY   23333J108       32     4824 SH       DEFINED                12,21     4824        0        0
DT INDUSTRIES INC             EQUITY   23333J108        1      156 SH       DEFINED          15,18,21,22      156        0        0
DT INDUSTRIES INC             EQUITY   23333J108      248    37717 SH       DEFINED             18,21,22    29966        0     7751
DTE ENERGY COMPANY            EQUITY   233331107       93     2336 SH       DEFINED               -          2336        0        0
DTE ENERGY COMPANY            EQUITY   233331107      119     3000 SH       DEFINED                  4,6     3000        0        0
DTE ENERGY COMPANY            EQUITY   233331107    15686   395222 SH       DEFINED                12,21   395222        0        0
DTE ENERGY COMPANY            EQUITY   233331107     5028   126690 SH       DEFINED          15,18,21,22    86949        0    39741
DTE ENERGY COMPANY            EQUITY   233331107    20689   521282 SH       DEFINED             18,21,22   390842        0   130440
DTE ENERGY COMPANY            EQUITY   233331107      167     4209 SH       DEFINED                   25        0     4209        0
DTE ENERGY COMPANY            EQUITY   233331107      361     9096 SH       DEFINED                21,32     9096        0        0
DVI INC                       EQUITY   233343102      161     9900 SH       DEFINED                12,21     9900        0        0
DVI INC                       EQUITY   233343102       20     1234 SH       DEFINED             18,21,22      584        0      650
DAIN RAUSCHER CORP            EQUITY   233856103       40      750 SH       DEFINED                  4,6        0        0      750
DAIN RAUSCHER CORP            EQUITY   233856103     3279    61370 SH       DEFINED                12,21    61370        0        0
DAIN RAUSCHER CORP            EQUITY   233856103        2       44 SH       DEFINED             18,21,22       30        0       14
DAIN RAUSCHER CORP            EQUITY   233856103      347     6500 SH       DEFINED                   25        0     6500        0
DAISYTEK INTERNATIONAL CORP   EQUITY   234053106     1267    88134 SH       DEFINED                12,21    88134        0        0
DAISYTEK INTERNATIONAL CORP   EQUITY   234053106        7      500 SH       DEFINED          15,18,21,22      375        0      125
DAISYTEK INTERNATIONAL CORP   EQUITY   234053106      467    32464 SH       DEFINED             18,21,22    24164        0     8300
DAISYTEK INTERNATIONAL CORP   EQUITY   234053106     1379    95904 SH       DEFINED                21,32    95904        0        0
DAL-TILE INTL INC             EQUITY   23426R108    16839  1433100 SH       DEFINED                12,21  1433100        0        0
DAL-TILE INTL INC             EQUITY   23426R108       93     7930 SH       DEFINED          15,18,21,22     4371        0     3559
DAL-TILE INTL INC             EQUITY   23426R108     4515   384255 SH       DEFINED             18,21,22   228477        0   155778
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104     2281    45106 SH       DEFINED                  4,6    15465    20386     9255
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104       13      250 SH       DEFINED                  6,7        0        0      250
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104     4793    94800 SH       DEFINED                12,21    94800        0        0
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104      152     3000 SH       DEFINED             16,18,21     3000        0        0
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104      432     8545 SH       DEFINED             18,21,22     2914        0     5631
DAMARK INTERNATIONAL INC CL A EQUITY   235691102      418    64350 SH       DEFINED             18,21,22    52950        0    11400
DAN RIVER INC CLASS A         EQUITY   235774106      118    17500 SH       DEFINED                12,21    17500        0        0
DAN RIVER INC CLASS A         EQUITY   235774106       47     7000 SH       DEFINED          15,18,21,22        0        0     7000
DAN RIVER INC CLASS A         EQUITY   235774106      754   111637 SH       DEFINED             18,21,22   109637        0     2000
DANA CORP                     EQUITY   235811106      129     3024 SH       DEFINED               -          3024        0        0
DANA CORP                     EQUITY   235811106     7814   183861 SH       DEFINED                  4,6    14716   110900    58245
DANA CORP                     EQUITY   235811106     7677   180626 SH       DEFINED                12,21   180626        0        0
DANA CORP                     EQUITY   235811106      224     5274 SH       DEFINED          15,18,21,22     3526        0     1748
DANA CORP                     EQUITY   235811106    29497   694036 SH       DEFINED             18,21,22   108515        0   585521
DANA CORP                     EQUITY   235811106      203     4788 SH       DEFINED                   25        0     4788        0
DANA CORP                     EQUITY   235811106      162     3800 SH       DEFINED     3,13,14,27,30,31     3800        0        0
DANA CORP                     EQUITY   235811106      326     7660 SH       DEFINED                21,32     7660        0        0
DANAHER CORP DE               EQUITY   235851102        3       55 SH       DEFINED               -            55        0        0
DANAHER CORP DE               EQUITY   235851102    81193  1429133 SH       DEFINED                  4,6   547080   279828   602225
DANAHER CORP DE               EQUITY   235851102       44      778 SH       DEFINED                5,6,7        0        0      778
DANAHER CORP DE               EQUITY   235851102      665    11710 SH       DEFINED                  6,7        0        0    11710
DANAHER CORP DE               EQUITY   235851102     9466   166621 SH       DEFINED                12,21   166621        0        0
DANAHER CORP DE               EQUITY   235851102      333     5862 SH       DEFINED          15,18,21,22     3192        0     2670
DANAHER CORP DE               EQUITY   235851102    11919   209789 SH       DEFINED             18,21,22   116264        0    93524
DANAHER CORP DE               EQUITY   235851102      273     4800 SH       DEFINED                   25        0     4800        0
DANAHER CORP DE               EQUITY   235851102      355     6251 SH       DEFINED                21,32     6251        0        0
*** DANKA BUSINESS SYS PLC    EQUITY   236277109       65     6000 SH       DEFINED                18,21     6000        0        0
*** DANKA BUSINESS SYS PLC    OPTION   236277109       11     1000 SH  CALL DEFINED             18,21,22     1000        0        0
*** DANKA BUSINESS SYS PLC    EQUITY   236277109      231    21216 SH       DEFINED             18,21,22     5164        0    16052
DARDEN RESTAURANTS INC        EQUITY   237194105      129     6300 SH       DEFINED                  4,6     6300        0        0
DARDEN RESTAURANTS INC        EQUITY   237194105     2358   115024 SH       DEFINED                12,21   115024        0        0
DARDEN RESTAURANTS INC        EQUITY   237194105      104     5065 SH       DEFINED          15,18,21,22     1795        0     3270
DARDEN RESTAURANTS INC        EQUITY   237194105      539    26300 SH       DEFINED             16,18,21    26300        0        0
DARDEN RESTAURANTS INC        EQUITY   237194105     2706   132017 SH       DEFINED             18,21,22    76122        0    55895
DARDEN RESTAURANTS INC        EQUITY   237194105       79     3834 SH       DEFINED                   25        0     3834        0
DARDEN RESTAURANTS INC        EQUITY   237194105     1445    70467 SH       DEFINED                21,32    70467        0        0
DATA BROADCASTING CORP        EQUITY   237596101       50     6000 SH       DEFINED                  4,6        0        0     6000
DATA BROADCASTING CORP        EQUITY   237596101      140    17000 SH       DEFINED                12,21    17000        0        0
DATA BROADCASTING CORP        EQUITY   237596101        3      410 SH       DEFINED          15,18,21,22      110        0      300
DATA BROADCASTING CORP        EQUITY   237596101       73     8816 SH       DEFINED             18,21,22      971        0     7845
DATA GENERAL CORP             EQUITY   237688106      433    31100 SH       DEFINED                  4,6     6500        0    24600
DATA GENERAL CORP             EQUITY   237688106      625    44860 SH       DEFINED                12,21    44860        0        0
DATA GENERAL CORP             EQUITY   237688106        4      270 SH       DEFINED          15,18,21,22      270        0        0
DATA GENERAL CORP             EQUITY   237688106      794    56937 SH       DEFINED             16,18,21    56937        0        0
DATA GENERAL CORP             EQUITY   237688106     1766   126690 SH       DEFINED             18,21,22    89300        0    37390
DATA GENERAL CORP             OPTION   237688106     1791   128500 SH  CALL DEFINED             18,21,22   128500        0        0
DATA GENERAL CORP             EQUITY   237688106       18     1313 SH       DEFINED                   25        0     1313        0
DATA GENERAL CORP             EQUITY   237688106       35     2496 SH       DEFINED                21,32     2496        0        0
DATA I/O CORP                 EQUITY   237690102      145    87500 SH       DEFINED             18,21,22        0        0    87500
DATA PROCESSING RESOURCES COR CORPBOND 237823AA7       98   100000 PRN      DEFINED                12,21   100000        0        0
DATA PROCESSING RESOURCES COR EQUITY   237823109     2548   106164 SH       DEFINED                12,21   106164        0        0
DATA PROCESSING RESOURCES COR EQUITY   237823109        4      175 SH       DEFINED          15,18,21,22      125        0       50
DATA PROCESSING RESOURCES COR EQUITY   237823109      246    10250 SH       DEFINED             18,21,22     7525        0     2725
DATA PROCESSING RESOURCES COR EQUITY   237823109     2066    86082 SH       DEFINED                21,32    86082        0        0
DATA TRANSMISSION NETWORK COR EQUITY   238017107      273     9900 SH       DEFINED                12,21     9900        0        0
DATA TRANSMISSION NETWORK COR EQUITY   238017107      283    10250 SH       DEFINED             18,21,22     2400        0     7850
DATAMETRICS CORP              EQUITY   238085104      166   165994 SH       DEFINED             18,21,22    28500        0   137494
DATASCOPE CORP DELAWARE       EQUITY   238113104     3121    92138 SH       DEFINED                12,21    92138        0        0
DATASCOPE CORP DELAWARE       EQUITY   238113104      167     4940 SH       DEFINED             18,21,22     2115        0     2825
DATASCOPE CORP DELAWARE       EQUITY   238113104     1881    55540 SH       DEFINED                21,32    55540        0        0
DATASTREAM SYS INC            EQUITY   238124101      189    14000 SH       DEFINED                12,21    14000        0        0
DATASTREAM SYS INC            EQUITY   238124101      259    19175 SH       DEFINED          15,18,21,22     7197        0    11978
DATASTREAM SYS INC            EQUITY   238124101     2443   180953 SH       DEFINED             18,21,22   131144        0    49809
DAVE & BUSTERS INC            EQUITY   23833N104       51     2000 SH       DEFINED                  4,6        0     2000        0
DAVE & BUSTERS INC            EQUITY   23833N104     1169    45600 SH       DEFINED                12,21    45600        0        0
DAVE & BUSTERS INC            EQUITY   23833N104       19      725 SH       DEFINED          15,18,21,22      725        0        0
DAVE & BUSTERS INC            EQUITY   23833N104      111     4325 SH       DEFINED             18,21,22     2300        0     2025
DAVE & BUSTERS INC            EQUITY   23833N104      223     8700 SH       DEFINED                   25        0     8700        0
DAVOX CORP                    EQUITY   239208101       50     3000 SH       DEFINED                12,21     3000        0        0
DAVOX CORP                    EQUITY   239208101      128     7760 SH       DEFINED             18,21,22      106        0     7654
DAY RUNNER INC DE             EQUITY   239545106      478    41100 SH       DEFINED                12,21    41100        0        0
DAY RUNNER INC DE             EQUITY   239545106        4      313 SH       DEFINED             18,21,22      308        0        5
DAY RUNNER INC DE             EQUITY   239545106      238    20500 SH       DEFINED                   25        0    20500        0
DAY RUNNER INC DE             EQUITY   239545106      430    37000 SH       DEFINED                21,32    37000        0        0
DAYTON HUDSON CORP            EQUITY   239753106      523     8178 SH       DEFINED               -          8178        0        0
DAYTON HUDSON CORP            EQUITY   239753106     4846    75725 SH       DEFINED                  4,6    35850     9400    30475
DAYTON HUDSON CORP            EQUITY   239753106     9491   148300 SH       DEFINED                  6,7   148300        0        0
DAYTON HUDSON CORP            EQUITY   239753106   100206  1565712 SH       DEFINED                12,21  1565712        0        0
DAYTON HUDSON CORP            EQUITY   239753106     5001    78145 SH       DEFINED          15,18,21,22    58967        0    19178
DAYTON HUDSON CORP            EQUITY   239753106    24486   382600 SH       DEFINED             16,18,21   382600        0        0
DAYTON HUDSON CORP            EQUITY   239753106       32      500 SH       DEFINED                18,21      500        0        0
DAYTON HUDSON CORP            EQUITY   239753106   103082  1610661 SH       DEFINED             18,21,22  1033550        0   577110
DAYTON HUDSON CORP            OPTION   239753106      192     3000 SH  CALL DEFINED             18,21,22     3000        0        0
DAYTON HUDSON CORP            EQUITY   239753106     1020    15940 SH       DEFINED                   25        0    15940        0
DAYTON HUDSON CORP            EQUITY   239753106      904    14127 SH       DEFINED     3,13,14,27,30,31    14127        0        0
DAYTON HUDSON CORP            EQUITY   239753106     1620    25313 SH       DEFINED                21,32    25313        0        0
*** DE BEERS CONS MINES LTD   EQUITY   240253302       47     1875 SH       DEFINED               -          1875        0        0
*** DE BEERS CONS MINES LTD   EQUITY   240253302       25     1000 SH       DEFINED                  4,6        0        0     1000
*** DE BEERS CONS MINES LTD   EQUITY   240253302      476    19120 SH       DEFINED          15,18,21,22    13335        0     5785
*** DE BEERS CONS MINES LTD   EQUITY   240253302       25     1000 SH       DEFINED             16,18,21     1000        0        0
*** DE BEERS CONS MINES LTD   EQUITY   240253302    22709   912922 SH       DEFINED             18,21,22   680998        0   231923
*** DE BEERS CONS MINES LTD   EQUITY   240253302     1106    44470 SH       DEFINED                   25        0    44470        0
DEAN FOODS CO                 EQUITY   242361103      162     3758 SH       DEFINED                12,21     3758        0        0
DEAN FOODS CO                 EQUITY   242361103       32      745 SH       DEFINED          15,18,21,22      525        0      220
DEAN FOODS CO                 EQUITY   242361103     2110    48923 SH       DEFINED             18,21,22    28532        0    20390
DEAN FOODS CO                 OPTION   242361103       22      500 SH  CALL DEFINED             18,21,22        0        0      500
DEAN FOODS CO                 EQUITY   242361103      101     2352 SH       DEFINED                21,32     2352        0        0
DEB SHOPS INC                 EQUITY   242728103      385    19334 SH       DEFINED             18,21,22    10915        0     8419
DEBT STRATEGIES FD II INC     EQUITY   242901106       95    11334 SH       DEFINED             18,21,22    11334        0        0
DEERE & CO                    EQUITY   244199105       80     2049 SH       DEFINED               -          2049        0        0
DEERE & CO                    EQUITY   244199105    10685   275300 SH       DEFINED   2,3,11,13,14,30,31        0   275300        0
DEERE & CO                    EQUITY   244199105     5311   136825 SH       DEFINED                  4,6   121700        0    15125
DEERE & CO                    EQUITY   244199105     9649   248606 SH       DEFINED                12,21   248606        0        0
DEERE & CO                    EQUITY   244199105     1144    29487 SH       DEFINED          15,18,21,22    15253        0    14234
DEERE & CO                    EQUITY   244199105     4755   122500 SH       DEFINED             16,18,21   122500        0        0
DEERE & CO                    EQUITY   244199105    46201  1190358 SH       DEFINED             18,21,22   642466        0   547892
DEERE & CO                    EQUITY   244199105     1007    25941 SH       DEFINED                   25        0    25941        0
DEERE & CO                    EQUITY   244199105     1234    31796 SH       DEFINED     3,13,14,27,30,31    31796        0        0
DEERE & CO                    EQUITY   244199105      525    13537 SH       DEFINED                21,32    13537        0        0
DEL MONTE FOODS CO            EQUITY   24522P103    40152  2490046 SH       DEFINED                1,4,6  2490046        0        0
DEL MONTE FOODS CO            EQUITY   24522P103      113     7000 SH       DEFINED                12,21     7000        0        0
DEL MONTE FOODS CO            EQUITY   24522P103       19     1150 SH       DEFINED          15,18,21,22     1150        0        0
DEL MONTE FOODS CO            EQUITY   24522P103      838    51960 SH       DEFINED             18,21,22    29655        0    22305
DELCO REMY INTL INC CLASS A   EQUITY   246626105    37426  3607343 SH       DEFINED               4,6,10  3607343        0        0
DELCO REMY INTL INC CLASS A   EQUITY   246626105      193    18600 SH       DEFINED                12,21    18600        0        0
DELCO REMY INTL INC CLASS A   EQUITY   246626105       10     1000 SH       DEFINED             18,21,22        0        0     1000
DELIAS INC                    EQUITY   246885107       52     5300 SH       DEFINED                12,21     5300        0        0
DELIAS INC                    EQUITY   246885107       86     8765 SH       DEFINED             18,21,22     3005        0     5760
DELL COMPUTER CORP            EQUITY   247025109     3292    82417 SH       DEFINED               -         82417        0        0
DELL COMPUTER CORP            EQUITY   247025109    79832  1998886 SH       DEFINED                  4,6   454720   510585  1033581
DELL COMPUTER CORP            EQUITY   247025109       84     2105 SH       DEFINED                5,6,7        0        0     2105
DELL COMPUTER CORP            EQUITY   247025109   485834 12164713 SH       DEFINED                  6,7 12128498        0    36215
DELL COMPUTER CORP            EQUITY   247025109    82376  2062605 SH       DEFINED                12,21  2062605        0        0
DELL COMPUTER CORP            EQUITY   247025109    14679   367547 SH       DEFINED          15,18,21,22   228081        0   139466
DELL COMPUTER CORP            OPTION   247025109       80     2000 SH  PUT  DEFINED          15,18,21,22        0        0     2000
DELL COMPUTER CORP            EQUITY   247025109     1857    46500 SH       DEFINED             16,18,21    46500        0        0
DELL COMPUTER CORP            EQUITY   247025109   231582  5798544 SH       DEFINED             18,21,22  3783780        0  2014764
DELL COMPUTER CORP            OPTION   247025109       96     2400 SH  CALL DEFINED             18,21,22        0        0     2400
DELL COMPUTER CORP            EQUITY   247025109     9614   240732 SH       DEFINED                   25        0   240732        0
DELL COMPUTER CORP            EQUITY   247025109    48363  1210959 SH       DEFINED     3,13,14,27,30,31  1210959        0        0
DELL COMPUTER CORP            EQUITY   247025109     5331   133483 SH       DEFINED                21,32   133483        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105      189    10416 SH       DEFINED               -         10416        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105     1360    75037 SH       DEFINED                  4,6    28918    44130     1989
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105    26938  1486221 SH       DEFINED                12,21  1486221        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105      726    40072 SH       DEFINED          15,18,21,22    24343        0    15729
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105     2542   140235 SH       DEFINED             16,18,21   140235        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105    52201  2880080 SH       DEFINED             18,21,22  1487954        0  1392125
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105     1582    87294 SH       DEFINED                   25        0    87294        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105       84     4612 SH       DEFINED     3,13,14,27,30,31     4612        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105      604    33319 SH       DEFINED                21,32    33319        0        0
DELPHI FINANCIAL GROUP INC    EQUITY   247131105      305     7907 SH       DEFINED                  6,7     7907        0        0
DELPHI FINANCIAL GROUP INC    EQUITY   247131105      676    17519 SH       DEFINED                12,21    17519        0        0
DELPHI FINANCIAL GROUP INC    EQUITY   247131105      166     4313 SH       DEFINED             16,18,21     4313        0        0
DELPHI FINANCIAL GROUP INC    EQUITY   247131105       53     1383 SH       DEFINED             18,21,22      343        0     1040
DELPHI FINANCIAL GROUP INC    EQUITY   247131105      454    11781 SH       DEFINED                   25        0    11781        0
DELTA & PINE LAND CO          EQUITY   247357106     2705    90155 SH       DEFINED                12,21    90155        0        0
DELTA & PINE LAND CO          EQUITY   247357106     2084    69466 SH       DEFINED             16,18,21    69466        0        0
DELTA & PINE LAND CO          EQUITY   247357106     1170    39005 SH       DEFINED             18,21,22    14458        0    24546
DELTA AIR LINES INC DE        EQUITY   247361108     7328   120500 SH       DEFINED   2,3,11,13,14,30,31        0   120500        0
DELTA AIR LINES INC DE        EQUITY   247361108    14522   238797 SH       DEFINED                  4,6     7250     2000   229547
DELTA AIR LINES INC DE        EQUITY   247361108     7341   120708 SH       DEFINED                5,6,7        0        0   120708
DELTA AIR LINES INC DE        EQUITY   247361108      827    13602 SH       DEFINED                  6,7        0        0    13602
DELTA AIR LINES INC DE        EQUITY   247361108    16836   276843 SH       DEFINED                12,21   276843        0        0
DELTA AIR LINES INC DE        EQUITY   247361108      732    12030 SH       DEFINED          15,18,21,22     6537        0     5493
DELTA AIR LINES INC DE        EQUITY   247361108      912    15000 SH       DEFINED             16,18,21    15000        0        0
DELTA AIR LINES INC DE        OPTION   247361108    27305   449000 SH  CALL DEFINED       17,18,19,20,21   449000        0        0
DELTA AIR LINES INC DE        EQUITY   247361108    21474   353120 SH       DEFINED             18,21,22   236074        0   117046
DELTA AIR LINES INC DE        OPTION   247361108    27305   449000 SH  CALL DEFINED             18,21,22   449000        0        0
DELTA AIR LINES INC DE        EQUITY   247361108     1392    22884 SH       DEFINED                   25        0    22884        0
DELTA AIR LINES INC DE        EQUITY   247361108      468     7700 SH       DEFINED     3,13,14,27,30,31     7700        0        0
DELTA AIR LINES INC DE        EQUITY   247361108      554     9112 SH       DEFINED                21,32     9112        0        0
DELTIC TIMBER CORP            EQUITY   247850100      889    36484 SH       DEFINED                12,21    36484        0        0
DELTIC TIMBER CORP            EQUITY   247850100      171     7028 SH       DEFINED             16,18,21     7028        0        0
DELTIC TIMBER CORP            EQUITY   247850100       10      393 SH       DEFINED             18,21,22        2        0      391
DELUXE CORP                   EQUITY   248019101      239     6500 SH       DEFINED               -          6500        0        0
DELUXE CORP                   EQUITY   248019101      158     4300 SH       DEFINED                  4,6      500     1000     2800
DELUXE CORP                   EQUITY   248019101    17011   462873 SH       DEFINED                12,21   462873        0        0
DELUXE CORP                   EQUITY   248019101      340     9240 SH       DEFINED          15,18,21,22     5765        0     3475
DELUXE CORP                   EQUITY   248019101    11025   300000 SH       DEFINED             16,18,21   300000        0        0
DELUXE CORP                   EQUITY   248019101    11009   299561 SH       DEFINED             18,21,22   187726        0   111835
DELUXE CORP                   EQUITY   248019101      545    14831 SH       DEFINED                   25        0    14831        0
DELUXE CORP                   EQUITY   248019101      134     3644 SH       DEFINED                21,32     3644        0        0
DENDRITE INTL INC             EQUITY   248239105      696    18800 SH       DEFINED                12,21    18800        0        0
DENDRITE INTL INC             EQUITY   248239105      596    16095 SH       DEFINED          15,18,21,22    11369        0     4726
DENDRITE INTL INC             EQUITY   248239105    10375   280394 SH       DEFINED             18,21,22   234948        0    45446
DENTSPLY INTL INC             EQUITY   249030107       21      800 SH       DEFINED                  4,6        0        0      800
DENTSPLY INTL INC             EQUITY   249030107      356    13325 SH       DEFINED                12,21    13325        0        0
DENTSPLY INTL INC             EQUITY   249030107      180     6741 SH       DEFINED          15,18,21,22     4921        0     1820
DENTSPLY INTL INC             EQUITY   249030107        1       53 SH       DEFINED             16,18,21       53        0        0
DENTSPLY INTL INC             EQUITY   249030107     4761   177980 SH       DEFINED             18,21,22   121299        0    56681
DENTSPLY INTL INC             EQUITY   249030107      321    12000 SH       DEFINED     3,13,14,27,30,31    12000        0        0
DEPARTMENT 56 INC             EQUITY   249509100      468    16246 SH       DEFINED                12,21    16246        0        0
DEPARTMENT 56 INC             EQUITY   249509100     3223   111850 SH       DEFINED             18,21,22    91771        0    20079
DEPARTMENT 56 INC             EQUITY   249509100      294    10200 SH       DEFINED                   25        0    10200        0
*** DESC S A DE C V           EQUITY   250309101      516    24200 SH       DEFINED                12,21    24200        0        0
*** DESC S A DE C V           EQUITY   250309101       14      639 SH       DEFINED             18,21,22      275        0      364
DESIGNS INC                   EQUITY   25057L102       17    10000 SH       DEFINED             18,21,22     5000        0     5000
DESTIA COMMUNICATIONS INC     EQUITY   25063E100      382    37700 SH       DEFINED                12,21    37700        0        0
DESTIA COMMUNICATIONS INC     EQUITY   25063E100       14     1423 SH       DEFINED             18,21,22       23        0     1400
DETROIT DIESEL CORP           EQUITY   250837101      160     6979 SH       DEFINED                12,21     6979        0        0
DETROIT DIESEL CORP           EQUITY   250837101        5      240 SH       DEFINED             18,21,22        0        0      240
DETROIT DIESEL CORP           EQUITY   250837101      307    13400 SH       DEFINED                   25        0    13400        0
*** DEUTSCHE TELEKOM AG SPON  EQUITY   251566105       58     1415 SH       DEFINED               -          1415        0        0
*** DEUTSCHE TELEKOM AG SPON  EQUITY   251566105      889    21609 SH       DEFINED          15,18,21,22    15844        0     5765
*** DEUTSCHE TELEKOM AG SPON  EQUITY   251566105     9081   220816 SH       DEFINED       17,18,19,20,21   220816        0        0
*** DEUTSCHE TELEKOM AG SPON  EQUITY   251566105    46553  1131980 SH       DEFINED             18,21,22   876350        0   255630
DEVELOPERS DIVERSIFIED REALTY EQUITY   251591103      717    47800 SH       DEFINED                12,21    47800        0        0
DEVELOPERS DIVERSIFIED REALTY OPTION   251591103        6      400 SH  PUT  DEFINED             18,21,22        0        0      400
DEVELOPERS DIVERSIFIED REALTY EQUITY   251591103     9706   647094 SH       DEFINED             18,21,22   617834        0    29260
DEVON ENERGY CORP             EQUITY   251799102     3605    98600 SH       DEFINED   2,3,11,13,14,30,31        0    98600        0
DEVON ENERGY CORP             EQUITY   251799102     1097    30000 SH       DEFINED                  6,7        0        0    30000
DEVON ENERGY CORP             EQUITY   251799102     6674   182534 SH       DEFINED                12,21   182534        0        0
DEVON ENERGY CORP             EQUITY   251799102      290     7919 SH       DEFINED          15,18,21,22     6559        0     1360
DEVON ENERGY CORP             EQUITY   251799102     2808    76800 SH       DEFINED             16,18,21    76800        0        0
DEVON ENERGY CORP             EQUITY   251799102     4418   120834 SH       DEFINED             18,21,22    84525        0    36309
DEVON ENERGY CORP             EQUITY   251799102      534    14600 SH       DEFINED                   25        0    14600        0
DEVON ENERGY CORP             EQUITY   251799102      537    14700 SH       DEFINED                21,32    14700        0        0
DEVRY INC  (DEL)              EQUITY   251893103      216    10535 SH       DEFINED                  4,6        0        0    10535
DEVRY INC  (DEL)              EQUITY   251893103    14297   697400 SH       DEFINED                12,21   697400        0        0
DEVRY INC  (DEL)              EQUITY   251893103      399    19465 SH       DEFINED          15,18,21,22    13325        0     6140
DEVRY INC  (DEL)              EQUITY   251893103     6376   311000 SH       DEFINED             16,18,21   311000        0        0
DEVRY INC  (DEL)              EQUITY   251893103    10928   533091 SH       DEFINED             18,21,22   350077        0   183014
DEVRY INC  (DEL)              EQUITY   251893103    11305   551450 SH       DEFINED            4,6,23,24   551450        0        0
DEXTER CORP                   EQUITY   252165105     2421    62284 SH       DEFINED                12,21    62284        0        0
DEXTER CORP                   EQUITY   252165105      253     6503 SH       DEFINED             18,21,22      103        0     6400
DEXTER CORP                   EQUITY   252165105      571    14700 SH       DEFINED                   25        0    14700        0
DEXTER CORP                   EQUITY   252165105     2741    70496 SH       DEFINED                21,32    70496        0        0
DIACRIN INC                   EQUITY   25243N103       10     1625 SH       DEFINED             18,21,22        0        0     1625
DIACRIN INC                   EQUITY   25243N103      900   150000 SH       DEFINED        3,13,28,29,31   150000        0        0
WTS DIACRIN INC EXP 12/31/200 EQUITY   25243N111       18   105000 SH       DEFINED        3,13,28,29,31   105000        0        0
*** DIAGEO PLC SPONSORED ADR  EQUITY   25243Q205      168     4112 SH       DEFINED               -          4112        0        0
*** DIAGEO PLC SPONSORED ADR  EQUITY   25243Q205     9047   221000 SH       DEFINED          15,18,21,22   142793        0    78207
*** DIAGEO PLC SPONSORED ADR  EQUITY   25243Q205   235230  5745998 SH       DEFINED             18,21,22  3984599        0  1761399
*** DIAGEO PLC SPONSORED ADR  EQUITY   25243Q205     3779    92320 SH       DEFINED                   25        0    92320        0
DIAGNOSTIC PRODUCTS CORP      EQUITY   252450101      259     9599 SH       DEFINED                12,21     9599        0        0
DIAGNOSTIC PRODUCTS CORP      EQUITY   252450101        1       42 SH       DEFINED             18,21,22        2        0       40
DIAL CORPORATION NEW DEL      EQUITY   25247D101        6      200 SH       DEFINED               -           200        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101     1795    60600 SH       DEFINED                  4,6     2300        0    58300
DIAL CORPORATION NEW DEL      EQUITY   25247D101     7226   243906 SH       DEFINED                  6,7   243906        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101    16291   549896 SH       DEFINED                12,21   549896        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101      741    25012 SH       DEFINED          15,18,21,22     7138        0    17874
DIAL CORPORATION NEW DEL      EQUITY   25247D101     9776   330000 SH       DEFINED             16,18,21   330000        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101     6785   229014 SH       DEFINED             18,21,22   119100        0   109914
DIAL CORPORATION NEW DEL      EQUITY   25247D101       12      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101     2004    67660 SH       DEFINED                21,32    67660        0        0
DIALOGIC CORPORATION          EQUITY   252499108      440    10000 SH       DEFINED                12,21    10000        0        0
DIALOGIC CORPORATION          EQUITY   252499108     1980    45000 SH       DEFINED        3,13,30,31,33        0        0    45000
DIAMETRICS MEDICAL INC        EQUITY   252532106       86    14069 SH       DEFINED          15,18,21,22    10016        0     4053
DIAMETRICS MEDICAL INC        EQUITY   252532106     1500   244918 SH       DEFINED             18,21,22   204647        0    40271
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0      634   610700 PRN      DEFINED                12,21   610700        0        0
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0      155   149000 PRN      DEFINED          15,18,21,22    69000        0    80000
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0     3636  3500000 PRN      DEFINED             16,18,21  3500000        0        0
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0     3818  3676000 PRN      DEFINED             18,21,22  2744000        0   932000
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0       33    32100 PRN      DEFINED     3,13,14,27,30,31    32100        0        0
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0     8828  8499000 PRN      DEFINED        3,13,28,29,31  8499000        0        0
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0     7347  7073000 PRN      DEFINED           3,13,30,31  7073000        0        0
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102     1300    41530 SH       DEFINED                  4,6    15100      300    26130
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102     6235   199114 SH       DEFINED                12,21   199114        0        0
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102       31     1000 SH       DEFINED          15,18,21,22     1000        0        0
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102      773    24700 SH       DEFINED             16,18,21    24700        0        0
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102     8371   267326 SH       DEFINED             18,21,22    20565        0   246761
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102      416    13300 SH       DEFINED     3,13,14,27,30,31    13300        0        0
DIAMOND MULTIMEDIA SYSTEMS    EQUITY   252714100       79    15433 SH       DEFINED                12,21    15433        0        0
DIAMOND MULTIMEDIA SYSTEMS    EQUITY   252714100       38     7483 SH       DEFINED             18,21,22       83        0     7400
DIAMOND TECHNOLOGY PARTNERS   EQUITY   252762109      837    34700 SH       DEFINED                12,21    34700        0        0
DIAMOND TECHNOLOGY PARTNERS   EQUITY   252762109       88     3632 SH       DEFINED             18,21,22      792        0     2840
DIAMOND TECHNOLOGY PARTNERS   EQUITY   252762109      659    27300 SH       DEFINED                21,32    27300        0        0
DIAMONDS TRUST SER 1          EQUITY   252787106      107     1000 SH       DEFINED                  4,6        0        0     1000
DIAMONDS TRUST SER 1          EQUITY   252787106       96      902 SH       DEFINED          15,18,21,22      702        0      200
DIAMONDS TRUST SER 1          EQUITY   252787106     5801    54441 SH       DEFINED             18,21,22    29008        0    25433
DIEBOLD INC                   EQUITY   253651103      117     4100 SH       DEFINED               -          4100        0        0
DIEBOLD INC                   EQUITY   253651103      224     7864 SH       DEFINED                12,21     7864        0        0
DIEBOLD INC                   EQUITY   253651103      172     6065 SH       DEFINED          15,18,21,22     5215        0      850
DIEBOLD INC                   EQUITY   253651103    10337   363507 SH       DEFINED             18,21,22   167085        0   196422
DIEBOLD INC                   OPTION   253651103       17      600 SH  PUT  DEFINED             18,21,22        0        0      600
DIGITAL MICROWAVE CORP        EQUITY   253859102      705    63400 SH       DEFINED                12,21    63400        0        0
DIGITAL MICROWAVE CORP        EQUITY   253859102      218    19596 SH       DEFINED             18,21,22     3688        0    15908
DIGITAL RIVER INC             EQUITY   25388B104      184     8000 SH       DEFINED                12,21     8000        0        0
DIGITAL RIVER INC             EQUITY   25388B104       35     1535 SH       DEFINED          15,18,21,22     1005        0      530
DIGITAL RIVER INC             EQUITY   25388B104      640    27817 SH       DEFINED             18,21,22    11600        0    16217
DIGITAL GENERATION SYSTEMS IN EQUITY   253921100      560   121000 SH       DEFINED             18,21,22     2000        0   119000
DIME COMMUNITY BANCSHARES     EQUITY   253922108        4      160 SH       DEFINED               -           160        0        0
DIME COMMUNITY BANCSHARES     EQUITY   253922108      277    11934 SH       DEFINED                12,21    11934        0        0
DIME COMMUNITY BANCSHARES     EQUITY   253922108       84     3606 SH       DEFINED          15,18,21,22     2016        0     1590
DIME COMMUNITY BANCSHARES     EQUITY   253922108     3799   163385 SH       DEFINED             18,21,22   103060        0    60325
DILLARDS INC CLASS A          EQUITY   254067101      379    12232 SH       DEFINED                12,21    12232        0        0
DILLARDS INC CLASS A          EQUITY   254067101       20      650 SH       DEFINED          15,18,21,22      200        0      450
DILLARDS INC CLASS A          EQUITY   254067101       53     1700 SH       DEFINED             16,18,21     1700        0        0
DILLARDS INC CLASS A          EQUITY   254067101      553    17849 SH       DEFINED             18,21,22    13891        0     3957
DILLARDS INC CLASS A          EQUITY   254067101      335    10820 SH       DEFINED                   25        0    10820        0
DILLARDS INC CLASS A          EQUITY   254067101      484    15600 SH       DEFINED     3,13,14,27,30,31    15600        0        0
DILLARDS INC CLASS A          EQUITY   254067101      155     4993 SH       DEFINED                21,32     4993        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102       40     2000 SH       DEFINED               -          2000        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102     2500   125000 SH       DEFINED                    6   125000        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102    11567   578353 SH       DEFINED                12,21   578353        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102        9      431 SH       DEFINED          15,18,21,22      273        0      158
DIME BANCORP INC NEW          EQUITY   25429Q102     3600   180000 SH       DEFINED             16,18,21   180000        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102     6164   308196 SH       DEFINED             18,21,22   131562        0   176633
DIME BANCORP INC NEW          OPTION   25429Q102       40     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
DIME BANCORP INC NEW          EQUITY   25429Q102     2681   134038 SH       DEFINED                21,32   134038        0        0
DIMON INC                     EQUITY   254394109     1481   252000 SH       DEFINED                  4,6        0   252000        0
DIMON INC                     EQUITY   254394109     2640   449400 SH       DEFINED                12,21   449400        0        0
DIMON INC                     EQUITY   254394109       13     2174 SH       DEFINED          15,18,21,22     1516        0      658
DIMON INC                     EQUITY   254394109     1527   259864 SH       DEFINED             18,21,22   205304        0    54560
DIONEX CORP DE                EQUITY   254546104      113     2666 SH       DEFINED                  4,6     2666        0        0
DIONEX CORP DE                EQUITY   254546104     1000    23600 SH       DEFINED                12,21    23600        0        0
DIONEX CORP DE                EQUITY   254546104      120     2840 SH       DEFINED          15,18,21,22     1660        0     1180
DIONEX CORP DE                EQUITY   254546104     3436    81075 SH       DEFINED             18,21,22    57562        0    23513
DIONEX CORP DE                EQUITY   254546104     1127    26600 SH       DEFINED                   25        0    26600        0
DISCOUNT AUTO PARTS           EQUITY   254642101      158     7082 SH       DEFINED                12,21     7082        0        0
DISCOUNT AUTO PARTS           EQUITY   254642101      187     8376 SH       DEFINED             18,21,22     2465        0     5911
WALT DISNEY HOLDING CO        EQUITY   254687106     1571    57774 SH       DEFINED               -         57774        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106    31116  1144458 SH       DEFINED                  4,6   477384    46805   620269
WALT DISNEY HOLDING CO        EQUITY   254687106     6792   249804 SH       DEFINED                5,6,7        0        0   249804
WALT DISNEY HOLDING CO        EQUITY   254687106      727    26739 SH       DEFINED                  6,7        0        0    26739
WALT DISNEY HOLDING CO        EQUITY   254687106   178859  6578614 SH       DEFINED                12,21  6578614        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106    23643   869619 SH       DEFINED          15,18,21,22   406602        0   463017
WALT DISNEY HOLDING CO        OPTION   254687106       41     1500 SH  CALL DEFINED          15,18,21,22        0        0     1500
WALT DISNEY HOLDING CO        EQUITY   254687106     7343   270073 SH       DEFINED             16,18,21   270073        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106      430    15800 SH       DEFINED                18,21    15800        0        0
WALT DISNEY HOLDING CO        OPTION   254687106    90555  3330700 SH  CALL DEFINED       17,18,19,20,21  3330700        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106   478659 17605536 SH       DEFINED             18,21,22  8751116        0  8854419
WALT DISNEY HOLDING CO        OPTION   254687106     1933    71100 SH  CALL DEFINED             18,21,22    65000        0     6100
WALT DISNEY HOLDING CO        OPTION   254687106    13931   512400 SH  PUT  DEFINED             18,21,22   500800        0    11600
WALT DISNEY HOLDING CO        EQUITY   254687106     8200   301600 SH       DEFINED            4,6,23,24   301600        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106     2277    83762 SH       DEFINED                   25        0    83762        0
WALT DISNEY HOLDING CO        EQUITY   254687106      682    25095 SH       DEFINED     3,13,14,27,30,31    25095        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106     2854   104983 SH       DEFINED                21,32   104983        0        0
*** DIRECT FOCUS INC-CAD      EQUITY   254931108      431    26500 SH       DEFINED                12,21    26500        0        0
*** DIVERSINET CORP           EQUITY   25536K204      520    76275 SH       DEFINED             18,21,22    11570        0    64705
DIXIE GROUP INC CONV DEB REG  CORPBOND 255519AA8       29    36000 PRN      DEFINED             18,21,22    14000        0    22000
DOCUMENTUM INC                EQUITY   256159104      181    11900 SH       DEFINED                12,21    11900        0        0
DOCUMENTUM INC                EQUITY   256159104       36     2362 SH       DEFINED             18,21,22       22        0     2340
DOLE FOOD INC                 EQUITY   256605106      142     5475 SH       DEFINED                12,21     5475        0        0
DOLE FOOD INC                 EQUITY   256605106       43     1670 SH       DEFINED          15,18,21,22     1670        0        0
DOLE FOOD INC                 EQUITY   256605106     1177    45481 SH       DEFINED             18,21,22    25109        0    20372
DOLLAR GENERAL CORP           EQUITY   256669102      290    10955 SH       DEFINED               -         10955        0        0
DOLLAR GENERAL CORP           EQUITY   256669102     6281   237009 SH       DEFINED                  4,6   164596    71713      700
DOLLAR GENERAL CORP           EQUITY   256669102       76     2870 SH       DEFINED                  6,7        0        0     2870
DOLLAR GENERAL CORP           EQUITY   256669102    17703   668043 SH       DEFINED                12,21   668043        0        0
DOLLAR GENERAL CORP           EQUITY   256669102     4146   156449 SH       DEFINED          15,18,21,22    73673        0    82775
DOLLAR GENERAL CORP           EQUITY   256669102    79188  2988236 SH       DEFINED             18,21,22  1696530        0  1291706
DOLLAR GENERAL CORP           EQUITY   256669102      211     7968 SH       DEFINED                   25        0     7968        0
DOLLAR GENERAL CORP           EQUITY   256669102      450    16991 SH       DEFINED     3,13,14,27,30,31    16991        0        0
DOLLAR GENERAL CORP           EQUITY   256669102      270    10206 SH       DEFINED                21,32    10206        0        0
DOLLAR THRIFTY AUTOMOTIVE     EQUITY   256743105      400    18900 SH       DEFINED                12,21    18900        0        0
DOLLAR THRIFTY AUTOMOTIVE     EQUITY   256743105      732    34537 SH       DEFINED             18,21,22     2818        0    31719
DOLLAR THRIFTY AUTOMOTIVE     EQUITY   256743105      598    28200 SH       DEFINED                   25        0    28200        0
DOLLAR TREE STORES INC        EQUITY   256747106       16      375 SH       DEFINED                  4,6        0        0      375
DOLLAR TREE STORES INC        EQUITY   256747106    18009   430694 SH       DEFINED                12,21   430694        0        0
DOLLAR TREE STORES INC        EQUITY   256747106       74     1762 SH       DEFINED          15,18,21,22      925        0      837
DOLLAR TREE STORES INC        EQUITY   256747106     5206   124500 SH       DEFINED             16,18,21   124500        0        0
DOLLAR TREE STORES INC        EQUITY   256747106    10846   259402 SH       DEFINED             18,21,22   133221        0   126181
DOLLAR TREE STORES INC        EQUITY   256747106     1066    25500 SH       DEFINED                21,32    25500        0        0
DOMINION RES BLACK WARRIOR TR EQUITY   25746Q108      354    22495 SH       DEFINED             18,21,22     2987        0    19507
DOMINION RESOURCES-VA         EQUITY   257470104      134     2999 SH       DEFINED               -          2999        0        0
DOMINION RESOURCES-VA         EQUITY   257470104      314     7022 SH       DEFINED                  4,6     6422        0      600
DOMINION RESOURCES-VA         EQUITY   257470104     5761   128921 SH       DEFINED                12,21   128921        0        0
DOMINION RESOURCES-VA         EQUITY   257470104       16      349 SH       DEFINED          15,18,21,22       50        0      299
DOMINION RESOURCES-VA         EQUITY   257470104     3815    85373 SH       DEFINED             18,21,22    41227        0    44145
DOMINION RESOURCES-VA         EQUITY   257470104      246     5514 SH       DEFINED                   25        0     5514        0
DOMINION RESOURCES-VA         EQUITY   257470104      693    15501 SH       DEFINED                21,32    15501        0        0
*** DOMTAR INC                EQUITY   257561100     3522   350000 SH       DEFINED                  6,7        0        0   350000
*** DOMTAR INC                EQUITY   257561100       11     1089 SH       DEFINED          15,18,21,22      198        0      891
*** DOMTAR INC                EQUITY   257561100       35     3480 SH       DEFINED             18,21,22      562        0     2918
DONALDSON CO INC              EQUITY   257651109      834    35470 SH       DEFINED                12,21    35470        0        0
DONALDSON CO INC              EQUITY   257651109       99     4225 SH       DEFINED          15,18,21,22     3110        0     1115
DONALDSON CO INC              EQUITY   257651109     3537   150496 SH       DEFINED             18,21,22   104357        0    46139
DONALDSON LUFKIN & JENRETTE   EQUITY   257661108     4266    81650 SH       DEFINED                  4,6     7000      800    73850
DONALDSON LUFKIN & JENRETTE   EQUITY   257661108     3462    66250 SH       DEFINED                12,21    66250        0        0
DONALDSON LUFKIN & JENRETTE   EQUITY   257661108      606    11594 SH       DEFINED             18,21,22     3817        0     7776
DONALDSON LUFKIN & JENRETTE   OPTION   257661108       26      500 SH  PUT  DEFINED             18,21,22        0        0      500
DLJDIRECT INC                 EQUITY   257661504     2776   131412 SH       DEFINED                  4,6        0     4000   127412
DLJDIRECT INC                 EQUITY   257661504      210     9950 SH       DEFINED                12,21     9950        0        0
DLJDIRECT INC                 EQUITY   257661504     1485    70280 SH       DEFINED             18,21,22    18130        0    52150
DLJDIRECT INC                 OPTION   257661504      127     6000 SH  CALL DEFINED             18,21,22        0        0     6000
DLJDIRECT INC                 EQUITY   257661504       63     3000 SH       DEFINED            4,6,23,24     3000        0        0
DLJDIRECT INC                 EQUITY   257661504       10      450 SH       DEFINED     3,13,14,27,30,31      450        0        0
*** DONCASTERS PLC-SPONSORED  EQUITY   257692103      479    32500 SH       DEFINED             18,21,22    15000        0    17500
DONNA KARAN INTL INC          EQUITY   257826107       93    11334 SH       DEFINED                12,21    11334        0        0
DONNA KARAN INTL INC          EQUITY   257826107      128    15572 SH       DEFINED             18,21,22     3214        0    12358
R R DONNELLEY & SONS CO       EQUITY   257867101        5      148 SH       DEFINED               -           148        0        0
R R DONNELLEY & SONS CO       EQUITY   257867101      403    11889 SH       DEFINED                12,21    11889        0        0
R R DONNELLEY & SONS CO       EQUITY   257867101     1222    36019 SH       DEFINED          15,18,21,22    24726        0    11293
R R DONNELLEY & SONS CO       EQUITY   257867101    31619   931663 SH       DEFINED             18,21,22   599287        0   332375
R R DONNELLEY & SONS CO       EQUITY   257867101     4202   123817 SH       DEFINED                   25        0   123817        0
R R DONNELLEY & SONS CO       EQUITY   257867101      206     6081 SH       DEFINED                21,32     6081        0        0
DORAL FIN'L CORP              EQUITY   25811P100     5848   359883 SH       DEFINED                12,21   359883        0        0
DORAL FIN'L CORP              EQUITY   25811P100      114     7000 SH       DEFINED                18,21     7000        0        0
DORAL FIN'L CORP              EQUITY   25811P100       87     5345 SH       DEFINED             18,21,22     1294        0     4050
DORAL FIN'L CORP              EQUITY   25811P100      229    14100 SH       DEFINED                   25        0    14100        0
DORAL FIN'L CORP              EQUITY   25811P100     4577   281650 SH       DEFINED                21,32   281650        0        0
DOUBLECLICK INC SUB NOTES CON CORPBOND 258609AA4     1661  1500000 PRN      DEFINED             16,18,21  1500000        0        0
DOUBLECLICK INC SUB NOTES CON CORPBOND 258609AA4     6411  5789000 PRN      DEFINED             18,21,22  5789000        0        0
DOUBLECLICK INC               EQUITY   258609304      123     1575 SH       DEFINED               -          1575        0        0
DOUBLECLICK INC               EQUITY   258609304      289     3700 SH       DEFINED                  4,6        0        0     3700
DOUBLECLICK INC               EQUITY   258609304     5714    73136 SH       DEFINED                    6    73136        0        0
DOUBLECLICK INC               EQUITY   258609304     5624    71990 SH       DEFINED                12,21    71990        0        0
DOUBLECLICK INC               EQUITY   258609304     1481    18963 SH       DEFINED          15,18,21,22     5769        0    13194
DOUBLECLICK INC               EQUITY   258609304    26107   334166 SH       DEFINED             18,21,22   175191        0   158975
DOUBLECLICK INC               OPTION   258609304       55      700 SH  CALL DEFINED             18,21,22        0        0      700
DOUBLECLICK INC               OPTION   258609304       63      800 SH  PUT  DEFINED             18,21,22        0        0      800
DOUBLECLICK INC               EQUITY   258609304     4907    62812 SH       DEFINED                21,32    62812        0        0
DOUBLECLICK INC               EQUITY   258609304    13250   169600 SH       DEFINED        3,13,30,31,33        0        0   169600
DOVER CORP                    EQUITY   260003108      255     6632 SH       DEFINED                  4,6     4332        0     2300
DOVER CORP                    EQUITY   260003108     1233    32020 SH       DEFINED                12,21    32020        0        0
DOVER CORP                    EQUITY   260003108    11615   301700 SH       DEFINED          15,18,21,22   204272        0    97427
DOVER CORP                    EQUITY   260003108    57976  1505880 SH       DEFINED             18,21,22  1096999        0   408880
DOVER CORP                    EQUITY   260003108     7801   202636 SH       DEFINED                   25        0   202636        0
DOVER CORP                    EQUITY   260003108      381     9903 SH       DEFINED                21,32     9903        0        0
DOW CHEMICAL CO               EQUITY   260543103      309     2449 SH       DEFINED               -          2449        0        0
DOW CHEMICAL CO               EQUITY   260543103     9044    71600 SH       DEFINED   2,3,11,13,14,30,31        0    71600        0
DOW CHEMICAL CO               EQUITY   260543103     7392    58519 SH       DEFINED                  4,6    23184    23225    12110
DOW CHEMICAL CO               EQUITY   260543103    76789   607927 SH       DEFINED                12,21   607927        0        0
DOW CHEMICAL CO               EQUITY   260543103     6926    54834 SH       DEFINED          15,18,21,22    35661        0    19173
DOW CHEMICAL CO               EQUITY   260543103     8842    70000 SH       DEFINED             16,18,21    70000        0        0
DOW CHEMICAL CO               EQUITY   260543103    75559   598187 SH       DEFINED             18,21,22   430505        0   167681
DOW CHEMICAL CO               EQUITY   260543103     1249     9886 SH       DEFINED                   25        0     9886        0
DOW CHEMICAL CO               EQUITY   260543103      621     4919 SH       DEFINED     3,13,14,27,30,31     4919        0        0
DOW CHEMICAL CO               EQUITY   260543103     1534    12141 SH       DEFINED                21,32    12141        0        0
DOW JONES & CO INC            EQUITY   260561105      236     4715 SH       DEFINED               -          4715        0        0
DOW JONES & CO INC            EQUITY   260561105       80     1600 SH       DEFINED                  4,6     1200      400        0
DOW JONES & CO INC            EQUITY   260561105      439     8749 SH       DEFINED                12,21     8749        0        0
DOW JONES & CO INC            EQUITY   260561105        3       50 SH       DEFINED          15,18,21,22        0        0       50
DOW JONES & CO INC            OPTION   260561105    42272   843333 SH  PUT  DEFINED       17,18,19,20,21   843333        0        0
DOW JONES & CO INC            EQUITY   260561105    11547   230358 SH       DEFINED             18,21,22   192369        0    37989
DOW JONES & CO INC            EQUITY   260561105      130     2594 SH       DEFINED                   25        0     2594        0
DOW JONES & CO INC            EQUITY   260561105      209     4175 SH       DEFINED                21,32     4175        0        0
DOWNEY FINANCIAL CORP DEL     EQUITY   261018105      388    16828 SH       DEFINED                12,21    16828        0        0
DOWNEY FINANCIAL CORP DEL     EQUITY   261018105      124     5375 SH       DEFINED             18,21,22     1921        0     3454
DOWNEY FINANCIAL CORP DEL     EQUITY   261018105      311    13500 SH       DEFINED                   25        0    13500        0
DRESS BARN INC                EQUITY   261570105      195    12900 SH       DEFINED                12,21    12900        0        0
DRESS BARN INC                EQUITY   261570105      278    18400 SH       DEFINED             18,21,22      300        0    18100
DREXLER TECHNOLOGY CORP       EQUITY   261876106     2778   350000 SH       DEFINED                12,21   350000        0        0
DREXLER TECHNOLOGY CORP       EQUITY   261876106      300    37800 SH       DEFINED             18,21,22     7000        0    30800
DREYERS GRAND ICE CREAM INC   EQUITY   261878102      305    17200 SH       DEFINED                12,21    17200        0        0
DREYERS GRAND ICE CREAM INC   EQUITY   261878102       49     2752 SH       DEFINED             18,21,22     1050        0     1702
DRUG EMPORIUM INC CV S/D-REG  CORPBOND 262175AA0       25    30000 PRN      DEFINED               -         30000        0        0
DRUG EMPORIUM INC CV S/D-REG  CORPBOND 262175AA0       46    55000 PRN      DEFINED             18,21,22    15000        0    40000
E I DU PONT DE NEMOURS & CO   EQUITY   263534109   104416  1431576 SH       DEFINED               -       1431576        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109     7542   103400 SH       DEFINED   2,3,11,13,14,30,31        0   103400        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    35238   483126 SH       DEFINED                  4,6   246188   121662   115276
E I DU PONT DE NEMOURS & CO   EQUITY   263534109   157629  2161141 SH       DEFINED                12,21  2161141        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    14950   204966 SH       DEFINED          15,18,21,22   117201        0    87765
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    10630   145740 SH       DEFINED             16,18,21   145740        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109      262     3592 SH       DEFINED       17,18,19,20,21     3592        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109   730585 10016516 SH       DEFINED             18,21,22  4349221        0  5667295
E I DU PONT DE NEMOURS & CO   OPTION   263534109     1094    15000 SH  CALL DEFINED             18,21,22    15000        0        0
E I DU PONT DE NEMOURS & CO   OPTION   263534109       51      700 SH  PUT  DEFINED             18,21,22        0        0      700
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    10177   139536 SH       DEFINED                   25        0   139536        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109     1002    13738 SH       DEFINED     3,13,14,27,30,31    13738        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109     4657    63851 SH       DEFINED                21,32    63851        0        0
DUANE READE INC               EQUITY   263578106     3733   118500 SH       DEFINED                12,21   118500        0        0
DUANE READE INC               EQUITY   263578106     1073    34053 SH       DEFINED          15,18,21,22    11208        0    22845
DUANE READE INC               EQUITY   263578106      553    17560 SH       DEFINED             18,21,22     4953        0    12607
DUCOMMUN INC DELAWARE         EQUITY   264147109       58     4900 SH       DEFINED                12,21     4900        0        0
DUCOMMUN INC DELAWARE         EQUITY   264147109       14     1156 SH       DEFINED             18,21,22      156        0     1000
DUCOMMUN INC DELAWARE         EQUITY   264147109      255    21450 SH       DEFINED                   25        0    21450        0
DUFF & PHELPS CREDIT RATING   EQUITY   26432F109      340     4500 SH       DEFINED                12,21     4500        0        0
DUFF & PHELPS CREDIT RATING   EQUITY   26432F109      346     4581 SH       DEFINED             18,21,22     2082        0     2499
DUKE ENERGY CORP              EQUITY   264399106     8387   158242 SH       DEFINED               -        158242        0        0
DUKE ENERGY CORP              EQUITY   264399106    51498   971663 SH       DEFINED                  4,6   408707   254345   308611
DUKE ENERGY CORP              EQUITY   264399106      598    11290 SH       DEFINED                  6,7        0        0    11290
DUKE ENERGY CORP              EQUITY   264399106    55147  1040506 SH       DEFINED                12,21  1040506        0        0
DUKE ENERGY CORP              EQUITY   264399106     2894    54609 SH       DEFINED          15,18,21,22    23115        0    31493
DUKE ENERGY CORP              EQUITY   264399106       57     1080 SH       DEFINED             16,18,21     1080        0        0
DUKE ENERGY CORP              EQUITY   264399106   288646  5446156 SH       DEFINED             18,21,22  1581768        0  3864387
DUKE ENERGY CORP              EQUITY   264399106      535    10095 SH       DEFINED                   25        0    10095        0
DUKE ENERGY CORP              EQUITY   264399106      583    11000 SH       DEFINED     3,13,14,27,30,31    11000        0        0
DUKE ENERGY CORP              EQUITY   264399106      959    18094 SH       DEFINED                21,32    18094        0        0
DUKE RLTY INVTS INC-NEW       EQUITY   264411505       78     3615 SH       DEFINED               -          3615        0        0
DUKE RLTY INVTS INC-NEW       EQUITY   264411505      228    10490 SH       DEFINED                  4,6        0     4600     5890
DUKE RLTY INVTS INC-NEW       EQUITY   264411505     2337   107775 SH       DEFINED                12,21   107775        0        0
DUKE RLTY INVTS INC-NEW       EQUITY   264411505       80     3703 SH       DEFINED          15,18,21,22     3338        0      365
DUKE RLTY INVTS INC-NEW       EQUITY   264411505      976    45000 SH       DEFINED             16,18,21    45000        0        0
DUKE RLTY INVTS INC-NEW       OPTION   264411505       13      600 SH  PUT  DEFINED             18,21,22        0        0      600
DUKE RLTY INVTS INC-NEW       EQUITY   264411505    16441   758066 SH       DEFINED             18,21,22   675952        0    82113
DUN & BRADSTREET CORP DEL     EQUITY   26483B106       97     3074 SH       DEFINED               -          3074        0        0
DUN & BRADSTREET CORP DEL     EQUITY   26483B106       70     2200 SH       DEFINED                  4,6     1550      300      350
DUN & BRADSTREET CORP DEL     EQUITY   26483B106    28639   903773 SH       DEFINED                12,21   903773        0        0
DUN & BRADSTREET CORP DEL     EQUITY   26483B106    12895   406949 SH       DEFINED          15,18,21,22   275895        0   131054
DUN & BRADSTREET CORP DEL     EQUITY   26483B106    64585  2038140 SH       DEFINED             18,21,22  1494015        0   544124
DUN & BRADSTREET CORP DEL     EQUITY   26483B106      568    17909 SH       DEFINED                   25        0    17909        0
DUN & BRADSTREET CORP DEL     EQUITY   26483B106      241     7609 SH       DEFINED                21,32     7609        0        0
DURA AUTOMOTIVE SYSTEMS INC   EQUITY   265903104     3189   106300 SH       DEFINED                12,21   106300        0        0
DURA AUTOMOTIVE SYSTEMS INC   EQUITY   265903104       85     2817 SH       DEFINED             18,21,22     1377        0     1440
DURA AUTOMOTIVE SYSTEMS INC   EQUITY   265903104        6      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
DUPONT PHOTOMASKS INC         EQUITY   26613X101     5410   114800 SH       DEFINED   2,3,11,13,14,30,31        0   114800        0
DUPONT PHOTOMASKS INC         EQUITY   26613X101     4675    99200 SH       DEFINED                12,21    99200        0        0
DUPONT PHOTOMASKS INC         EQUITY   26613X101       98     2084 SH       DEFINED             18,21,22      646        0     1438
DUPONT PHOTOMASKS INC         EQUITY   26613X101    13567   287900 SH       DEFINED            4,6,23,24   287900        0        0
DURA AUTOMOTIVE SYS CAP TRUST EQUITY   26632M201     7268   316000 SH       DEFINED             16,18,21   316000        0        0
DURA PHARMACEUTICALS INC CV   CORPBOND 26632SAA7     1521  2005000 PRN      DEFINED             18,21,22  2000000        0     5000
DURA PHARMACEUTICALS INC      EQUITY   26632S109       53     5000 SH       DEFINED                  4,6        0     5000        0
DURA PHARMACEUTICALS INC      EQUITY   26632S109      453    42900 SH       DEFINED                12,21    42900        0        0
DURA PHARMACEUTICALS INC      EQUITY   26632S109       58     5505 SH       DEFINED          15,18,21,22     4165        0     1340
DURA PHARMACEUTICALS INC      EQUITY   26632S109     1345   127320 SH       DEFINED             18,21,22    84315        0    43005
DURAMED PHARMACEUTICALS INC   EQUITY   266354109       57     4600 SH       DEFINED                12,21     4600        0        0
DURAMED PHARMACEUTICALS INC   EQUITY   266354109      499    40150 SH       DEFINED             18,21,22    11000        0    29150
DYCOM INDUSTRIES INC          EQUITY   267475101     4292    93302 SH       DEFINED                12,21    93302        0        0
DYCOM INDUSTRIES INC          EQUITY   267475101      794    17253 SH       DEFINED          15,18,21,22    11696        0     5557
DYCOM INDUSTRIES INC          EQUITY   267475101     6356   138175 SH       DEFINED             18,21,22   113029        0    25146
DYCOM INDUSTRIES INC          EQUITY   267475101     2307    50150 SH       DEFINED                   25        0    50150        0
DYCOM INDUSTRIES INC          EQUITY   267475101     2564    55731 SH       DEFINED                21,32    55731        0        0
DYNEGY INC                    EQUITY   26816L102      106     4416 SH       DEFINED                12,21     4416        0        0
DYNEGY INC                    EQUITY   26816L102     1949    81218 SH       DEFINED             18,21,22    19856        0    61361
DYNEX CAPITAL INC             EQUITY   26817Q100        5     2000 SH       DEFINED               -          2000        0        0
DYNEX CAPITAL INC             EQUITY   26817Q100       50    21151 SH       DEFINED                12,21    21151        0        0
DYNEX CAPITAL INC             EQUITY   26817Q100        8     3211 SH       DEFINED             18,21,22      222        0     2988
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100       10      300 SH       DEFINED               -           300        0        0
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100    12176   352270 SH       DEFINED                  4,6    30795        0   321475
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100      197     5700 SH       DEFINED                5,6,7        0        0     5700
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100      207     6000 SH       DEFINED                  6,7        0        0     6000
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100      143     4150 SH       DEFINED                12,21     4150        0        0
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100    11320   327525 SH       DEFINED          15,18,21,22    81621        0   245904
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100    11807   341615 SH       DEFINED             18,21,22   227738        0   113877
EEX CORP COM -NEW-            EQUITY   26842V207     4334   877600 SH       DEFINED   2,3,11,13,14,30,31        0   877600        0
EEX CORP COM -NEW-            EQUITY   26842V207        1      124 SH       DEFINED             16,18,21      124        0        0
EEX CORP COM -NEW-            EQUITY   26842V207      196    39644 SH       DEFINED             18,21,22    20611        0    19033
EFC BANCORP INC               EQUITY   268423100      285    25300 SH       DEFINED             18,21,22    20800        0     4500
E F T C CORP                  EQUITY   268443108        4     1516 SH       DEFINED          15,18,21,22      270        0     1246
E F T C CORP                  EQUITY   268443108       58    20067 SH       DEFINED             18,21,22     9960        0    10107
E4L INC                       EQUITY   268452109      700   153300 SH       DEFINED                12,21   153300        0        0
E4L INC                       EQUITY   268452109       71    15590 SH       DEFINED             18,21,22      231        0    15359
EG&G INC                      EQUITY   268457108       74     2200 SH       DEFINED                  4,6     1200        0     1000
EG&G INC                      EQUITY   268457108     4392   130120 SH       DEFINED                12,21   130120        0        0
EG&G INC                      EQUITY   268457108       14      417 SH       DEFINED          15,18,21,22      302        0      115
EG&G INC                      EQUITY   268457108     4316   127879 SH       DEFINED             18,21,22    53114        0    74765
EG&G INC                      EQUITY   268457108       48     1431 SH       DEFINED                   25        0     1431        0
EG&G INC                      EQUITY   268457108      437    12959 SH       DEFINED     3,13,14,27,30,31    12959        0        0
EG&G INC                      EQUITY   268457108     1750    51846 SH       DEFINED                21,32    51846        0        0
EMC CORP-MASS                 EQUITY   268648102     3214    52100 SH       DEFINED               -         52100        0        0
EMC CORP-MASS                 EQUITY   268648102   115375  1870297 SH       DEFINED                  4,6   649595   304232   916470
EMC CORP-MASS                 EQUITY   268648102      118     1920 SH       DEFINED                5,6,7        0        0     1920
EMC CORP-MASS                 EQUITY   268648102      997    16160 SH       DEFINED                  6,7        0        0    16160
EMC CORP-MASS                 EQUITY   268648102   149657  2426035 SH       DEFINED                12,21  2426035        0        0
EMC CORP-MASS                 EQUITY   268648102    20851   338015 SH       DEFINED          15,18,21,22   154783        0   183232
EMC CORP-MASS                 OPTION   268648102      123     2000 SH  PUT  DEFINED          15,18,21,22        0        0     2000
EMC CORP-MASS                 EQUITY   268648102     7285   118100 SH       DEFINED             16,18,21   118100        0        0
EMC CORP-MASS                 EQUITY   268648102   552629  8958445 SH       DEFINED             18,21,22  4642922        0  4315523
EMC CORP-MASS                 OPTION   268648102     1481    24000 SH  CALL DEFINED             18,21,22        0        0    24000
EMC CORP-MASS                 EQUITY   268648102     7613   123412 SH       DEFINED                   25        0   123412        0
EMC CORP-MASS                 EQUITY   268648102    17514   283918 SH       DEFINED     3,13,14,27,30,31   283918        0        0
EMC CORP-MASS                 EQUITY   268648102     2468    40000 SH       DEFINED        3,13,28,29,31    40000        0        0
EMC CORP-MASS                 EQUITY   268648102     3324    53892 SH       DEFINED                21,32    53892        0        0
EMC CORP CV SUB NOTES-BK/ENTR CORPBOND 26865YAA2   136769 25103000 PRN      DEFINED             18,21,22 25053000        0    50000
ENSCO INTERNATIONAL INC       EQUITY   26874Q100        6      300 SH       DEFINED               -           300        0        0
ENSCO INTERNATIONAL INC       EQUITY   26874Q100     3058   152900 SH       DEFINED                  4,6        0   152400      500
ENSCO INTERNATIONAL INC       EQUITY   26874Q100      857    42841 SH       DEFINED                12,21    42841        0        0
ENSCO INTERNATIONAL INC       EQUITY   26874Q100       13      650 SH       DEFINED          15,18,21,22        0        0      650
ENSCO INTERNATIONAL INC       EQUITY   26874Q100     6768   338377 SH       DEFINED             18,21,22   168555        0   169821
ENSCO INTERNATIONAL INC       EQUITY   26874Q100      820    41000 SH       DEFINED     3,13,14,27,30,31    41000        0        0
ENSCO INTERNATIONAL INC       EQUITY   26874Q100     2689   134429 SH       DEFINED                21,32   134429        0        0
*** ENI SPA SPONSORED ADR     EQUITY   26874R108      448     7275 SH       DEFINED               -          7275        0        0
*** ENI SPA SPONSORED ADR     EQUITY   26874R108     3169    51424 SH       DEFINED          15,18,21,22    32873        0    18551
*** ENI SPA SPONSORED ADR     EQUITY   26874R108   100109  1624480 SH       DEFINED             18,21,22  1196123        0   428357
*** ENI SPA SPONSORED ADR     EQUITY   26874R108      499     8100 SH       DEFINED                   25        0     8100        0
EP MEDSYSTEMS INC             EQUITY   26881P103      240    80000 SH       DEFINED                12,21    80000        0        0
*** ESAT TELECOM GROUP ADS    EQUITY   26883Y102     3424    84542 SH       DEFINED       17,18,19,20,21    84542        0        0
*** ESAT TELECOM GROUP ADS    EQUITY   26883Y102        4      100 SH       DEFINED             18,21,22      100        0        0
ESCO ELECTRS CORP TR RCPT     EQUITY   269030201     1757   130750 SH       DEFINED                  4,6        0   130750        0
ESCO ELECTRS CORP TR RCPT     EQUITY   269030201        3      213 SH       DEFINED             16,18,21      213        0        0
ESCO ELECTRS CORP TR RCPT     EQUITY   269030201       16     1164 SH       DEFINED             18,21,22      720        0      444
ESS TECHNOLOGY INC            EQUITY   269151106      154    12800 SH       DEFINED                12,21    12800        0        0
ESS TECHNOLOGY INC            EQUITY   269151106       50     4200 SH       DEFINED             18,21,22     2200        0     2000
E SPIRE COMMUNICATIONS INC    EQUITY   269153102      525    54900 SH       DEFINED                12,21    54900        0        0
E SPIRE COMMUNICATIONS INC    EQUITY   269153102      381    39842 SH       DEFINED             18,21,22     1745        0    38097
ETEC SYSTEMS INC              EQUITY   26922C103     4675   118169 SH       DEFINED                12,21   118169        0        0
ETEC SYSTEMS INC              EQUITY   26922C103        5      128 SH       DEFINED          15,18,21,22      128        0        0
ETEC SYSTEMS INC              EQUITY   26922C103     1986    50191 SH       DEFINED             18,21,22    32897        0    17294
ETEC SYSTEMS INC              EQUITY   26922C103        9      230 SH       DEFINED     3,13,14,27,30,31      230        0        0
E-TEK DYNAMICS INC            EQUITY   269240107       84     2000 SH       DEFINED               -          2000        0        0
E-TEK DYNAMICS INC            EQUITY   269240107      325     7795 SH       DEFINED             18,21,22     2028        0     5767
E TOWN CORP                   EQUITY   269242103        9      200 SH       DEFINED               -           200        0        0
E TOWN CORP                   EQUITY   269242103      347     7319 SH       DEFINED                12,21     7319        0        0
E TOWN CORP                   EQUITY   269242103      376     7924 SH       DEFINED             18,21,22     5411        0     2512
E TRADE GROUP INC             EQUITY   269246104       29     1000 SH       DEFINED               -          1000        0        0
E TRADE GROUP INC             EQUITY   269246104     3136   108147 SH       DEFINED                  4,6    43520    21862    42765
E TRADE GROUP INC             EQUITY   269246104       17      580 SH       DEFINED                  6,7        0        0      580
E TRADE GROUP INC             EQUITY   269246104    12461   429678 SH       DEFINED                12,21   429678        0        0
E TRADE GROUP INC             EQUITY   269246104      761    26255 SH       DEFINED          15,18,21,22    14928        0    11327
E TRADE GROUP INC             EQUITY   269246104    11342   391094 SH       DEFINED             18,21,22   311856        0    79238
E TRADE GROUP INC             EQUITY   269246104     8069   278256 SH       DEFINED                21,32   278256        0        0
EAGLE BANCSHARES INC          EQUITY   26942C109      105     5237 SH       DEFINED          15,18,21,22     2182        0     3055
EAGLE BANCSHARES INC          EQUITY   26942C109      269    13450 SH       DEFINED             18,21,22    11500        0     1950
EAGLE GEOPHYSICAL INC         EQUITY   269524104       11    13633 SH       DEFINED                12,21    13633        0        0
EAGLE GEOPHYSICAL INC         EQUITY   269524104        2     2695 SH       DEFINED          15,18,21,22     1490        0     1205
EAGLE GEOPHYSICAL INC         EQUITY   269524104        7     8547 SH       DEFINED             18,21,22     6783        0     1764
EAGLE GEOPHYSICAL INC         EQUITY   269524104        1     1330 SH       DEFINED                   25        0     1330        0
EAGLE USA AIRFREIGHT          EQUITY   270018104     4392   121380 SH       DEFINED                  4,6    40405    53675    27300
EAGLE USA AIRFREIGHT          EQUITY   270018104       18      510 SH       DEFINED                  6,7        0        0      510
EAGLE USA AIRFREIGHT          EQUITY   270018104     2110    58300 SH       DEFINED                12,21    58300        0        0
EAGLE USA AIRFREIGHT          EQUITY   270018104       49     1350 SH       DEFINED             18,21,22      400        0      950
EAGLE USA AIRFREIGHT          EQUITY   270018104      648    17900 SH       DEFINED                   25        0    17900        0
EARTHGRAINS COMPANY           EQUITY   270319106      113     4236 SH       DEFINED               -          4236        0        0
EARTHGRAINS COMPANY           EQUITY   270319106       11      400 SH       DEFINED                  4,6      400        0        0
EARTHGRAINS COMPANY           EQUITY   270319106     7296   273398 SH       DEFINED                12,21   273398        0        0
EARTHGRAINS COMPANY           EQUITY   270319106      209     7840 SH       DEFINED          15,18,21,22      130        0     7710
EARTHGRAINS COMPANY           EQUITY   270319106       13      480 SH       DEFINED             16,18,21      480        0        0
EARTHGRAINS COMPANY           EQUITY   270319106     1168    43777 SH       DEFINED             18,21,22      762        0    43015
EARTHGRAINS COMPANY           EQUITY   270319106     3210   120262 SH       DEFINED                21,32   120262        0        0
EARTHSHELL CORPORATION        EQUITY   27032B100      162    24400 SH       DEFINED                12,21    24400        0        0
EARTHSHELL CORPORATION        EQUITY   27032B100        1      100 SH       DEFINED          15,18,21,22      100        0        0
EARTHSHELL CORPORATION        EQUITY   27032B100     2388   360510 SH       DEFINED             18,21,22   303534        0    56976
EARTH WEB INC                 EQUITY   27032C108      118     3000 SH       DEFINED                12,21     3000        0        0
EARTH WEB INC                 EQUITY   27032C108     1151    29274 SH       DEFINED             18,21,22        0        0    29274
EARTHLINK NETWORK INC         EQUITY   270322100       15      325 SH       DEFINED                  4,6        0        0      325
EARTHLINK NETWORK INC         EQUITY   270322100     7768   173100 SH       DEFINED                12,21   173100        0        0
EARTHLINK NETWORK INC         EQUITY   270322100     1056    23526 SH       DEFINED          15,18,21,22     6230        0    17296
EARTHLINK NETWORK INC         OPTION   270322100       45     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
EARTHLINK NETWORK INC         EQUITY   270322100    24854   553840 SH       DEFINED             18,21,22   218325        0   335515
EASCO INC                     EQUITY   27033E103     2276   151700 SH       DEFINED                  4,6        0   151700        0
EASCO INC                     EQUITY   27033E103     6618   441205 SH       DEFINED               4,6,10   441205        0        0
EASCO INC                     EQUITY   27033E103        2      105 SH       DEFINED          15,18,21,22       51        0       54
EASTERN AMERN NAT GAS TR SPER EQUITY   276217106       10      700 SH       DEFINED          15,18,21,22      700        0        0
EASTERN AMERN NAT GAS TR SPER EQUITY   276217106      533    38095 SH       DEFINED             18,21,22     4609        0    33486
EASTERN ENTERPRISES           EQUITY   27637F100      210     5400 SH       DEFINED               -          5400        0        0
EASTERN ENTERPRISES           EQUITY   27637F100     7747   199282 SH       DEFINED                12,21   199282        0        0
EASTERN ENTERPRISES           EQUITY   27637F100     2706    69603 SH       DEFINED             18,21,22    26460        0    43143
EASTERN ENTERPRISES           EQUITY   27637F100       26      658 SH       DEFINED                   25        0      658        0
EASTERN ENTERPRISES           EQUITY   27637F100       41     1046 SH       DEFINED                21,32     1046        0        0
EASTERN UTILITIES ASSOCIATES  EQUITY   277173100      528    17715 SH       DEFINED                12,21    17715        0        0
EASTERN UTILITIES ASSOCIATES  EQUITY   277173100      428    14359 SH       DEFINED             18,21,22     9480        0     4879
EASTGROUP PPTYS INC           EQUITY   277276101       21     1119 SH       DEFINED               -          1119        0        0
EASTGROUP PPTYS INC           EQUITY   277276101     1188    63578 SH       DEFINED                12,21    63578        0        0
EASTGROUP PPTYS INC           EQUITY   277276101       46     2454 SH       DEFINED             18,21,22      754        0     1700
EASTGROUP PPTYS INC           EQUITY   277276101     1686    90203 SH       DEFINED                21,32    90203        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100      150     2886 SH       DEFINED               -          2886        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100      172     3305 SH       DEFINED                  4,6     3305        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100      401     7700 SH       DEFINED                12,21     7700        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100        1       12 SH       DEFINED          15,18,21,22        0        0       12
EASTMAN CHEMICAL CO           EQUITY   277432100      278     5341 SH       DEFINED             16,18,21     5341        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100     1593    30562 SH       DEFINED             18,21,22     9044        0    21517
EASTMAN CHEMICAL CO           EQUITY   277432100      121     2322 SH       DEFINED                   25        0     2322        0
EASTMAN CHEMICAL CO           EQUITY   277432100      187     3597 SH       DEFINED                21,32     3597        0        0
EASTMAN KODAK CO              EQUITY   277461109     1383    19786 SH       DEFINED               -         19786        0        0
EASTMAN KODAK CO              EQUITY   277461109     8411   120370 SH       DEFINED   2,3,11,13,14,30,31        0   120370        0
EASTMAN KODAK CO              EQUITY   277461109     2723    38968 SH       DEFINED                  4,6    29900     1000     8068
EASTMAN KODAK CO              EQUITY   277461109     1873    26800 SH       DEFINED                  6,7    26800        0        0
EASTMAN KODAK CO              EQUITY   277461109    91068  1303302 SH       DEFINED                12,21  1303302        0        0
EASTMAN KODAK CO              EQUITY   277461109     2446    35005 SH       DEFINED          15,18,21,22    15723        0    19281
EASTMAN KODAK CO              EQUITY   277461109     4890    69978 SH       DEFINED             16,18,21    69978        0        0
EASTMAN KODAK CO              EQUITY   277461109   135061  1932892 SH       DEFINED             18,21,22  1123062        0   809829
EASTMAN KODAK CO              OPTION   277461109     2830    40500 SH  CALL DEFINED             18,21,22    40500        0        0
EASTMAN KODAK CO              OPTION   277461109       14      200 SH  PUT  DEFINED             18,21,22        0        0      200
EASTMAN KODAK CO              EQUITY   277461109     1875    26835 SH       DEFINED                   25        0    26835        0
EASTMAN KODAK CO              EQUITY   277461109      741    10600 SH       DEFINED     3,13,14,27,30,31    10600        0        0
EASTMAN KODAK CO              EQUITY   277461109     1675    23976 SH       DEFINED                21,32    23976        0        0
EATON CORP                    EQUITY   278058102      110     1110 SH       DEFINED               -          1110        0        0
EATON CORP                    EQUITY   278058102     1894    19178 SH       DEFINED                  4,6     7678    10500     1000
EATON CORP                    EQUITY   278058102     5439    55076 SH       DEFINED                12,21    55076        0        0
EATON CORP                    EQUITY   278058102     1895    19192 SH       DEFINED             18,21,22    10853        0     8338
EATON CORP                    EQUITY   278058102      209     2117 SH       DEFINED                   25        0     2117        0
EATON CORP                    EQUITY   278058102     1007    10200 SH       DEFINED     3,13,14,27,30,31    10200        0        0
EATON CORP                    EQUITY   278058102      343     3469 SH       DEFINED                21,32     3469        0        0
EATON VANCE CORP-NON VTG      EQUITY   278265103     3584   101308 SH       DEFINED                12,21   101308        0        0
EATON VANCE CORP-NON VTG      EQUITY   278265103      249     7030 SH       DEFINED          15,18,21,22     5850        0     1180
EATON VANCE CORP-NON VTG      EQUITY   278265103     2659    75176 SH       DEFINED             18,21,22    52606        0    22570
EATON VANCE CORP-NON VTG      EQUITY   278265103     4351   122984 SH       DEFINED                21,32   122984        0        0
EBAY INC                      EQUITY   278642103      511     5600 SH       DEFINED                  4,6        0        0     5600
EBAY INC                      EQUITY   278642103      479     5250 SH       DEFINED                12,21     5250        0        0
EBAY INC                      EQUITY   278642103      136     1495 SH       DEFINED          15,18,21,22      264        0     1231
EBAY INC                      EQUITY   278642103     1770    19398 SH       DEFINED             18,21,22     9016        0    10382
EBAY INC                      OPTION   278642103       46      500 SH  CALL DEFINED             18,21,22        0        0      500
*** ECHO BAY MINES LTD -USD-  EQUITY   278751102       48    34695 SH       DEFINED             18,21,22    23350        0    11345
ECHOSTAR COMMNS CORP CLASS A  EQUITY   278762109      635     9850 SH       DEFINED                12,21     9850        0        0
ECHOSTAR COMMNS CORP CLASS A  EQUITY   278762109      487     7552 SH       DEFINED             18,21,22     5835        0     1717
ECHOSTAR COMMNS CORP CLASS A  EQUITY   278762109        6      100 SH       DEFINED     3,13,14,27,30,31      100        0        0
ECLIPSYS CORP                 EQUITY   278856109     3952   222640 SH       DEFINED   2,3,11,13,14,30,31        0   222640        0
ECLIPSYS CORP                 EQUITY   278856109      222    12500 SH       DEFINED                12,21    12500        0        0
ECLIPSYS CORP                 EQUITY   278856109      123     6907 SH       DEFINED          15,18,21,22     2753        0     4154
ECLIPSYS CORP                 EQUITY   278856109     1254    70622 SH       DEFINED             18,21,22    56378        0    14244
ECO SOIL SYSTEMS INC          EQUITY   278858105      111    14100 SH       DEFINED             18,21,22     9600        0     4500
ECOLAB INC                    EQUITY   278865100    49093  1156810 SH       DEFINED                  4,6   419525   397360   339925
ECOLAB INC                    EQUITY   278865100      552    13000 SH       DEFINED                  6,7        0        0    13000
ECOLAB INC                    EQUITY   278865100     5067   119400 SH       DEFINED                12,21   119400        0        0
ECOLAB INC                    EQUITY   278865100     1539    36256 SH       DEFINED             18,21,22    21914        0    14342
ECOLAB INC                    EQUITY   278865100      201     4736 SH       DEFINED                   25        0     4736        0
ECOLAB INC                    EQUITY   278865100      254     5977 SH       DEFINED                21,32     5977        0        0
EDIFY CORP                    EQUITY   280599101      247    24100 SH       DEFINED                12,21    24100        0        0
EDIFY CORP                    EQUITY   280599101       10     1000 SH       DEFINED          15,18,21,22        0        0     1000
EDIFY CORP                    EQUITY   280599101       88     8598 SH       DEFINED             18,21,22     1060        0     7538
EDISON INTERNATIONAL          EQUITY   281020107      459    17731 SH       DEFINED               -         17731        0        0
EDISON INTERNATIONAL          EQUITY   281020107      954    36880 SH       DEFINED                  4,6    36880        0        0
EDISON INTERNATIONAL          EQUITY   281020107    25169   972715 SH       DEFINED                12,21   972715        0        0
EDISON INTERNATIONAL          EQUITY   281020107      364    14056 SH       DEFINED          15,18,21,22     8931        0     5125
EDISON INTERNATIONAL          EQUITY   281020107     1377    53200 SH       DEFINED             16,18,21    53200        0        0
EDISON INTERNATIONAL          EQUITY   281020107    17573   679166 SH       DEFINED             18,21,22   408522        0   270643
EDISON INTERNATIONAL          EQUITY   281020107      256     9900 SH       DEFINED                   25        0     9900        0
EDISON INTERNATIONAL          EQUITY   281020107     1068    41288 SH       DEFINED     3,13,14,27,30,31    41288        0        0
EDISON INTERNATIONAL          EQUITY   281020107      587    22682 SH       DEFINED                21,32    22682        0        0
EDO CORP                      EQUITY   281347104      259    32851 SH       DEFINED             18,21,22        1        0    32850
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101     3221   236386 SH       DEFINED                12,21   236386        0        0
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101       88     6455 SH       DEFINED          15,18,21,22     5850        0      605
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101     2105   154484 SH       DEFINED             18,21,22   116014        0    38470
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101     1561   114602 SH       DEFINED                21,32   114602        0        0
EDUCATIONAL INSIGHTS INC      EQUITY   28148T100       72    35000 SH       DEFINED             18,21,22        0        0    35000
EDWARDS J D & CO              EQUITY   281667105     2451   162043 SH       DEFINED                  4,6        0   162043        0
EDWARDS J D & CO              EQUITY   281667105       25     1632 SH       DEFINED                  6,7        0        0     1632
EDWARDS J D & CO              EQUITY   281667105     7334   484867 SH       DEFINED                12,21   484867        0        0
EDWARDS J D & CO              EQUITY   281667105        3      230 SH       DEFINED          15,18,21,22      230        0        0
EDWARDS J D & CO              EQUITY   281667105     2377   157164 SH       DEFINED             18,21,22    96709        0    60455
EDWARDS J D & CO              OPTION   281667105      460    30400 SH  CALL DEFINED             18,21,22    30400        0        0
AG EDWARDS INC                EQUITY   281760108       21      772 SH       DEFINED               -           772        0        0
AG EDWARDS INC                EQUITY   281760108       41     1500 SH       DEFINED                  4,6        0        0     1500
AG EDWARDS INC                EQUITY   281760108    19713   718467 SH       DEFINED                12,21   718467        0        0
AG EDWARDS INC                EQUITY   281760108      591    21553 SH       DEFINED             18,21,22    15025        0     6528
AG EDWARDS INC                EQUITY   281760108     5113   186350 SH       DEFINED            4,6,23,24   186350        0        0
AG EDWARDS INC                EQUITY   281760108      502    18282 SH       DEFINED                21,32    18282        0        0
EGGHEAD COM INC               EQUITY   282330109       92    11200 SH       DEFINED                12,21    11200        0        0
EGGHEAD COM INC               EQUITY   282330109      281    34092 SH       DEFINED             18,21,22    24405        0     9687
EGGHEAD COM INC               OPTION   282330109        8     1000 SH  CALL DEFINED             18,21,22        0        0     1000
EGGHEAD COM INC               OPTION   282330109        8     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
*** EIDOS PLC ADR             EQUITY   282485101      660    13000 SH       DEFINED                18,21    13000        0        0
*** EIDOS PLC ADR             EQUITY   282485101       51     1000 SH       DEFINED             18,21,22        0        0     1000
EINSTEIN/NOAH BAGEL CORP      EQUITY   282577105       10    14300 SH       DEFINED             18,21,22    13000        0     1300
EL PASO ELEC CO NEW           EQUITY   283677854     2037   226310 SH       DEFINED                12,21   226310        0        0
EL PASO ELEC CO NEW           EQUITY   283677854      146    16177 SH       DEFINED             18,21,22    11075        0     5102
EL PASO ELEC CO NEW           EQUITY   283677854     3094   343793 SH       DEFINED                21,32   343793        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209     5023   102500 SH       DEFINED                12,21   102500        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209    13715   279900 SH       DEFINED             16,18,21   279900        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209      159     3245 SH       DEFINED             18,21,22     1000        0     2245
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209      109     2230 SH       DEFINED     3,13,14,27,30,31     2230        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209     2245    45812 SH       DEFINED        3,13,28,29,31    45812        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209     1713    34958 SH       DEFINED           3,13,30,31    34958        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107       51     1465 SH       DEFINED               -          1465        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107      948    27148 SH       DEFINED                  4,6    23660        0     3488
EL PASO ENERGY CORP (NEW)     EQUITY   283905107    27910   798851 SH       DEFINED                12,21   798851        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107      113     3238 SH       DEFINED          15,18,21,22     1238        0     2000
EL PASO ENERGY CORP (NEW)     EQUITY   283905107    51964  1487329 SH       DEFINED             18,21,22   457395        0  1029934
EL PASO ENERGY CORP (NEW)     EQUITY   283905107      873    25000 SH       DEFINED     3,13,14,27,30,31    25000        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107      629    18000 SH       DEFINED                21,32    18000        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208      327    11068 SH       DEFINED               -         11068        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208    17568   594265 SH       DEFINED                  4,6   137000        0   457265
*** ELAN CORP PLC ADR         EQUITY   284131208      318    10760 SH       DEFINED                5,6,7        0        0    10760
*** ELAN CORP PLC ADR         EQUITY   284131208     2956   100000 SH       DEFINED                    6   100000        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208     1134    38350 SH       DEFINED                  6,7        0        0    38350
*** ELAN CORP PLC ADR         EQUITY   284131208    23352   789900 SH       DEFINED                12,21   789900        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208     1012    34240 SH       DEFINED          15,18,21,22    23338        0    10902
*** ELAN CORP PLC ADR         EQUITY   284131208     4467   151088 SH       DEFINED             16,18,21   151088        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208    27332   924542 SH       DEFINED             18,21,22   581535        0   343007
*** ELAN CORP PLC ADR         EQUITY   284131208      177     6000 SH       DEFINED            4,6,23,24     6000        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208      384    13000 SH       DEFINED                   25        0    13000        0
ELANTEC SEMICONDUCTOR INC     EQUITY   284155108      300    17655 SH       DEFINED             18,21,22     3105        0    14550
*** ELBIT COMPUTERS LTD ORD   EQUITY   284275104      439    39215 SH       DEFINED             18,21,22       15        0    39200
ELCOR CORP                    EQUITY   284443108      571    14079 SH       DEFINED                12,21    14079        0        0
ELCOR CORP                    EQUITY   284443108       17      417 SH       DEFINED             18,21,22      129        0      288
ELCOR CORP                    EQUITY   284443108     1525    37600 SH       DEFINED                   25        0    37600        0
THE ELDER - BEERMAN STORES    EQUITY   284470101       29     4736 SH       DEFINED                  4,6     4736        0        0
THE ELDER - BEERMAN STORES    EQUITY   284470101       37     6100 SH       DEFINED                12,21     6100        0        0
ELECTRIC LIGHTWAVE INC        EQUITY   284895109       78     5800 SH       DEFINED                12,21     5800        0        0
ELECTRIC LIGHTWAVE INC        EQUITY   284895109      879    65146 SH       DEFINED             18,21,22    29593        0    35553
ELECTRO RENT CORP             EQUITY   285218103      978    78200 SH       DEFINED                12,21    78200        0        0
ELECTRO RENT CORP             EQUITY   285218103      365    29200 SH       DEFINED                   25        0    29200        0
ELECTRO SCIENTIFIC INDS INC   EQUITY   285229100     1539    41449 SH       DEFINED                12,21    41449        0        0
ELECTRO SCIENTIFIC INDS INC   EQUITY   285229100      299     8046 SH       DEFINED             18,21,22     5936        0     2110
ELECTRO SCIENTIFIC INDS INC   EQUITY   285229100       11      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
ELECTROGLAS INC               EQUITY   285324109      335    17434 SH       DEFINED                12,21    17434        0        0
ELECTROGLAS INC               EQUITY   285324109     1384    72127 SH       DEFINED             18,21,22    20586        0    51541
ELECTRONIC ARTS               EQUITY   285512109     2710    48830 SH       DEFINED                  4,6    31355        0    17475
ELECTRONIC ARTS               EQUITY   285512109       24      425 SH       DEFINED                  6,7        0        0      425
ELECTRONIC ARTS               EQUITY   285512109    11827   213100 SH       DEFINED                12,21   213100        0        0
ELECTRONIC ARTS               EQUITY   285512109      576    10370 SH       DEFINED          15,18,21,22     6506        0     3864
ELECTRONIC ARTS               EQUITY   285512109    16150   290984 SH       DEFINED             18,21,22   192447        0    98537
ELECTRONIC ARTS               EQUITY   285512109     1154    20800 SH       DEFINED                21,32    20800        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104      309     5275 SH       DEFINED               -          5275        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104    11852   202598 SH       DEFINED   2,3,11,13,14,30,31        0   202598        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104      529     9036 SH       DEFINED                  4,6      736        0     8300
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104    59482  1016790 SH       DEFINED                12,21  1016790        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104     2722    46523 SH       DEFINED          15,18,21,22    32006        0    14517
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104    15118   258428 SH       DEFINED             16,18,21   258428        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104      597    10200 SH       DEFINED                18,21    10200        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104    62260  1064281 SH       DEFINED             18,21,22   600628        0   463652
ELECTRONIC DATA SYS CORP NEW  OPTION   285661104       12      200 SH  CALL DEFINED             18,21,22        0        0      200
ELECTRONIC DATA SYS CORP NEW  OPTION   285661104      328     5600 SH  PUT  DEFINED             18,21,22        0        0     5600
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104      801    13700 SH       DEFINED                   25        0    13700        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104     1591    27200 SH       DEFINED     3,13,14,27,30,31    27200        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104     1432    24478 SH       DEFINED                21,32    24478        0        0
ELECTRONICS BOUTIQUE HLDGS    EQUITY   286045109       25     1400 SH       DEFINED                12,21     1400        0        0
ELECTRONICS BOUTIQUE HLDGS    EQUITY   286045109      530    29144 SH       DEFINED             18,21,22     1044        0    28100
ELECTRONICS FOR IMAGING       EQUITY   286082102       39      740 SH       DEFINED               -           740        0        0
ELECTRONICS FOR IMAGING       EQUITY   286082102     8468   159400 SH       DEFINED   2,3,11,13,14,30,31        0   159400        0
ELECTRONICS FOR IMAGING       EQUITY   286082102     5968   112335 SH       DEFINED                  4,6    38165    50265    23905
ELECTRONICS FOR IMAGING       EQUITY   286082102       31      585 SH       DEFINED                  6,7        0        0      585
ELECTRONICS FOR IMAGING       EQUITY   286082102     6763   127300 SH       DEFINED                12,21   127300        0        0
ELECTRONICS FOR IMAGING       EQUITY   286082102      441     8295 SH       DEFINED          15,18,21,22     3735        0     4560
ELECTRONICS FOR IMAGING       EQUITY   286082102     8161   153612 SH       DEFINED             18,21,22   100546        0    53066
ELECTRONICS FOR IMAGING       OPTION   286082102     2125    40000 SH  CALL DEFINED             18,21,22    40000        0        0
ELECTRONICS FOR IMAGING       OPTION   286082102     2125    40000 SH  PUT  DEFINED             18,21,22    40000        0        0
ELECTRONICS FOR IMAGING       EQUITY   286082102       16      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
ELECTRONICS FOR IMAGING       EQUITY   286082102     2375    44700 SH       DEFINED                21,32    44700        0        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105     1737    20385 SH       DEFINED               -         20385        0        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105      170     2000 SH       DEFINED                  4,6        0     2000        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105    42364   497300 SH       DEFINED                12,21   497300        0        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105     7038    82621 SH       DEFINED          15,18,21,22    51992        0    30629
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105    38335   450000 SH       DEFINED             16,18,21   450000        0        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105    11926   140000 SH       DEFINED       17,18,19,20,21   140000        0        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105   212226  2491266 SH       DEFINED             18,21,22  1767995        0   723271
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105     2489    29220 SH       DEFINED                   25        0    29220        0
*** ELSEVIER N V SPONS ADR-NE EQUITY   290259100      341    13430 SH       DEFINED               -         13430        0        0
*** ELSEVIER N V SPONS ADR-NE EQUITY   290259100       60     2356 SH       DEFINED          15,18,21,22     2269        0       87
*** ELSEVIER N V SPONS ADR-NE EQUITY   290259100     3054   120342 SH       DEFINED             18,21,22    97425        0    22917
ELTRAX SYSTEMS INC            EQUITY   290375104      134    33100 SH       DEFINED          15,18,21,22        0        0    33100
ELTRAX SYSTEMS INC            EQUITY   290375104       67    16405 SH       DEFINED             18,21,22     3055        0    13350
*** EMBRATEL PARTICIPACOES    EQUITY   29081N100     1299   123669 SH       DEFINED                  4,6   119719        0     3950
*** EMBRATEL PARTICIPACOES    EQUITY   29081N100     1426   135782 SH       DEFINED             18,21,22   130390        0     5392
*** EMBOTELLADORA ANDINA SA   EQUITY   29081P204     2605   143236 SH       DEFINED                  4,6   143236        0        0
EMCOR GROUP INC CV SUB NOTES  CORPBOND 29084QAC4       82    85000 PRN      DEFINED                12,21    85000        0        0
EMCOR GROUP INC CV SUB NOTES  CORPBOND 29084QAC4     6975  7200000 PRN      DEFINED             16,18,21  7200000        0        0
EMCOR GROUP INC CV SUB NOTES  CORPBOND 29084QAC4     3391  3500000 PRN      DEFINED        3,13,28,29,31  3500000        0        0
EMCOR GROUP INC CV SUB NOTES  CORPBOND 29084QAC4     2422  2500000 PRN      DEFINED           3,13,30,31  2500000        0        0
EMERGING MARKETS TELEMNCTNS   EQUITY   290887108      512    47638 SH       DEFINED             18,21,22    24046        0    23592
EMERGING MRKTS INFRASTRUCTURE EQUITY   290921105      218    24550 SH       DEFINED             18,21,22    17125        0     7425
EMERALD FINL CORP             EQUITY   290927102       45     2300 SH       DEFINED                12,21     2300        0        0
EMERALD FINL CORP             EQUITY   290927102      184     9400 SH       DEFINED        3,13,30,31,33        0        0     9400
EMERSON ELECTRIC CO           EQUITY   291011104     5015    83493 SH       DEFINED               -         83493        0        0
EMERSON ELECTRIC CO           EQUITY   291011104    67128  1117623 SH       DEFINED                  4,6   498643   213950   405030
EMERSON ELECTRIC CO           EQUITY   291011104      774    12880 SH       DEFINED                  6,7        0        0    12880
EMERSON ELECTRIC CO           EQUITY   291011104   102465  1705964 SH       DEFINED                12,21  1705964        0        0
EMERSON ELECTRIC CO           EQUITY   291011104    15412   256598 SH       DEFINED          15,18,21,22   161228        0    95370
EMERSON ELECTRIC CO           EQUITY   291011104     9581   159520 SH       DEFINED             16,18,21   159520        0        0
EMERSON ELECTRIC CO           EQUITY   291011104   533921  8889344 SH       DEFINED             18,21,22  3590165        0  5299179
EMERSON ELECTRIC CO           EQUITY   291011104     2798    46590 SH       DEFINED                   25        0    46590        0
EMERSON ELECTRIC CO           EQUITY   291011104      334     5554 SH       DEFINED     3,13,14,27,30,31     5554        0        0
EMERSON ELECTRIC CO           EQUITY   291011104     1351    22501 SH       DEFINED                21,32    22501        0        0
EMISPHERE TECHNOLOGIES INC    EQUITY   291345106      110    13995 SH       DEFINED             18,21,22     3095        0    10900
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103     8652   164400 SH       DEFINED   2,3,11,13,14,30,31        0   164400        0
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103     2316    44000 SH       DEFINED                12,21    44000        0        0
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103       62     1175 SH       DEFINED             18,21,22        0        0     1175
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103     1016    19300 SH       DEFINED                21,32    19300        0        0
EMPIRE DISTRICT ELECTRIC CO   EQUITY   291641108      368    14105 SH       DEFINED                12,21    14105        0        0
EMPIRE DISTRICT ELECTRIC CO   EQUITY   291641108      636    24384 SH       DEFINED             18,21,22    11493        0    12891
EMPIRE OF CAROLINA INC        EQUITY   292007101        4    13215 SH       DEFINED             18,21,22     7580        0     5635
*** EMPRESA NATIONALE DE      EQUITY   29244T101       37     3120 SH       DEFINED                  4,6        0        0     3120
*** EMPRESA NATIONALE DE      EQUITY   29244T101      155    12968 SH       DEFINED                12,21    12968        0        0
*** EMPRESA NATIONALE DE      EQUITY   29244T101       12      989 SH       DEFINED             18,21,22      153        0      836
*** EMPRESAS ICA SOCIEDAD     EQUITY   292448107        4     1000 SH       DEFINED             16,18,21     1000        0        0
*** EMPRESAS ICA SOCIEDAD     EQUITY   292448107      112    31422 SH       DEFINED             18,21,22    18402        0    13020
EMULEX CORP NEW               EQUITY   292475209     5303    49100 SH       DEFINED                12,21    49100        0        0
EMULEX CORP NEW               EQUITY   292475209      910     8430 SH       DEFINED             18,21,22     6110        0     2320
ENCORE WIRE CORPORATION       EQUITY   292562105       68     6475 SH       DEFINED                12,21     6475        0        0
ENCORE WIRE CORPORATION       EQUITY   292562105        8      750 SH       DEFINED          15,18,21,22        0        0      750
ENCORE WIRE CORPORATION       EQUITY   292562105       76     7264 SH       DEFINED             18,21,22     7114        0      150
*** ENDESA SA, MADRID         EQUITY   29258N107      484    24530 SH       DEFINED               -         24530        0        0
*** ENDESA SA, MADRID         EQUITY   29258N107     2557   129460 SH       DEFINED          15,18,21,22    78990        0    50470
*** ENDESA SA, MADRID         EQUITY   29258N107    70186  3553699 SH       DEFINED             18,21,22  2445221        0  1108478
ENERGY BIOSYSTEMS CORP        EQUITY   29265L706       29    11687 SH       DEFINED        3,13,28,29,31    11687        0        0
ENERGEN CORP                  EQUITY   29265N108        2      100 SH       DEFINED               -           100        0        0
ENERGEN CORP                  EQUITY   29265N108     3417   183466 SH       DEFINED                12,21   183466        0        0
ENERGEN CORP                  EQUITY   29265N108      155     8304 SH       DEFINED          15,18,21,22      581        0     7723
ENERGEN CORP                  EQUITY   29265N108      787    42267 SH       DEFINED             18,21,22    19631        0    22636
ENERGEN CORP                  EQUITY   29265N108      410    22000 SH       DEFINED     3,13,14,27,30,31    22000        0        0
ENERGY EAST CORPORATION       EQUITY   29266M109       11      400 SH       DEFINED               -           400        0        0
ENERGY EAST CORPORATION       EQUITY   29266M109     6200   234500 SH       DEFINED                12,21   234500        0        0
ENERGY EAST CORPORATION       EQUITY   29266M109      884    33425 SH       DEFINED             18,21,22    14964        0    18460
ENERGY EAST CORPORATION       EQUITY   29266M109      529    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
ENERGY EAST CORPORATION       EQUITY   29266M109      447    16900 SH       DEFINED                21,32    16900        0        0
*** ENERSIS S.A. SPONSORED AD EQUITY   29274F104       50     2174 SH       DEFINED                  4,6        0        0     2174
*** ENERSIS S.A. SPONSORED AD EQUITY   29274F104      953    41424 SH       DEFINED                12,21    41424        0        0
*** ENERSIS S.A. SPONSORED AD EQUITY   29274F104       14      592 SH       DEFINED             18,21,22      242        0      350
ENGELHARD CORP                EQUITY   292845104      163     7325 SH       DEFINED                  4,6     7325        0        0
ENGELHARD CORP                EQUITY   292845104    34558  1548789 SH       DEFINED                12,21  1548789        0        0
ENGELHARD CORP                EQUITY   292845104      224    10050 SH       DEFINED          15,18,21,22     5150        0     4900
ENGELHARD CORP                EQUITY   292845104    16808   753295 SH       DEFINED             18,21,22   190972        0   562323
ENGELHARD CORP                EQUITY   292845104       83     3706 SH       DEFINED                   25        0     3706        0
ENGELHARD CORP                EQUITY   292845104      335    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
ENGELHARD CORP                EQUITY   292845104      128     5722 SH       DEFINED                21,32     5722        0        0
ENGINEERING ANIMATION INC     EQUITY   292872108      181     9200 SH       DEFINED                12,21     9200        0        0
ENGINEERING ANIMATION INC     EQUITY   292872108      103     5248 SH       DEFINED             18,21,22     3311        0     1937
ENGLE HOMES INC               EQUITY   292896107      714    54900 SH       DEFINED                  4,6        0    54900        0
ENGLE HOMES INC               EQUITY   292896107      463    35631 SH       DEFINED             18,21,22     1470        0    34161
ENESCO GROUP INC              EQUITY   292973104     6269   298509 SH       DEFINED                12,21   298509        0        0
ENESCO GROUP INC              EQUITY   292973104       10      472 SH       DEFINED          15,18,21,22      306        0      166
ENESCO GROUP INC              EQUITY   292973104     1491    71021 SH       DEFINED             18,21,22    56252        0    14769
ENHANCE FINANCIAL SERVICES    EQUITY   293310108     2183    97566 SH       DEFINED                  4,6    33510    44131    19925
ENHANCE FINANCIAL SERVICES    EQUITY   293310108       11      490 SH       DEFINED                  6,7        0        0      490
ENHANCE FINANCIAL SERVICES    EQUITY   293310108     1967    87909 SH       DEFINED                12,21    87909        0        0
ENHANCE FINANCIAL SERVICES    EQUITY   293310108      127     5695 SH       DEFINED          15,18,21,22     4630        0     1065
ENHANCE FINANCIAL SERVICES    EQUITY   293310108       11      500 SH       DEFINED             16,18,21      500        0        0
ENHANCE FINANCIAL SERVICES    EQUITY   293310108     2277   101780 SH       DEFINED             18,21,22    72770        0    29010
ENHANCE FINANCIAL SERVICES    OPTION   293310108     3133   140000 SH  CALL DEFINED             18,21,22   140000        0        0
ENHANCE FINANCIAL SERVICES    OPTION   293310108     3133   140000 SH  PUT  DEFINED             18,21,22   140000        0        0
ENHANCE FINANCIAL SERVICES    EQUITY   293310108     2444   109241 SH       DEFINED                21,32   109241        0        0
ENNIS BUSINESS FORMS INC      EQUITY   293389102     1361   147100 SH       DEFINED                12,21   147100        0        0
ENNIS BUSINESS FORMS INC      EQUITY   293389102       66     7163 SH       DEFINED             18,21,22     1001        0     6162
ENRON CORP                    EQUITY   293561106     7750    92197 SH       DEFINED               -         92197        0        0
ENRON CORP                    EQUITY   293561106    17055   202888 SH       DEFINED                  4,6    13100   163755    26033
ENRON CORP                    EQUITY   293561106   135364  1610272 SH       DEFINED                12,21  1610272        0        0
ENRON CORP                    EQUITY   293561106    12908   153547 SH       DEFINED          15,18,21,22    83897        0    69650
ENRON CORP                    EQUITY   293561106    10787   128315 SH       DEFINED             16,18,21   128315        0        0
ENRON CORP                    EQUITY   293561106   780684  9286891 SH       DEFINED             18,21,22  3019218        0  6267672
ENRON CORP                    OPTION   293561106      841    10000 SH  CALL DEFINED             18,21,22        0        0    10000
ENRON CORP                    EQUITY   293561106     9605   114257 SH       DEFINED                   25        0   114257        0
ENRON CORP                    EQUITY   293561106     1260    14994 SH       DEFINED     3,13,14,27,30,31    14994        0        0
ENRON CORP                    EQUITY   293561106     1533    18241 SH       DEFINED                21,32    18241        0        0
ENRON CORP-2ND PFD CONV $10.5 EQUITY   293561601      203      173 SH       DEFINED             16,18,21      173        0        0
ENRON CORP-2ND PFD CONV $10.5 EQUITY   293561601    11736    10000 SH       DEFINED             18,21,22        0        0    10000
ENRON OIL & GAS CO            EQUITY   293562104        7      305 SH       DEFINED               -           305        0        0
ENRON OIL & GAS CO            EQUITY   293562104       11      500 SH       DEFINED                  4,6        0        0      500
ENRON OIL & GAS CO            EQUITY   293562104     3260   151200 SH       DEFINED                  6,7     1200        0   150000
ENRON OIL & GAS CO            EQUITY   293562104      118     5483 SH       DEFINED                12,21     5483        0        0
ENRON OIL & GAS CO            EQUITY   293562104      107     4980 SH       DEFINED          15,18,21,22     4980        0        0
ENRON OIL & GAS CO            OPTION   293562104     1617    75000 SH  PUT  DEFINED       17,18,19,20,21    75000        0        0
ENRON OIL & GAS CO            EQUITY   293562104     6013   278836 SH       DEFINED             18,21,22   110768        0   168068
ENTERCOM COMMUNICATIONS CORP  EQUITY   293639100     9349   233000 SH       DEFINED                12,21   233000        0        0
ENTERCOM COMMUNICATIONS CORP  EQUITY   293639100     2809    70000 SH       DEFINED             16,18,21    70000        0        0
ENTERCOM COMMUNICATIONS CORP  EQUITY   293639100       28      700 SH       DEFINED             18,21,22      200        0      500
ENTERGY CORPORATION-NEW       EQUITY   29364G103      155     5056 SH       DEFINED               -          5056        0        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103     1661    54230 SH       DEFINED                  4,6        0     7900    46330
ENTERGY CORPORATION-NEW       EQUITY   29364G103    24852   811501 SH       DEFINED                12,21   811501        0        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103      604    19734 SH       DEFINED          15,18,21,22    13677        0     6057
ENTERGY CORPORATION-NEW       EQUITY   29364G103    21438   700000 SH       DEFINED             16,18,21   700000        0        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103    13590   443755 SH       DEFINED             18,21,22   313477        0   130278
ENTERGY CORPORATION-NEW       EQUITY   29364G103      213     6965 SH       DEFINED                   25        0     6965        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103     1011    33027 SH       DEFINED     3,13,14,27,30,31    33027        0        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103      502    16376 SH       DEFINED                21,32    16376        0        0
*** ENTERPRISE OIL PLC ADR    EQUITY   293779203       20      800 SH       DEFINED               -           800        0        0
*** ENTERPRISE OIL PLC ADR    EQUITY   293779203     1066    41702 SH       DEFINED             18,21,22    27127        0    14575
ENTERPRISE PRODS PARTNERS L P EQUITY   293792107      705    38649 SH       DEFINED             18,21,22     2150        0    36499
ENTERTAINMENT PPTYS TR COM    EQUITY   29380T105     2621   151400 SH       DEFINED                12,21   151400        0        0
ENTERTAINMENT PPTYS TR COM    EQUITY   29380T105       31     1810 SH       DEFINED             18,21,22      110        0     1700
ENTREMED INC                  EQUITY   29382F103      215     9800 SH       DEFINED                12,21     9800        0        0
ENTREMED INC                  EQUITY   29382F103        5      220 SH       DEFINED          15,18,21,22      170        0       50
ENTREMED INC                  EQUITY   29382F103      303    13825 SH       DEFINED             18,21,22     3425        0    10400
ENTREMED INC                  OPTION   29382F103        4      200 SH  PUT  DEFINED             18,21,22        0        0      200
ENTRUST TECHNOLOGIES INC      EQUITY   293848107     1505    50600 SH       DEFINED   2,3,11,13,14,30,31        0    50600        0
ENTRUST TECHNOLOGIES INC      EQUITY   293848107     3528   118600 SH       DEFINED                12,21   118600        0        0
ENTRUST TECHNOLOGIES INC      EQUITY   293848107       21      700 SH       DEFINED             18,21,22      400        0      300
ENZON INC                     EQUITY   293904108      115     4500 SH       DEFINED                12,21     4500        0        0
ENZON INC                     EQUITY   293904108      377    14773 SH       DEFINED             18,21,22      118        0    14655
ENZON INC                     EQUITY   293904108       23      900 SH       DEFINED     3,13,14,27,30,31      900        0        0
ENZO BIOCHEM INC              EQUITY   294100102      407    21017 SH       DEFINED                12,21    21017        0        0
ENZO BIOCHEM INC              EQUITY   294100102       12      604 SH       DEFINED             18,21,22      548        0       56
EOTT ENERGY PARTNERS L.P.     EQUITY   294103106        2      125 SH       DEFINED          15,18,21,22        0        0      125
EOTT ENERGY PARTNERS L.P.     EQUITY   294103106     1581    92642 SH       DEFINED             18,21,22    30374        0    62267
EPICOR SOFTWARE CORP          EQUITY   29426L108      166    35933 SH       DEFINED                12,21    35933        0        0
EPICOR SOFTWARE CORP          EQUITY   29426L108        1      200 SH       DEFINED          15,18,21,22        0        0      200
EPICOR SOFTWARE CORP          EQUITY   29426L108       20     4372 SH       DEFINED             18,21,22      790        0     3582
EPITOPE INC                   EQUITY   294261102       87    14800 SH       DEFINED             18,21,22      900        0    13900
EQUALNET COMMUNICATIONS CORP  EQUITY   294408109        8    15000 SH       DEFINED             18,21,22        0        0    15000
*** EQUANT-EUR                EQUITY   294409107       78      863 SH       DEFINED          15,18,21,22      678        0      185
*** EQUANT-EUR                EQUITY   294409107       16      175 SH       DEFINED             16,18,21      175        0        0
*** EQUANT-EUR                EQUITY   294409107     3815    42390 SH       DEFINED             18,21,22    25900        0    16490
*** EQUANT-EUR                EQUITY   294409107     1728    19200 SH       DEFINED     3,13,14,27,30,31    19200        0        0
EQUIFAX INC                   EQUITY   294429105       54     1600 SH       DEFINED               -          1600        0        0
EQUIFAX INC                   EQUITY   294429105     2613    77577 SH       DEFINED                12,21    77577        0        0
EQUIFAX INC                   EQUITY   294429105      705    20933 SH       DEFINED          15,18,21,22     7942        0    12990
EQUIFAX INC                   EQUITY   294429105      411    12200 SH       DEFINED             16,18,21    12200        0        0
EQUIFAX INC                   EQUITY   294429105     4540   134778 SH       DEFINED             18,21,22    62400        0    72377
EQUIFAX INC                   EQUITY   294429105      182     5400 SH       DEFINED                   25        0     5400        0
EQUIFAX INC                   EQUITY   294429105      227     6729 SH       DEFINED                21,32     6729        0        0
EQUINOX SYSTEMS INC           EQUITY   294436100       26     2000 SH       DEFINED          15,18,21,22        0        0     2000
EQUINOX SYSTEMS INC           EQUITY   294436100      115     9000 SH       DEFINED             18,21,22        0        0     9000
EQUITABLE COS INC             EQUITY   29444G107       56      875 SH       DEFINED               -           875        0        0
EQUITABLE COS INC             EQUITY   29444G107     1820    28325 SH       DEFINED                  4,6    10400     1375    16550
EQUITABLE COS INC             EQUITY   29444G107    31120   484364 SH       DEFINED                12,21   484364        0        0
EQUITABLE COS INC             EQUITY   29444G107     1880    29254 SH       DEFINED          15,18,21,22    14391        0    14862
EQUITABLE COS INC             EQUITY   29444G107    55968   871097 SH       DEFINED             18,21,22   453732        0   417365
EQUITABLE COS INC             EQUITY   29444G107      116     1812 SH       DEFINED                21,32     1812        0        0
EQUITABLE RESOURCES INC       EQUITY   294549100     5157   137076 SH       DEFINED                12,21   137076        0        0
EQUITABLE RESOURCES INC       EQUITY   294549100       22      597 SH       DEFINED          15,18,21,22      320        0      277
EQUITABLE RESOURCES INC       EQUITY   294549100     3763   100000 SH       DEFINED             18,21,22    55470        0    44530
UTS EQUITY INCOME FUND 1ST    EQUITY   294700703      170      810 SH       DEFINED               -           810        0        0
UTS EQUITY INCOME FUND 1ST    EQUITY   294700703       18       83 SH       DEFINED          15,18,21,22       83        0        0
UTS EQUITY INCOME FUND 1ST    EQUITY   294700703     2489    11836 SH       DEFINED             18,21,22     3961        0     7875
EQUITY INNS INC               EQUITY   294703103     1253   135484 SH       DEFINED                12,21   135484        0        0
EQUITY INNS INC               EQUITY   294703103      143    15433 SH       DEFINED          15,18,21,22     1077        0    14356
EQUITY INNS INC               EQUITY   294703103      780    84326 SH       DEFINED             18,21,22    33635        0    50691
EQUITY INNS INC               EQUITY   294703103     1606   173642 SH       DEFINED                21,32   173642        0        0
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103       22      893 SH       DEFINED               -           893        0        0
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103     9443   377725 SH       DEFINED                12,21   377725        0        0
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103      164     6553 SH       DEFINED          15,18,21,22     5539        0     1014
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103     3750   150000 SH       DEFINED             16,18,21   150000        0        0
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103     6151   246033 SH       DEFINED             18,21,22   148843        0    97189
EQUITY OFFICE PPTYS TR PFD    EQUITY   294741509      177     4215 SH       DEFINED                12,21     4215        0        0
EQUITY OFFICE PPTYS TR PFD    EQUITY   294741509      252     6000 SH       DEFINED     3,13,14,27,30,31     6000        0        0
EQUITY OFFICE PPTYS TR PFD    EQUITY   294741509    11103   263951 SH       DEFINED        3,13,28,29,31   263951        0        0
EQUITY OFFICE PPTYS TR PFD    EQUITY   294741509     8448   200834 SH       DEFINED           3,13,30,31   200834        0        0
EQUITY ONE INC                EQUITY   294752100      106    10325 SH       DEFINED          15,18,21,22     5500        0     4825
EQUITY ONE INC                EQUITY   294752100       26     2525 SH       DEFINED             18,21,22     1210        0     1314
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107       15      375 SH       DEFINED               -           375        0        0
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107       22      530 SH       DEFINED                  4,6      530        0        0
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107     3511    85500 SH       DEFINED                12,21    85500        0        0
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107     1113    27105 SH       DEFINED          15,18,21,22    19071        0     8034
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107     2053    50000 SH       DEFINED             16,18,21    50000        0        0
EQUITY RESIDENTAL PROPERTIES  OPTION   29476L107     4566   111200 SH  CALL DEFINED             18,21,22   111200        0        0
EQUITY RESIDENTAL PROPERTIES  OPTION   29476L107     4591   111800 SH  PUT  DEFINED             18,21,22   111200        0      600
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107    62307  1517355 SH       DEFINED             18,21,22  1232128        0   285227
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107       82     1986 SH       DEFINED                21,32     1986        0        0
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826      305    11600 SH       DEFINED                  4,6     2600        0     9000
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826       82     3112 SH       DEFINED          15,18,21,22     1355        0     1757
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826     2095    79805 SH       DEFINED             18,21,22    59495        0    20310
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826      210     8000 SH       DEFINED     3,13,14,27,30,31     8000        0        0
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826     2107    80275 SH       DEFINED        3,13,28,29,31    80275        0        0
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826     1494    56925 SH       DEFINED           3,13,30,31    56925        0        0
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L883     1321    55057 SH       DEFINED             18,21,22    52907        0     2150
ERGO SCIENCE CORPORATION      EQUITY   29481E106     1889  1678910 SH       DEFINED               4,6,10  1678910        0        0
ERGO SCIENCE CORPORATION      EQUITY   29481E106        6     5000 SH       DEFINED             18,21,22        0        0     5000
*** ERICSSON L M TEL CO CL B  EQUITY   294821400      365    11590 SH       DEFINED               -         11590        0        0
*** ERICSSON L M TEL CO CL B  EQUITY   294821400     5542   175932 SH       DEFINED                  4,6   173332        0     2600
*** ERICSSON L M TEL CO CL B  EQUITY   294821400    44595  1415700 SH       DEFINED                12,21  1415700        0        0
*** ERICSSON L M TEL CO CL B  EQUITY   294821400     5145   163319 SH       DEFINED          15,18,21,22    68154        0    95165
*** ERICSSON L M TEL CO CL B  OPTION   294821400       79     2500 SH  CALL DEFINED             18,21,22        0        0     2500
*** ERICSSON L M TEL CO CL B  OPTION   294821400       44     1400 SH  PUT  DEFINED             18,21,22        0        0     1400
*** ERICSSON L M TEL CO CL B  EQUITY   294821400   108319  3438699 SH       DEFINED             18,21,22  2076379        0  1362319
*** ERICSSON L M TEL CO CL B  EQUITY   294821400     1792    56900 SH       DEFINED     3,13,14,27,30,31    56900        0        0
ERIE INDEMNITY CL CL A        EQUITY   29530P102       61     2250 SH       DEFINED                12,21     2250        0        0
ERIE INDEMNITY CL CL A        EQUITY   29530P102      207     7643 SH       DEFINED             18,21,22     7643        0        0
*** ESPIRITO SANTO FINL HLDGS EQUITY   29665F200      198    12064 SH       DEFINED             18,21,22     1214        0    10850
ESSEX PROPERTY TRUST INC      EQUITY   297178105        8      250 SH       DEFINED               -           250        0        0
ESSEX PROPERTY TRUST INC      EQUITY   297178105      405    11980 SH       DEFINED                12,21    11980        0        0
ESSEX PROPERTY TRUST INC      EQUITY   297178105      114     3375 SH       DEFINED          15,18,21,22     2855        0      520
ESSEX PROPERTY TRUST INC      EQUITY   297178105     2539    75085 SH       DEFINED             18,21,22    57405        0    17680
ESTERLINE TECHNOLOGIES CORP   EQUITY   297425100     1149    75032 SH       DEFINED                12,21    75032        0        0
ESTERLINE TECHNOLOGIES CORP   EQUITY   297425100      128     8340 SH       DEFINED             18,21,22     7340        0     1000
ESTERLINE TECHNOLOGIES CORP   EQUITY   297425100      920    60051 SH       DEFINED                21,32    60051        0        0
ETHAN ALLEN INTERIORS INC     EQUITY   297602104       92     2887 SH       DEFINED               -          2887        0        0
ETHAN ALLEN INTERIORS INC     EQUITY   297602104     1795    56536 SH       DEFINED                  4,6    18854    25135    12547
ETHAN ALLEN INTERIORS INC     EQUITY   297602104       10      322 SH       DEFINED                  6,7        0        0      322
ETHAN ALLEN INTERIORS INC     EQUITY   297602104     1955    61567 SH       DEFINED                12,21    61567        0        0
ETHAN ALLEN INTERIORS INC     EQUITY   297602104     1455    45832 SH       DEFINED          15,18,21,22    25140        0    20692
ETHAN ALLEN INTERIORS INC     EQUITY   297602104    24428   769380 SH       DEFINED             18,21,22   442349        0   327031
ETHAN ALLEN INTERIORS INC     EQUITY   297602104     1453    45750 SH       DEFINED                   25        0    45750        0
ETHAN ALLEN INTERIORS INC     EQUITY   297602104     1002    31571 SH       DEFINED                21,32    31571        0        0
ETHYL CORP                    EQUITY   297659104     2569   451600 SH       DEFINED                12,21   451600        0        0
ETHYL CORP                    EQUITY   297659104       16     2849 SH       DEFINED             18,21,22     1485        0     1364
ETOYS INC                     EQUITY   297862104       27      700 SH       DEFINED                  4,6        0        0      700
ETOYS INC                     EQUITY   297862104     2570    65900 SH       DEFINED                12,21    65900        0        0
ETOYS INC                     EQUITY   297862104      153     3921 SH       DEFINED             18,21,22     2190        0     1731
ETOYS INC                     EQUITY   297862104       35      900 SH       DEFINED     3,13,14,27,30,31      900        0        0
EUROPE FD INC                 EQUITY   29874M103     1331    77440 SH       DEFINED             18,21,22    38760        0    38680
EUROPEAN WARRANT FUND INC     EQUITY   298792102     2403   165722 SH       DEFINED             18,21,22    69741        0    95981
EVEREN CAPITAL CORP           EQUITY   299761106     1219    40200 SH       DEFINED                  4,6    12400     2000    25800
EVEREN CAPITAL CORP           EQUITY   299761106     7863   259404 SH       DEFINED                12,21   259404        0        0
EVEREN CAPITAL CORP           EQUITY   299761106       52     1700 SH       DEFINED          15,18,21,22     1700        0        0
EVEREN CAPITAL CORP           EQUITY   299761106      933    30782 SH       DEFINED             18,21,22    17997        0    12785
EVEREN CAPITAL CORP           EQUITY   299761106     2456    81027 SH       DEFINED                21,32    81027        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105        4      125 SH       DEFINED               -           125        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105     2607    80984 SH       DEFINED                  4,6        0    11900    69084
EVEREST REINS HLDGS INC       EQUITY   299808105    17664   548762 SH       DEFINED                12,21   548762        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105      720    22367 SH       DEFINED          15,18,21,22    15761        0     6606
EVEREST REINS HLDGS INC       EQUITY   299808105    10300   320000 SH       DEFINED             16,18,21   320000        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105    17495   543522 SH       DEFINED             18,21,22   379690        0   163832
EVEREST REINS HLDGS INC       EQUITY   299808105     5665   176000 SH       DEFINED                   25        0   176000        0
EVEREST REINS HLDGS INC       EQUITY   299808105      232     7209 SH       DEFINED     3,13,14,27,30,31     7209        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105     2836    88109 SH       DEFINED                21,32    88109        0        0
EVERGREEN RESOURCES INC NEW   EQUITY   299900308      905    34800 SH       DEFINED                12,21    34800        0        0
EVERGREEN RESOURCES INC NEW   EQUITY   299900308       88     3400 SH       DEFINED             18,21,22      400        0     3000
EXABYTE CORP                  EQUITY   300615101       54    13400 SH       DEFINED             18,21,22        0        0    13400
EXAR CORP                     EQUITY   300645108       50     1725 SH       DEFINED          15,18,21,22     1725        0        0
EXAR CORP                     EQUITY   300645108     1762    60748 SH       DEFINED             18,21,22    37128        0    23620
EXCALIBUR TECHNOLOGIES CORP   EQUITY   300651205      143    11900 SH       DEFINED                12,21    11900        0        0
EXCALIBUR TECHNOLOGIES CORP   EQUITY   300651205      312    26000 SH       DEFINED             18,21,22        0        0    26000
EXCEL TECHNOLOGY INC          EQUITY   30067T103      426    34560 SH       DEFINED               -         34560        0        0
EXCEL TECHNOLOGY INC          EQUITY   30067T103     8484   689000 SH       DEFINED                12,21   689000        0        0
EXCEL TECHNOLOGY INC          EQUITY   30067T103      317    25766 SH       DEFINED          15,18,21,22    11471        0    14295
EXCEL TECHNOLOGY INC          EQUITY   30067T103      616    50000 SH       DEFINED             16,18,21    50000        0        0
EXCEL TECHNOLOGY INC          EQUITY   30067T103    17152  1393029 SH       DEFINED             18,21,22   583326        0   809703
EXCEL SWITCHING CORP          EQUITY   30067V108     3009   113800 SH       DEFINED                12,21   113800        0        0
EXCEL SWITCHING CORP          EQUITY   30067V108       66     2505 SH       DEFINED             18,21,22     1005        0     1500
EXCHANGE APPLICATIONS INC     EQUITY   300867108      641    18300 SH       DEFINED                  4,6        0        0    18300
EXCHANGE APPLICATIONS INC     EQUITY   300867108       95     2700 SH       DEFINED                12,21     2700        0        0
EXCHANGE APPLICATIONS INC     EQUITY   300867108      145     4138 SH       DEFINED          15,18,21,22     2965        0     1173
EXCHANGE APPLICATIONS INC     EQUITY   300867108     2155    61561 SH       DEFINED             18,21,22    51723        0     9838
EXCELSIOR HENDERSON MOTORCYCL EQUITY   300906104      258    42927 SH       DEFINED             18,21,22     5650        0    37277
EXECUTIVE RISK INC            EQUITY   301586103     3015    35471 SH       DEFINED                  4,6    11875    16456     7140
EXECUTIVE RISK INC            EQUITY   301586103       18      210 SH       DEFINED                  6,7        0        0      210
EXECUTIVE RISK INC            EQUITY   301586103      886    10421 SH       DEFINED                12,21    10421        0        0
EXECUTIVE RISK INC            EQUITY   301586103      106     1252 SH       DEFINED             18,21,22      551        0      701
EXECUTIVE RISK INC            EQUITY   301586103    19550   230000 SH       DEFINED        3,13,30,31,33        0        0   230000
EXECUTONE INFORMATION SYS INC EQUITY   301607107       42    10134 SH       DEFINED             18,21,22     1100        0     9034
EXIDE CORP                    EQUITY   302051107     3308   242782 SH       DEFINED                12,21   242782        0        0
EXIDE CORP                    EQUITY   302051107       14     1034 SH       DEFINED          15,18,21,22      783        0      251
EXIDE CORP                    EQUITY   302051107     1581   116069 SH       DEFINED             18,21,22    91186        0    24883
EXODUS COMMUNICATIONS INC     EQUITY   302088109     5303    46341 SH       DEFINED                  4,6    13615    20451    12275
EXODUS COMMUNICATIONS INC     EQUITY   302088109       27      240 SH       DEFINED                  6,7        0        0      240
EXODUS COMMUNICATIONS INC     EQUITY   302088109     2346    20500 SH       DEFINED                12,21    20500        0        0
EXODUS COMMUNICATIONS INC     EQUITY   302088109     1111     9710 SH       DEFINED          15,18,21,22     6871        0     2839
EXODUS COMMUNICATIONS INC     EQUITY   302088109    21970   191979 SH       DEFINED             18,21,22   163245        0    28734
EXPEDITORS INTL OF WASH INC   EQUITY   302130109       40     1300 SH       DEFINED               -          1300        0        0
EXPEDITORS INTL OF WASH INC   EQUITY   302130109      965    31000 SH       DEFINED                12,21    31000        0        0
EXPEDITORS INTL OF WASH INC   EQUITY   302130109      588    18892 SH       DEFINED          15,18,21,22    12712        0     6180
EXPEDITORS INTL OF WASH INC   EQUITY   302130109    11859   381016 SH       DEFINED             18,21,22   253836        0   127179
EXPRESS SCRIPTS INC CLA       EQUITY   302182100     3358    49200 SH       DEFINED                12,21    49200        0        0
EXPRESS SCRIPTS INC CLA       EQUITY   302182100      137     2000 SH       DEFINED          15,18,21,22     1930        0       70
EXPRESS SCRIPTS INC CLA       EQUITY   302182100     4298    62974 SH       DEFINED             18,21,22    38191        0    24783
EXTENDED STAY AMERICA INC     EQUITY   30224P101     2807   280650 SH       DEFINED                  4,6    32000        0   248650
EXTENDED STAY AMERICA INC     EQUITY   30224P101      695    69500 SH       DEFINED                12,21    69500        0        0
EXTENDED STAY AMERICA INC     EQUITY   30224P101       20     2000 SH       DEFINED          15,18,21,22        0        0     2000
EXTENDED STAY AMERICA INC     EQUITY   30224P101       99     9929 SH       DEFINED             18,21,22     6130        0     3799
EXTREME NETWORKS INC          EQUITY   30226D106     4106    90000 SH       DEFINED   2,3,11,13,14,30,31        0    90000        0
EXTREME NETWORKS INC          EQUITY   30226D106       10      210 SH       DEFINED                  4,6        0        0      210
EXTREME NETWORKS INC          EQUITY   30226D106      355     7785 SH       DEFINED             18,21,22      600        0     7185
EXXON CORP                    EQUITY   302290101    22709   291614 SH       DEFINED               -        291614        0        0
EXXON CORP                    EQUITY   302290101     7507    96400 SH       DEFINED   2,3,11,13,14,30,31        0    96400        0
EXXON CORP                    EQUITY   302290101   143501  1842705 SH       DEFINED                  4,6  1108960   185734   548011
EXXON CORP                    EQUITY   302290101     1795    23050 SH       DEFINED                  6,7        0        0    23050
EXXON CORP                    EQUITY   302290101   242291  3111284 SH       DEFINED                12,21  3111284        0        0
EXXON CORP                    EQUITY   302290101    19541   250929 SH       DEFINED          15,18,21,22   127025        0   123904
EXXON CORP                    EQUITY   302290101    10788   138532 SH       DEFINED             16,18,21   138532        0        0
EXXON CORP                    EQUITY   302290101      604     7756 SH       DEFINED       17,18,19,20,21     7756        0        0
EXXON CORP                    EQUITY   302290101   667277  8568565 SH       DEFINED             18,21,22  3468860        0  5099705
EXXON CORP                    OPTION   302290101       39      500 SH  PUT  DEFINED             18,21,22        0        0      500
EXXON CORP                    EQUITY   302290101     6422    82463 SH       DEFINED                   25        0    82463        0
EXXON CORP                    EQUITY   302290101     3693    47417 SH       DEFINED     3,13,14,27,30,31    47417        0        0
EXXON CORP                    EQUITY   302290101    10841   139216 SH       DEFINED                21,32   139216        0        0
F & M BANCORP INC WISCONSIN   EQUITY   302371109      594    16343 SH       DEFINED                12,21    16343        0        0
F & M BANCORP INC WISCONSIN   EQUITY   302371109      304     8364 SH       DEFINED             18,21,22        1        0     8363
F&M NATIONAL CORP             EQUITY   302374103      661    20710 SH       DEFINED                12,21    20710        0        0
F&M NATIONAL CORP             EQUITY   302374103       25      776 SH       DEFINED             18,21,22      201        0      575
FBL FINANCIAL GROUP INC CL A  EQUITY   30239F106      308    15184 SH       DEFINED                12,21    15184        0        0
FMC CORP-NEW                  EQUITY   302491303     1857    26334 SH       DEFINED                12,21    26334        0        0
FMC CORP-NEW                  EQUITY   302491303        7      100 SH       DEFINED             16,18,21      100        0        0
FMC CORP-NEW                  EQUITY   302491303     1980    28089 SH       DEFINED             18,21,22    20703        0     7386
FMC CORP-NEW                  EQUITY   302491303       64      903 SH       DEFINED                   25        0      903        0
FMC CORP-NEW                  EQUITY   302491303      103     1454 SH       DEFINED                21,32     1454        0        0
FNB CORP HERMITAGE PA         EQUITY   302520101      414    15935 SH       DEFINED                12,21    15935        0        0
FNB CORP HERMITAGE PA         EQUITY   302520101      165     6339 SH       DEFINED             18,21,22     2548        0     3791
FPIC INSURANCE GROUP INC      EQUITY   302563101      521    10600 SH       DEFINED                12,21    10600        0        0
FPIC INSURANCE GROUP INC      EQUITY   302563101      957    19489 SH       DEFINED          15,18,21,22    10736        0     8753
FPIC INSURANCE GROUP INC      EQUITY   302563101     1476    30042 SH       DEFINED             18,21,22    14724        0    15318
FPIC INSURANCE GROUP INC      EQUITY   302563101      757    15400 SH       DEFINED                21,32    15400        0        0
FPL GROUP INC                 EQUITY   302571104      825    15059 SH       DEFINED               -         15059        0        0
FPL GROUP INC                 EQUITY   302571104     3919    71500 SH       DEFINED   2,3,11,13,14,30,31        0    71500        0
FPL GROUP INC                 EQUITY   302571104      815    14868 SH       DEFINED                  4,6    12290      400     2178
FPL GROUP INC                 EQUITY   302571104     9269   169100 SH       DEFINED                12,21   169100        0        0
FPL GROUP INC                 EQUITY   302571104       52      949 SH       DEFINED          15,18,21,22      497        0      452
FPL GROUP INC                 EQUITY   302571104       69     1256 SH       DEFINED             16,18,21     1256        0        0
FPL GROUP INC                 EQUITY   302571104    11024   201121 SH       DEFINED             18,21,22   104448        0    96672
FPL GROUP INC                 EQUITY   302571104      280     5116 SH       DEFINED                   25        0     5116        0
FPL GROUP INC                 EQUITY   302571104     1481    27025 SH       DEFINED     3,13,14,27,30,31    27025        0        0
FPL GROUP INC                 EQUITY   302571104      623    11368 SH       DEFINED                21,32    11368        0        0
FSI INTERNATIONAL INC         EQUITY   302633102      182    22987 SH       DEFINED                12,21    22987        0        0
FSI INTERNATIONAL INC         EQUITY   302633102       15     1858 SH       DEFINED             18,21,22       58        0     1800
FX ENERGY INC                 EQUITY   302695101       70    10000 SH       DEFINED             18,21,22    10000        0        0
F Y I INC                     EQUITY   302712104      877    25600 SH       DEFINED                12,21    25600        0        0
F Y I INC                     EQUITY   302712104       13      375 SH       DEFINED          15,18,21,22      275        0      100
F Y I INC                     EQUITY   302712104     1140    33294 SH       DEFINED             18,21,22    22824        0    10470
FCNB CORP                     EQUITY   302920103      523    24334 SH       DEFINED             18,21,22    24334        0        0
FACTORY 2-U STORES INC        EQUITY   303072102       76     3400 SH       DEFINED                12,21     3400        0        0
FACTORY 2-U STORES INC        EQUITY   303072102      212     9483 SH       DEFINED             18,21,22     9483        0        0
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105      606    12300 SH       DEFINED                  4,6        0        0    12300
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105     8986   182450 SH       DEFINED                12,21   182450        0        0
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105        5      100 SH       DEFINED          15,18,21,22        0        0      100
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105      616    12500 SH       DEFINED             16,18,21    12500        0        0
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105     1303    26462 SH       DEFINED             18,21,22     8420        0    18042
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105      675    13700 SH       DEFINED                   25        0    13700        0
FAIR ISAAC & CO INC           EQUITY   303250104     1360    40300 SH       DEFINED                12,21    40300        0        0
FAIR ISAAC & CO INC           EQUITY   303250104       14      401 SH       DEFINED             18,21,22      401        0        0
FAIR ISAAC & CO INC           EQUITY   303250104      196     5800 SH       DEFINED                   25        0     5800        0
FAIRCHILD CORP CL A   NEW     EQUITY   303698104      165    15968 SH       DEFINED                12,21    15968        0        0
FAIRCHILD CORP CL A   NEW     EQUITY   303698104       73     7105 SH       DEFINED          15,18,21,22     5545        0     1560
FAIRCHILD CORP CL A   NEW     EQUITY   303698104     1597   154829 SH       DEFINED             18,21,22   101774        0    53055
FAIRCHILD CORP CL A   NEW     EQUITY   303698104      345    33500 SH       DEFINED                   25        0    33500        0
FAIRFIELD COMMUNITIES INC     EQUITY   304231301     2004   135300 SH       DEFINED                12,21   135300        0        0
FAIRFIELD COMMUNITIES INC     EQUITY   304231301       12      805 SH       DEFINED             18,21,22      504        0      301
FAMILY DOLLAR STORES INC      EQUITY   307000109       13      600 SH       DEFINED               -           600        0        0
FAMILY DOLLAR STORES INC      EQUITY   307000109     5704   270811 SH       DEFINED                  4,6   188590    82221        0
FAMILY DOLLAR STORES INC      EQUITY   307000109     2167   102882 SH       DEFINED                  6,7        0        0   102882
FAMILY DOLLAR STORES INC      EQUITY   307000109     7873   373803 SH       DEFINED                12,21   373803        0        0
FAMILY DOLLAR STORES INC      EQUITY   307000109     2364   112245 SH       DEFINED          15,18,21,22    43412        0    68833
FAMILY DOLLAR STORES INC      EQUITY   307000109     7564   359103 SH       DEFINED             18,21,22   232229        0   126874
FAMILY DOLLAR STORES INC      EQUITY   307000109     6090   289112 SH       DEFINED                21,32   289112        0        0
FAMILY GOLF CENTERS INC CV SU CORPBOND 30701AAC0       18    30000 PRN      DEFINED             18,21,22        0        0    30000
FAMILY GOLF CENTERS INC       EQUITY   30701A106      370    56929 SH       DEFINED                12,21    56929        0        0
FAMILY GOLF CENTERS INC       EQUITY   30701A106        1       79 SH       DEFINED          15,18,21,22       50        0       29
FAMILY GOLF CENTERS INC       EQUITY   30701A106      138    21157 SH       DEFINED             18,21,22    12678        0     8479
FAMILY GOLF CENTERS INC       EQUITY   30701A106      246    37800 SH       DEFINED                21,32    37800        0        0
FARMERS CAP BK CORP           EQUITY   309562106      212     5640 SH       DEFINED               -          5640        0        0
FARMERS CAP BK CORP           EQUITY   309562106      255     6800 SH       DEFINED                12,21     6800        0        0
FARREL CORP NEW               EQUITY   311667109       98    47601 SH       DEFINED             18,21,22        1        0    47600
FASTENAL CO                   EQUITY   311900104    64108  1121011 SH       DEFINED                  4,6   451490   354615   314906
FASTENAL CO                   EQUITY   311900104      802    14027 SH       DEFINED                  6,7        0        0    14027
FASTENAL CO                   EQUITY   311900104      531     9285 SH       DEFINED                12,21     9285        0        0
FASTENAL CO                   EQUITY   311900104     1220    21335 SH       DEFINED          15,18,21,22    13740        0     7595
FASTENAL CO                   EQUITY   311900104    20260   354265 SH       DEFINED             18,21,22   242838        0   111427
FDX CORP                      EQUITY   31304N107       27      600 SH       DEFINED               -           600        0        0
FDX CORP                      EQUITY   31304N107      143     3200 SH       DEFINED                  4,6        0        0     3200
FDX CORP                      EQUITY   31304N107    40178   897840 SH       DEFINED                12,21   897840        0        0
FDX CORP                      EQUITY   31304N107     1467    32793 SH       DEFINED          15,18,21,22    11386        0    21407
FDX CORP                      EQUITY   31304N107    34283   766110 SH       DEFINED             18,21,22   364464        0   401646
FDX CORP                      OPTION   31304N107      269     6000 SH  CALL DEFINED             18,21,22        0        0     6000
FDX CORP                      OPTION   31304N107       22      500 SH  PUT  DEFINED             18,21,22        0        0      500
FDX CORP                      EQUITY   31304N107      593    13256 SH       DEFINED                   25        0    13256        0
FDX CORP                      EQUITY   31304N107      501    11200 SH       DEFINED     3,13,14,27,30,31    11200        0        0
FDX CORP                      EQUITY   31304N107      782    17467 SH       DEFINED                21,32    17467        0        0
FEDDERS CORP DELAWARE         EQUITY   313135105      156    23725 SH       DEFINED                12,21    23725        0        0
FEDDERS CORP DELAWARE         EQUITY   313135105      367    55901 SH       DEFINED             18,21,22        1        0    55900
FEDDERS CORP CL A NON VTG     EQUITY   313135303        2      350 SH       DEFINED               -           350        0        0
FEDDERS CORP CL A NON VTG     EQUITY   313135303       49     7878 SH       DEFINED          15,18,21,22     4445        0     3433
FEDDERS CORP CL A NON VTG     EQUITY   313135303     2526   408174 SH       DEFINED             18,21,22   225484        0   182690
FEDERAL HOME LN MTG CORP      EQUITY   313400301      520     9055 SH       DEFINED               -          9055        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301    14629   254977 SH       DEFINED                  4,6   110434    14240   130303
FEDERAL HOME LN MTG CORP      EQUITY   313400301    97269  1695327 SH       DEFINED                12,21  1695327        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301    13501   235309 SH       DEFINED          15,18,21,22   147418        0    87891
FEDERAL HOME LN MTG CORP      EQUITY   313400301    62413  1087800 SH       DEFINED             16,18,21  1087800        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301   382469  6666132 SH       DEFINED             18,21,22  4117394        0  2548738
FEDERAL HOME LN MTG CORP      EQUITY   313400301     9861   171868 SH       DEFINED                   25        0   171868        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301     1495    26050 SH       DEFINED     3,13,14,27,30,31    26050        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301     2186    38108 SH       DEFINED                21,32    38108        0        0
FEDERAL MOGUL CORP            EQUITY   313549107     8023   166502 SH       DEFINED                  4,6     8235        0   158267
FEDERAL MOGUL CORP            EQUITY   313549107       31      635 SH       DEFINED                5,6,7        0        0      635
FEDERAL MOGUL CORP            EQUITY   313549107     2539    52682 SH       DEFINED                12,21    52682        0        0
FEDERAL MOGUL CORP            EQUITY   313549107       99     2060 SH       DEFINED             16,18,21     2060        0        0
FEDERAL MOGUL CORP            EQUITY   313549107      131     2715 SH       DEFINED             18,21,22      215        0     2500
FEDERAL MOGUL CORP            EQUITY   313549107      949    19700 SH       DEFINED                21,32    19700        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109     6708    97122 SH       DEFINED               -         97122        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109    10484   151800 SH       DEFINED   2,3,11,13,14,30,31        0   151800        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109    28846   417670 SH       DEFINED                  4,6   311700    13680    92290
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109      553     8000 SH       DEFINED                5,6,7        0        0     8000
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109   254190  3680551 SH       DEFINED                12,21  3680551        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109    41314   598210 SH       DEFINED          15,18,21,22   319954        0   278255
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109      262     3800 SH       DEFINED                18,21     3800        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109      630     9121 SH       DEFINED       17,18,19,20,21     9121        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109   768393 11125967 SH       DEFINED             18,21,22  5973785        0  5152182
FEDERAL NATIONAL MORTGAGE ASS OPTION   313586109       21      300 SH  CALL DEFINED             18,21,22        0        0      300
FEDERAL NATIONAL MORTGAGE ASS OPTION   313586109       55      800 SH  PUT  DEFINED             18,21,22        0        0      800
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109     5615    81308 SH       DEFINED                   25        0    81308        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109    19812   286872 SH       DEFINED     3,13,14,27,30,31   286872        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109     3966    57427 SH       DEFINED                21,32    57427        0        0
FEDERAL REALTY INVT TR SBI-NE EQUITY   313747206     1264    55548 SH       DEFINED                12,21    55548        0        0
FEDERAL REALTY INVT TR SBI-NE EQUITY   313747206       11      500 SH       DEFINED          15,18,21,22        0        0      500
FEDERAL REALTY INVT TR SBI-NE EQUITY   313747206      368    16158 SH       DEFINED             18,21,22    11508        0     4650
FEDERAL REALTY INVT TR SBI-NE EQUITY   313747206      480    21100 SH       DEFINED                21,32    21100        0        0
FEDERAL SCREW WORKS           EQUITY   313819104      303     5795 SH       DEFINED             18,21,22     4546        0     1249
FEDERAL SIGNAL CORP           EQUITY   313855108     2838   132400 SH       DEFINED                12,21   132400        0        0
FEDERAL SIGNAL CORP           EQUITY   313855108       16      730 SH       DEFINED          15,18,21,22      730        0        0
FEDERAL SIGNAL CORP           EQUITY   313855108     1563    72929 SH       DEFINED             18,21,22    50577        0    22351
FEDERATED DEPARTMENT STORES   EQUITY   31410H101        5      100 SH       DEFINED               -           100        0        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101       66     1300 SH       DEFINED                  4,6        0        0     1300
FEDERATED DEPARTMENT STORES   EQUITY   31410H101   149119  2920294 SH       DEFINED                12,21  2920294        0        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101     1864    36500 SH       DEFINED          15,18,21,22    25430        0    11070
FEDERATED DEPARTMENT STORES   EQUITY   31410H101   121194  2373428 SH       DEFINED             16,18,21  2373428        0        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101      194     3800 SH       DEFINED                18,21     3800        0        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101    73543  1440238 SH       DEFINED             18,21,22   905441        0   534797
FEDERATED DEPARTMENT STORES   EQUITY   31410H101     1475    28883 SH       DEFINED                   25        0    28883        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101      551    10793 SH       DEFINED                21,32    10793        0        0
WTS FEDERATED DEPT STORES     EQUITY   31410H119     5407   205000 SH       DEFINED             16,18,21   205000        0        0
WTS FEDERATED DEPT STORES     EQUITY   31410H119      703    26660 SH       DEFINED             18,21,22    26060        0      600
WTS FEDERATED DEPT STORES     EQUITY   31410H127      636    24959 SH       DEFINED             18,21,22    24959        0        0
FEDERATED INVS INC PA CL B    EQUITY   314211103      696    35897 SH       DEFINED                12,21    35897        0        0
FEDERATED INVS INC PA CL B    EQUITY   314211103      174     8981 SH       DEFINED             18,21,22     3518        0     5463
FELCOR LODGING TR INC         EQUITY   31430F101     1304    68200 SH       DEFINED   2,3,11,13,14,30,31        0    68200        0
FELCOR LODGING TR INC         EQUITY   31430F101       46     2400 SH       DEFINED                  4,6     2400        0        0
FELCOR LODGING TR INC         EQUITY   31430F101     6917   361658 SH       DEFINED                12,21   361658        0        0
FELCOR LODGING TR INC         EQUITY   31430F101      186     9745 SH       DEFINED          15,18,21,22     8290        0     1455
FELCOR LODGING TR INC         EQUITY   31430F101     7067   369539 SH       DEFINED             18,21,22   215403        0   154136
FELCOR LODGING TR INC PFD CON EQUITY   31430F200      947    50000 SH       DEFINED                12,21    50000        0        0
FELCOR LODGING TR INC PFD CON EQUITY   31430F200      877    46335 SH       DEFINED             18,21,22    19606        0    26729
FERRELLGAS PARTNERS L P       EQUITY   315293100       43     2500 SH       DEFINED               -          2500        0        0
FERRELLGAS PARTNERS L P       EQUITY   315293100       34     2000 SH       DEFINED                  4,6        0        0     2000
FERRELLGAS PARTNERS L P       EQUITY   315293100        8      450 SH       DEFINED          15,18,21,22      450        0        0
FERRELLGAS PARTNERS L P       EQUITY   315293100     2792   163030 SH       DEFINED             18,21,22    79999        0    83031
FERRO CORP                    EQUITY   315405100      857    33351 SH       DEFINED                12,21    33351        0        0
FERRO CORP                    EQUITY   315405100      141     5505 SH       DEFINED          15,18,21,22     4435        0     1070
FERRO CORP                    EQUITY   315405100      116     4500 SH       DEFINED             16,18,21     4500        0        0
FERRO CORP                    EQUITY   315405100     2083    81101 SH       DEFINED             18,21,22    58014        0    23087
*** FIAT S P A SPONSORED ADR  EQUITY   315621607       44     2508 SH       DEFINED               -          2508        0        0
*** FIAT S P A SPONSORED ADR  EQUITY   315621607       10      562 SH       DEFINED          15,18,21,22      170        0      392
*** FIAT S P A SPONSORED ADR  EQUITY   315621607      506    28806 SH       DEFINED             18,21,22    24121        0     4685
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107     2569   142208 SH       DEFINED                12,21   142208        0        0
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107       40     2200 SH       DEFINED                18,21     2200        0        0
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107      325    17992 SH       DEFINED             18,21,22     3119        0    14873
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107      195    10790 SH       DEFINED                   25        0    10790        0
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107     2302   127469 SH       DEFINED                21,32   127469        0        0
FIFTH THIRD BANCORP           EQUITY   316773100       41      622 SH       DEFINED               -           622        0        0
FIFTH THIRD BANCORP           EQUITY   316773100     1662    25480 SH       DEFINED                  4,6        0    14380    11100
FIFTH THIRD BANCORP           EQUITY   316773100     4931    75600 SH       DEFINED                12,21    75600        0        0
FIFTH THIRD BANCORP           EQUITY   316773100     2048    31398 SH       DEFINED          15,18,21,22    21524        0     9874
FIFTH THIRD BANCORP           EQUITY   316773100    45416   696354 SH       DEFINED             18,21,22   490870        0   205483
FIFTH THIRD BANCORP           EQUITY   316773100      935    14330 SH       DEFINED                   25        0    14330        0
FIFTH THIRD BANCORP           EQUITY   316773100      372     5700 SH       DEFINED     3,13,14,27,30,31     5700        0        0
FIFTH THIRD BANCORP           EQUITY   316773100      915    14034 SH       DEFINED                21,32    14034        0        0
*** FILA HOLDING SPA-SPONSORE EQUITY   316850106       10      955 SH       DEFINED               -           955        0        0
*** FILA HOLDING SPA-SPONSORE EQUITY   316850106        1      125 SH       DEFINED          15,18,21,22      125        0        0
*** FILA HOLDING SPA-SPONSORE OPTION   316850106       21     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
*** FILA HOLDING SPA-SPONSORE EQUITY   316850106       76     7142 SH       DEFINED             18,21,22     4185        0     2957
FILENET CORP                  EQUITY   316869106      285    28718 SH       DEFINED                12,21    28718        0        0
FILENET CORP                  EQUITY   316869106       74     7440 SH       DEFINED             18,21,22      840        0     6600
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0       25    26500 PRN      DEFINED                12,21    26500        0        0
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0      100   105000 PRN      DEFINED          15,18,21,22    60000        0    45000
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0     3103  3262000 PRN      DEFINED             18,21,22  2300000        0   962000
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0     7433  7814000 PRN      DEFINED        3,13,28,29,31  7814000        0        0
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0     5314  5586000 PRN      DEFINED           3,13,30,31  5586000        0        0
FINANCIAL FED CORP            EQUITY   317492106      200     8875 SH       DEFINED                12,21     8875        0        0
FINANCIAL FED CORP            EQUITY   317492106       59     2606 SH       DEFINED             18,21,22        6        0     2600
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100     6655   129230 SH       DEFINED                12,21   129230        0        0
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100       99     1925 SH       DEFINED          15,18,21,22     1200        0      725
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100     5150   100000 SH       DEFINED             16,18,21   100000        0        0
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100     5502   106842 SH       DEFINED             18,21,22    75784        0    31058
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100     2277    44222 SH       DEFINED                21,32    44222        0        0
FINET.COM INC                 EQUITY   317922300       10     3100 SH       DEFINED                12,21     3100        0        0
FINET.COM INC                 EQUITY   317922300        2      700 SH       DEFINED          15,18,21,22        0        0      700
FINET.COM INC                 EQUITY   317922300       37    11745 SH       DEFINED             18,21,22     1345        0    10400
FINET.COM INC                 EQUITY   317922300        5     1500 SH       DEFINED     3,13,14,27,30,31     1500        0        0
FINISH LINE INC CL A          EQUITY   317923100        2      220 SH       DEFINED               -           220        0        0
FINISH LINE INC CL A          EQUITY   317923100     3727   363600 SH       DEFINED   2,3,11,13,14,30,31        0   363600        0
FINISH LINE INC CL A          EQUITY   317923100      167    16300 SH       DEFINED                12,21    16300        0        0
FINISH LINE INC CL A          EQUITY   317923100       50     4830 SH       DEFINED          15,18,21,22     2615        0     2215
FINISH LINE INC CL A          EQUITY   317923100     1987   193826 SH       DEFINED             18,21,22   140999        0    52827
FINOVA GROUP INC              EQUITY   317928109     4893   109030 SH       DEFINED                  4,6    53900        0    55130
FINOVA GROUP INC              EQUITY   317928109     2855    63620 SH       DEFINED                12,21    63620        0        0
FINOVA GROUP INC              EQUITY   317928109        9      191 SH       DEFINED          15,18,21,22        0        0      191
FINOVA GROUP INC              EQUITY   317928109     1525    33993 SH       DEFINED             18,21,22     2367        0    31626
FINOVA GROUP INC              EQUITY   317928109      740    16500 SH       DEFINED                   25        0    16500        0
FINOVA GROUP INC              EQUITY   317928109     2455    54711 SH       DEFINED                21,32    54711        0        0
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207      626    10300 SH       DEFINED                12,21    10300        0        0
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207       30      495 SH       DEFINED          15,18,21,22      305        0      190
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207    18043   297000 SH       DEFINED             16,18,21   297000        0        0
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207     1018    16760 SH       DEFINED             18,21,22    11880        0     4880
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207      122     2000 SH       DEFINED     3,13,14,27,30,31     2000        0        0
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207     2886    47500 SH       DEFINED        3,13,28,29,31    47500        0        0
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207     2157    35500 SH       DEFINED           3,13,30,31    35500        0        0
FIRST AMERICAN FINL CORP      EQUITY   318522307     5143   291792 SH       DEFINED                12,21   291792        0        0
FIRST AMERICAN FINL CORP      EQUITY   318522307     1081    61349 SH       DEFINED             18,21,22    38348        0    23000
FIRST AMERICAN FINL CORP      EQUITY   318522307     1024    58100 SH       DEFINED                   25        0    58100        0
FIRST AMERICAN FINL CORP      EQUITY   318522307     1149    65189 SH       DEFINED                21,32    65189        0        0
FIRST AVIATION SERVICES INC   EQUITY   31865W108       92    15300 SH       DEFINED             18,21,22        0        0    15300
FIRST AUSTRALIA FD INC        EQUITY   318652104        3      396 SH       DEFINED          15,18,21,22      216        0      180
FIRST AUSTRALIA FD INC        EQUITY   318652104      602    77677 SH       DEFINED             18,21,22    48707        0    28969
FIRST BANCORP P R             EQUITY   318672102     2914   128424 SH       DEFINED                12,21   128424        0        0
FIRST BANCORP P R             EQUITY   318672102       77     3400 SH       DEFINED          15,18,21,22        0        0     3400
FIRST BANCORP P R             EQUITY   318672102        4      197 SH       DEFINED             18,21,22       46        0      150
FIRST BANCORP P R             EQUITY   318672102      945    41650 SH       DEFINED                21,32    41650        0        0
FIRST AMERICAN CORP-TENN      EQUITY   318900107       33      795 SH       DEFINED               -           795        0        0
FIRST AMERICAN CORP-TENN      EQUITY   318900107      723    17300 SH       DEFINED                  4,6      400        0    16900
FIRST AMERICAN CORP-TENN      EQUITY   318900107     4181   100000 SH       DEFINED                    6   100000        0        0
FIRST AMERICAN CORP-TENN      EQUITY   318900107      155     3700 SH       DEFINED                12,21     3700        0        0
FIRST AMERICAN CORP-TENN      EQUITY   318900107      612    14641 SH       DEFINED          15,18,21,22      350        0    14291
FIRST AMERICAN CORP-TENN      EQUITY   318900107     5162   123444 SH       DEFINED             18,21,22    68855        0    54589
FIRST CASH FINANCIAL SVC INC  EQUITY   31942D107       24     1900 SH       DEFINED                  4,6        0        0     1900
FIRST CASH FINANCIAL SVC INC  EQUITY   31942D107        5      375 SH       DEFINED          15,18,21,22      275        0      100
FIRST CASH FINANCIAL SVC INC  EQUITY   31942D107      468    36732 SH       DEFINED             18,21,22    23184        0    13548
FIRST CHARTER CORP            EQUITY   319439105       16      684 SH       DEFINED               -           684        0        0
FIRST CHARTER CORP            EQUITY   319439105      328    14400 SH       DEFINED                12,21    14400        0        0
FIRST CHARTER CORP            EQUITY   319439105      210     9225 SH       DEFINED          15,18,21,22        0        0     9225
FIRST CHARTER CORP            EQUITY   319439105       49     2169 SH       DEFINED             18,21,22      571        0     1598
FIRST CITIZENS BANCSHARES INC EQUITY   31946M103      200     2500 SH       DEFINED               -          2500        0        0
FIRST CITIZENS BANCSHARES INC EQUITY   31946M103      376     4705 SH       DEFINED                12,21     4705        0        0
FIRST CITIZENS BANCSHARES INC EQUITY   31946M103     1256    15697 SH       DEFINED             18,21,22       13        0    15684
FIRST COMMERCE BANCSHARES INC EQUITY   319777207      222     9753 SH       DEFINED                12,21     9753        0        0
FIRST COMMONWEALTH FINANCIAL  EQUITY   319829107      648    27647 SH       DEFINED                12,21    27647        0        0
FIRST COMMONWEALTH FINANCIAL  EQUITY   319829107       15      621 SH       DEFINED             18,21,22        1        0      620
FIRST CONSULTING GROUP INC    EQUITY   31986R103      969    66000 SH       DEFINED                12,21    66000        0        0
FIRST CONSULTING GROUP INC    EQUITY   31986R103       14      947 SH       DEFINED             18,21,22        0        0      947
FIRST FEDERAL CAPITAL CORP    EQUITY   319960100      237    14136 SH       DEFINED                12,21    14136        0        0
FIRST DATA CORP               EQUITY   319963104      159     3200 SH       DEFINED               -          3200        0        0
FIRST DATA CORP               EQUITY   319963104     1529    30810 SH       DEFINED                  4,6     8728    11300    10782
FIRST DATA CORP               EQUITY   319963104    92092  1855756 SH       DEFINED                12,21  1855756        0        0
FIRST DATA CORP               EQUITY   319963104     1777    35801 SH       DEFINED          15,18,21,22     9903        0    25898
FIRST DATA CORP               EQUITY   319963104     9925   200000 SH       DEFINED             16,18,21   200000        0        0
FIRST DATA CORP               EQUITY   319963104    75343  1518243 SH       DEFINED             18,21,22   780896        0   737347
FIRST DATA CORP               EQUITY   319963104     1736    34988 SH       DEFINED                   25        0    34988        0
FIRST DATA CORP               EQUITY   319963104     3558    71700 SH       DEFINED     3,13,14,27,30,31    71700        0        0
FIRST DATA CORP               EQUITY   319963104     1057    21297 SH       DEFINED                21,32    21297        0        0
FIRST ESSEX BANCORP INC       EQUITY   320103104      904    55000 SH       DEFINED                    6    55000        0        0
FIRST FINL BANCSHARES INC     EQUITY   32020R109      277     8291 SH       DEFINED                12,21     8291        0        0
FIRST FINL BANCSHARES INC     EQUITY   32020R109       11      331 SH       DEFINED             18,21,22        1        0      330
FIRST FINANCIAL BANCORP-OHIO  EQUITY   320209109      656    28850 SH       DEFINED                12,21    28850        0        0
FIRST FINANCIAL BANCORP-OHIO  EQUITY   320209109      279    12247 SH       DEFINED             18,21,22    10344        0     1903
FIRST FINANCIAL CORP IND      EQUITY   320218100      196     5168 SH       DEFINED                12,21     5168        0        0
FIRST FINANCIAL CORP IND      EQUITY   320218100       28      735 SH       DEFINED             18,21,22        0        0      735
FIRST FINANCIAL FUND INC      EQUITY   320228109       64     7724 SH       DEFINED                  4,6      400        0     7324
FIRST FINANCIAL FUND INC      EQUITY   320228109      419    50390 SH       DEFINED             18,21,22    13653        0    36737
FIRST FINL HLDGS INC          EQUITY   320239106      221    11680 SH       DEFINED                12,21    11680        0        0
FIRST FINL HLDGS INC          EQUITY   320239106      137     7250 SH       DEFINED          15,18,21,22      250        0     7000
FIRST FINL HLDGS INC          EQUITY   320239106       31     1617 SH       DEFINED             18,21,22     1467        0      150
FIRST INDL REALTY TRUST INC   EQUITY   32054K103       13      495 SH       DEFINED               -           495        0        0
FIRST INDL REALTY TRUST INC   EQUITY   32054K103     1888    73847 SH       DEFINED                12,21    73847        0        0
FIRST INDL REALTY TRUST INC   EQUITY   32054K103      105     4115 SH       DEFINED          15,18,21,22     3405        0      710
FIRST INDL REALTY TRUST INC   OPTION   32054K103        8      300 SH  PUT  DEFINED             18,21,22        0        0      300
FIRST INDL REALTY TRUST INC   EQUITY   32054K103    13941   545374 SH       DEFINED             18,21,22   486873        0    58501
FIRST INDL REALTY TRUST INC   EQUITY   32054K103     1869    73109 SH       DEFINED                21,32    73109        0        0
FIRST INDIANA CORP            EQUITY   32054R108      218     8900 SH       DEFINED                12,21     8900        0        0
FIRST INDIANA CORP            EQUITY   32054R108      136     5567 SH       DEFINED             18,21,22        2        0     5565
FIRST ISRAEL FD INC           EQUITY   32063L100      343    22653 SH       DEFINED             18,21,22     7423        0    15230
FIRST LIBERTY FINANCIAL CORP  EQUITY   320691108      283     9400 SH       DEFINED                12,21     9400        0        0
FIRST LIBERTY FINANCIAL CORP  EQUITY   320691108      537    17827 SH       DEFINED          15,18,21,22      145        0    17682
FIRST LIBERTY FINANCIAL CORP  EQUITY   320691108       12      396 SH       DEFINED             18,21,22       12        0      384
FIRST MERCHANTS CORP          EQUITY   320817109      208     8300 SH       DEFINED                12,21     8300        0        0
FIRST MERCHANTS CORP          EQUITY   320817109      111     4427 SH       DEFINED             18,21,22        2        0     4425
FIRST MIDWEST BANCORP INC-DEL EQUITY   320867104      909    21814 SH       DEFINED                12,21    21814        0        0
FIRST MIDWEST BANCORP INC-DEL EQUITY   320867104       46     1103 SH       DEFINED             18,21,22     1080        0       23
FIRST MUTUAL SVGS BK-BELLEVUE EQUITY   320918105      351    27266 SH       DEFINED             18,21,22    11055        0    16211
FIRST HEALTH GROUP CORP       EQUITY   320960107      893    38500 SH       DEFINED                12,21    38500        0        0
FIRST HEALTH GROUP CORP       EQUITY   320960107        1       48 SH       DEFINED          15,18,21,22       48        0        0
FIRST HEALTH GROUP CORP       EQUITY   320960107      601    25937 SH       DEFINED             18,21,22    19280        0     6657
FIRST PRIORITY GROUP INC PAR  EQUITY   335914206       19    14300 SH       DEFINED             18,21,22        0        0    14300
FIRST SIERRA FINL INC         EQUITY   335944104      278    14600 SH       DEFINED                12,21    14600        0        0
FIRST SIERRA FINL INC         EQUITY   335944104       32     1700 SH       DEFINED             18,21,22     1000        0      700
FIRST PHILIPPINE FUND INC     EQUITY   336100102      508    68862 SH       DEFINED             18,21,22    49782        0    19080
FIRST REP BK SAN FRANCISCO CA EQUITY   336158100      215     8161 SH       DEFINED                12,21     8161        0        0
FIRST REP BK SAN FRANCISCO CA EQUITY   336158100      547    20730 SH       DEFINED             18,21,22    17966        0     2764
FIRST REP BK SAN FRANCISCO CA EQUITY   336158100      206     7800 SH       DEFINED                   25        0     7800        0
FIRST SECURITY CORP           EQUITY   336294103       63     2500 SH       DEFINED                  4,6        0        0     2500
FIRST SECURITY CORP           EQUITY   336294103     5773   227500 SH       DEFINED                    6   227500        0        0
FIRST SECURITY CORP           EQUITY   336294103      577    22722 SH       DEFINED                12,21    22722        0        0
FIRST SECURITY CORP           EQUITY   336294103      194     7663 SH       DEFINED          15,18,21,22     4629        0     3034
FIRST SECURITY CORP           EQUITY   336294103     4366   172050 SH       DEFINED             18,21,22    89292        0    82758
FIRST SECURITY CORP           EQUITY   336294103      834    32850 SH       DEFINED                21,32    32850        0        0
FIRST SENTINEL BANCORP INC    EQUITY   33640T103      315    33807 SH       DEFINED                12,21    33807        0        0
FIRST SENTINEL BANCORP INC    EQUITY   33640T103      170    18238 SH       DEFINED             18,21,22     4807        0    13431
FIRST SOURCE CORP             EQUITY   336901103      707    23030 SH       DEFINED                12,21    23030        0        0
FIRST SOURCE CORP             EQUITY   336901103       37     1201 SH       DEFINED             18,21,22     1201        0        0
FIRST SOURCE CORP             EQUITY   336901103       95     3080 SH       DEFINED                   25        0     3080        0
FIRST STERLING BANKS INC      EQUITY   337094106      267    22717 SH       DEFINED          15,18,21,22        0        0    22717
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101     5996   167421 SH       DEFINED                12,21   167421        0        0
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101     1382    38584 SH       DEFINED          15,18,21,22     8552        0    30031
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101    14897   415973 SH       DEFINED             18,21,22   245875        0   170097
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101       11      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101      605    16900 SH       DEFINED                21,32    16900        0        0
FIRST UNION CORP              EQUITY   337358105     2897    61961 SH       DEFINED               -         61961        0        0
FIRST UNION CORP              EQUITY   337358105    11738   251086 SH       DEFINED                  4,6   225300      162    25624
FIRST UNION CORP              EQUITY   337358105        1       30 SH       DEFINED                    6       30        0        0
FIRST UNION CORP              EQUITY   337358105    31753   679200 SH       DEFINED                  6,7   679200        0        0
FIRST UNION CORP              EQUITY   337358105    28854   617206 SH       DEFINED                12,21   617206        0        0
FIRST UNION CORP              EQUITY   337358105    20521   438946 SH       DEFINED          15,18,21,22   255560        0   183386
FIRST UNION CORP              OPTION   337358105       47     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
FIRST UNION CORP              EQUITY   337358105     2053    43912 SH       DEFINED             16,18,21    43912        0        0
FIRST UNION CORP              EQUITY   337358105   169045  3615932 SH       DEFINED             18,21,22  2293067        0  1322864
FIRST UNION CORP              OPTION   337358105       94     2000 SH  CALL DEFINED             18,21,22     1500        0      500
FIRST UNION CORP              OPTION   337358105       23      500 SH  PUT  DEFINED             18,21,22        0        0      500
FIRST UNION CORP              EQUITY   337358105     4238    90642 SH       DEFINED                   25        0    90642        0
FIRST UNION CORP              EQUITY   337358105      832    17792 SH       DEFINED     3,13,14,27,30,31    17792        0        0
FIRST UNION CORP              EQUITY   337358105     2440    52188 SH       DEFINED                21,32    52188        0        0
FIRST UNION REAL ESTATE EQUIT EQUITY   337400105       87    18126 SH       DEFINED                12,21    18126        0        0
FIRST UNION REAL ESTATE EQUIT EQUITY   337400105      125    25936 SH       DEFINED             18,21,22      996        0    24940
FIRST UTD BANCSHARES INC ARK  EQUITY   33741E104      306    17742 SH       DEFINED                12,21    17742        0        0
FIRST UTD BANCSHARES INC ARK  EQUITY   33741E104       55     3200 SH       DEFINED             18,21,22     3200        0        0
FIRST VIRGINIA BANKS INC      EQUITY   337477103    10564   218103 SH       DEFINED                12,21   218103        0        0
FIRST VIRGINIA BANKS INC      EQUITY   337477103      145     3000 SH       DEFINED          15,18,21,22      303        0     2696
FIRST VIRGINIA BANKS INC      EQUITY   337477103      851    17567 SH       DEFINED             18,21,22     4740        0    12826
FIRST VIRGINIA BANKS INC      EQUITY   337477103      291     6000 SH       DEFINED                   25        0     6000        0
FIRST VIRGINIA BANKS INC      EQUITY   337477103     1224    25273 SH       DEFINED                21,32    25273        0        0
FIRST WASHINGTON BANCORP INC  EQUITY   33748T104      193    10155 SH       DEFINED                12,21    10155        0        0
FIRST WASHINGTON BANCORP INC  EQUITY   33748T104      120     6303 SH       DEFINED             18,21,22     3298        0     3004
FIRST WASHINGTON REALTY TRUST EQUITY   337489603     5850   200000 SH       DEFINED                12,21   200000        0        0
FIRST WASHINGTON REALTY TRUST EQUITY   337489603     5850   200000 SH       DEFINED             16,18,21   200000        0        0
FIRST WASHINGTON REALTY TRUST EQUITY   337489603     1252    42800 SH       DEFINED             18,21,22    42800        0        0
FIRST WESTERN BANCORP INC     EQUITY   337505101      316     9888 SH       DEFINED                12,21     9888        0        0
FIRST WESTERN BANCORP INC     EQUITY   337505101       10      301 SH       DEFINED             18,21,22        1        0      300
FIRST YEARS INC               EQUITY   337610109      242    20898 SH       DEFINED             18,21,22     8950        0    11948
FIRSTCOM CORPORATION          EQUITY   33763T104       56     6000 SH       DEFINED             18,21,22        0        0     6000
FIRSTCOM CORPORATION          EQUITY   33763T104      466    50000 SH       DEFINED        3,13,28,29,31    50000        0        0
FIRSTAR CORP                  EQUITY   33763V109      154     5931 SH       DEFINED               -          5931        0        0
FIRSTAR CORP                  EQUITY   33763V109    77382  2983347 SH       DEFINED                  4,6  1088325   576940  1318082
FIRSTAR CORP                  EQUITY   33763V109       70     2705 SH       DEFINED                5,6,7        0        0     2705
FIRSTAR CORP                  EQUITY   33763V109      885    34120 SH       DEFINED                  6,7        0        0    34120
FIRSTAR CORP                  EQUITY   33763V109    14631   564079 SH       DEFINED                12,21   564079        0        0
FIRSTAR CORP                  EQUITY   33763V109      341    13165 SH       DEFINED          15,18,21,22    11350        0     1815
FIRSTAR CORP                  EQUITY   33763V109    17586   678016 SH       DEFINED             18,21,22   317300        0   360716
FIRSTAR CORP                  EQUITY   33763V109     4271   164680 SH       DEFINED                   25        0   164680        0
FIRSTAR CORP                  EQUITY   33763V109      633    24400 SH       DEFINED     3,13,14,27,30,31    24400        0        0
FIRSTAR CORP                  EQUITY   33763V109      966    37241 SH       DEFINED                21,32    37241        0        0
FISERV INC                    EQUITY   337738108       18      599 SH       DEFINED               -           599        0        0
FISERV INC                    EQUITY   337738108    11213   376107 SH       DEFINED                  4,6    10304        0   365803
FISERV INC                    EQUITY   337738108       65     2165 SH       DEFINED                5,6,7        0        0     2165
FISERV INC                    EQUITY   337738108    12225   410070 SH       DEFINED                12,21   410070        0        0
FISERV INC                    EQUITY   337738108     1199    40225 SH       DEFINED          15,18,21,22    25966        0    14259
FISERV INC                    EQUITY   337738108    21900   734579 SH       DEFINED             18,21,22   480424        0   254155
FISERV INC                    EQUITY   337738108      624    20925 SH       DEFINED                   25        0    20925        0
FISERV INC                    EQUITY   337738108       13      450 SH       DEFINED     3,13,14,27,30,31      450        0        0
FISERV INC                    EQUITY   337738108     1688    56625 SH       DEFINED                21,32    56625        0        0
FIRSTFED FINL CORP DEL        EQUITY   337907109     1156    76123 SH       DEFINED                12,21    76123        0        0
FIRSTFED FINL CORP DEL        EQUITY   337907109       16     1047 SH       DEFINED             18,21,22       47        0     1000
FIRSTFED FINL CORP DEL        EQUITY   337907109      134     8800 SH       DEFINED                   25        0     8800        0
FIRSTFED FINL CORP DEL        EQUITY   337907109     1651   108672 SH       DEFINED                21,32   108672        0        0
FIRSTMERIT CORP               EQUITY   337915102     1403    50775 SH       DEFINED                12,21    50775        0        0
FIRSTMERIT CORP               EQUITY   337915102      439    15906 SH       DEFINED             18,21,22    10774        0     5132
FIRSTMERIT CORP               EQUITY   337915102       91     3312 SH       DEFINED                21,32     3312        0        0
FLAGSTAR BANCORP INC          EQUITY   337930101     4230   179067 SH       DEFINED                12,21   179067        0        0
FLAGSTAR BANCORP INC          EQUITY   337930101        7      300 SH       DEFINED             18,21,22        0        0      300
FLAGSTAR BANCORP INC          EQUITY   337930101     1348    57073 SH       DEFINED                21,32    57073        0        0
FIRSTSPARTAN FINANCIAL CORP   EQUITY   337931109       12      531 SH       DEFINED          15,18,21,22      531        0        0
FIRSTSPARTAN FINANCIAL CORP   EQUITY   337931109      289    12725 SH       DEFINED             18,21,22      600        0    12125
FIRSTENERGY CORP              EQUITY   337932107      130     4475 SH       DEFINED               -          4475        0        0
FIRSTENERGY CORP              EQUITY   337932107      328    11300 SH       DEFINED                  4,6    10300        0     1000
FIRSTENERGY CORP              EQUITY   337932107    24563   846993 SH       DEFINED                12,21   846993        0        0
FIRSTENERGY CORP              EQUITY   337932107       20      700 SH       DEFINED          15,18,21,22      500        0      200
FIRSTENERGY CORP              EQUITY   337932107    21750   750000 SH       DEFINED             16,18,21   750000        0        0
FIRSTENERGY CORP              EQUITY   337932107     2134    73596 SH       DEFINED             18,21,22    49639        0    23956
FIRSTENERGY CORP              OPTION   337932107     9715   335000 SH  CALL DEFINED             18,21,22   335000        0        0
FIRSTENERGY CORP              OPTION   337932107     9715   335000 SH  PUT  DEFINED             18,21,22   335000        0        0
FIRSTENERGY CORP              EQUITY   337932107      195     6730 SH       DEFINED                   25        0     6730        0
FIRSTENERGY CORP              EQUITY   337932107      841    29000 SH       DEFINED     3,13,14,27,30,31    29000        0        0
FIRSTENERGY CORP              EQUITY   337932107      753    25972 SH       DEFINED                21,32    25972        0        0
FISHER SCIENTIFIC INTL INC NE EQUITY   338032204      830    41100 SH       DEFINED                12,21    41100        0        0
FISHER SCIENTIFIC INTL INC NE EQUITY   338032204       12      600 SH       DEFINED          15,18,21,22        0        0      600
FLANDERS CORP                 EQUITY   338494107      191    60000 SH       DEFINED        3,13,28,29,31    60000        0        0
FLEET FIN GROUP NEW           EQUITY   338915101      778    18938 SH       DEFINED               -         18938        0        0
FLEET FIN GROUP NEW           EQUITY   338915101    11732   285700 SH       DEFINED   2,3,11,13,14,30,31        0   285700        0
FLEET FIN GROUP NEW           EQUITY   338915101     1435    34940 SH       DEFINED                  4,6    17180        0    17760
FLEET FIN GROUP NEW           EQUITY   338915101    25028   609500 SH       DEFINED                  6,7   609500        0        0
FLEET FIN GROUP NEW           EQUITY   338915101    31792   774221 SH       DEFINED                12,21   774221        0        0
FLEET FIN GROUP NEW           EQUITY   338915101     1262    30731 SH       DEFINED          15,18,21,22    22685        0     8046
FLEET FIN GROUP NEW           EQUITY   338915101    15070   367000 SH       DEFINED             16,18,21   367000        0        0
FLEET FIN GROUP NEW           EQUITY   338915101    42922  1045279 SH       DEFINED             18,21,22   688600        0   356678
FLEET FIN GROUP NEW           EQUITY   338915101      657    16006 SH       DEFINED                   25        0    16006        0
FLEET FIN GROUP NEW           EQUITY   338915101      552    13446 SH       DEFINED     3,13,14,27,30,31    13446        0        0
FLEET FIN GROUP NEW           EQUITY   338915101     1314    31997 SH       DEFINED                21,32    31997        0        0
WTS FLEET FINL GROUP          EQUITY   338915119     3972   102000 SH       DEFINED             16,18,21   102000        0        0
WTS FLEET FINL GROUP          EQUITY   338915119        8      201 SH       DEFINED             18,21,22        1        0      200
FLEETWOOD ENTERPRISES INC DE  EQUITY   339099103     2390   102789 SH       DEFINED                12,21   102789        0        0
FLEETWOOD ENTERPRISES INC DE  EQUITY   339099103     2868   123337 SH       DEFINED             18,21,22    79717        0    43620
FLEETWOOD ENTERPRISES INC DE  EQUITY   339099103       19      807 SH       DEFINED                   25        0      807        0
FLEETWOOD ENTERPRISES INC DE  EQUITY   339099103       37     1602 SH       DEFINED                21,32     1602        0        0
FLEMING COMPANIES INC OKLA    EQUITY   339130106    11416   946334 SH       DEFINED                12,21   946334        0        0
FLEMING COMPANIES INC OKLA    EQUITY   339130106       82     6838 SH       DEFINED          15,18,21,22     5704        0     1134
FLEMING COMPANIES INC OKLA    EQUITY   339130106     7413   614505 SH       DEFINED             18,21,22   108863        0   505642
*** FLETCHER CHALLENGE BLDG   EQUITY   339317109       14      915 SH       DEFINED               -           915        0        0
*** FLETCHER CHALLENGE BLDG   EQUITY   339317109       11      713 SH       DEFINED          15,18,21,22      125        0      588
*** FLETCHER CHALLENGE BLDG   EQUITY   339317109      263    17599 SH       DEFINED             18,21,22    16143        0     1456
*** FLETCHER CHALLENGE BLDG   EQUITY   339317109      956    64010 SH       DEFINED                   25        0    64010        0
*** FLETCHER CHALLENGE ENERGY EQUITY   339318107       39     1385 SH       DEFINED               -          1385        0        0
*** FLETCHER CHALLENGE ENERGY EQUITY   339318107       15      543 SH       DEFINED          15,18,21,22      155        0      388
*** FLETCHER CHALLENGE ENERGY EQUITY   339318107      698    24932 SH       DEFINED             18,21,22    21697        0     3235
*** FLETCHER CHALLENGE ENERGY EQUITY   339318107     1637    58455 SH       DEFINED                   25        0    58455        0
*** FLETCHER CHALLENGE LTD    EQUITY   339324402        2      400 SH       DEFINED          15,18,21,22        0        0      400
*** FLETCHER CHALLENGE LTD    EQUITY   339324402      117    21830 SH       DEFINED             18,21,22     2040        0    19790
FLEXSTEEL INDUSTRIES INC      EQUITY   339382103     1385   106500 SH       DEFINED                  4,6        0   106500        0
FLORIDA BANKS INC             EQUITY   340560101        6      800 SH       DEFINED               -           800        0        0
FLORIDA BANKS INC             EQUITY   340560101      701    90823 SH       DEFINED          15,18,21,22    20104        0    70719
FLORIDA BANKS INC             EQUITY   340560101       99    12861 SH       DEFINED             18,21,22     1100        0    11761
FLORIDA EAST COAST INDS INC   EQUITY   340632108       24      600 SH       DEFINED                  4,6      600        0        0
FLORIDA EAST COAST INDS INC   EQUITY   340632108    16217   401656 SH       DEFINED                12,21   401656        0        0
FLORIDA EAST COAST INDS INC   EQUITY   340632108     7125   176478 SH       DEFINED             18,21,22    68316        0   108161
FLORIDA EAST COAST INDS INC   EQUITY   340632108      283     7000 SH       DEFINED                   25        0     7000        0
FLORIDA PANTHERS HOLDING INC  EQUITY   341064103      882    84472 SH       DEFINED                12,21    84472        0        0
FLORIDA PANTHERS HOLDING INC  EQUITY   341064103       11     1101 SH       DEFINED             18,21,22      100        0     1001
FLORIDA PANTHERS HOLDING INC  EQUITY   341064103     1230   117878 SH       DEFINED                21,32   117878        0        0
FLORIDA PROGRESS CORP         EQUITY   341109106       56     1350 SH       DEFINED               -          1350        0        0
FLORIDA PROGRESS CORP         EQUITY   341109106      256     6200 SH       DEFINED                  4,6     5100        0     1100
FLORIDA PROGRESS CORP         EQUITY   341109106      435    10535 SH       DEFINED                12,21    10535        0        0
FLORIDA PROGRESS CORP         EQUITY   341109106      122     2947 SH       DEFINED          15,18,21,22      265        0     2682
FLORIDA PROGRESS CORP         EQUITY   341109106     5358   129888 SH       DEFINED             18,21,22    97446        0    32442
FLORIDA PROGRESS CORP         EQUITY   341109106      103     2500 SH       DEFINED                   25        0     2500        0
FLORIDA PROGRESS CORP         EQUITY   341109106      825    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
FLORIDA PROGRESS CORP         EQUITY   341109106      185     4485 SH       DEFINED                21,32     4485        0        0
FLORIDA ROCK INDUSTRIES INC   EQUITY   341140101      494    12862 SH       DEFINED                12,21    12862        0        0
FLORIDA ROCK INDUSTRIES INC   EQUITY   341140101       38     1000 SH       DEFINED             18,21,22        0        0     1000
FLOW INTL CORP                EQUITY   343468104      560    56049 SH       DEFINED             18,21,22       49        0    56000
FLOWERS INDUSTRIES INC        EQUITY   343496105      625    37300 SH       DEFINED   2,3,11,13,14,30,31        0    37300        0
FLOWERS INDUSTRIES INC        EQUITY   343496105     1058    63144 SH       DEFINED                12,21    63144        0        0
FLOWERS INDUSTRIES INC        EQUITY   343496105      917    54770 SH       DEFINED          15,18,21,22    16686        0    38084
FLOWERS INDUSTRIES INC        EQUITY   343496105      615    36714 SH       DEFINED             18,21,22    12700        0    24014
FLOWERS INDUSTRIES INC        EQUITY   343496105      409    24400 SH       DEFINED                21,32    24400        0        0
FLOWSERVE CORP                EQUITY   34354P105     3239   190558 SH       DEFINED                12,21   190558        0        0
FLOWSERVE CORP                EQUITY   34354P105       82     4815 SH       DEFINED          15,18,21,22     4815        0        0
FLOWSERVE CORP                EQUITY   34354P105     2112   124211 SH       DEFINED             18,21,22    63322        0    60888
FLUOR CORP DE                 EQUITY   343861100       54     1350 SH       DEFINED               -          1350        0        0
FLUOR CORP DE                 EQUITY   343861100      126     3150 SH       DEFINED                  4,6      200     2000      950
FLUOR CORP DE                 EQUITY   343861100    66000  1650000 SH       DEFINED                  6,7  1650000        0        0
FLUOR CORP DE                 EQUITY   343861100    19869   496718 SH       DEFINED                12,21   496718        0        0
FLUOR CORP DE                 EQUITY   343861100       92     2293 SH       DEFINED          15,18,21,22     1399        0      894
FLUOR CORP DE                 EQUITY   343861100      600    15000 SH       DEFINED             16,18,21    15000        0        0
FLUOR CORP DE                 EQUITY   343861100    29234   730856 SH       DEFINED             18,21,22   394811        0   336045
FLUOR CORP DE                 EQUITY   343861100       82     2038 SH       DEFINED                   25        0     2038        0
FLUOR CORP DE                 EQUITY   343861100      630    15741 SH       DEFINED                21,32    15741        0        0
FLUSHING FINANCIAL CORP       EQUITY   343873105      223    13940 SH       DEFINED             18,21,22        1        0    13939
FOCUS ENHANCEMENTS INC        EQUITY   344159108       55    48000 SH       DEFINED             18,21,22        0        0    48000
FOILMARK INC                  EQUITY   344185103      155    53835 SH       DEFINED             18,21,22        0        0    53835
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106    19052   570840 SH       DEFINED                  4,6   570840        0        0
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106     6804   203880 SH       DEFINED                  6,7        0        0   203880
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106      240     7200 SH       DEFINED                12,21     7200        0        0
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106       18      531 SH       DEFINED             18,21,22      115        0      416
FONAR CORP                    EQUITY   344437108       13    12702 SH       DEFINED             18,21,22       96        0    12606
FONIX CORP DEL                EQUITY   34459U108       16    26800 SH       DEFINED             18,21,22    16700        0    10100
FOOD LION INC CL B            EQUITY   344775101    13730  1109519 SH       DEFINED                12,21  1109519        0        0
FOOD LION INC CL B            EQUITY   344775101        5      400 SH       DEFINED          15,18,21,22        0        0      400
FOOD LION INC CL B            EQUITY   344775101    14142  1142800 SH       DEFINED             16,18,21  1142800        0        0
FOOD LION INC CL B            EQUITY   344775101     1000    80779 SH       DEFINED             18,21,22    77575        0     3204
FOOD LION INC CL A            EQUITY   344775200    44984  3710000 SH       DEFINED                12,21  3710000        0        0
FOOD LION INC CL A            EQUITY   344775200    49489  4081600 SH       DEFINED             16,18,21  4081600        0        0
FOOD LION INC CL A            EQUITY   344775200      349    28800 SH       DEFINED                18,21    28800        0        0
FOOD LION INC CL A            EQUITY   344775200    13032  1074810 SH       DEFINED             18,21,22  1033560        0    41250
FOODMAKER INC NEW             EQUITY   344839204     4480   163637 SH       DEFINED                12,21   163637        0        0
FOODMAKER INC NEW             EQUITY   344839204      244     8915 SH       DEFINED             18,21,22     5870        0     3045
FOODMAKER INC NEW             EQUITY   344839204      172     6300 SH       DEFINED                   25        0     6300        0
FOODMAKER INC NEW             EQUITY   344839204     4408   161023 SH       DEFINED                21,32   161023        0        0
FOOTSTAR INC                  EQUITY   344912100       82     2303 SH       DEFINED                  4,6     2303        0        0
FOOTSTAR INC                  EQUITY   344912100     2319    65329 SH       DEFINED                12,21    65329        0        0
FOOTSTAR INC                  EQUITY   344912100        2       45 SH       DEFINED          15,18,21,22       38        0        7
FOOTSTAR INC                  EQUITY   344912100      121     3418 SH       DEFINED             18,21,22     1610        0     1808
FOOTSTAR INC                  EQUITY   344912100      142     4000 SH       DEFINED                   25        0     4000        0
FORD MOTOR CO                 EQUITY   345370100     2555    51748 SH       DEFINED               -         51748        0        0
FORD MOTOR CO                 EQUITY   345370100     5560   112600 SH       DEFINED   2,3,11,13,14,30,31        0   112600        0
FORD MOTOR CO                 EQUITY   345370100     8658   175351 SH       DEFINED                  4,6    37433   113443    24475
FORD MOTOR CO                 EQUITY   345370100   107328  2173740 SH       DEFINED                12,21  2173740        0        0
FORD MOTOR CO                 EQUITY   345370100    15282   309503 SH       DEFINED          15,18,21,22   197548        0   111954
FORD MOTOR CO                 EQUITY   345370100     3017    61100 SH       DEFINED             16,18,21    61100        0        0
FORD MOTOR CO                 EQUITY   345370100   296272  6000445 SH       DEFINED             18,21,22  2290764        0  3709681
FORD MOTOR CO                 OPTION   345370100      444     9000 SH  CALL DEFINED             18,21,22        0        0     9000
FORD MOTOR CO                 EQUITY   345370100     3425    69361 SH       DEFINED                   25        0    69361        0
FORD MOTOR CO                 EQUITY   345370100     1092    22117 SH       DEFINED     3,13,14,27,30,31    22117        0        0
FORD MOTOR CO                 EQUITY   345370100     3295    66728 SH       DEFINED                21,32    66728        0        0
FOREMOST CORP OF AMERICA      EQUITY   345469100        7      300 SH       DEFINED               -           300        0        0
FOREMOST CORP OF AMERICA      EQUITY   345469100      416    16683 SH       DEFINED                12,21    16683        0        0
FOREMOST CORP OF AMERICA      EQUITY   345469100      262    10503 SH       DEFINED             18,21,22     9866        0      637
FOREST CITY ENTERPRISES INC   EQUITY   345550107     6976   265108 SH       DEFINED                12,21   265108        0        0
FOREST CITY ENTERPRISES INC   EQUITY   345550107     3513   133500 SH       DEFINED             16,18,21   133500        0        0
FOREST CITY ENTERPRISES INC   EQUITY   345550107      116     4401 SH       DEFINED             18,21,22        1        0     4400
FOREST CITY ENTERPRISES INC C EQUITY   345550305     1781    66100 SH       DEFINED                12,21    66100        0        0
FOREST CITY ENTERPRISES INC C EQUITY   345550305     1898    70450 SH       DEFINED             16,18,21    70450        0        0
FOREST CITY ENTERPRISES INC C EQUITY   345550305       76     2803 SH       DEFINED             18,21,22     1803        0     1000
FOREST LABORATORIES INC       EQUITY   345838106      528     9995 SH       DEFINED               -          9995        0        0
FOREST LABORATORIES INC       EQUITY   345838106     1168    22114 SH       DEFINED                  4,6    15000        0     7114
FOREST LABORATORIES INC       EQUITY   345838106    89011  1685390 SH       DEFINED                12,21  1685390        0        0
FOREST LABORATORIES INC       EQUITY   345838106      534    10108 SH       DEFINED          15,18,21,22     2025        0     8083
FOREST LABORATORIES INC       EQUITY   345838106     1584    30000 SH       DEFINED             16,18,21    30000        0        0
FOREST LABORATORIES INC       EQUITY   345838106    26627   504167 SH       DEFINED             18,21,22   200566        0   303601
FOREST LABORATORIES INC       EQUITY   345838106     2128    40300 SH       DEFINED                21,32    40300        0        0
FOREST OIL CORP NEW           EQUITY   346091606     2866   199400 SH       DEFINED   2,3,11,13,14,30,31        0   199400        0
FOREST OIL CORP NEW           EQUITY   346091606      447    31065 SH       DEFINED                12,21    31065        0        0
FOREST OIL CORP NEW           EQUITY   346091606     4342   302082 SH       DEFINED             18,21,22      382        0   301700
*** FORMULA SYSTEMS (1985) LT EQUITY   346414105    10641   404416 SH       DEFINED                  4,6   404416        0        0
*** FORMULA SYSTEMS (1985) LT EQUITY   346414105     4391   166878 SH       DEFINED                  6,7        0        0   166878
*** FORMULA SYSTEMS (1985) LT EQUITY   346414105        4      150 SH       DEFINED             18,21,22      150        0        0
FORRESTER RESEARCH INC        EQUITY   346563109       77     2600 SH       DEFINED                12,21     2600        0        0
FORRESTER RESEARCH INC        EQUITY   346563109       27      925 SH       DEFINED          15,18,21,22      715        0      210
FORRESTER RESEARCH INC        EQUITY   346563109      619    20940 SH       DEFINED             18,21,22    14355        0     6585
FORT JAMES CORP               EQUITY   347471104       50     1394 SH       DEFINED               -          1394        0        0
FORT JAMES CORP               EQUITY   347471104     6827   190300 SH       DEFINED   2,3,11,13,14,30,31        0   190300        0
FORT JAMES CORP               EQUITY   347471104      858    23905 SH       DEFINED                  4,6    15000        0     8905
FORT JAMES CORP               EQUITY   347471104     5277   147105 SH       DEFINED                12,21   147105        0        0
FORT JAMES CORP               EQUITY   347471104     1162    32385 SH       DEFINED          15,18,21,22    21824        0    10561
FORT JAMES CORP               EQUITY   347471104        7      200 SH       DEFINED             16,18,21      200        0        0
FORT JAMES CORP               EQUITY   347471104    35311   984281 SH       DEFINED             18,21,22   659093        0   325188
FORT JAMES CORP               EQUITY   347471104    12079   336700 SH       DEFINED            4,6,23,24   336700        0        0
FORT JAMES CORP               EQUITY   347471104      289     8055 SH       DEFINED                   25        0     8055        0
FORT JAMES CORP               EQUITY   347471104      366    10190 SH       DEFINED                21,32    10190        0        0
FORTUNE BRANDS INC            EQUITY   349631101     5151   129175 SH       DEFINED               -        129175        0        0
FORTUNE BRANDS INC            EQUITY   349631101      218     5475 SH       DEFINED                  4,6     5475        0        0
FORTUNE BRANDS INC            EQUITY   349631101    15723   394315 SH       DEFINED                12,21   394315        0        0
FORTUNE BRANDS INC            EQUITY   349631101      770    19307 SH       DEFINED          15,18,21,22    12537        0     6770
FORTUNE BRANDS INC            EQUITY   349631101     9969   250000 SH       DEFINED             16,18,21   250000        0        0
FORTUNE BRANDS INC            EQUITY   349631101    62742  1573468 SH       DEFINED             18,21,22   938040        0   635428
FORTUNE BRANDS INC            OPTION   349631101     2432    61000 SH  CALL DEFINED             18,21,22    61000        0        0
FORTUNE BRANDS INC            EQUITY   349631101     1471    36891 SH       DEFINED                   25        0    36891        0
FORTUNE BRANDS INC            EQUITY   349631101      305     7661 SH       DEFINED                21,32     7661        0        0
FORTUNE NATURAL RESOURCES COR EQUITY   349681106        1     2000 SH       DEFINED          15,18,21,22        0        0     2000
FORTUNE NATURAL RESOURCES COR EQUITY   349681106       54   215150 SH       DEFINED             18,21,22        0        0   215150
FORWARD AIR CORPORATION       EQUITY   349853101     1707    83800 SH       DEFINED   2,3,11,13,14,30,31        0    83800        0
FORWARD AIR CORPORATION       EQUITY   349853101      501    24600 SH       DEFINED                  4,6     1000        0    23600
FORWARD AIR CORPORATION       EQUITY   349853101      159     7800 SH       DEFINED                12,21     7800        0        0
FORWARD AIR CORPORATION       EQUITY   349853101      403    19768 SH       DEFINED             18,21,22    12379        0     7389
FOSSIL INC                    EQUITY   349882100    19397   365986 SH       DEFINED                12,21   365986        0        0
FOSSIL INC                    EQUITY   349882100        6      110 SH       DEFINED          15,18,21,22      110        0        0
FOSSIL INC                    EQUITY   349882100     7261   137000 SH       DEFINED             16,18,21   137000        0        0
FOSSIL INC                    EQUITY   349882100     2761    52085 SH       DEFINED             18,21,22    27546        0    24539
FOSSIL INC                    EQUITY   349882100      276     5200 SH       DEFINED                   25        0     5200        0
FOSSIL INC                    EQUITY   349882100     4942    93252 SH       DEFINED                21,32    93252        0        0
L B FOSTER CO                 EQUITY   350060109      313    54700 SH       DEFINED             18,21,22    24300        0    30400
FOSTER WHEELER CORP           EQUITY   350244109     3096   250216 SH       DEFINED                12,21   250216        0        0
FOSTER WHEELER CORP           EQUITY   350244109       11      908 SH       DEFINED          15,18,21,22      589        0      319
FOSTER WHEELER CORP           EQUITY   350244109     2954   238704 SH       DEFINED             18,21,22   148349        0    90354
FOSTER WHEELER CORP           EQUITY   350244109       10      826 SH       DEFINED                   25        0      826        0
FOSTER WHEELER CORP           EQUITY   350244109       23     1833 SH       DEFINED                21,32     1833        0        0
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109        5      300 SH       DEFINED               -           300        0        0
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109    23026  1491492 SH       DEFINED                12,21  1491492        0        0
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109      310    20100 SH       DEFINED          15,18,21,22    10490        0     9610
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109      221    14300 SH       DEFINED             16,18,21    14300        0        0
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109    18243  1181679 SH       DEFINED             18,21,22   423741        0   757938
*** FOUR SEASONS HOTELS INC   EQUITY   35100E104     1417    31483 SH       DEFINED             18,21,22    10576        0    20907
*** FOUR SEASONS HOTELS INC   EQUITY   35100E104       14      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
4FRONT SOFTWARE INTL INC      EQUITY   351042106      136    12407 SH       DEFINED             18,21,22        7        0    12400
FOURTH SHIFT CORP             EQUITY   351128103       59    16471 SH       DEFINED             18,21,22    12018        0     4453
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107     1271    53950 SH       DEFINED                  4,6        0        0    53950
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107      180     7650 SH       DEFINED                5,6,7        0        0     7650
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107    28963  1229194 SH       DEFINED                12,21  1229194        0        0
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107      333    14114 SH       DEFINED          15,18,21,22     8580        0     5534
FOX ENTERTAINMENT GROUP INC   OPTION   35138T107       24     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107    21714   921513 SH       DEFINED             18,21,22   322569        0   598944
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107      471    20000 SH       DEFINED            4,6,23,24    20000        0        0
FRANCE GROWTH FD INC          EQUITY   35177K108      326    25058 SH       DEFINED          15,18,21,22    10170        0    14888
FRANCE GROWTH FD INC          EQUITY   35177K108     1161    89283 SH       DEFINED             18,21,22    58338        0    30945
*** FRANCE TELECOM SA SPONS   EQUITY   35177Q105      147     2029 SH       DEFINED          15,18,21,22      539        0     1490
*** FRANCE TELECOM SA SPONS   EQUITY   35177Q105     2265    31243 SH       DEFINED             18,21,22    17800        0    13443
*** FRANCE TELECOM SA SPONS   EQUITY   35177Q105      363     5000 SH       DEFINED                   25        0     5000        0
FRANCHISE FIN CORP AMER       EQUITY   351807102      147     6500 SH       DEFINED               -          6500        0        0
FRANCHISE FIN CORP AMER       EQUITY   351807102     3782   167630 SH       DEFINED                12,21   167630        0        0
FRANCHISE FIN CORP AMER       EQUITY   351807102        8      352 SH       DEFINED          15,18,21,22       52        0      300
FRANCHISE FIN CORP AMER       EQUITY   351807102    34313  1520766 SH       DEFINED             18,21,22  1371458        0   149308
FRANKLIN BANK NATL ASSOCIATIO EQUITY   352456107      155    17139 SH       DEFINED             18,21,22     2101        0    15038
FRANKLIN COVEY CO             EQUITY   353469109        7     1000 SH       DEFINED                  4,6     1000        0        0
FRANKLIN COVEY CO             EQUITY   353469109      143    20076 SH       DEFINED                12,21    20076        0        0
FRANKLIN COVEY CO             EQUITY   353469109        5      650 SH       DEFINED             18,21,22      100        0      550
FRANKLIN ELECTRIC CO INC      EQUITY   353514102      344     4600 SH       DEFINED                12,21     4600        0        0
FRANKLIN RESOURCES INC        EQUITY   354613101       34      900 SH       DEFINED               -           900        0        0
FRANKLIN RESOURCES INC        EQUITY   354613101    12263   320605 SH       DEFINED                  4,6   124665    30100   165840
FRANKLIN RESOURCES INC        EQUITY   354613101      128     3350 SH       DEFINED                  6,7        0        0     3350
FRANKLIN RESOURCES INC        EQUITY   354613101     3422    89476 SH       DEFINED                12,21    89476        0        0
FRANKLIN RESOURCES INC        EQUITY   354613101      178     4652 SH       DEFINED          15,18,21,22     2840        0     1812
FRANKLIN RESOURCES INC        EQUITY   354613101    14592   381499 SH       DEFINED             18,21,22   180048        0   201451
FRANKLIN RESOURCES INC        EQUITY   354613101      272     7100 SH       DEFINED                   25        0     7100        0
FRANKLIN RESOURCES INC        EQUITY   354613101      446    11664 SH       DEFINED                21,32    11664        0        0
FRANKLIN SELECT RLTY TR SER A EQUITY   354638108      191    28601 SH       DEFINED             18,21,22    10101        0    18500
FREEDOM SECS CORP             EQUITY   35644K103      200    13300 SH       DEFINED                12,21    13300        0        0
FREEDOM SECS CORP             EQUITY   35644K103        1       71 SH       DEFINED             18,21,22       54        0       17
FREEPORT MCMORAN COPPER  &    EQUITY   35671D105        1       85 SH       DEFINED          15,18,21,22       81        0        4
FREEPORT MCMORAN COPPER  &    EQUITY   35671D105       33     2100 SH       DEFINED             16,18,21     2100        0        0
FREEPORT MCMORAN COPPER  &    EQUITY   35671D105      852    54090 SH       DEFINED             18,21,22    12109        0    41980
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D501      755    40291 SH       DEFINED             18,21,22    17651        0    22639
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857      946    55851 SH       DEFINED                12,21    55851        0        0
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857      123     7253 SH       DEFINED          15,18,21,22      324        0     6929
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857     2643   156015 SH       DEFINED             18,21,22    84072        0    71942
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857       98     5761 SH       DEFINED                   25        0     5761        0
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857      129     7623 SH       DEFINED                21,32     7623        0        0
FREMONT GENERAL CORP          EQUITY   357288109      629    36450 SH       DEFINED                12,21    36450        0        0
FREMONT GENERAL CORP          EQUITY   357288109      145     8380 SH       DEFINED          15,18,21,22     5190        0     3190
FREMONT GENERAL CORP          EQUITY   357288109      539    31250 SH       DEFINED             16,18,21    31250        0        0
FREMONT GENERAL CORP          EQUITY   357288109     3826   221779 SH       DEFINED             18,21,22   154544        0    67235
FREQUENCY ELECTRONICS INC     EQUITY   358010106      732    72250 SH       DEFINED             18,21,22     8983        0    63267
FRIEDE GOLDMAN INTL INC       EQUITY   358430106     2119   180300 SH       DEFINED                12,21   180300        0        0
FRIEDE GOLDMAN INTL INC       EQUITY   358430106       87     7425 SH       DEFINED          15,18,21,22     5312        0     2113
FRIEDE GOLDMAN INTL INC       EQUITY   358430106     1518   129227 SH       DEFINED             18,21,22   104563        0    24664
FRIEDMAN BILLINGS RAMSEY GROU EQUITY   358433100      203    22900 SH       DEFINED                12,21    22900        0        0
FRIEDMAN BILLINGS RAMSEY GROU EQUITY   358433100      379    42686 SH       DEFINED             18,21,22    22126        0    20560
FRIENDLY ICE CREAM CORP       EQUITY   358497105      118    16000 SH       DEFINED             18,21,22        0        0    16000
FRITZ COS INC                 EQUITY   358846103     3749   304500 SH       DEFINED                  4,6        0   304500        0
FRITZ COS INC                 EQUITY   358846103     4478   363693 SH       DEFINED                12,21   363693        0        0
FRITZ COS INC                 EQUITY   358846103       20     1633 SH       DEFINED          15,18,21,22     1168        0      465
FRITZ COS INC                 EQUITY   358846103     2577   209265 SH       DEFINED             18,21,22   147970        0    61295
FRONTIER CORP                 EQUITY   35906P105       99     1830 SH       DEFINED               -          1830        0        0
FRONTIER CORP                 EQUITY   35906P105     1804    33330 SH       DEFINED                  4,6    12000        0    21330
FRONTIER CORP                 EQUITY   35906P105    35112   648725 SH       DEFINED                12,21   648725        0        0
FRONTIER CORP                 EQUITY   35906P105     9334   172448 SH       DEFINED          15,18,21,22    42788        0   129660
FRONTIER CORP                 EQUITY   35906P105    31854   588520 SH       DEFINED             16,18,21   588520        0        0
FRONTIER CORP                 EQUITY   35906P105    39803   735391 SH       DEFINED             18,21,22   400047        0   335343
FRONTIER CORP                 OPTION   35906P105      135     2500 SH  CALL DEFINED             18,21,22        0        0     2500
FRONTIER CORP                 OPTION   35906P105      298     5500 SH  PUT  DEFINED             18,21,22        0        0     5500
FRONTIER CORP                 EQUITY   35906P105      265     4900 SH       DEFINED                   25        0     4900        0
FRONTIER CORP                 EQUITY   35906P105     2934    54200 SH       DEFINED     3,13,14,27,30,31    54200        0        0
FRONTIER CORP                 EQUITY   35906P105      424     7829 SH       DEFINED                21,32     7829        0        0
FRONTIER AIRLINES INC-NEW     EQUITY   359065109       46     2900 SH       DEFINED                12,21     2900        0        0
FRONTIER AIRLINES INC-NEW     EQUITY   359065109      591    37534 SH       DEFINED             18,21,22    24213        0    13321
FRONTIER FINL CORP WASH       EQUITY   35907K105      343    15600 SH       DEFINED                12,21    15600        0        0
FRONTIER INS GROUP INC NEW    EQUITY   359081106      382    26104 SH       DEFINED                12,21    26104        0        0
FRONTIER INS GROUP INC NEW    EQUITY   359081106      247    16920 SH       DEFINED             18,21,22     4856        0    12064
FIUSZ TECHNOLOGIES LTD CV S/D CORPBOND 359536AB5     1239  1422000 PRN      DEFINED             18,21,22  1422000        0        0
FUISZ TECHNOLOGIES LTD        EQUITY   359536109       43     6600 SH       DEFINED                12,21     6600        0        0
FUISZ TECHNOLOGIES LTD        EQUITY   359536109      646    98453 SH       DEFINED             18,21,22    67800        0    30653
FUISZ TECHNOLOGIES LTD        EQUITY   359536109     2131   324671 SH       DEFINED        3,13,28,29,31   324671        0        0
FUISZ TECHNOLOGIES LTD        EQUITY   359536109       22     3280 SH       DEFINED           3,13,30,31     3280        0        0
*** FUJI PHOTO FILM CO LTD AD EQUITY   359586302      548    14325 SH       DEFINED               -         14325        0        0
*** FUJI PHOTO FILM CO LTD AD EQUITY   359586302      148     3875 SH       DEFINED          15,18,21,22     2380        0     1495
*** FUJI PHOTO FILM CO LTD AD EQUITY   359586302    12874   336568 SH       DEFINED             18,21,22   134900        0   201668
H B FULLER & CO               EQUITY   359694106      753    11054 SH       DEFINED                12,21    11054        0        0
H B FULLER & CO               EQUITY   359694106       81     1191 SH       DEFINED             18,21,22      441        0      750
FULTON FINANCIAL CORP-PA      EQUITY   360271100       75     3763 SH       DEFINED               -          3763        0        0
FULTON FINANCIAL CORP-PA      EQUITY   360271100      157     7874 SH       DEFINED                12,21     7874        0        0
FULTON FINANCIAL CORP-PA      EQUITY   360271100      488    24417 SH       DEFINED             18,21,22    10932        0    13485
FURNITURE BRANDS INTL INC     EQUITY   360921100       39     1505 SH       DEFINED               -          1505        0        0
FURNITURE BRANDS INTL INC     EQUITY   360921100     2608   100067 SH       DEFINED                12,21   100067        0        0
FURNITURE BRANDS INTL INC     EQUITY   360921100     1069    41028 SH       DEFINED          15,18,21,22    26304        0    14724
FURNITURE BRANDS INTL INC     EQUITY   360921100    26669  1023270 SH       DEFINED             18,21,22   715070        0   308200
FURNITURE BRANDS INTL INC     OPTION   360921100       13      500 SH  PUT  DEFINED             18,21,22        0        0      500
FURNITURE BRANDS INTL INC     EQUITY   360921100     1288    49400 SH       DEFINED                   25        0    49400        0
FURNITURE BRANDS INTL INC     EQUITY   360921100      378    14500 SH       DEFINED                21,32    14500        0        0
FURON CO                      EQUITY   361106107      321    17746 SH       DEFINED                12,21    17746        0        0
FURON CO                      EQUITY   361106107        2      106 SH       DEFINED             18,21,22      106        0        0
FURRS BISHOPS INC COM NEW     EQUITY   361115504        7    10087 SH       DEFINED             18,21,22       87        0    10000
G & K SERVICES INC CL A       EQUITY   361268105       90     1750 SH       DEFINED               -          1750        0        0
G & K SERVICES INC CL A       EQUITY   361268105     1020    19800 SH       DEFINED                12,21    19800        0        0
G & K SERVICES INC CL A       EQUITY   361268105     2431    47210 SH       DEFINED          15,18,21,22    26375        0    20835
G & K SERVICES INC CL A       EQUITY   361268105    48972   950911 SH       DEFINED             18,21,22   518513        0   432398
GATX CORP                     EQUITY   361448103       59     1508 SH       DEFINED               -          1508        0        0
GATX CORP                     EQUITY   361448103      209     5378 SH       DEFINED                12,21     5378        0        0
GATX CORP                     EQUITY   361448103     1595    41019 SH       DEFINED          15,18,21,22    15961        0    25058
GATX CORP                     EQUITY   361448103    21625   556280 SH       DEFINED             18,21,22   203017        0   353262
GATX CORP                     EQUITY   361448103      377     9700 SH       DEFINED                   25        0     9700        0
GATX CORP                     EQUITY   361448103      622    15999 SH       DEFINED                21,32    15999        0        0
G B C BANCORP                 EQUITY   361475106     1068    50838 SH       DEFINED                12,21    50838        0        0
G B C BANCORP                 EQUITY   361475106        6      272 SH       DEFINED             18,21,22      219        0       53
G B C BANCORP                 EQUITY   361475106      403    19200 SH       DEFINED                   25        0    19200        0
G B C BANCORP                 EQUITY   361475106     1397    66543 SH       DEFINED                21,32    66543        0        0
GC COMPANIES INC              EQUITY   36155Q109      152     4243 SH       DEFINED                12,21     4243        0        0
GC COMPANIES INC              EQUITY   36155Q109     1698    47250 SH       DEFINED             18,21,22    30650        0    16600
GRC INTERNATIONAL INC         EQUITY   361922107      208    26350 SH       DEFINED             18,21,22        0        0    26350
GP STRATEGIES CORP            EQUITY   36225V104        5      680 SH       DEFINED          15,18,21,22      680        0        0
GP STRATEGIES CORP            EQUITY   36225V104      150    19960 SH       DEFINED             18,21,22    14400        0     5560
GPU INC                       EQUITY   36225X100      151     3958 SH       DEFINED               -          3958        0        0
GPU INC                       EQUITY   36225X100      142     3736 SH       DEFINED                  4,6      600        0     3136
GPU INC                       EQUITY   36225X100     6178   162054 SH       DEFINED                12,21   162054        0        0
GPU INC                       EQUITY   36225X100       17      451 SH       DEFINED          15,18,21,22        0        0      451
GPU INC                       EQUITY   36225X100     3266    85677 SH       DEFINED             18,21,22    42902        0    42775
GPU INC                       EQUITY   36225X100      337     8839 SH       DEFINED                   25        0     8839        0
GPU INC                       EQUITY   36225X100      763    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
GPU INC                       EQUITY   36225X100      292     7660 SH       DEFINED                21,32     7660        0        0
GSI LUMONICS INC              EQUITY   36229U102        5     1066 SH       DEFINED          15,18,21,22     1066        0        0
GSI LUMONICS INC              EQUITY   36229U102     1274   299787 SH       DEFINED             18,21,22   185279        0   114508
GTE CORP                      EQUITY   362320103    13359   177531 SH       DEFINED               -        177531        0        0
GTE CORP                      EQUITY   362320103    22837   303480 SH       DEFINED                  4,6    58904     2186   242390
GTE CORP                      EQUITY   362320103    15998   212600 SH       DEFINED                  6,7   212600        0        0
GTE CORP                      EQUITY   362320103   325032  4319364 SH       DEFINED                12,21  4319364        0        0
GTE CORP                      EQUITY   362320103     7651   101675 SH       DEFINED          15,18,21,22    48780        0    52895
GTE CORP                      EQUITY   362320103   108245  1438476 SH       DEFINED             16,18,21  1438476        0        0
GTE CORP                      EQUITY   362320103   543139  7217800 SH       DEFINED             18,21,22  2332009        0  4885790
GTE CORP                      EQUITY   362320103     3811    50641 SH       DEFINED                   25        0    50641        0
GTE CORP                      EQUITY   362320103     2037    27073 SH       DEFINED     3,13,14,27,30,31    27073        0        0
GTE CORP                      EQUITY   362320103      993    13200 SH       DEFINED        3,13,28,29,31    13200        0        0
GTE CORP                      EQUITY   362320103     3802    50524 SH       DEFINED                21,32    50524        0        0
GT INTERACTIVE SOFTWARE CORP  EQUITY   36236E109        2      525 SH       DEFINED               -           525        0        0
GT INTERACTIVE SOFTWARE CORP  EQUITY   36236E109      100    32900 SH       DEFINED                12,21    32900        0        0
GT INTERACTIVE SOFTWARE CORP  EQUITY   36236E109       31    10075 SH       DEFINED          15,18,21,22     5135        0     4940
GT INTERACTIVE SOFTWARE CORP  EQUITY   36236E109     1140   376029 SH       DEFINED             18,21,22   285799        0    90230
GABELLI GLOBAL MULTIMEDIA TR  EQUITY   36239Q109        2      121 SH       DEFINED               -           121        0        0
GABELLI GLOBAL MULTIMEDIA TR  EQUITY   36239Q109       43     2968 SH       DEFINED          15,18,21,22        0        0     2968
GABELLI GLOBAL MULTIMEDIA TR  EQUITY   36239Q109      264    18296 SH       DEFINED             18,21,22     9394        0     8902
GABELLI EQUITY TRUST INC      EQUITY   362397101       70     5889 SH       DEFINED               -          5889        0        0
GABELLI EQUITY TRUST INC      EQUITY   362397101       31     2578 SH       DEFINED          15,18,21,22        0        0     2578
GABELLI EQUITY TRUST INC      EQUITY   362397101     1590   133893 SH       DEFINED             18,21,22    26574        0   107319
GABLES RESIDENTIAL TRUST      EQUITY   362418105       10      415 SH       DEFINED               -           415        0        0
GABLES RESIDENTIAL TRUST      EQUITY   362418105      532    21986 SH       DEFINED                12,21    21986        0        0
GABLES RESIDENTIAL TRUST      EQUITY   362418105      122     5024 SH       DEFINED          15,18,21,22     3651        0     1373
GABLES RESIDENTIAL TRUST      EQUITY   362418105    16163   668220 SH       DEFINED             18,21,22   563204        0   105016
GADZOOKS INC                  EQUITY   362553109       41     3952 SH       DEFINED                12,21     3952        0        0
GADZOOKS INC                  EQUITY   362553109      192    18518 SH       DEFINED             18,21,22      388        0    18130
GAINSCO INC                   EQUITY   363127101      122    22002 SH       DEFINED             18,21,22    17202        0     4800
GALEY & LORD INC              EQUITY   36352K103    20830  5049602 SH       DEFINED               4,6,10  5049602        0        0
GALEY & LORD INC              EQUITY   36352K103       24     5876 SH       DEFINED                12,21     5876        0        0
GALEY & LORD INC              EQUITY   36352K103        8     1957 SH       DEFINED             18,21,22      100        0     1857
GALILEO INTERNATIONAL INC     EQUITY   363547100     1858    36924 SH       DEFINED                12,21    36924        0        0
GALILEO INTERNATIONAL INC     EQUITY   363547100      389     7730 SH       DEFINED          15,18,21,22     3090        0     4640
GALILEO INTERNATIONAL INC     EQUITY   363547100     8151   162013 SH       DEFINED             18,21,22   101265        0    60748
GALILEO INTERNATIONAL INC     EQUITY   363547100      589    11700 SH       DEFINED     3,13,14,27,30,31    11700        0        0
GALLAGHER ARTHUR J & CO       EQUITY   363576109     3961    76540 SH       DEFINED                12,21    76540        0        0
GALLAGHER ARTHUR J & CO       EQUITY   363576109      273     5280 SH       DEFINED          15,18,21,22     4290        0      990
GALLAGHER ARTHUR J & CO       EQUITY   363576109     4047    78207 SH       DEFINED             18,21,22    55352        0    22855
*** GALLAHER GROUP PLC SPONSD EQUITY   363595109        4      200 SH       DEFINED               -           200        0        0
*** GALLAHER GROUP PLC SPONSD EQUITY   363595109      111     5000 SH       DEFINED                  4,6     5000        0        0
*** GALLAHER GROUP PLC SPONSD EQUITY   363595109      409    18473 SH       DEFINED             18,21,22     6108        0    12365
GANNETT CO INC                EQUITY   364730101      180     2480 SH       DEFINED               -          2480        0        0
GANNETT CO INC                EQUITY   364730101    61059   842190 SH       DEFINED                  4,6   424395    92400   325395
GANNETT CO INC                EQUITY   364730101      903    12450 SH       DEFINED                  6,7        0        0    12450
GANNETT CO INC                EQUITY   364730101    66782   921134 SH       DEFINED                12,21   921134        0        0
GANNETT CO INC                EQUITY   364730101    31565   435372 SH       DEFINED          15,18,21,22   232884        0   202487
GANNETT CO INC                EQUITY   364730101       87     1200 SH       DEFINED             16,18,21     1200        0        0
GANNETT CO INC                EQUITY   364730101   165684  2285293 SH       DEFINED             18,21,22  1533659        0   751634
GANNETT CO INC                EQUITY   364730101     1956    26980 SH       DEFINED                   25        0    26980        0
GANNETT CO INC                EQUITY   364730101      661     9111 SH       DEFINED     3,13,14,27,30,31     9111        0        0
GANNETT CO INC                EQUITY   364730101     1179    16263 SH       DEFINED                21,32    16263        0        0
GAP INC DELAWARE              EQUITY   364760108      136     2887 SH       DEFINED               -          2887        0        0
GAP INC DELAWARE              EQUITY   364760108     8127   172452 SH       DEFINED                  4,6        0   167352     5100
GAP INC DELAWARE              EQUITY   364760108     8016   170100 SH       DEFINED                  6,7   170100        0        0
GAP INC DELAWARE              EQUITY   364760108    48091  1020508 SH       DEFINED                12,21  1020508        0        0
GAP INC DELAWARE              EQUITY   364760108     8414   178549 SH       DEFINED          15,18,21,22    41341        0   137208
GAP INC DELAWARE              EQUITY   364760108    68341  1450212 SH       DEFINED             18,21,22   666484        0   783727
GAP INC DELAWARE              OPTION   364760108      283     6000 SH  PUT  DEFINED             18,21,22        0        0     6000
GAP INC DELAWARE              EQUITY   364760108     1459    30964 SH       DEFINED                   25        0    30964        0
GAP INC DELAWARE              EQUITY   364760108      931    19762 SH       DEFINED     3,13,14,27,30,31    19762        0        0
GAP INC DELAWARE              EQUITY   364760108     2017    42808 SH       DEFINED                21,32    42808        0        0
GARDEN RIDGE CORP             EQUITY   36541P104       30     5100 SH       DEFINED                12,21     5100        0        0
GARDEN RIDGE CORP             EQUITY   36541P104      135    22955 SH       DEFINED          15,18,21,22     9093        0    13862
GARDEN RIDGE CORP             EQUITY   36541P104      313    53329 SH       DEFINED             18,21,22    35160        0    18169
GARDNER DENVER INC            EQUITY   365558105       37     2072 SH       DEFINED                  4,6       72        0     2000
GARDNER DENVER INC            EQUITY   365558105      235    13000 SH       DEFINED                12,21    13000        0        0
GARDNER DENVER INC            EQUITY   365558105       13      725 SH       DEFINED             18,21,22      674        0       51
GARTNER GROUP INC NEW CL A    EQUITY   366651107      416    18640 SH       DEFINED                12,21    18640        0        0
GARTNER GROUP INC NEW CL A    EQUITY   366651107     1094    49021 SH       DEFINED          15,18,21,22    26734        0    22287
GARTNER GROUP INC NEW CL A    EQUITY   366651107     2551   114339 SH       DEFINED             18,21,22    40970        0    73369
GATEWAY INC                   EQUITY   367626108      131     1700 SH       DEFINED                  4,6        0        0     1700
GATEWAY INC                   EQUITY   367626108     2436    31716 SH       DEFINED                12,21    31716        0        0
GATEWAY INC                   EQUITY   367626108      701     9123 SH       DEFINED          15,18,21,22     1910        0     7213
GATEWAY INC                   EQUITY   367626108    13629   177433 SH       DEFINED             18,21,22   119166        0    58267
GATEWAY INC                   OPTION   367626108       31      400 SH  PUT  DEFINED             18,21,22        0        0      400
GATEWAY INC                   EQUITY   367626108      438     5700 SH       DEFINED                   25        0     5700        0
GATEWAY INC                   EQUITY   367626108      172     2242 SH       DEFINED     3,13,14,27,30,31     2242        0        0
GATEWAY INC                   EQUITY   367626108      548     7135 SH       DEFINED                21,32     7135        0        0
GAYLORD ENTERTAINMENT CO      EQUITY   367905106       22      735 SH       DEFINED                  4,6        0        0      735
GAYLORD ENTERTAINMENT CO      EQUITY   367905106      467    15433 SH       DEFINED                12,21    15433        0        0
GAYLORD ENTERTAINMENT CO      EQUITY   367905106       30     1000 SH       DEFINED          15,18,21,22        0        0     1000
GAYLORD ENTERTAINMENT CO      EQUITY   367905106       65     2147 SH       DEFINED             18,21,22      522        0     1625
GAYLORD CONTAINER CORP CL A   EQUITY   368145108      398    50200 SH       DEFINED                12,21    50200        0        0
GAYLORD CONTAINER CORP CL A   EQUITY   368145108       98    12331 SH       DEFINED             16,18,21    12331        0        0
GAYLORD CONTAINER CORP CL A   EQUITY   368145108      122    15320 SH       DEFINED             18,21,22    11620        0     3700
WTS GAYLORD CONTAINER CORP    EQUITY   368145116      126    15716 SH       DEFINED             16,18,21    15716        0        0
WTS GAYLORD CONTAINER CORP    EQUITY   368145116       72     8981 SH       DEFINED             18,21,22     8981        0        0
GELTEX PHARMACEUTICALS INC    EQUITY   368538104      177    12400 SH       DEFINED                12,21    12400        0        0
GELTEX PHARMACEUTICALS INC    EQUITY   368538104       52     3664 SH       DEFINED          15,18,21,22     2605        0     1059
GELTEX PHARMACEUTICALS INC    EQUITY   368538104      945    66030 SH       DEFINED             18,21,22    54593        0    11437
GENCORP INC                   EQUITY   368682100     3826   149300 SH       DEFINED                12,21   149300        0        0
GENCORP INC                   EQUITY   368682100     1513    59030 SH       DEFINED             18,21,22    49867        0     9163
GENENTECH INC SPL COM         EQUITY   368710307     1069    13000 SH       DEFINED             16,18,21    13000        0        0
GENENTECH INC SPL COM         EQUITY   368710307     1120    13617 SH       DEFINED             18,21,22        0        0    13617
GENENTECH INC SPL COM         OPTION   368710307    28278   343800 SH  CALL DEFINED             18,21,22   343000        0      800
GENENTECH INC SPL COM         OPTION   368710307       41      500 SH  PUT  DEFINED             18,21,22        0        0      500
*** GENER S. A. SPONS ADR     EQUITY   368731105       27     1370 SH       DEFINED               -          1370        0        0
*** GENER S. A. SPONS ADR     EQUITY   368731105       42     2153 SH       DEFINED                  4,6        0        0     2153
*** GENER S. A. SPONS ADR     EQUITY   368731105       13      680 SH       DEFINED          15,18,21,22      350        0      330
*** GENER S. A. SPONS ADR     EQUITY   368731105      441    22591 SH       DEFINED             18,21,22    16786        0     5805
GENL AMERICAN INVESTORS CO IN EQUITY   368802104       84     2569 SH       DEFINED                  4,6        0        0     2569
GENL AMERICAN INVESTORS CO IN EQUITY   368802104      476    14624 SH       DEFINED             18,21,22     2722        0    11902
GENERAL BINDING CORP          EQUITY   369154109       99     5472 SH       DEFINED                12,21     5472        0        0
GENERAL BINDING CORP          EQUITY   369154109      110     6088 SH       DEFINED             18,21,22     1026        0     5062
GENERAL CABLE CORP            EQUITY   369300108        5      320 SH       DEFINED               -           320        0        0
GENERAL CABLE CORP            EQUITY   369300108      516    32104 SH       DEFINED                12,21    32104        0        0
GENERAL CABLE CORP            EQUITY   369300108      118     7360 SH       DEFINED          15,18,21,22     4046        0     3314
GENERAL CABLE CORP            EQUITY   369300108     4580   285129 SH       DEFINED             18,21,22   212588        0    72541
GENERAL CHEMICAL GROUP INC    EQUITY   369332101       29     7429 SH       DEFINED                12,21     7429        0        0
GENERAL CHEMICAL GROUP INC    EQUITY   369332101       12     3055 SH       DEFINED             18,21,22       55        0     3000
GENERAL COMMUNICATION INC CL  EQUITY   369385109      175    27987 SH       DEFINED                12,21    27987        0        0
GENERAL COMMUNICATION INC CL  EQUITY   369385109     1327   212265 SH       DEFINED             18,21,22   206265        0     6000
GENERAL COMMUNICATION INC CL  EQUITY   369385109       12     1978 SH       DEFINED           3,13,28,31     1978        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108       82     1220 SH       DEFINED               -          1220        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108     1444    21550 SH       DEFINED                  4,6    11500     2000     8050
GENERAL DYNAMICS CORP         EQUITY   369550108    16184   241548 SH       DEFINED                12,21   241548        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108       85     1268 SH       DEFINED          15,18,21,22     1211        0       57
GENERAL DYNAMICS CORP         EQUITY   369550108     5970    89100 SH       DEFINED             16,18,21    89100        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108    11041   164784 SH       DEFINED             18,21,22    90051        0    74732
GENERAL DYNAMICS CORP         EQUITY   369550108     3596    53670 SH       DEFINED                   25        0    53670        0
GENERAL DYNAMICS CORP         EQUITY   369550108      451     6725 SH       DEFINED     3,13,14,27,30,31     6725        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108      532     7936 SH       DEFINED                21,32     7936        0        0
GENERAL ELECTRIC CO           EQUITY   369604103    38948   361045 SH       DEFINED               -        361045        0        0
GENERAL ELECTRIC CO           EQUITY   369604103   429135  3978077 SH       DEFINED                  4,6  2037644   833810  1106623
GENERAL ELECTRIC CO           EQUITY   369604103     1581    14660 SH       DEFINED                5,6,7        0        0    14660
GENERAL ELECTRIC CO           EQUITY   369604103     2902    26900 SH       DEFINED                  6,7        0        0    26900
GENERAL ELECTRIC CO           EQUITY   369604103   595643  5521608 SH       DEFINED                12,21  5521608        0        0
GENERAL ELECTRIC CO           EQUITY   369604103    61276   568029 SH       DEFINED          15,18,21,22   310094        0   257934
GENERAL ELECTRIC CO           EQUITY   369604103    50157   464952 SH       DEFINED             16,18,21   464952        0        0
GENERAL ELECTRIC CO           EQUITY   369604103      658     6096 SH       DEFINED       17,18,19,20,21     6096        0        0
GENERAL ELECTRIC CO           OPTION   369604103    14024   130000 SH  CALL DEFINED       17,18,19,20,21   130000        0        0
GENERAL ELECTRIC CO           EQUITY   369604103  2048139 18986227 SH       DEFINED             18,21,22  8611799        0 10374428
GENERAL ELECTRIC CO           OPTION   369604103    82341   763300 SH  CALL DEFINED             18,21,22   761000        0     2300
GENERAL ELECTRIC CO           OPTION   369604103      485     4500 SH  PUT  DEFINED             18,21,22        0        0     4500
GENERAL ELECTRIC CO           EQUITY   369604103    16547   153392 SH       DEFINED                   25        0   153392        0
GENERAL ELECTRIC CO           EQUITY   369604103    45279   419739 SH       DEFINED     3,13,14,27,30,31   419739        0        0
GENERAL ELECTRIC CO           EQUITY   369604103    18995   176084 SH       DEFINED                21,32   176084        0        0
GENERAL GROWTH PROPERTIES     EQUITY   370021107        4      110 SH       DEFINED               -           110        0        0
GENERAL GROWTH PROPERTIES     EQUITY   370021107      433    13000 SH       DEFINED                  4,6    12600        0      400
GENERAL GROWTH PROPERTIES     EQUITY   370021107     3526   105833 SH       DEFINED                12,21   105833        0        0
GENERAL GROWTH PROPERTIES     EQUITY   370021107       31      945 SH       DEFINED          15,18,21,22      795        0      150
GENERAL GROWTH PROPERTIES     EQUITY   370021107    12749   382694 SH       DEFINED             18,21,22   367146        0    15547
GENERAL GROWTH PROPERTIES     EQUITY   370021107     1798    53973 SH       DEFINED                21,32    53973        0        0
GENERAL INSTR CORP DEL        EQUITY   370120107     2120    47045 SH       DEFINED               -         47045        0        0
GENERAL INSTR CORP DEL        EQUITY   370120107     1460    32400 SH       DEFINED                  4,6      200        0    32200
GENERAL INSTR CORP DEL        EQUITY   370120107     5950   132036 SH       DEFINED                12,21   132036        0        0
GENERAL INSTR CORP DEL        EQUITY   370120107      172     3816 SH       DEFINED          15,18,21,22     1730        0     2086
GENERAL INSTR CORP DEL        EQUITY   370120107     6590   146237 SH       DEFINED             18,21,22    94142        0    52095
GENERAL INSTR CORP DEL        EQUITY   370120107      282     6267 SH       DEFINED                   25        0     6267        0
GENERAL INSTR CORP DEL        EQUITY   370120107      532    11800 SH       DEFINED     3,13,14,27,30,31    11800        0        0
GENERAL INSTR CORP DEL        EQUITY   370120107     2265    50263 SH       DEFINED                21,32    50263        0        0
GENERAL MAGIC INC             EQUITY   370253106       39    13900 SH       DEFINED                12,21    13900        0        0
GENERAL MAGIC INC             EQUITY   370253106       83    29456 SH       DEFINED             18,21,22     3244        0    26212
GENERAL MILLS INC             EQUITY   370334104     8560   102982 SH       DEFINED               -        102982        0        0
GENERAL MILLS INC             EQUITY   370334104     1016    12228 SH       DEFINED                  4,6     8082        0     4146
GENERAL MILLS INC             EQUITY   370334104    13635   164030 SH       DEFINED                  6,7   164030        0        0
GENERAL MILLS INC             EQUITY   370334104    26762   321950 SH       DEFINED                12,21   321950        0        0
GENERAL MILLS INC             EQUITY   370334104      102     1230 SH       DEFINED          15,18,21,22        0        0     1230
GENERAL MILLS INC             EQUITY   370334104     2495    30019 SH       DEFINED             16,18,21    30019        0        0
GENERAL MILLS INC             EQUITY   370334104    14756   177512 SH       DEFINED             18,21,22    81670        0    95842
GENERAL MILLS INC             OPTION   370334104    20781   250000 SH  PUT  DEFINED             18,21,22   250000        0        0
GENERAL MILLS INC             EQUITY   370334104      459     5517 SH       DEFINED                   25        0     5517        0
GENERAL MILLS INC             EQUITY   370334104      623     7500 SH       DEFINED     3,13,14,27,30,31     7500        0        0
GENERAL MILLS INC             EQUITY   370334104      759     9128 SH       DEFINED                21,32     9128        0        0
GENERAL MOTORS CORP           EQUITY   370442105      724    11703 SH       DEFINED               -         11703        0        0
GENERAL MOTORS CORP           EQUITY   370442105     5959    96300 SH       DEFINED   2,3,11,13,14,30,31        0    96300        0
GENERAL MOTORS CORP           EQUITY   370442105     6376   103045 SH       DEFINED                  4,6    42104    58200     2741
GENERAL MOTORS CORP           EQUITY   370442105   137994  2230213 SH       DEFINED                12,21  2230213        0        0
GENERAL MOTORS CORP           EQUITY   370442105     2703    43681 SH       DEFINED          15,18,21,22    23822        0    19858
GENERAL MOTORS CORP           EQUITY   370442105    12455   201290 SH       DEFINED             16,18,21   201290        0        0
GENERAL MOTORS CORP           EQUITY   370442105   217778  3519644 SH       DEFINED             18,21,22  1503339        0  2016305
GENERAL MOTORS CORP           OPTION   370442105       50      800 SH  PUT  DEFINED             18,21,22        0        0      800
GENERAL MOTORS CORP           EQUITY   370442105     2050    33132 SH       DEFINED                   25        0    33132        0
GENERAL MOTORS CORP           EQUITY   370442105     1506    24342 SH       DEFINED     3,13,14,27,30,31    24342        0        0
GENERAL MOTORS CORP           EQUITY   370442105     2640    42673 SH       DEFINED                21,32    42673        0        0
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832       71     1292 SH       DEFINED               -          1292        0        0
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832      491     8984 SH       DEFINED                  4,6     7554       30     1400
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832    58252  1065173 SH       DEFINED                12,21  1065173        0        0
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832     1128    20622 SH       DEFINED          15,18,21,22     7297        0    13325
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832    63844  1167429 SH       DEFINED             16,18,21  1167429        0        0
GENERAL MOTORS CORP CL H NEW  OPTION   370442832       82     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832    16820   307565 SH       DEFINED             18,21,22   191037        0   116527
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832     7971   145750 SH       DEFINED            4,6,23,24   145750        0        0
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832      263     4800 SH       DEFINED     3,13,14,27,30,31     4800        0        0
GENERAL NUTRITION COS INC     EQUITY   37047F103       57     2310 SH       DEFINED                  4,6        0        0     2310
GENERAL NUTRITION COS INC     EQUITY   37047F103     3294   133100 SH       DEFINED                12,21   133100        0        0
GENERAL NUTRITION COS INC     EQUITY   37047F103      191     7725 SH       DEFINED          15,18,21,22     7475        0      250
GENERAL NUTRITION COS INC     EQUITY   37047F103     5282   213399 SH       DEFINED             18,21,22   161296        0    52103
GENERAL NUTRITION COS INC     EQUITY   37047F103       15      600 SH       DEFINED     3,13,14,27,30,31      600        0        0
GENERAL SEMICONDUCTOR INC     EQUITY   370787103      239    27100 SH       DEFINED                12,21    27100        0        0
GENERAL SEMICONDUCTOR INC     EQUITY   370787103      201    22840 SH       DEFINED          15,18,21,22    18520        0     4320
GENERAL SEMICONDUCTOR INC     EQUITY   370787103     5342   606112 SH       DEFINED             18,21,22   441293        0   164819
GENESCO INC SUB NT CONV       CORPBOND 371532AL6       10    12000 PRN      DEFINED                12,21    12000        0        0
GENESCO INC                   EQUITY   371532102     1190   101800 SH       DEFINED                12,21   101800        0        0
GENESCO INC                   EQUITY   371532102       29     2500 SH       DEFINED          15,18,21,22        0        0     2500
GENESCO INC                   EQUITY   371532102      247    21110 SH       DEFINED             18,21,22     1417        0    19693
GENESCO INC                   EQUITY   371532102      243    20800 SH       DEFINED                   25        0    20800        0
GENTEX CORP                   EQUITY   371901109       39     1545 SH       DEFINED               -          1545        0        0
GENTEX CORP                   EQUITY   371901109     1471    57699 SH       DEFINED                  4,6    19545    26479    11675
GENTEX CORP                   EQUITY   371901109        9      340 SH       DEFINED                  6,7        0        0      340
GENTEX CORP                   EQUITY   371901109     2833   111100 SH       DEFINED                12,21   111100        0        0
GENTEX CORP                   EQUITY   371901109      354    13888 SH       DEFINED          15,18,21,22     9214        0     4674
GENTEX CORP                   EQUITY   371901109     9684   379764 SH       DEFINED             18,21,22   250062        0   129702
GENTEX CORP                   EQUITY   371901109      944    37000 SH       DEFINED                   25        0    37000        0
GENTEX CORP                   EQUITY   371901109       13      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
GENTEX CORP                   EQUITY   371901109     1339    52500 SH       DEFINED                21,32    52500        0        0
GENESIS HEALTH VENTURES INC   EQUITY   371912106      584   194700 SH       DEFINED                  6,7   194700        0        0
GENESIS HEALTH VENTURES INC   EQUITY   371912106       28     9200 SH       DEFINED                12,21     9200        0        0
GENESIS HEALTH VENTURES INC   EQUITY   371912106       51    16951 SH       DEFINED             18,21,22     4860        0    12091
GENESIS ENERGY L P            EQUITY   371927104      599    41882 SH       DEFINED             18,21,22     8663        0    33219
GENESYS TELECOMMUMICATIONS    EQUITY   371931106     4397   159150 SH       DEFINED                12,21   159150        0        0
GENESYS TELECOMMUMICATIONS    EQUITY   371931106       87     3136 SH       DEFINED          15,18,21,22     2225        0      911
GENESYS TELECOMMUMICATIONS    EQUITY   371931106     1589    57528 SH       DEFINED             18,21,22    46212        0    11316
GENESYS TELECOMMUMICATIONS    EQUITY   371931106     5089   184234 SH       DEFINED                21,32   184234        0        0
*** GENESIS MICROCHIP INC     EQUITY   371933102      927    44800 SH       DEFINED                12,21    44800        0        0
*** GENESIS MICROCHIP INC     EQUITY   371933102      606    29314 SH       DEFINED             18,21,22     8471        0    20843
GENESIS DIRECT INC            EQUITY   371935107        3     5000 SH       DEFINED          15,18,21,22        0        0     5000
GENESIS DIRECT INC            EQUITY   371935107       26    37326 SH       DEFINED             18,21,22     4826        0    32500
GENLYTE GROUP INC             EQUITY   372302109      283    12300 SH       DEFINED                12,21    12300        0        0
GENLYTE GROUP INC             EQUITY   372302109       93     4060 SH       DEFINED             18,21,22        0        0     4060
GENRAD INC                    EQUITY   372447102    10566   528300 SH       DEFINED                12,21   528300        0        0
GENRAD INC                    EQUITY   372447102      292    14597 SH       DEFINED             18,21,22     1667        0    12930
GENTA INC (NEW)               EQUITY   37245M207      328   119174 SH       DEFINED           3,13,30,31   119174        0        0
GEON CO                       EQUITY   37246W105    15647   520463 SH       DEFINED                12,21   520463        0        0
GEON CO                       EQUITY   37246W105    12362   411200 SH       DEFINED             16,18,21   411200        0        0
GEON CO                       EQUITY   37246W105       18      601 SH       DEFINED             18,21,22        1        0      600
GEON CO                       EQUITY   37246W105      313    10400 SH       DEFINED                   25        0    10400        0
GENUINE PARTS CO              EQUITY   372460105       24      780 SH       DEFINED               -           780        0        0
GENUINE PARTS CO              EQUITY   372460105       92     2936 SH       DEFINED                  4,6     2936        0        0
GENUINE PARTS CO              EQUITY   372460105      652    20817 SH       DEFINED                12,21    20817        0        0
GENUINE PARTS CO              EQUITY   372460105    11623   371180 SH       DEFINED          15,18,21,22   255995        0   115185
GENUINE PARTS CO              EQUITY   372460105    53558  1710407 SH       DEFINED             18,21,22  1249618        0   460789
GENUINE PARTS CO              EQUITY   372460105      725    23159 SH       DEFINED                   25        0    23159        0
GENUINE PARTS CO              EQUITY   372460105      318    10155 SH       DEFINED                21,32    10155        0        0
GENUS INC                     EQUITY   372461103       78    21500 SH       DEFINED             18,21,22     3500        0    18000
GENZYME CORP CV SUB NOTES     CORPBOND 372917AE4       16    10000 PRN      DEFINED                12,21    10000        0        0
GENZYME CORP CV SUB NOTES     CORPBOND 372917AF1     1422   885000 PRN      DEFINED             18,21,22   835000        0    50000
GENZYME CORP CV SUB NOTES     CORPBOND 372917AF1       48    30000 PRN      DEFINED     3,13,14,27,30,31    30000        0        0
GENZYME CORP CV SUB NOTES     CORPBOND 372917AF1     3372  2099000 PRN      DEFINED        3,13,28,29,31  2099000        0        0
GENZYME CORP CV SUB NOTES     CORPBOND 372917AF1     2411  1501000 PRN      DEFINED           3,13,30,31  1501000        0        0
GENZYME CORP                  EQUITY   372917104      548     9435 SH       DEFINED               -          9435        0        0
GENZYME CORP                  EQUITY   372917104    78113  1345317 SH       DEFINED                12,21  1345317        0        0
GENZYME CORP                  EQUITY   372917104      493     8490 SH       DEFINED          15,18,21,22     2320        0     6170
GENZYME CORP                  EQUITY   372917104     2032    35000 SH       DEFINED             16,18,21    35000        0        0
GENZYME CORP                  EQUITY   372917104      226     3900 SH       DEFINED                18,21     3900        0        0
GENZYME CORP                  EQUITY   372917104    29274   504182 SH       DEFINED             18,21,22   197915        0   306267
GENZYME CORP                  EQUITY   372917104     1957    33700 SH       DEFINED                21,32    33700        0        0
GENZYME CORP-TISSUE REPAIR    EQUITY   372917401        6     3000 SH       DEFINED                12,21     3000        0        0
GENZYME CORP-TISSUE REPAIR    EQUITY   372917401       20    10273 SH       DEFINED             18,21,22     4353        0     5920
GENZYME CORP-MOLECULAR        EQUITY   372917500        2      671 SH       DEFINED               -           671        0        0
GENZYME CORP-MOLECULAR        EQUITY   372917500      430   129659 SH       DEFINED                12,21   129659        0        0
GENZYME CORP-MOLECULAR        EQUITY   372917500       13     3781 SH       DEFINED             16,18,21     3781        0        0
GENZYME CORP-MOLECULAR        EQUITY   372917500       39    11766 SH       DEFINED             18,21,22     4515        0     7251
GEORGIA GULF CORP PAR $0.01   EQUITY   373200203      380    28130 SH       DEFINED                12,21    28130        0        0
GEORGIA GULF CORP PAR $0.01   EQUITY   373200203        5      400 SH       DEFINED          15,18,21,22      400        0        0
GEORGIA GULF CORP PAR $0.01   EQUITY   373200203       29     2167 SH       DEFINED             18,21,22       67        0     2100
GEORGIA PACIFIC CORP          EQUITY   373298108      437     9250 SH       DEFINED               -          9250        0        0
GEORGIA PACIFIC CORP          EQUITY   373298108      180     3800 SH       DEFINED                  4,6     1400     1000     1400
GEORGIA PACIFIC CORP          EQUITY   373298108    21215   448998 SH       DEFINED                12,21   448998        0        0
GEORGIA PACIFIC CORP          EQUITY   373298108      850    17979 SH       DEFINED          15,18,21,22     9205        0     8774
GEORGIA PACIFIC CORP          EQUITY   373298108    26382   558352 SH       DEFINED             18,21,22   334611        0   223740
GEORGIA PACIFIC CORP          OPTION   373298108    14884   315000 SH  CALL DEFINED             18,21,22   315000        0        0
GEORGIA PACIFIC CORP          OPTION   373298108       33      700 SH  PUT  DEFINED             18,21,22        0        0      700
GEORGIA PACIFIC CORP          EQUITY   373298108      232     4916 SH       DEFINED                   25        0     4916        0
GEORGIA PACIFIC CORP          EQUITY   373298108      571    12084 SH       DEFINED     3,13,14,27,30,31    12084        0        0
GEORGIA PACIFIC CORP          EQUITY   373298108      543    11483 SH       DEFINED                21,32    11483        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702      110     4380 SH       DEFINED               -          4380        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702       18      700 SH       DEFINED                  4,6      700        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702      178     7100 SH       DEFINED                12,21     7100        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702       50     2012 SH       DEFINED          15,18,21,22      872        0     1140
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702     2396    95605 SH       DEFINED             18,21,22    76275        0    19330
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702       83     3311 SH       DEFINED     3,13,14,27,30,31     3311        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702      421    16800 SH       DEFINED                21,32    16800        0        0
GEOTEL COMMUNICATIONS CORP    EQUITY   373656107      685    10900 SH       DEFINED                12,21    10900        0        0
GEOTEL COMMUNICATIONS CORP    EQUITY   373656107        3       50 SH       DEFINED             18,21,22       50        0        0
GEOWORKS CORP (DE)            EQUITY   373692102     1841   755000 SH       DEFINED                12,21   755000        0        0
GEOWORKS CORP (DE)            EQUITY   373692102       93    37950 SH       DEFINED          15,18,21,22    31655        0     6295
GEOWORKS CORP (DE)            EQUITY   373692102     5450  2235389 SH       DEFINED             18,21,22   675167        0  1560222
GERBER CHILDRENSWEAR INC      EQUITY   373701101     2798   385966 SH       DEFINED               4,6,10   385966        0        0
GERBER CHILDRENSWEAR INC      EQUITY   373701101        1      135 SH       DEFINED             18,21,22      135        0        0
GERBER SCIENTIFIC INC         EQUITY   373730100     4494   187260 SH       DEFINED                12,21   187260        0        0
GERBER SCIENTIFIC INC         EQUITY   373730100       13      550 SH       DEFINED          15,18,21,22      387        0      163
GERBER SCIENTIFIC INC         EQUITY   373730100     1656    69004 SH       DEFINED             18,21,22    54891        0    14113
GERBER SCIENTIFIC INC         EQUITY   373730100     1296    54000 SH       DEFINED                   25        0    54000        0
GERMANY FUND INC MARYLAND     EQUITY   374143105        6      406 SH       DEFINED          15,18,21,22        0        0      406
GERMANY FUND INC MARYLAND     EQUITY   374143105      137     9884 SH       DEFINED             18,21,22      317        0     9567
GETTY IMAGES INC CV SUB NOTES CORPBOND 374276AC7       48    53000 PRN      DEFINED                12,21    53000        0        0
GETTY IMAGES INC              EQUITY   374276103      842    45500 SH       DEFINED                12,21    45500        0        0
GETTY IMAGES INC              EQUITY   374276103       22     1200 SH       DEFINED             18,21,22        0        0     1200
GIANT INDUSTRIES INC          EQUITY   374508109      117    10202 SH       DEFINED             18,21,22        2        0    10200
GIBRALTAR STL CORP            EQUITY   37476F103      123     4960 SH       DEFINED                12,21     4960        0        0
GIBRALTAR STL CORP            EQUITY   37476F103      769    30911 SH       DEFINED             18,21,22    13613        0    17298
GIBSON GREETINGS INC          EQUITY   374827103       35     7300 SH       DEFINED                12,21     7300        0        0
GIBSON GREETINGS INC          EQUITY   374827103      326    68587 SH       DEFINED             18,21,22     3102        0    65485
GIBSON GREETINGS INC          OPTION   374827103        5     1000 SH  CALL DEFINED             18,21,22        0        0     1000
GIGA INFORMATION GROUP INC    EQUITY   37517M109       69    13333 SH       DEFINED          15,18,21,22        0        0    13333
GIGA INFORMATION GROUP INC    EQUITY   37517M109        8     1500 SH       DEFINED             18,21,22        0        0     1500
GILEAD SCIENCES INC           EQUITY   375558103     3152    41921 SH       DEFINED                  4,6    13895    18376     9650
GILEAD SCIENCES INC           EQUITY   375558103       18      245 SH       DEFINED                  6,7        0        0      245
GILEAD SCIENCES INC           EQUITY   375558103     9214   122541 SH       DEFINED                12,21   122541        0        0
GILEAD SCIENCES INC           EQUITY   375558103       19      259 SH       DEFINED             18,21,22       59        0      200
GILLETTE CO                   EQUITY   375766102     3989    91558 SH       DEFINED               -         91558        0        0
GILLETTE CO                   EQUITY   375766102    26520   608771 SH       DEFINED                  4,6   137470     8400   462901
GILLETTE CO                   EQUITY   375766102      659    15120 SH       DEFINED                5,6,7        0        0    15120
GILLETTE CO                   EQUITY   375766102     6247   143400 SH       DEFINED                    6   143400        0        0
GILLETTE CO                   EQUITY   375766102     5842   134115 SH       DEFINED                  6,7   113800        0    20315
GILLETTE CO                   EQUITY   375766102   167472  3844353 SH       DEFINED                12,21  3844353        0        0
GILLETTE CO                   EQUITY   375766102    18130   416188 SH       DEFINED          15,18,21,22   253230        0   162958
GILLETTE CO                   EQUITY   375766102     6012   138000 SH       DEFINED             16,18,21   138000        0        0
GILLETTE CO                   EQUITY   375766102   473888 10878214 SH       DEFINED             18,21,22  5399575        0  5478639
GILLETTE CO                   OPTION   375766102      545    12500 SH  CALL DEFINED             18,21,22    12000        0      500
GILLETTE CO                   OPTION   375766102      597    13700 SH  PUT  DEFINED             18,21,22    12000        0     1700
GILLETTE CO                   EQUITY   375766102    12897   296048 SH       DEFINED            4,6,23,24   296048        0        0
GILLETTE CO                   EQUITY   375766102     3047    69946 SH       DEFINED                   25        0    69946        0
GILLETTE CO                   EQUITY   375766102      573    13146 SH       DEFINED     3,13,14,27,30,31    13146        0        0
GILLETTE CO                   EQUITY   375766102     2521    57863 SH       DEFINED                21,32    57863        0        0
P H GLATFELTER CO             EQUITY   377316104      292    21081 SH       DEFINED                12,21    21081        0        0
P H GLATFELTER CO             EQUITY   377316104      208    14992 SH       DEFINED             18,21,22     6602        0     8390
*** GLAXO WELLCOME PLC        EQUITY   37733W105      890    16897 SH       DEFINED               -         16897        0        0
*** GLAXO WELLCOME PLC        EQUITY   37733W105     2545    48300 SH       DEFINED                  4,6    39800     1292     7208
*** GLAXO WELLCOME PLC        EQUITY   37733W105      409     7753 SH       DEFINED          15,18,21,22     2545        0     5208
*** GLAXO WELLCOME PLC        OPTION   37733W105        5      100 SH  CALL DEFINED             18,21,22        0        0      100
*** GLAXO WELLCOME PLC        EQUITY   37733W105    23143   439251 SH       DEFINED             18,21,22   230558        0   208692
*** GLAXO WELLCOME PLC        EQUITY   37733W105      516     9800 SH       DEFINED                   25        0     9800        0
GLEASON CORP                  EQUITY   377339106     2433   149126 SH       DEFINED                12,21   149126        0        0
GLEASON CORP                  EQUITY   377339106        8      460 SH       DEFINED             18,21,22      460        0        0
GLEASON CORP                  EQUITY   377339106      538    33000 SH       DEFINED                   25        0    33000        0
GLENAYRE TECHNOLOGIES INC     EQUITY   377899109       11     3100 SH       DEFINED                  4,6        0     1500     1600
GLENAYRE TECHNOLOGIES INC     EQUITY   377899109      176    50648 SH       DEFINED                12,21    50648        0        0
GLENAYRE TECHNOLOGIES INC     EQUITY   377899109       38    11085 SH       DEFINED          15,18,21,22     8335        0     2750
GLENAYRE TECHNOLOGIES INC     EQUITY   377899109      854   246299 SH       DEFINED             18,21,22   166072        0    80227
GLENBOROUGH REALTY TR INC     EQUITY   37803P105        2      100 SH       DEFINED               -           100        0        0
GLENBOROUGH REALTY TR INC     EQUITY   37803P105     6638   380636 SH       DEFINED                12,21   380636        0        0
GLENBOROUGH REALTY TR INC     EQUITY   37803P105      155     8905 SH       DEFINED          15,18,21,22     7485        0     1420
GLENBOROUGH REALTY TR INC     EQUITY   37803P105     7059   404800 SH       DEFINED             16,18,21   404800        0        0
GLENBOROUGH REALTY TR INC     OPTION   37803P105       14      800 SH  PUT  DEFINED             18,21,22        0        0      800
GLENBOROUGH REALTY TR INC     EQUITY   37803P105     2089   119781 SH       DEFINED             18,21,22    82432        0    37349
GLENBOROUGH REALTY TR INC     EQUITY   37803P105     2581   148002 SH       DEFINED                21,32   148002        0        0
GLENBOROUGH REALTY TRUST INC  EQUITY   37803P204       18     1000 SH       DEFINED               -          1000        0        0
GLENBOROUGH REALTY TRUST INC  EQUITY   37803P204      738    40000 SH       DEFINED                12,21    40000        0        0
GLENBOROUGH REALTY TRUST INC  EQUITY   37803P204     1936   105000 SH       DEFINED             16,18,21   105000        0        0
GLENBOROUGH REALTY TRUST INC  EQUITY   37803P204      137     7430 SH       DEFINED             18,21,22     1600        0     5830
GLOBAL PHARMACEUTICAL CORP    EQUITY   378922108      458   111000 SH       DEFINED        3,13,28,29,31   111000        0        0
GLIATECH INC                  EQUITY   37929C103     1294    64900 SH       DEFINED                12,21    64900        0        0
GLIATECH INC                  EQUITY   37929C103      112     5610 SH       DEFINED             18,21,22     1110        0     4500
GLIATECH INC                  EQUITY   37929C103     1316    66029 SH       DEFINED                21,32    66029        0        0
GLIMCHER REALTY TRUST         EQUITY   379302102     2957   180600 SH       DEFINED                12,21   180600        0        0
GLIMCHER REALTY TRUST         EQUITY   379302102      255    15565 SH       DEFINED             18,21,22     5069        0    10496
GLOBAL INDUSTRIES TECHNOLOGIE EQUITY   379335102     3468   290500 SH       DEFINED                  4,6        0   290500        0
GLOBAL INDUSTRIES TECHNOLOGIE EQUITY   379335102      238    19900 SH       DEFINED                12,21    19900        0        0
GLOBAL INDUSTRIES TECHNOLOGIE EQUITY   379335102      362    30310 SH       DEFINED             18,21,22    23240        0     7070
GLOBAL INDUSTRIES LTD         EQUITY   379336100      889    80800 SH       DEFINED   2,3,11,13,14,30,31        0    80800        0
GLOBAL INDUSTRIES LTD         EQUITY   379336100     1341   121875 SH       DEFINED                  6,7   121875        0        0
GLOBAL INDUSTRIES LTD         EQUITY   379336100     2615   237747 SH       DEFINED                12,21   237747        0        0
GLOBAL INDUSTRIES LTD         EQUITY   379336100       46     4150 SH       DEFINED          15,18,21,22     3650        0      500
GLOBAL INDUSTRIES LTD         EQUITY   379336100     2170   197236 SH       DEFINED             18,21,22   168079        0    29157
GLOBAL INDUSTRIES LTD         EQUITY   379336100       18     1600 SH       DEFINED     3,13,14,27,30,31     1600        0        0
GLOBAL IMAGING SYSTEMS INC    EQUITY   37934A100       65     3500 SH       DEFINED                12,21     3500        0        0
GLOBAL IMAGING SYSTEMS INC    EQUITY   37934A100       39     2111 SH       DEFINED          15,18,21,22      644        0     1467
GLOBAL IMAGING SYSTEMS INC    EQUITY   37934A100     2550   138299 SH       DEFINED             18,21,22    71810        0    66489
*** GLOBAL LIGHT              EQUITY   37934X100      234    20600 SH       DEFINED             18,21,22        0        0    20600
GLOBAL MARINE INC NEW         EQUITY   379352404     5928   362000 SH       DEFINED   2,3,11,13,14,30,31        0   362000        0
GLOBAL MARINE INC NEW         EQUITY   379352404       12      750 SH       DEFINED                  4,6        0        0      750
GLOBAL MARINE INC NEW         EQUITY   379352404     2001   122175 SH       DEFINED                  6,7   122175        0        0
GLOBAL MARINE INC NEW         EQUITY   379352404      874    53347 SH       DEFINED                12,21    53347        0        0
GLOBAL MARINE INC NEW         EQUITY   379352404       43     2650 SH       DEFINED          15,18,21,22      100        0     2550
GLOBAL MARINE INC NEW         EQUITY   379352404     2881   175954 SH       DEFINED             18,21,22    72336        0   103618
GLOBAL MARINE INC NEW         EQUITY   379352404       90     5500 SH       DEFINED     3,13,14,27,30,31     5500        0        0
GLOBAL MARINE INC NEW         EQUITY   379352404      331    20200 SH       DEFINED                21,32    20200        0        0
GLOBAL TELESYSTENS GROUP INC  CORPBOND 37936UAA2     1276   389000 PRN      DEFINED        3,13,30,31,33        0        0   389000
GLOBAL TELESYSTEMS GROUP INC  EQUITY   37936U104    10445   320756 SH       DEFINED                12,21   320756        0        0
GLOBAL TELESYSTEMS GROUP INC  EQUITY   37936U104     1353    41562 SH       DEFINED             18,21,22    39415        0     2147
GLOBAL TELESYSTEMS GROUP INC  EQUITY   37936U104     6158   189120 SH       DEFINED     3,13,14,27,30,31   189120        0        0
GLOBAL VACATION GROUP INC     EQUITY   37937F106       23     3793 SH       DEFINED          15,18,21,22        0        0     3793
GLOBAL VACATION GROUP INC     EQUITY   37937F106       61    10000 SH       DEFINED             18,21,22     3000        0     7000
GLOBE COMM SYS INC            EQUITY   37956X103      122    13000 SH       DEFINED             18,21,22    13000        0        0
GLOBIX CORP                   EQUITY   37957F101     3087    84300 SH       DEFINED                12,21    84300        0        0
GLOBIX CORP                   EQUITY   37957F101      109     2983 SH       DEFINED          15,18,21,22     2108        0      875
GLOBIX CORP                   EQUITY   37957F101     1943    53064 SH       DEFINED             18,21,22    43539        0     9525
GOLD BANC CORP                EQUITY   379907108      621    49200 SH       DEFINED                12,21    49200        0        0
GOLD BANC CORP                EQUITY   379907108       25     2000 SH       DEFINED             18,21,22     2000        0        0
GOLD BANC CORP                EQUITY   379907108      182    14400 SH       DEFINED                   25        0    14400        0
*** GOLDEN STAR RESOURCES LTD EQUITY   38119T104        6    11000 SH       DEFINED             18,21,22        0        0    11000
GOLDEN STATE BANCORP INC      EQUITY   381197102     1686    76000 SH       DEFINED                    6    76000        0        0
GOLDEN STATE BANCORP INC      EQUITY   381197102    26793  1207550 SH       DEFINED                12,21  1207550        0        0
GOLDEN STATE BANCORP INC      EQUITY   381197102       24     1093 SH       DEFINED          15,18,21,22      906        0      187
GOLDEN STATE BANCORP INC      EQUITY   381197102    17750   800000 SH       DEFINED             16,18,21   800000        0        0
GOLDEN STATE BANCORP INC      EQUITY   381197102     6574   296289 SH       DEFINED             18,21,22   140117        0   156172
GOLDEN STATE BANCORP INC      OPTION   381197102       89     4000 SH  CALL DEFINED             18,21,22        0        0     4000
WTS GOLDEN ST BANCORP INC     EQUITY   381197128      151    12600 SH       DEFINED             18,21,22     4300        0     8300
WTS GOLDEN STATE BANCORP INC  EQUITY   381197136        4     2450 SH       DEFINED          15,18,21,22     2450        0        0
WTS GOLDEN STATE BANCORP INC  EQUITY   381197136       67    42872 SH       DEFINED             18,21,22    14182        0    28690
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106      544     5600 SH       DEFINED                  4,6     1000     2000     2600
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106     1456    15000 SH       DEFINED                    6    15000        0        0
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106     4409    45426 SH       DEFINED                12,21    45426        0        0
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106     3082    31754 SH       DEFINED             18,21,22    16669        0    15084
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106      153     1576 SH       DEFINED                   25        0     1576        0
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106      380     3917 SH       DEFINED                21,32     3917        0        0
GOLDMAN SACHS GROUP INC       EQUITY   38141G104       75     1200 SH       DEFINED               -          1200        0        0
GOLDMAN SACHS GROUP INC       EQUITY   38141G104    20254   322457 SH       DEFINED                  4,6    81777    51981   188699
GOLDMAN SACHS GROUP INC       EQUITY   38141G104       60      949 SH       DEFINED                5,6,7        0        0      949
GOLDMAN SACHS GROUP INC       EQUITY   38141G104      115     1836 SH       DEFINED                  6,7        0        0     1836
GOLDMAN SACHS GROUP INC       EQUITY   38141G104    29660   472200 SH       DEFINED                12,21   472200        0        0
GOLDMAN SACHS GROUP INC       EQUITY   38141G104       80     1280 SH       DEFINED          15,18,21,22      390        0      890
GOLDMAN SACHS GROUP INC       EQUITY   38141G104    23291   370800 SH       DEFINED             16,18,21   370800        0        0
GOLDMAN SACHS GROUP INC       EQUITY   38141G104     9278   147702 SH       DEFINED             18,21,22    85130        0    62572
GOLDMAN SACHS GROUP INC       EQUITY   38141G104     1570    25000 SH       DEFINED            4,6,23,24    25000        0        0
GOOD GUYS INC                 EQUITY   382091106       27     4000 SH       DEFINED          15,18,21,22        0        0     4000
GOOD GUYS INC                 EQUITY   382091106      175    26000 SH       DEFINED             18,21,22        0        0    26000
B F GOODRICH CO               EQUITY   382388106     7771   189545 SH       DEFINED                12,21   189545        0        0
B F GOODRICH CO               EQUITY   382388106      969    23635 SH       DEFINED          15,18,21,22    11136        0    12499
B F GOODRICH CO               EQUITY   382388106     6022   146867 SH       DEFINED             18,21,22    64770        0    82097
B F GOODRICH CO               EQUITY   382388106       84     2051 SH       DEFINED                   25        0     2051        0
B F GOODRICH CO               EQUITY   382388106      202     4920 SH       DEFINED                21,32     4920        0        0
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101      188     3448 SH       DEFINED               -          3448        0        0
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101     4030    73942 SH       DEFINED                  4,6      400    44700    28842
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101    24403   447761 SH       DEFINED                12,21   447761        0        0
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101     1148    21068 SH       DEFINED          15,18,21,22     7689        0    13379
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101    58848  1079774 SH       DEFINED             18,21,22   662140        0   417633
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101      700    12848 SH       DEFINED                   25        0    12848        0
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101      735    13478 SH       DEFINED                21,32    13478        0        0
GOODYS FAMILY CLOTHING INC    EQUITY   382588101      182    17674 SH       DEFINED                12,21    17674        0        0
GOODYS FAMILY CLOTHING INC    EQUITY   382588101      332    32145 SH       DEFINED          15,18,21,22     7170        0    24975
GOODYS FAMILY CLOTHING INC    EQUITY   382588101      104    10100 SH       DEFINED                18,21    10100        0        0
GOODYS FAMILY CLOTHING INC    EQUITY   382588101     2873   278601 SH       DEFINED             18,21,22   186048        0    92553
GOODYS FAMILY CLOTHING INC    EQUITY   382588101      753    73000 SH       DEFINED            4,6,23,24    73000        0        0
GO2NET INC                    EQUITY   383486107       22      400 SH       DEFINED                  4,6        0        0      400
GO2NET INC                    EQUITY   383486107      766    14000 SH       DEFINED                12,21    14000        0        0
GO2NET INC                    EQUITY   383486107        5      100 SH       DEFINED          15,18,21,22        0        0      100
GO2NET INC                    EQUITY   383486107      929    16988 SH       DEFINED             18,21,22     6188        0    10800
GRACE W R & CO DEL NEW        EQUITY   38388F108        5      250 SH       DEFINED                  4,6        0        0      250
GRACE W R & CO DEL NEW        EQUITY   38388F108      907    48397 SH       DEFINED                12,21    48397        0        0
GRACE W R & CO DEL NEW        EQUITY   38388F108      325    17357 SH       DEFINED             18,21,22     8750        0     8607
GRACE W R & CO DEL NEW        EQUITY   38388F108       33     1763 SH       DEFINED                   25        0     1763        0
GRACE W R & CO DEL NEW        EQUITY   38388F108      473    25200 SH       DEFINED     3,13,14,27,30,31    25200        0        0
GRACE W R & CO DEL NEW        EQUITY   38388F108      225    11994 SH       DEFINED                21,32    11994        0        0
GRACO INC                     EQUITY   384109104      454    14460 SH       DEFINED                12,21    14460        0        0
GRACO INC                     EQUITY   384109104        6      205 SH       DEFINED          15,18,21,22      205        0        0
GRACO INC                     EQUITY   384109104      316    10080 SH       DEFINED             18,21,22     8365        0     1715
GRACO INC                     EQUITY   384109104      155     4950 SH       DEFINED                   25        0     4950        0
GRAHAM FIELD HEALTH PRODS INC EQUITY   384632105       88    54444 SH       DEFINED             18,21,22     6550        0    47894
W W GRAINGER INC              EQUITY   384802104       19      400 SH       DEFINED               -           400        0        0
W W GRAINGER INC              EQUITY   384802104     1049    22400 SH       DEFINED                  4,6     5000        0    17400
W W GRAINGER INC              EQUITY   384802104    16694   356611 SH       DEFINED                12,21   356611        0        0
W W GRAINGER INC              EQUITY   384802104     1014    21655 SH       DEFINED          15,18,21,22    16385        0     5270
W W GRAINGER INC              EQUITY   384802104     5127   109514 SH       DEFINED             16,18,21   109514        0        0
W W GRAINGER INC              EQUITY   384802104    15669   334704 SH       DEFINED             18,21,22   221258        0   113446
W W GRAINGER INC              EQUITY   384802104     2027    43290 SH       DEFINED                   25        0    43290        0
W W GRAINGER INC              EQUITY   384802104      201     4283 SH       DEFINED                21,32     4283        0        0
GRAND PREMIER FINL INC        EQUITY   386174106      201    14324 SH       DEFINED                12,21    14324        0        0
GRANITE BROADCASTING CORP     EQUITY   387241102      145    18100 SH       DEFINED             18,21,22     7100        0    11000
GRANITE CONSTRUCTION INC      EQUITY   387328107      392    15562 SH       DEFINED                12,21    15562        0        0
GRANITE CONSTRUCTION INC      EQUITY   387328107      125     4955 SH       DEFINED          15,18,21,22     3565        0     1390
GRANITE CONSTRUCTION INC      EQUITY   387328107     2195    87143 SH       DEFINED             18,21,22    59946        0    27197
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103      826    23894 SH       DEFINED                12,21    23894        0        0
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103      202     5855 SH       DEFINED          15,18,21,22     4780        0     1075
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103     3454    99921 SH       DEFINED             18,21,22    69151        0    30770
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103      215     6208 SH       DEFINED                   25        0     6208        0
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103       59     1694 SH       DEFINED                21,32     1694        0        0
GREAT LAKES CHEMICAL CORP     EQUITY   390568103      866    19517 SH       DEFINED                12,21    19517        0        0
GREAT LAKES CHEMICAL CORP     EQUITY   390568103      551    12410 SH       DEFINED          15,18,21,22     5020        0     7390
GREAT LAKES CHEMICAL CORP     EQUITY   390568103     5731   129141 SH       DEFINED             18,21,22    77184        0    51956
GREAT LAKES CHEMICAL CORP     EQUITY   390568103      385     8682 SH       DEFINED                   25        0     8682        0
GREAT LAKES CHEMICAL CORP     EQUITY   390568103      118     2652 SH       DEFINED                21,32     2652        0        0
GREAT LAKES REIT              EQUITY   390752103      220    13620 SH       DEFINED                12,21    13620        0        0
GREAT PLAINS SOFTWARE INC     EQUITY   39119E105      332     7800 SH       DEFINED                12,21     7800        0        0
GREAT PLAINS SOFTWARE INC     EQUITY   39119E105        4      100 SH       DEFINED          15,18,21,22      100        0        0
GREAT PLAINS SOFTWARE INC     EQUITY   39119E105       26      610 SH       DEFINED             18,21,22        0        0      610
GREATER BAY BANCORP           EQUITY   391648102      337     9900 SH       DEFINED                12,21     9900        0        0
GREATER BAY BANCORP           EQUITY   391648102      177     5217 SH       DEFINED             18,21,22        0        0     5217
GREATER BAY BANCORP           EQUITY   391648102      343    10100 SH       DEFINED                   25        0    10100        0
GREATER CHINA FUND INC        EQUITY   39167B102      322    37300 SH       DEFINED             18,21,22    10569        0    26730
GREENPOINT FINL CORP          EQUITY   395384100     6715   213600 SH       DEFINED                    6   213600        0        0
GREENPOINT FINL CORP          EQUITY   395384100    23669   752878 SH       DEFINED                12,21   752878        0        0
GREENPOINT FINL CORP          EQUITY   395384100        1       35 SH       DEFINED          15,18,21,22       35        0        0
GREENPOINT FINL CORP          EQUITY   395384100      268     8533 SH       DEFINED             18,21,22     3687        0     4846
GREENPOINT FINL CORP          EQUITY   395384100     1483    47166 SH       DEFINED                21,32    47166        0        0
GREENWICH STREET MUNICIPAL FD EQUITY   39701A107      280    26361 SH       DEFINED               -         26361        0        0
GREENWICH STREET MUNICIPAL FD EQUITY   39701A107       12     1165 SH       DEFINED          15,18,21,22     1154        0       11
GREENWICH STREET MUNICIPAL FD EQUITY   39701A107     1321   124341 SH       DEFINED             18,21,22     2619        0   121722
GREIF BROS CORP CLASS A       EQUITY   397624107      287    11458 SH       DEFINED                12,21    11458        0        0
GREIF BROS CORP CLASS A       EQUITY   397624107       76     3049 SH       DEFINED             18,21,22      349        0     2700
GREIF BROS CORP CLASS A       EQUITY   397624107      178     7100 SH       DEFINED                   25        0     7100        0
GREY ADVERTISING INC DELAWARE EQUITY   397838103      204      600 SH       DEFINED                12,21      600        0        0
GREY ADVERTISING INC DELAWARE EQUITY   397838103     1257     3701 SH       DEFINED             18,21,22        1        0     3700
GREY WOLF INC                 EQUITY   397888108      286   130700 SH       DEFINED                12,21   130700        0        0
GREY WOLF INC                 EQUITY   397888108      468   214086 SH       DEFINED             18,21,22     1000        0   213086
GRIFFON CORP                  EQUITY   398433102      185    24505 SH       DEFINED                12,21    24505        0        0
GRIFFON CORP                  EQUITY   398433102        2      292 SH       DEFINED             18,21,22       49        0      243
GRILL CONCEPTS INC            EQUITY   398502104       62    90800 SH       DEFINED             18,21,22    45000        0    45800
GROUP 1 AUTOMOTIVE INC        EQUITY   398905109      341    15700 SH       DEFINED                12,21    15700        0        0
GROUP 1 AUTOMOTIVE INC        EQUITY   398905109        9      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
GROUP MAINTENANCE AMERICA COR EQUITY   39943E107     1346   101600 SH       DEFINED                12,21   101600        0        0
GROUP MAINTENANCE AMERICA COR EQUITY   39943E107        3      227 SH       DEFINED          15,18,21,22        0        0      227
GROUP MAINTENANCE AMERICA COR EQUITY   39943E107      100     7546 SH       DEFINED             18,21,22      850        0     6696
GROUP MAINTENANCE AMERICA COR EQUITY   39943E107      938    70800 SH       DEFINED                21,32    70800        0        0
*** GROUPE DANONE SPONS ADR   EQUITY   399449107      516    10290 SH       DEFINED               -         10290        0        0
*** GROUPE DANONE SPONS ADR   EQUITY   399449107      334     6661 SH       DEFINED          15,18,21,22     2566        0     4095
*** GROUPE DANONE SPONS ADR   EQUITY   399449107      112     2232 SH       DEFINED             16,18,21     2232        0        0
*** GROUPE DANONE SPONS ADR   OPTION   399449107        5      100 SH  CALL DEFINED             18,21,22        0        0      100
*** GROUPE DANONE SPONS ADR   EQUITY   399449107     9198   183262 SH       DEFINED             18,21,22    91698        0    91564
*** GROUPE DANONE SPONS ADR   EQUITY   399449107      417     8300 SH       DEFINED                   25        0     8300        0
*** GROUP CGI INC CL A        EQUITY   39945C109    11083   615735 SH       DEFINED                  4,6   188695        0   427040
*** GROUP CGI INC CL A        EQUITY   39945C109      193    10700 SH       DEFINED                5,6,7        0        0    10700
*** GROUP CGI INC CL A        EQUITY   39945C109      162     9000 SH       DEFINED                  6,7        0        0     9000
GROVE PROPERTY TRUST          EQUITY   399613108       48     3500 SH       DEFINED          15,18,21,22        0        0     3500
GROVE PROPERTY TRUST          EQUITY   399613108      108     7900 SH       DEFINED             18,21,22     3300        0     4600
GRUBB & ELLIS CO NEW          EQUITY   400095204       74    13521 SH       DEFINED                12,21    13521        0        0
GRUBB & ELLIS CO NEW          EQUITY   400095204       48     8791 SH       DEFINED             18,21,22     1956        0     6835
*** GRUPO IMSA SA-SPONSORED   EQUITY   40048T106       14      800 SH       DEFINED               -           800        0        0
*** GRUPO IMSA SA-SPONSORED   EQUITY   40048T106        7      385 SH       DEFINED          15,18,21,22      125        0      260
*** GRUPO IMSA SA-SPONSORED   EQUITY   40048T106      233    13325 SH       DEFINED             18,21,22     9315        0     4010
*** GRUPO INDL MASECA S A DE  EQUITY   400488409      728    71950 SH       DEFINED             18,21,22    46150        0    25800
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206      146     4000 SH       DEFINED                  4,6        0     2000     2000
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206      274     7500 SH       DEFINED                  6,7     7500        0        0
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206     7647   209150 SH       DEFINED                12,21   209150        0        0
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206       47     1296 SH       DEFINED          15,18,21,22      470        0      826
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206    11795   322600 SH       DEFINED             16,18,21   322600        0        0
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206     4006   109569 SH       DEFINED             18,21,22    47106        0    62463
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206      150     4100 SH       DEFINED     3,13,14,27,30,31     4100        0        0
GTECH HOLDINGS CORP           EQUITY   400518106     4630   184294 SH       DEFINED                12,21   184294        0        0
GTECH HOLDINGS CORP           EQUITY   400518106    40954  1630000 SH       DEFINED                18,21  1630000        0        0
GTECH HOLDINGS CORP           EQUITY   400518106      210     8355 SH       DEFINED             18,21,22     2620        0     5735
GTECH HOLDINGS CORP           EQUITY   400518106      859    34200 SH       DEFINED                   25        0    34200        0
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107       21     3410 SH       DEFINED               -          3410        0        0
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107       49     7900 SH       DEFINED                12,21     7900        0        0
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107       14     2240 SH       DEFINED          15,18,21,22      380        0     1860
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107      465    75130 SH       DEFINED             18,21,22    62460        0    12670
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107      475    76725 SH       DEFINED                   25        0    76725        0
GUARANTEE LIFE CO INC         EQUITY   400740106      192     7622 SH       DEFINED                12,21     7622        0        0
GUARANTEE LIFE CO INC         EQUITY   400740106      135     5377 SH       DEFINED             18,21,22     1551        0     3826
GUARANTEE LIFE CO INC         EQUITY   400740106      116     4600 SH       DEFINED                   25        0     4600        0
*** GUCCI GROUP NV            EQUITY   401566104      110     1500 SH       DEFINED                5,6,7        0        0     1500
*** GUCCI GROUP NV            EQUITY   401566104     9403   128700 SH       DEFINED                    6   128700        0        0
*** GUCCI GROUP NV            EQUITY   401566104     3653    50000 SH       DEFINED                12,21    50000        0        0
*** GUCCI GROUP NV            EQUITY   401566104     4705    64398 SH       DEFINED             16,18,21    64398        0        0
*** GUCCI GROUP NV            EQUITY   401566104      620     8481 SH       DEFINED             18,21,22     1586        0     6895
GUESS INC                     EQUITY   401617105      174    12314 SH       DEFINED                12,21    12314        0        0
GUEST SUPPLY INC              EQUITY   401630108     5494   372446 SH       DEFINED             18,21,22   272692        0    99754
GUIDANT CORP                  EQUITY   401698105      103     1725 SH       DEFINED               -          1725        0        0
GUIDANT CORP                  EQUITY   401698105    32959   553351 SH       DEFINED                  4,6    97555   110660   345136
GUIDANT CORP                  EQUITY   401698105       88     1480 SH       DEFINED                5,6,7        0        0     1480
GUIDANT CORP                  EQUITY   401698105      173     2900 SH       DEFINED                  6,7        0        0     2900
GUIDANT CORP                  EQUITY   401698105    18865   316725 SH       DEFINED                12,21   316725        0        0
GUIDANT CORP                  EQUITY   401698105     1576    26451 SH       DEFINED          15,18,21,22    16692        0     9759
GUIDANT CORP                  EQUITY   401698105    31716   532484 SH       DEFINED             18,21,22   344431        0   188052
GUIDANT CORP                  OPTION   401698105     1489    25000 SH  CALL DEFINED             18,21,22    25000        0        0
GUIDANT CORP                  EQUITY   401698105     3453    57972 SH       DEFINED                   25        0    57972        0
GUIDANT CORP                  EQUITY   401698105      709    11904 SH       DEFINED     3,13,14,27,30,31    11904        0        0
GUIDANT CORP                  EQUITY   401698105     1124    18875 SH       DEFINED                21,32    18875        0        0
GUILFORD MILLS INC            EQUITY   401794102     1779   184791 SH       DEFINED                12,21   184791        0        0
GUILFORD MILLS INC            EQUITY   401794102      335    34808 SH       DEFINED             18,21,22    22088        0    12720
GUILFORD PHARMACEUTICAL INC   EQUITY   401829106       57     3500 SH       DEFINED                  4,6        0        0     3500
GUILFORD PHARMACEUTICAL INC   EQUITY   401829106      228    14100 SH       DEFINED                12,21    14100        0        0
GUILFORD PHARMACEUTICAL INC   EQUITY   401829106      257    15900 SH       DEFINED             18,21,22     3700        0    12200
GUITAR CENTER INC             EQUITY   402040109      863    72704 SH       DEFINED                12,21    72704        0        0
GUITAR CENTER INC             EQUITY   402040109       67     5631 SH       DEFINED          15,18,21,22     4005        0     1626
GUITAR CENTER INC             EQUITY   402040109     1151    96958 SH       DEFINED             18,21,22    81072        0    15886
GUITAR CENTER INC             EQUITY   402040109      636    53573 SH       DEFINED                21,32    53573        0        0
*** GULF CANADA RESOURCES     EQUITY   40218L305      126    32000 SH       DEFINED                  4,6        0        0    32000
*** GULF CANADA RESOURCES     EQUITY   40218L305      467   118500 SH       DEFINED                12,21   118500        0        0
*** GULF CANADA RESOURCES     EQUITY   40218L305        2      400 SH       DEFINED          15,18,21,22        0        0      400
*** GULF CANADA RESOURCES     EQUITY   40218L305      376    95564 SH       DEFINED             18,21,22    19568        0    75996
*** GULF INDONESIA RES LTD    EQUITY   402284103      238    21500 SH       DEFINED                12,21    21500        0        0
*** GULF INDONESIA RES LTD    EQUITY   402284103      592    53500 SH       DEFINED             16,18,21    53500        0        0
*** GULF INDONESIA RES LTD    EQUITY   402284103       46     4190 SH       DEFINED             18,21,22     3505        0      685
GULFMARK OFFSHORE INC         EQUITY   402629109      840    40500 SH       DEFINED                12,21    40500        0        0
GULFMARK OFFSHORE INC         EQUITY   402629109        2      115 SH       DEFINED          15,18,21,22       96        0       19
GULFMARK OFFSHORE INC         EQUITY   402629109        1       69 SH       DEFINED             18,21,22       37        0       32
GULFSTREAM AEROSPACE CORP NEW EQUITY   402734107        4       63 SH       DEFINED               -            63        0        0
GULFSTREAM AEROSPACE CORP NEW EQUITY   402734107    27021   406332 SH       DEFINED                12,21   406332        0        0
GULFSTREAM AEROSPACE CORP NEW EQUITY   402734107     1122    16876 SH       DEFINED          15,18,21,22    12834        0     4042
GULFSTREAM AEROSPACE CORP NEW EQUITY   402734107    18721   281520 SH       DEFINED             18,21,22   212896        0    68624
GULFSTREAM AEROSPACE CORP NEW EQUITY   402734107       20      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
GULFSTREAM AEROSPACE CORP NEW EQUITY   402734107     2630    39552 SH       DEFINED                21,32    39552        0        0
GULFSTREAM AEROSPACE CORP NEW EQUITY   402734107    21613   325000 SH       DEFINED        3,13,30,31,33        0        0   325000
GUNDLE / SLT ENVIRONMENTAL IN EQUITY   402809107      209    44550 SH       DEFINED             18,21,22     6000        0    38550
GYMBOREE CORP                 EQUITY   403777105      317    49760 SH       DEFINED                12,21    49760        0        0
GYMBOREE CORP                 EQUITY   403777105       22     3414 SH       DEFINED             18,21,22     1267        0     2147
HMT TECHNOLOGY SUB NOTES CONV CORPBOND 403917AD9      138   390000 PRN      DEFINED             18,21,22        0        0   390000
HMT TECHNOLOGY CORPORATION    EQUITY   403917107       81    30100 SH       DEFINED                12,21    30100        0        0
HMT TECHNOLOGY CORPORATION    EQUITY   403917107      231    86094 SH       DEFINED             18,21,22    11186        0    74908
H T E INC                     EQUITY   403926108        3     1000 SH       DEFINED          15,18,21,22        0        0     1000
H T E INC                     EQUITY   403926108        6     2200 SH       DEFINED             18,21,22     1200        0     1000
H T E INC                     EQUITY   403926108      202    80000 SH       DEFINED            4,6,23,24    80000        0        0
H & Q HEALTHCARE INVESTORS SB EQUITY   404052102        2      129 SH       DEFINED          15,18,21,22      129        0        0
H & Q HEALTHCARE INVESTORS SB EQUITY   404052102      661    42642 SH       DEFINED             18,21,22    22000        0    20642
H & Q LIFE SCIENCES INVESTORS EQUITY   404053100     1056    76477 SH       DEFINED             18,21,22    49252        0    27225
HCC INSURANCE HOLDINGS INC    EQUITY   404132102      857    38720 SH       DEFINED               -         38720        0        0
HCC INSURANCE HOLDINGS INC    EQUITY   404132102     2536   114600 SH       DEFINED                  4,6        0   114600        0
HCC INSURANCE HOLDINGS INC    EQUITY   404132102     6380   288383 SH       DEFINED                12,21   288383        0        0
HCC INSURANCE HOLDINGS INC    EQUITY   404132102      354    15985 SH       DEFINED          15,18,21,22    11631        0     4354
HCC INSURANCE HOLDINGS INC    EQUITY   404132102    11761   531554 SH       DEFINED             18,21,22   379213        0   152340
HCC INSURANCE HOLDINGS INC    EQUITY   404132102     1675    75700 SH       DEFINED                   25        0    75700        0
HCC INSURANCE HOLDINGS INC    EQUITY   404132102     1808    81700 SH       DEFINED                21,32    81700        0        0
HCR MANOR CARE INC            EQUITY   404134108      760    37422 SH       DEFINED                12,21    37422        0        0
HCR MANOR CARE INC            EQUITY   404134108        1       35 SH       DEFINED          15,18,21,22       35        0        0
HCR MANOR CARE INC            EQUITY   404134108     1766    86941 SH       DEFINED             18,21,22    83507        0     3434
HCR MANOR CARE INC            OPTION   404134108       10      500 SH  PUT  DEFINED             18,21,22        0        0      500
HCR MANOR CARE INC            EQUITY   404134108       82     4040 SH       DEFINED                   25        0     4040        0
HCR MANOR CARE INC            EQUITY   404134108      402    19813 SH       DEFINED                21,32    19813        0        0
HEI INC                       EQUITY   404160103      829   135309 SH       DEFINED             18,21,22   117843        0    17466
HIE INC                       EQUITY   40419W100       91    37350 SH       DEFINED          15,18,21,22    32950        0     4400
HIE INC                       EQUITY   40419W100       35    14250 SH       DEFINED             18,21,22        0        0    14250
HNC SOFTWARE INC CV SUB NOTES CORPBOND 40425PAA5      534   500000 PRN      DEFINED             18,21,22   500000        0        0
HNC SOFTWARE INC              EQUITY   40425P107     1016    27600 SH       DEFINED                12,21    27600        0        0
HNC SOFTWARE INC              EQUITY   40425P107      493    13398 SH       DEFINED          15,18,21,22     9480        0     3918
HNC SOFTWARE INC              EQUITY   40425P107    14482   393399 SH       DEFINED             18,21,22   242201        0   151198
HEALTH & RETIREMENT PROP SUB  CORPBOND 40426WAB7      127   130000 PRN      DEFINED             18,21,22    45000        0    85000
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101       71     5150 SH       DEFINED               -          5150        0        0
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101      204    14800 SH       DEFINED                  4,6    13800        0     1000
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101     2599   188175 SH       DEFINED                12,21   188175        0        0
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101       26     1893 SH       DEFINED          15,18,21,22     1243        0      650
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101    27460  1987953 SH       DEFINED             18,21,22  1374694        0   613259
HSB GROUP INC                 EQUITY   40428N109      329     8160 SH       DEFINED               -          8160        0        0
HSB GROUP INC                 EQUITY   40428N109     5533   137251 SH       DEFINED                12,21   137251        0        0
HSB GROUP INC                 EQUITY   40428N109       11      269 SH       DEFINED          15,18,21,22      181        0       88
HSB GROUP INC                 EQUITY   40428N109     4653   115419 SH       DEFINED             18,21,22    55890        0    59529
HS RESOURCES INC              EQUITY   404297103     3289   227800 SH       DEFINED   2,3,11,13,14,30,31        0   227800        0
HS RESOURCES INC              EQUITY   404297103      200    13829 SH       DEFINED                12,21    13829        0        0
HS RESOURCES INC              EQUITY   404297103      273    18900 SH       DEFINED             18,21,22      500        0    18400
HA-LO INDS INC                EQUITY   404429102     1428   191936 SH       DEFINED                  4,6    70180    84281    37475
HA-LO INDS INC                EQUITY   404429102        7      975 SH       DEFINED                  6,7        0        0      975
HA-LO INDS INC                EQUITY   404429102      933   125412 SH       DEFINED                12,21   125412        0        0
HA-LO INDS INC                EQUITY   404429102       41     5510 SH       DEFINED          15,18,21,22     4790        0      720
HA-LO INDS INC                EQUITY   404429102     2146   288498 SH       DEFINED             18,21,22   130285        0   158213
HADCO CORP                    EQUITY   404681108      494    12311 SH       DEFINED                12,21    12311        0        0
HADCO CORP                    EQUITY   404681108      101     2505 SH       DEFINED             18,21,22        4        0     2501
HAEMONETICS CORP MASS         EQUITY   405024100      352    18905 SH       DEFINED                12,21    18905        0        0
HAEMONETICS CORP MASS         EQUITY   405024100        2      100 SH       DEFINED             18,21,22        0        0      100
HAIN FOOD GROUP INC           EQUITY   405219106      333    13100 SH       DEFINED                12,21    13100        0        0
HAIN FOOD GROUP INC           EQUITY   405219106     1736    68234 SH       DEFINED             18,21,22    11019        0    57215
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     7804   170571 SH       DEFINED               -        170571        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101    11620   253985 SH       DEFINED                  4,6    77120    84600    92265
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     5590   122175 SH       DEFINED                  6,7   122175        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101   126850  2772671 SH       DEFINED                12,21  2772671        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     8800   192341 SH       DEFINED          15,18,21,22    83463        0   108877
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     2903    63447 SH       DEFINED             16,18,21    63447        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101   192633  4210561 SH       DEFINED             18,21,22  2140281        0  2070279
HALLIBURTON CO HOLDINGS CO    OPTION   406216101       23      500 SH  PUT  DEFINED             18,21,22        0        0      500
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     2755    60213 SH       DEFINED                   25        0    60213        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     2393    52310 SH       DEFINED     3,13,14,27,30,31    52310        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101      996    21763 SH       DEFINED                21,32    21763        0        0
HALTER MARINE GROUP INC DEBS  CORPBOND 40642YAC9       65   105000 PRN      DEFINED                12,21   105000        0        0
HALTER MARINE GROUP INC DEBS  CORPBOND 40642YAC9    11347 18450000 PRN      DEFINED             16,18,21 18450000        0        0
HALTER MARINE GROUP INC DEBS  CORPBOND 40642YAC9     1711  2782000 PRN      DEFINED             18,21,22   110000        0  2672000
HALTER MARINE GROUP INC       EQUITY   40642Y105     2442   500999 SH       DEFINED                12,21   500999        0        0
HALTER MARINE GROUP INC       EQUITY   40642Y105       13     2640 SH       DEFINED          15,18,21,22     1928        0      712
HALTER MARINE GROUP INC       EQUITY   40642Y105     1483   304278 SH       DEFINED             18,21,22   225472        0    78806
HAMBRECHT & QUIST GROUP       EQUITY   406545103     2912    78048 SH       DEFINED                12,21    78048        0        0
HAMBRECHT & QUIST GROUP       EQUITY   406545103       11      300 SH       DEFINED             16,18,21      300        0        0
HAMBRECHT & QUIST GROUP       EQUITY   406545103      198     5308 SH       DEFINED             18,21,22     1001        0     4307
HAMBRECHT & QUIST GROUP       EQUITY   406545103      780    20900 SH       DEFINED                   25        0    20900        0
HAMBRECHT & QUIST GROUP       EQUITY   406545103       15      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
HAMILTON BANCORP INC          EQUITY   407013101     1032    38959 SH       DEFINED                12,21    38959        0        0
HAMILTON BANCORP INC          EQUITY   407013101       53     2000 SH       DEFINED             18,21,22        0        0     2000
HAMILTON BANCORP INC          EQUITY   407013101      209     7900 SH       DEFINED                   25        0     7900        0
HAMMONS JOHN Q HOTELS INC CL  EQUITY   408623106       84    21000 SH       DEFINED             18,21,22     3500        0    17500
HANCOCK JOHN BANK & THRIFT    EQUITY   409735107       48     5237 SH       DEFINED               -          5237        0        0
HANCOCK JOHN BANK & THRIFT    EQUITY   409735107       44     4800 SH       DEFINED                  4,6        0        0     4800
HANCOCK JOHN BANK & THRIFT    EQUITY   409735107      123    13330 SH       DEFINED          15,18,21,22     2291        0    11038
HANCOCK JOHN BANK & THRIFT    EQUITY   409735107    11126  1202858 SH       DEFINED             18,21,22   614239        0   588619
HANCOCK HOLDING CO            EQUITY   410120109      328     7751 SH       DEFINED                12,21     7751        0        0
HANCOCK HOLDING CO            EQUITY   410120109       58     1380 SH       DEFINED             18,21,22        0        0     1380
HANDLEMAN CO                  EQUITY   410252100      305    27415 SH       DEFINED                12,21    27415        0        0
HANDLEMAN CO                  EQUITY   410252100       12     1108 SH       DEFINED             18,21,22        8        0     1100
HANDLEMAN CO                  EQUITY   410252100     1359   122200 SH       DEFINED                   25        0   122200        0
HANGER ORTHOPEDIC GROUP INC   EQUITY   41043F208        2      170 SH       DEFINED                  4,6        0        0      170
HANGER ORTHOPEDIC GROUP INC   EQUITY   41043F208      546    46700 SH       DEFINED                12,21    46700        0        0
HANGER ORTHOPEDIC GROUP INC   EQUITY   41043F208        1       64 SH       DEFINED             18,21,22       64        0        0
HANNA M A CO                  EQUITY   410522106       78     5000 SH       DEFINED                  4,6        0        0     5000
HANNA M A CO                  EQUITY   410522106      720    46073 SH       DEFINED                12,21    46073        0        0
HANNA M A CO                  EQUITY   410522106       92     5904 SH       DEFINED          15,18,21,22     4254        0     1650
HANNA M A CO                  EQUITY   410522106      109     7000 SH       DEFINED             16,18,21     7000        0        0
HANNA M A CO                  EQUITY   410522106     2462   157579 SH       DEFINED             18,21,22   109117        0    48462
HANNAFORD BROS CO             EQUITY   410550107       51      875 SH       DEFINED               -           875        0        0
HANNAFORD BROS CO             EQUITY   410550107    21849   376705 SH       DEFINED                12,21   376705        0        0
HANNAFORD BROS CO             EQUITY   410550107      139     2390 SH       DEFINED          15,18,21,22     1460        0      930
HANNAFORD BROS CO             EQUITY   410550107     4715    81300 SH       DEFINED             16,18,21    81300        0        0
HANNAFORD BROS CO             EQUITY   410550107     4447    76669 SH       DEFINED             18,21,22    47045        0    29623
HANNAFORD BROS CO             EQUITY   410550107      290     5000 SH       DEFINED                   25        0     5000        0
HANNAFORD BROS CO             EQUITY   410550107      621    10700 SH       DEFINED                21,32    10700        0        0
HANOVER COMPRESSOR CO         EQUITY   410768105     1903    51100 SH       DEFINED                12,21    51100        0        0
HANOVER COMPRESSOR CO         EQUITY   410768105      441    11849 SH       DEFINED             18,21,22     1219        0    10630
HANOVER COMPRESSOR CO         EQUITY   410768105      220     5900 SH       DEFINED                   25        0     5900        0
HANOVER DIRECT INC            EQUITY   410783104     1562   609300 SH       DEFINED                12,21   609300        0        0
HANOVER DIRECT INC            EQUITY   410783104      597   233054 SH       DEFINED             18,21,22   232054        0     1000
HANSEN NATURAL CORP           EQUITY   411310105      182    35100 SH       DEFINED             18,21,22        0        0    35100
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404       13      286 SH       DEFINED               -           286        0        0
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404        2       37 SH       DEFINED                  4,6       37        0        0
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404     6390   145233 SH       DEFINED          15,18,21,22    99166        0    46067
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404    24290   552050 SH       DEFINED             18,21,22   414695        0   137354
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404      229     5200 SH       DEFINED                   25        0     5200        0
HARBINGER CORP                EQUITY   41145C103      498    38300 SH       DEFINED                12,21    38300        0        0
HARBINGER CORP                EQUITY   41145C103      489    37643 SH       DEFINED          15,18,21,22     7342        0    30301
HARBINGER CORP                EQUITY   41145C103      961    73961 SH       DEFINED             18,21,22    24752        0    49209
HARCOURT GEN INC              EQUITY   41163G101      236     5075 SH       DEFINED               -          5075        0        0
HARCOURT GEN INC              EQUITY   41163G101     2124    45742 SH       DEFINED                12,21    45742        0        0
HARCOURT GEN INC              EQUITY   41163G101      570    12275 SH       DEFINED          15,18,21,22     9442        0     2833
HARCOURT GEN INC              EQUITY   41163G101      506    10900 SH       DEFINED             16,18,21    10900        0        0
HARCOURT GEN INC              EQUITY   41163G101    15811   340474 SH       DEFINED             18,21,22   232257        0   108217
HARCOURT GEN INC              EQUITY   41163G101       96     2067 SH       DEFINED                   25        0     2067        0
HARCOURT GEN INC              EQUITY   41163G101      155     3329 SH       DEFINED                21,32     3329        0        0
HARBOR FLORIDA BANCSHARES     EQUITY   411901101       51     4000 SH       DEFINED               -          4000        0        0
HARBOR FLORIDA BANCSHARES     EQUITY   411901101      169    13181 SH       DEFINED                12,21    13181        0        0
HARBOR FLORIDA BANCSHARES     EQUITY   411901101      791    61713 SH       DEFINED             18,21,22     3001        0    58712
HARDINGE INC                  EQUITY   412324303      603    36162 SH       DEFINED                12,21    36162        0        0
HARKEN ENERGY CORP    NEW     EQUITY   412552101      243   134000 SH       DEFINED                12,21   134000        0        0
HARKEN ENERGY CORP    NEW     EQUITY   412552101      149    82074 SH       DEFINED             18,21,22      441        0    81633
JOHN H HARLAND CO             EQUITY   412693103      577    28753 SH       DEFINED                12,21    28753        0        0
JOHN H HARLAND CO             EQUITY   412693103      214    10690 SH       DEFINED          15,18,21,22     2199        0     8491
JOHN H HARLAND CO             EQUITY   412693103        4      202 SH       DEFINED             18,21,22        2        0      200
HARLEY-DAVIDSON INC           EQUITY   412822108       78     1411 SH       DEFINED               -          1411        0        0
HARLEY-DAVIDSON INC           EQUITY   412822108      563    10240 SH       DEFINED                  4,6     9000        0     1240
HARLEY-DAVIDSON INC           EQUITY   412822108    24118   438510 SH       DEFINED                12,21   438510        0        0
HARLEY-DAVIDSON INC           EQUITY   412822108      721    13108 SH       DEFINED          15,18,21,22     8952        0     4156
HARLEY-DAVIDSON INC           EQUITY   412822108    40810   741994 SH       DEFINED             18,21,22   359584        0   382409
HARLEY-DAVIDSON INC           OPTION   412822108     1881    34200 SH  PUT  DEFINED             18,21,22    34000        0      200
HARLEY-DAVIDSON INC           EQUITY   412822108     3526    64100 SH       DEFINED                   25        0    64100        0
HARLEY-DAVIDSON INC           EQUITY   412822108     1226    22282 SH       DEFINED                21,32    22282        0        0
HARLEYSVILLE GROUP INC        EQUITY   412824104      746    37300 SH       DEFINED                  4,6        0    37300        0
HARLEYSVILLE GROUP INC        EQUITY   412824104      180     9000 SH       DEFINED                12,21     9000        0        0
HARLEYSVILLE NATIONAL CORP-PA EQUITY   412850109      225     6218 SH       DEFINED                12,21     6218        0        0
HARLEYSVILLE NATIONAL CORP-PA EQUITY   412850109       32      896 SH       DEFINED             18,21,22      896        0        0
HARMAN INTL INDS INC NEW      EQUITY   413086109     3292    73968 SH       DEFINED                12,21    73968        0        0
HARMAN INTL INDS INC NEW      EQUITY   413086109      219     4925 SH       DEFINED          15,18,21,22     3795        0     1130
HARMAN INTL INDS INC NEW      EQUITY   413086109    11194   251554 SH       DEFINED             18,21,22   125669        0   125885
HARMON INDUSTRIES INC -NEW-   EQUITY   413136102      185    10200 SH       DEFINED                12,21    10200        0        0
HARMON INDUSTRIES INC -NEW-   EQUITY   413136102      144     7951 SH       DEFINED             18,21,22     5301        0     2650
HARMON INDUSTRIES INC -NEW-   EQUITY   413136102      295    16300 SH       DEFINED                   25        0    16300        0
HARMONIC INC                  EQUITY   413160102      293     3600 SH       DEFINED                12,21     3600        0        0
HARMONIC INC                  EQUITY   413160102      214     2630 SH       DEFINED             18,21,22      275        0     2355
HARMONIC INC                  EQUITY   413160102       24      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
HARNISCHFEGER INDS INC        EQUITY   413345109      493   263046 SH       DEFINED                12,21   263046        0        0
HARNISCHFEGER INDS INC        EQUITY   413345109      598   319000 SH       DEFINED             16,18,21   319000        0        0
HARNISCHFEGER INDS INC        EQUITY   413345109       53    28185 SH       DEFINED             18,21,22    14434        0    13751
HARRAHS ENTERTAINMENT INC     EQUITY   413619107        6      270 SH       DEFINED               -           270        0        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107     4564   219292 SH       DEFINED                12,21   219292        0        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107      120     5783 SH       DEFINED          15,18,21,22     2905        0     2878
HARRAHS ENTERTAINMENT INC     EQUITY   413619107       24     1175 SH       DEFINED             16,18,21     1175        0        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107     6104   293270 SH       DEFINED             18,21,22   232237        0    61033
HARRAHS ENTERTAINMENT INC     EQUITY   413619107       73     3490 SH       DEFINED                   25        0     3490        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107       12      600 SH       DEFINED     3,13,14,27,30,31      600        0        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107      123     5900 SH       DEFINED                21,32     5900        0        0
HARRIS CORP-DELAWARE-         EQUITY   413875105      376    12303 SH       DEFINED                12,21    12303        0        0
HARRIS CORP-DELAWARE-         EQUITY   413875105       19      617 SH       DEFINED          15,18,21,22      319        0      298
HARRIS CORP-DELAWARE-         EQUITY   413875105       12      400 SH       DEFINED             16,18,21      400        0        0
HARRIS CORP-DELAWARE-         EQUITY   413875105     2237    73207 SH       DEFINED             18,21,22    52638        0    20569
HARRIS CORP-DELAWARE-         EQUITY   413875105       72     2350 SH       DEFINED                   25        0     2350        0
HARRIS CORP-DELAWARE-         EQUITY   413875105      250     8181 SH       DEFINED                21,32     8181        0        0
HARRIS FINANCIAL INC          EQUITY   414541102      115    10000 SH       DEFINED               -         10000        0        0
HARRIS FINANCIAL INC          EQUITY   414541102       87     7600 SH       DEFINED                12,21     7600        0        0
HARRIS FINANCIAL INC          EQUITY   414541102       40     3502 SH       DEFINED             18,21,22        2        0     3500
HARSCO CORP                   EQUITY   415864107       11      400 SH       DEFINED               -           400        0        0
HARSCO CORP                   EQUITY   415864107     3438   119825 SH       DEFINED                12,21   119825        0        0
HARSCO CORP                   EQUITY   415864107        7      238 SH       DEFINED          15,18,21,22      122        0      116
HARSCO CORP                   EQUITY   415864107     3110   108395 SH       DEFINED             18,21,22    67787        0    40608
HARTE-HANKS INC               EQUITY   416196103       41     1560 SH       DEFINED               -          1560        0        0
HARTE-HANKS INC               EQUITY   416196103      305    11659 SH       DEFINED                12,21    11659        0        0
HARTE-HANKS INC               EQUITY   416196103      124     4725 SH       DEFINED          15,18,21,22     2180        0     2545
HARTE-HANKS INC               EQUITY   416196103     3331   127196 SH       DEFINED             18,21,22    89766        0    37430
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     1310    24060 SH       DEFINED               -         24060        0        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     9124   167600 SH       DEFINED   2,3,11,13,14,30,31        0   167600        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     7133   131028 SH       DEFINED                  4,6      400   128800     1828
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104    74515  1368809 SH       DEFINED                12,21  1368809        0        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     2562    47057 SH       DEFINED          15,18,21,22    29477        0    17579
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     3484    64002 SH       DEFINED             16,18,21    64002        0        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104   259516  4767192 SH       DEFINED             18,21,22  1342585        0  3424607
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104      341     6268 SH       DEFINED                   25        0     6268        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     1280    23504 SH       DEFINED     3,13,14,27,30,31    23504        0        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104      733    13467 SH       DEFINED                21,32    13467        0        0
HARTFORD LIFE INC CL A        EQUITY   416592103     2468    47690 SH       DEFINED                  4,6    13200        0    34490
HARTFORD LIFE INC CL A        EQUITY   416592103     1521    29393 SH       DEFINED                12,21    29393        0        0
HARTFORD LIFE INC CL A        EQUITY   416592103      191     3695 SH       DEFINED          15,18,21,22     3434        0      261
HARTFORD LIFE INC CL A        EQUITY   416592103     4694    90713 SH       DEFINED             18,21,22    58580        0    32133
HARTFORD LIFE INC CL A        EQUITY   416592103      269     5200 SH       DEFINED                21,32     5200        0        0
HASBRO INC                    EQUITY   418056107        1       45 SH       DEFINED               -            45        0        0
HASBRO INC                    EQUITY   418056107     2496    94400 SH       DEFINED   2,3,11,13,14,30,31        0    94400        0
HASBRO INC                    EQUITY   418056107    21561   815517 SH       DEFINED                12,21   815517        0        0
HASBRO INC                    EQUITY   418056107      321    12124 SH       DEFINED          15,18,21,22     6051        0     6073
HASBRO INC                    EQUITY   418056107    11897   450000 SH       DEFINED             16,18,21   450000        0        0
HASBRO INC                    EQUITY   418056107    15899   601359 SH       DEFINED             18,21,22   388198        0   213161
HASBRO INC                    EQUITY   418056107      142     5368 SH       DEFINED                   25        0     5368        0
HASBRO INC                    EQUITY   418056107      408    15450 SH       DEFINED     3,13,14,27,30,31    15450        0        0
HASBRO INC                    EQUITY   418056107      239     9057 SH       DEFINED                21,32     9057        0        0
HASTINGS ENTERTAINMENT INC    EQUITY   418365102        7      600 SH       DEFINED          15,18,21,22        0        0      600
HASTINGS ENTERTAINMENT INC    EQUITY   418365102      222    19980 SH       DEFINED             18,21,22    11382        0     8598
HAVEN BANCORP INC             EQUITY   419352109     3120   195000 SH       DEFINED                    6   195000        0        0
HAVEN BANCORP INC             EQUITY   419352109       74     4600 SH       DEFINED                12,21     4600        0        0
HAVERTY FURNITURE COS INC     EQUITY   419596101     5475   165282 SH       DEFINED                12,21   165282        0        0
HAVERTY FURNITURE COS INC     EQUITY   419596101       17      500 SH       DEFINED          15,18,21,22        0        0      500
HAVERTY FURNITURE COS INC     EQUITY   419596101       15      450 SH       DEFINED             18,21,22        0        0      450
HAVERTY FURNITURE COS INC     EQUITY   419596101      937    28300 SH       DEFINED                   25        0    28300        0
HAVERTY FURNITURE COS INC     EQUITY   419596101     1727    52122 SH       DEFINED                21,32    52122        0        0
HAWAIIAN ELECTRIC INDS INC    EQUITY   419870100       14      400 SH       DEFINED               -           400        0        0
HAWAIIAN ELECTRIC INDS INC    EQUITY   419870100      682    18900 SH       DEFINED                  4,6     2500        0    16400
HAWAIIAN ELECTRIC INDS INC    EQUITY   419870100      971    26935 SH       DEFINED                12,21    26935        0        0
HAWAIIAN ELECTRIC INDS INC    EQUITY   419870100      609    16879 SH       DEFINED             18,21,22    10551        0     6328
HAWK CORP CLASS A             EQUITY   420089104      124    15000 SH       DEFINED                12,21    15000        0        0
HAYES LEMMERZ INTL INC        EQUITY   420781106     1781    62500 SH       DEFINED                12,21    62500        0        0
HAYES LEMMERZ INTL INC        EQUITY   420781106       36     1279 SH       DEFINED             18,21,22      253        0     1026
HAYES LEMMERZ INTL INC        EQUITY   420781106      852    29900 SH       DEFINED                21,32    29900        0        0
HEALTH CARE PROPERTY INVS INC EQUITY   421915109     1649    62650 SH       DEFINED                  4,6    23400        0    39250
HEALTH CARE PROPERTY INVS INC EQUITY   421915109     1524    57911 SH       DEFINED                12,21    57911        0        0
HEALTH CARE PROPERTY INVS INC EQUITY   421915109       11      400 SH       DEFINED          15,18,21,22        0        0      400
HEALTH CARE PROPERTY INVS INC EQUITY   421915109     1828    69457 SH       DEFINED             18,21,22    33566        0    35890
HEALTH CARE PROPERTY INVS INC EQUITY   421915109      785    29815 SH       DEFINED                21,32    29815        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AD3       49    60000 PRN      DEFINED                12,21    60000        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AD3     7451  9100000 PRN      DEFINED             16,18,21  9100000        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AF8      498   608000 PRN      DEFINED                12,21   608000        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AF8    10808 13200000 PRN      DEFINED             16,18,21 13200000        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AF8     4018  4907000 PRN      DEFINED             18,21,22  4887000        0    20000
HEALTHSOUTH CORP              EQUITY   421924101       32     2619 SH       DEFINED                  4,6        0        0     2619
HEALTHSOUTH CORP              EQUITY   421924101     9601   783736 SH       DEFINED                12,21   783736        0        0
HEALTHSOUTH CORP              EQUITY   421924101      469    38267 SH       DEFINED          15,18,21,22    10205        0    28062
HEALTHSOUTH CORP              EQUITY   421924101       84     6827 SH       DEFINED             16,18,21     6827        0        0
HEALTHSOUTH CORP              EQUITY   421924101     9300   759213 SH       DEFINED             18,21,22   458064        0   301149
HEALTHSOUTH CORP              EQUITY   421924101      142    11600 SH       DEFINED                   25        0    11600        0
HEALTHSOUTH CORP              EQUITY   421924101      980    80011 SH       DEFINED     3,13,14,27,30,31    80011        0        0
HEALTHSOUTH CORP              EQUITY   421924101      262    21351 SH       DEFINED                21,32    21351        0        0
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102        9     1100 SH       DEFINED               -          1100        0        0
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102       70     8699 SH       DEFINED                  4,6     4499        0     4200
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102     4341   538339 SH       DEFINED                12,21   538339        0        0
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102      120    14862 SH       DEFINED          15,18,21,22     1345        0    13517
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102        1       66 SH       DEFINED             16,18,21       66        0        0
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102     1753   217404 SH       DEFINED             18,21,22   161560        0    55844
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102      445    55231 SH       DEFINED                21,32    55231        0        0
HEALTHCARE RLTY TR INC CV S/D CORPBOND 421946AA2    14831 16388000 PRN      DEFINED             16,18,21 16388000        0        0
HEALTHCARE RLTY TR INC CV S/D CORPBOND 421946AA2    19246 21266000 PRN      DEFINED             18,21,22 20031000        0  1235000
HEALTHCARE RLTY TR INC CV S/D CORPBOND 421946AB0       33    30000 PRN      DEFINED             18,21,22        0        0    30000
HEALTHCARE REALTY TRUST INC   EQUITY   421946104       16      741 SH       DEFINED               -           741        0        0
HEALTHCARE REALTY TRUST INC   EQUITY   421946104      705    33070 SH       DEFINED                12,21    33070        0        0
HEALTHCARE REALTY TRUST INC   EQUITY   421946104       22     1032 SH       DEFINED          15,18,21,22      634        0      398
HEALTHCARE REALTY TRUST INC   EQUITY   421946104     7785   365291 SH       DEFINED             18,21,22   176982        0   188309
HEALTHPLAN SERVICES CORP      EQUITY   421959107       25     4000 SH       DEFINED                12,21     4000        0        0
HEALTHPLAN SERVICES CORP      EQUITY   421959107      441    69894 SH       DEFINED             18,21,22    32648        0    37245
HEARTPORT INC                 EQUITY   421969106       54    19650 SH       DEFINED             18,21,22        0        0    19650
HEALTH CARE REIT INC          EQUITY   42217K106      125     5680 SH       DEFINED                  4,6      200        0     5480
HEALTH CARE REIT INC          EQUITY   42217K106      522    23746 SH       DEFINED                12,21    23746        0        0
HEALTH CARE REIT INC          OPTION   42217K106       22     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
HEALTH CARE REIT INC          EQUITY   42217K106     4312   195979 SH       DEFINED             18,21,22   103010        0    92969
HEALTHCARE FINANCIAL PARTNERS EQUITY   42219W108     5653   161800 SH       DEFINED   2,3,11,13,14,30,31        0   161800        0
HEALTHCARE FINANCIAL PARTNERS EQUITY   42219W108      426    12200 SH       DEFINED                12,21    12200        0        0
HEALTHCARE FINANCIAL PARTNERS EQUITY   42219W108     9608   275000 SH       DEFINED        3,13,30,31,33        0        0   275000
HEALTHEON CORP                EQUITY   422209106       42      900 SH       DEFINED          15,18,21,22        0        0      900
HEALTHEON CORP                EQUITY   422209106      111     2395 SH       DEFINED             18,21,22     1000        0     1395
HEALTHEON CORP                EQUITY   422209106     2175    46900 SH       DEFINED        3,13,30,31,33        0        0    46900
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107     3991   158051 SH       DEFINED                12,21   158051        0        0
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107     3123   123700 SH       DEFINED             16,18,21   123700        0        0
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107      595    23577 SH       DEFINED             18,21,22    20027        0     3550
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107      149     5900 SH       DEFINED                   25        0     5900        0
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107        8      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
HEARTLAND EXPRESS INC         EQUITY   422347104      260    16685 SH       DEFINED                12,21    16685        0        0
HEARTLAND EXPRESS INC         EQUITY   422347104       29     1848 SH       DEFINED             18,21,22      288        0     1560
HEARTLAND PARTNERS L P UNIT   EQUITY   422357103      579    36600 SH       DEFINED   2,3,11,13,14,30,31        0    36600        0
HEARX LTD                     EQUITY   422360107       77   146350 SH       DEFINED             18,21,22   112300        0    34050
HECLA MINING CO CLASS A       EQUITY   422704106      452   212600 SH       DEFINED   2,3,11,13,14,30,31        0   212600        0
HECLA MINING CO CLASS A       EQUITY   422704106       55    26044 SH       DEFINED                12,21    26044        0        0
HECLA MINING CO CLASS A       EQUITY   422704106      411   193309 SH       DEFINED             18,21,22     4182        0   189127
HEICO CORP NEW                EQUITY   422806109      161     6900 SH       DEFINED                12,21     6900        0        0
HEICO CORP NEW                EQUITY   422806109     2881   123257 SH       DEFINED             18,21,22     4501        0   118755
HEICO CORP CL A               EQUITY   422806208      723    34022 SH       DEFINED             18,21,22      750        0    33272
HEIDRICK & STRUGGLES INTL INC EQUITY   422819102     5092   295200 SH       DEFINED   2,3,11,13,14,30,31        0   295200        0
HEIDRICK & STRUGGLES INTL INC EQUITY   422819102      148     8600 SH       DEFINED                12,21     8600        0        0
HEILIG MEYERS CO              EQUITY   422893107      342    48826 SH       DEFINED                12,21    48826        0        0
HEILIG MEYERS CO              EQUITY   422893107        3      453 SH       DEFINED             18,21,22       53        0      400
H J HEINZ CO                  EQUITY   423074103     1721    37250 SH       DEFINED               -         37250        0        0
H J HEINZ CO                  EQUITY   423074103     4363    94459 SH       DEFINED                  4,6     6399    78875     9185
H J HEINZ CO                  EQUITY   423074103    67554  1462591 SH       DEFINED                12,21  1462591        0        0
H J HEINZ CO                  EQUITY   423074103     1607    34786 SH       DEFINED          15,18,21,22    24432        0    10354
H J HEINZ CO                  EQUITY   423074103     3713    80391 SH       DEFINED             16,18,21    80391        0        0
H J HEINZ CO                  EQUITY   423074103      309     6689 SH       DEFINED       17,18,19,20,21     6689        0        0
H J HEINZ CO                  EQUITY   423074103   203199  4399382 SH       DEFINED             18,21,22  1304495        0  3094886
H J HEINZ CO                  OPTION   423074103     4111    89000 SH  CALL DEFINED             18,21,22    89000        0        0
H J HEINZ CO                  OPTION   423074103      254     5500 SH  PUT  DEFINED             18,21,22     5000        0      500
H J HEINZ CO                  EQUITY   423074103     1174    25421 SH       DEFINED                   25        0    25421        0
H J HEINZ CO                  EQUITY   423074103      474    10269 SH       DEFINED     3,13,14,27,30,31    10269        0        0
H J HEINZ CO                  EQUITY   423074103     1412    30563 SH       DEFINED                21,32    30563        0        0
HELIX TECHNOLOGY CORP         EQUITY   423319102      535    20100 SH       DEFINED                12,21    20100        0        0
HELIX TECHNOLOGY CORP         EQUITY   423319102       11      400 SH       DEFINED          15,18,21,22        0        0      400
HELIX TECHNOLOGY CORP         EQUITY   423319102      269    10092 SH       DEFINED             18,21,22     3440        0     6651
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307        1      100 SH       DEFINED               -           100        0        0
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307     1783   175000 SH       DEFINED                  6,7        0        0   175000
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307        2      193 SH       DEFINED          15,18,21,22      110        0       83
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307       14     1400 SH       DEFINED             16,18,21     1400        0        0
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307       58     5730 SH       DEFINED       17,18,19,20,21     5730        0        0
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307      629    61736 SH       DEFINED             18,21,22    29567        0    32169
HELLER FINANCIAL INC          EQUITY   423328103        6      220 SH       DEFINED               -           220        0        0
HELLER FINANCIAL INC          EQUITY   423328103       12      485 SH       DEFINED                  4,6        0        0      485
HELLER FINANCIAL INC          EQUITY   423328103     3974   157000 SH       DEFINED                  6,7        0        0   157000
HELLER FINANCIAL INC          EQUITY   423328103       33     1300 SH       DEFINED                12,21     1300        0        0
HELLER FINANCIAL INC          EQUITY   423328103      262    10365 SH       DEFINED          15,18,21,22     7320        0     3045
HELLER FINANCIAL INC          EQUITY   423328103     5410   213741 SH       DEFINED             18,21,22   159546        0    54195
HELMERICH & PAYNE INC         EQUITY   423452101       10      400 SH       DEFINED               -           400        0        0
HELMERICH & PAYNE INC         EQUITY   423452101      833    32600 SH       DEFINED   2,3,11,13,14,30,31        0    32600        0
HELMERICH & PAYNE INC         EQUITY   423452101     1144    44746 SH       DEFINED                12,21    44746        0        0
HELMERICH & PAYNE INC         EQUITY   423452101      373    14605 SH       DEFINED          15,18,21,22     9405        0     5200
HELMERICH & PAYNE INC         EQUITY   423452101     4181   163552 SH       DEFINED             18,21,22   110722        0    52830
HELMERICH & PAYNE INC         OPTION   423452101        5      200 SH  CALL DEFINED             18,21,22        0        0      200
HELMERICH & PAYNE INC         EQUITY   423452101       29     1142 SH       DEFINED                   25        0     1142        0
HELMERICH & PAYNE INC         EQUITY   423452101       61     2388 SH       DEFINED                21,32     2388        0        0
HEMAGEN DIAGNOSICS INC        EQUITY   423501105       15    14500 SH       DEFINED             18,21,22      500        0    14000
JACK HENRY & ASSOCIATES INC   EQUITY   426281101     2495    56700 SH       DEFINED                12,21    56700        0        0
JACK HENRY & ASSOCIATES INC   EQUITY   426281101       47     1064 SH       DEFINED          15,18,21,22      954        0      110
JACK HENRY & ASSOCIATES INC   EQUITY   426281101      576    13088 SH       DEFINED             18,21,22     7369        0     5719
HERBALIFE INT'L INC CL A      EQUITY   426908208      142    11800 SH       DEFINED                12,21    11800        0        0
HERBALIFE INT'L INC CL A      EQUITY   426908208        3      236 SH       DEFINED             18,21,22      118        0      118
HERCULES INC                  EQUITY   427056106       35     1000 SH       DEFINED               -          1000        0        0
HERCULES INC                  EQUITY   427056106    17438   500000 SH       DEFINED                    6   500000        0        0
HERCULES INC                  EQUITY   427056106    21183   607396 SH       DEFINED                12,21   607396        0        0
HERCULES INC                  EQUITY   427056106       43     1229 SH       DEFINED          15,18,21,22     1199        0       30
HERCULES INC                  EQUITY   427056106     8651   248066 SH       DEFINED             18,21,22   112113        0   135953
HERCULES INC                  EQUITY   427056106      383    10981 SH       DEFINED                   25        0    10981        0
HERCULES INC                  EQUITY   427056106      161     4614 SH       DEFINED                21,32     4614        0        0
HERITAGE FINL CORP WASH       EQUITY   42722X106       26     3000 SH       DEFINED               -          3000        0        0
HERITAGE FINL CORP WASH       EQUITY   42722X106      112    13165 SH       DEFINED             18,21,22      700        0    12465
HERLEY INDS INC               EQUITY   427398102      145    10433 SH       DEFINED             18,21,22        0        0    10433
HERSHEY FOODS CORP            EQUITY   427866108      135     2300 SH       DEFINED               -          2300        0        0
HERSHEY FOODS CORP            EQUITY   427866108     1054    17999 SH       DEFINED                  4,6    14887        0     3112
HERSHEY FOODS CORP            EQUITY   427866108    15782   269483 SH       DEFINED                12,21   269483        0        0
HERSHEY FOODS CORP            EQUITY   427866108      929    15860 SH       DEFINED          15,18,21,22    13000        0     2860
HERSHEY FOODS CORP            EQUITY   427866108    24240   413919 SH       DEFINED             18,21,22   250527        0   163392
HERSHEY FOODS CORP            EQUITY   427866108      519     8860 SH       DEFINED                   25        0     8860        0
HERSHEY FOODS CORP            EQUITY   427866108      377     6434 SH       DEFINED                21,32     6434        0        0
HERTZ TECH GROUP INC          EQUITY   42804Y303       43    11000 SH       DEFINED             18,21,22    11000        0        0
HERTZ CORP CL A               EQUITY   428040109      302     6152 SH       DEFINED                12,21     6152        0        0
HERTZ CORP CL A               EQUITY   428040109      152     3098 SH       DEFINED          15,18,21,22     1241        0     1857
HERTZ CORP CL A               EQUITY   428040109     3159    64312 SH       DEFINED             18,21,22    34474        0    29838
HERTZ CORP CL A               EQUITY   428040109      356     7250 SH       DEFINED            4,6,23,24     7250        0        0
HESKA CORP                    EQUITY   42805E108       27     8600 SH       DEFINED                12,21     8600        0        0
HESKA CORP                    EQUITY   42805E108        3     1000 SH       DEFINED             18,21,22     1000        0        0
HESKA CORP                    EQUITY   42805E108       89    28000 SH       DEFINED            4,6,23,24    28000        0        0
HEWLETT PACKARD CO LIQUID     CORPBOND 428236AA1    18806 29100000 PRN      DEFINED             18,21,22 29100000        0        0
HEWLET PACKARD CO SUB LIQUID  CORPBOND 428236AC7      472   724000 PRN      DEFINED          15,18,21,22   361000        0   363000
HEWLET PACKARD CO SUB LIQUID  CORPBOND 428236AC7     3263  5000000 PRN      DEFINED             16,18,21  5000000        0        0
HEWLET PACKARD CO SUB LIQUID  CORPBOND 428236AC7    13499 20688000 PRN      DEFINED             18,21,22 15095000        0  5593000
HEWLETT PACKARD CO            EQUITY   428236103     5732    54721 SH       DEFINED               -         54721        0        0
HEWLETT PACKARD CO            EQUITY   428236103    16400   156560 SH       DEFINED                  4,6    66175     2600    87785
HEWLETT PACKARD CO            EQUITY   428236103     4077    38924 SH       DEFINED                5,6,7        0        0    38924
HEWLETT PACKARD CO            EQUITY   428236103      681     6500 SH       DEFINED                  6,7        0        0     6500
HEWLETT PACKARD CO            EQUITY   428236103   193411  1846403 SH       DEFINED                12,21  1846403        0        0
HEWLETT PACKARD CO            EQUITY   428236103    35015   334273 SH       DEFINED          15,18,21,22   206673        0   127600
HEWLETT PACKARD CO            EQUITY   428236103    70884   676700 SH       DEFINED             16,18,21   676700        0        0
HEWLETT PACKARD CO            EQUITY   428236103      126     1200 SH       DEFINED                18,21     1200        0        0
HEWLETT PACKARD CO            EQUITY   428236103   488517  4663643 SH       DEFINED             18,21,22  2639680        0  2023963
HEWLETT PACKARD CO            OPTION   428236103       21      200 SH  CALL DEFINED             18,21,22      200        0        0
HEWLETT PACKARD CO            OPTION   428236103      136     1300 SH  PUT  DEFINED             18,21,22        0        0     1300
HEWLETT PACKARD CO            EQUITY   428236103     5403    51576 SH       DEFINED                   25        0    51576        0
HEWLETT PACKARD CO            EQUITY   428236103     1823    17400 SH       DEFINED     3,13,14,27,30,31    17400        0        0
HEWLETT PACKARD CO            EQUITY   428236103     5634    53785 SH       DEFINED                21,32    53785        0        0
HEXCEL CORP NEW               EQUITY   428291108        4      463 SH       DEFINED               -           463        0        0
HEXCEL CORP NEW               EQUITY   428291108       99    11600 SH       DEFINED                12,21    11600        0        0
HEXCEL CORP NEW               EQUITY   428291108       10     1200 SH       DEFINED          15,18,21,22        0        0     1200
HEXCEL CORP NEW               EQUITY   428291108      441    51534 SH       DEFINED             18,21,22    33721        0    17813
HI/FN INC                     EQUITY   428358105     2621    25700 SH       DEFINED                12,21    25700        0        0
HI/FN INC                     EQUITY   428358105     1192    11684 SH       DEFINED             18,21,22     1640        0    10044
HIBBETT SPORTING GOODS INC    EQUITY   428565105      200     9900 SH       DEFINED                12,21     9900        0        0
HIBBETT SPORTING GOODS INC    EQUITY   428565105        6      300 SH       DEFINED          15,18,21,22      225        0       75
HIBBETT SPORTING GOODS INC    EQUITY   428565105     1348    66576 SH       DEFINED             18,21,22    21414        0    45162
HIBERNIA CORP CL A            EQUITY   428656102       16     1100 SH       DEFINED               -          1100        0        0
HIBERNIA CORP CL A            EQUITY   428656102      445    30400 SH       DEFINED                  4,6        0        0    30400
HIBERNIA CORP CL A            EQUITY   428656102      222    15162 SH       DEFINED                12,21    15162        0        0
HIBERNIA CORP CL A            EQUITY   428656102      128     8720 SH       DEFINED          15,18,21,22     7920        0      800
HIBERNIA CORP CL A            EQUITY   428656102     1052    71947 SH       DEFINED             18,21,22    47330        0    24617
HIBERNIA CORP CL A            EQUITY   428656102      656    44863 SH       DEFINED                21,32    44863        0        0
HICKORY TECH CORP             EQUITY   429060106      769    71551 SH       DEFINED             18,21,22    16701        0    54850
HIGH INCOME OPPORTUNITY FD IN EQUITY   42967Q105      203    20268 SH       DEFINED               -         20268        0        0
HIGH INCOME OPPORTUNITY FD IN EQUITY   42967Q105       58     5833 SH       DEFINED          15,18,21,22     5372        0      461
HIGH INCOME OPPORTUNITY FD IN EQUITY   42967Q105     4756   475615 SH       DEFINED             18,21,22   235853        0   239761
HIGH PLAINS CORP              EQUITY   429701105      156    87600 SH       DEFINED             18,21,22     2000        0    85600
HIGH SPEED ACCESS CORP        EQUITY   42979U102     1292    41028 SH       DEFINED                  4,6    17518    17929     5581
HIGH SPEED ACCESS CORP        EQUITY   42979U102        8      244 SH       DEFINED                  6,7        0        0      244
HIGH SPEED ACCESS CORP        EQUITY   42979U102      315    10000 SH       DEFINED                12,21    10000        0        0
HIGH SPEED ACCESS CORP        EQUITY   42979U102      315    10000 SH       DEFINED             16,18,21    10000        0        0
HIGH SPEED ACCESS CORP        EQUITY   42979U102      243     7706 SH       DEFINED             18,21,22     3706        0     4000
*** HIGHVELD STEEL&VANADIUM-  EQUITY   431232206      131    42060 SH       DEFINED             18,21,22    19560        0    22500
HIGHWOODS PROPERTIES INC      EQUITY   431284108        9      400 SH       DEFINED               -           400        0        0
HIGHWOODS PROPERTIES INC      EQUITY   431284108     3301   141975 SH       DEFINED                12,21   141975        0        0
HIGHWOODS PROPERTIES INC      EQUITY   431284108      334    14382 SH       DEFINED          15,18,21,22     6711        0     7670
HIGHWOODS PROPERTIES INC      EQUITY   431284108     1744    75000 SH       DEFINED             16,18,21    75000        0        0
HIGHWOODS PROPERTIES INC      OPTION   431284108       12      500 SH  PUT  DEFINED             18,21,22        0        0      500
HIGHWOODS PROPERTIES INC      EQUITY   431284108    15374   661253 SH       DEFINED             18,21,22   582103        0    79150
HILB ROGAL & HAMILTON CO      EQUITY   431294107      292    12993 SH       DEFINED                12,21    12993        0        0
HILB ROGAL & HAMILTON CO      EQUITY   431294107        7      318 SH       DEFINED             18,21,22      118        0      200
HILLENBRAND INDUSTRIES INC    EQUITY   431573104       33      750 SH       DEFINED               -           750        0        0
HILLENBRAND INDUSTRIES INC    EQUITY   431573104      890    20000 SH       DEFINED                  4,6    20000        0        0
HILLENBRAND INDUSTRIES INC    EQUITY   431573104      566    12713 SH       DEFINED                12,21    12713        0        0
HILLENBRAND INDUSTRIES INC    EQUITY   431573104        1       20 SH       DEFINED          15,18,21,22       20        0        0
HILLENBRAND INDUSTRIES INC    EQUITY   431573104      668    15017 SH       DEFINED             18,21,22     9026        0     5991
HILLENBRAND INDUSTRIES INC    EQUITY   431573104      187     4200 SH       DEFINED                21,32     4200        0        0
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3       80    90000 PRN      DEFINED               -         90000        0        0
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3      133   150000 PRN      DEFINED                  4,6        0        0   150000
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3      266   300000 PRN      DEFINED                12,21   300000        0        0
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3      229   258000 PRN      DEFINED          15,18,21,22   137000        0   121000
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3    14586 16435000 PRN      DEFINED             18,21,22 10392000        0  6043000
HILTON HOTELS CORP            EQUITY   432848109       56     4277 SH       DEFINED                  4,6        0        0     4277
HILTON HOTELS CORP            EQUITY   432848109      600    46161 SH       DEFINED                12,21    46161        0        0
HILTON HOTELS CORP            EQUITY   432848109      105     8045 SH       DEFINED          15,18,21,22     8045        0        0
HILTON HOTELS CORP            EQUITY   432848109     1430   110000 SH       DEFINED             16,18,21   110000        0        0
HILTON HOTELS CORP            EQUITY   432848109     9025   694248 SH       DEFINED             18,21,22   350703        0   343544
HILTON HOTELS CORP            OPTION   432848109      455    35000 SH  CALL DEFINED             18,21,22        0        0    35000
HILTON HOTELS CORP            OPTION   432848109        5      400 SH  PUT  DEFINED             18,21,22        0        0      400
HILTON HOTELS CORP            EQUITY   432848109       94     7199 SH       DEFINED                   25        0     7199        0
HILTON HOTELS CORP            EQUITY   432848109      156    12038 SH       DEFINED                21,32    12038        0        0
HINES HORTICULTURE INC        EQUITY   433245107      113    12200 SH       DEFINED                12,21    12200        0        0
HINES HORTICULTURE INC        EQUITY   433245107        1      150 SH       DEFINED             18,21,22        0        0      150
HISPANIC BROADCASTING CORP    EQUITY   43357B104     9240   135882 SH       DEFINED                  4,6    38970    50602    46310
HISPANIC BROADCASTING CORP    EQUITY   43357B104       44      650 SH       DEFINED                  6,7        0        0      650
HISPANIC BROADCASTING CORP    EQUITY   43357B104     4400    64707 SH       DEFINED                12,21    64707        0        0
HISPANIC BROADCASTING CORP    EQUITY   43357B104       14      200 SH       DEFINED          15,18,21,22        0        0      200
HISPANIC BROADCASTING CORP    EQUITY   43357B104       90     1320 SH       DEFINED             18,21,22      177        0     1143
HISPANIC BROADCASTING CORP    OPTION   43357B104       14      200 SH  CALL DEFINED             18,21,22        0        0      200
HISPANIC BROADCASTING CORP    EQUITY   43357B104       20      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
HISPANIC BROADCASTING CORP    EQUITY   43357B104      299     4400 SH       DEFINED                21,32     4400        0        0
*** HITACHI LTD-ADR-10 COM-NE EQUITY   433578507       69      695 SH       DEFINED               -           695        0        0
*** HITACHI LTD-ADR-10 COM-NE EQUITY   433578507     1481    14955 SH       DEFINED          15,18,21,22    11250        0     3705
*** HITACHI LTD-ADR-10 COM-NE EQUITY   433578507    76218   769878 SH       DEFINED             18,21,22   576075        0   193802
*** HOECHST A G SPONSORED ADR EQUITY   434390308       68     1553 SH       DEFINED               -          1553        0        0
*** HOECHST A G SPONSORED ADR EQUITY   434390308     2415    54973 SH       DEFINED          15,18,21,22    32660        0    22313
*** HOECHST A G SPONSORED ADR EQUITY   434390308    62987  1433538 SH       DEFINED             18,21,22  1022301        0   411237
*** HOECHST A G SPONSORED ADR EQUITY   434390308     1590    36185 SH       DEFINED                   25        0    36185        0
HOENIG GROUP INC              EQUITY   434396107      307    30700 SH       DEFINED                12,21    30700        0        0
HOLLINGER INTERNATIONAL INC   EQUITY   435569108     6448   586156 SH       DEFINED                12,21   586156        0        0
HOLLINGER INTERNATIONAL INC   EQUITY   435569108       31     2783 SH       DEFINED          15,18,21,22     2514        0      269
HOLLINGER INTERNATIONAL INC   EQUITY   435569108     6145   558640 SH       DEFINED             16,18,21   558640        0        0
HOLLINGER INTERNATIONAL INC   EQUITY   435569108     1786   162394 SH       DEFINED             18,21,22   124961        0    37433
HOLLINGER INTL INC 9.75% CONV EQUITY   435569207      846    86800 SH       DEFINED             16,18,21    86800        0        0
HOLLINGER INTL INC 9.75% CONV EQUITY   435569207      161    16500 SH       DEFINED             18,21,22     6000        0    10500
HOLLY CORP-NEW                EQUITY   435758305       46     3096 SH       DEFINED                12,21     3096        0        0
HOLLY CORP-NEW                EQUITY   435758305      137     9197 SH       DEFINED             18,21,22      662        0     8535
HOLLIS-EDEN PHARMACEUTICALS   EQUITY   435902101      424    28740 SH       DEFINED             18,21,22    10538        0    18202
HOLLYWOOD ENTERTAINMENT CORP  EQUITY   436141105     1175    69400 SH       DEFINED                12,21    69400        0        0
HOLLYWOOD ENTERTAINMENT CORP  EQUITY   436141105      109     6456 SH       DEFINED          15,18,21,22     4579        0     1877
HOLLYWOOD ENTERTAINMENT CORP  EQUITY   436141105      362    21400 SH       DEFINED                18,21    21400        0        0
HOLLYWOOD ENTERTAINMENT CORP  OPTION   436141105     2541   150000 SH  CALL DEFINED       17,18,19,20,21   150000        0        0
HOLLYWOOD ENTERTAINMENT CORP  EQUITY   436141105     1903   112358 SH       DEFINED             18,21,22    93674        0    18684
HOLLYWOOD ENTERTAINMENT CORP  OPTION   436141105     2710   160000 SH  CALL DEFINED             18,21,22   160000        0        0
HOLLYWOOD ENTERTAINMENT CORP  EQUITY   436141105       93     5500 SH       DEFINED                   25        0     5500        0
HOLLYWOOD PARK INC            EQUITY   436255103     1356    73309 SH       DEFINED                12,21    73309        0        0
HOLLYWOOD PARK INC            EQUITY   436255103       19     1011 SH       DEFINED             18,21,22      379        0      632
HOLLYWOOD PARK INC            EQUITY   436255103      200    10800 SH       DEFINED                   25        0    10800        0
HOLOPHANE CORP                EQUITY   43645B106        5      130 SH       DEFINED               -           130        0        0
HOLOPHANE CORP                EQUITY   43645B106     2360    61400 SH       DEFINED                  4,6        0    61400        0
HOLOPHANE CORP                EQUITY   43645B106      424    11041 SH       DEFINED                12,21    11041        0        0
HOLOPHANE CORP                EQUITY   43645B106       58     1514 SH       DEFINED          15,18,21,22      838        0      676
HOLOPHANE CORP                EQUITY   43645B106     2202    57283 SH       DEFINED             18,21,22    43488        0    13795
HOME DEPOT INC CV SUB NOTES   CORPBOND 437076AE2    47547 17808000 PRN      DEFINED             18,21,22 17608000        0   200000
HOME DEPOT INC                EQUITY   437076102     5094    81662 SH       DEFINED               -         81662        0        0
HOME DEPOT INC                EQUITY   437076102    86365  1384617 SH       DEFINED                  4,6   505688   242948   635981
HOME DEPOT INC                EQUITY   437076102       91     1465 SH       DEFINED                5,6,7        0        0     1465
HOME DEPOT INC                EQUITY   437076102     2420    38800 SH       DEFINED                  6,7    11600        0    27200
HOME DEPOT INC                EQUITY   437076102   239580  3840957 SH       DEFINED                12,21  3840957        0        0
HOME DEPOT INC                EQUITY   437076102    67951  1089388 SH       DEFINED          15,18,21,22   498324        0   591063
HOME DEPOT INC                OPTION   437076102       62     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
HOME DEPOT INC                EQUITY   437076102    17425   279356 SH       DEFINED             16,18,21   279356        0        0
HOME DEPOT INC                OPTION   437076102    68613  1100000 SH  CALL DEFINED       17,18,19,20,21  1100000        0        0
HOME DEPOT INC                EQUITY   437076102  1087459 17434216 SH       DEFINED             18,21,22  9085067        0  8349149
HOME DEPOT INC                OPTION   437076102    36458   584500 SH  CALL DEFINED             18,21,22   578500        0     6000
HOME DEPOT INC                EQUITY   437076102     8355   133954 SH       DEFINED                   25        0   133954        0
HOME DEPOT INC                EQUITY   437076102    28128   450955 SH       DEFINED     3,13,14,27,30,31   450955        0        0
HOME DEPOT INC                EQUITY   437076102     4962    79559 SH       DEFINED                21,32    79559        0        0
HOME PRODUCTS INTL INC        EQUITY   437305105      132    15500 SH       DEFINED             18,21,22        0        0    15500
HOME PROPERTIES OF N Y INC    EQUITY   437306103      442    16252 SH       DEFINED                12,21    16252        0        0
HOME PROPERTIES OF N Y INC    EQUITY   437306103      768    28240 SH       DEFINED             18,21,22     6549        0    21690
HOMEBASE INC - SUB NOTES CONV CORPBOND 43738EAA6       78   100000 PRN      DEFINED                12,21   100000        0        0
HOMEBASE INC                  EQUITY   43738E108      497    94600 SH       DEFINED   2,3,11,13,14,30,31        0    94600        0
HOMEBASE INC                  EQUITY   43738E108      267    50900 SH       DEFINED                12,21    50900        0        0
HOMEBASE INC                  EQUITY   43738E108       95    18000 SH       DEFINED             16,18,21    18000        0        0
HOMEBASE INC                  EQUITY   43738E108       93    17660 SH       DEFINED             18,21,22     2910        0    14750
HOMELAND HOLDING CORP         EQUITY   43739T104      211    58163 SH       DEFINED             18,21,22        0        0    58163
HOMESTAKE MINING CO           EQUITY   437614100     2597   329800 SH       DEFINED   2,3,11,13,14,30,31        0   329800        0
HOMESTAKE MINING CO           EQUITY   437614100      193    24458 SH       DEFINED                12,21    24458        0        0
HOMESTAKE MINING CO           EQUITY   437614100        1       90 SH       DEFINED          15,18,21,22        0        0       90
HOMESTAKE MINING CO           EQUITY   437614100     2005   254657 SH       DEFINED             18,21,22   176059        0    78597
HOMESTAKE MINING CO           OPTION   437614100        6      800 SH  CALL DEFINED             18,21,22        0        0      800
HOMESTAKE MINING CO           OPTION   437614100        6      800 SH  PUT  DEFINED             18,21,22        0        0      800
HOMESTAKE MINING CO           EQUITY   437614100       57     7214 SH       DEFINED                   25        0     7214        0
HOMESTAKE MINING CO           EQUITY   437614100       94    11952 SH       DEFINED                21,32    11952        0        0
HOMESTEAD VILLAGE INC         EQUITY   437851108       30    14008 SH       DEFINED                12,21    14008        0        0
HOMESTEAD VILLAGE INC         EQUITY   437851108      212    99565 SH       DEFINED             18,21,22    19390        0    80175
HON INDUSTRIES INC            EQUITY   438092108      472    20125 SH       DEFINED                12,21    20125        0        0
HON INDUSTRIES INC            EQUITY   438092108      169     7195 SH       DEFINED             18,21,22     2153        0     5042
*** HONDA MOTOR CO LTD ADR-NE EQUITY   438128308       60      695 SH       DEFINED          15,18,21,22      490        0      205
*** HONDA MOTOR CO LTD ADR-NE EQUITY   438128308     1083    12588 SH       DEFINED             18,21,22     9638        0     2950
HONEYWELL INC                 EQUITY   438506107      811     6806 SH       DEFINED               -          6806        0        0
HONEYWELL INC                 EQUITY   438506107    10670    89525 SH       DEFINED                  4,6    10450    53400    25675
HONEYWELL INC                 EQUITY   438506107    99669   836234 SH       DEFINED                12,21   836234        0        0
HONEYWELL INC                 EQUITY   438506107     6215    52144 SH       DEFINED          15,18,21,22    27181        0    24963
HONEYWELL INC                 EQUITY   438506107     7187    60300 SH       DEFINED             16,18,21    60300        0        0
HONEYWELL INC                 EQUITY   438506107   472679  3965824 SH       DEFINED             18,21,22  2377785        0  1588039
HONEYWELL INC                 OPTION   438506107      119     1000 SH  CALL DEFINED             18,21,22        0        0     1000
HONEYWELL INC                 EQUITY   438506107     1273    10682 SH       DEFINED                   25        0    10682        0
HONEYWELL INC                 EQUITY   438506107     1476    12386 SH       DEFINED     3,13,14,27,30,31    12386        0        0
HONEYWELL INC                 EQUITY   438506107     1354    11364 SH       DEFINED                21,32    11364        0        0
*** HONG KONG TELECOMMUNCTION EQUITY   438579203       41     1760 SH       DEFINED               -          1760        0        0
*** HONG KONG TELECOMMUNCTION EQUITY   438579203       43     1825 SH       DEFINED          15,18,21,22      890        0      935
*** HONG KONG TELECOMMUNCTION EQUITY   438579203     2176    93324 SH       DEFINED             18,21,22    64556        0    28768
*** HONG KONG TELECOMMUNCTION EQUITY   438579203     1279    54865 SH       DEFINED                   25        0    54865        0
HOOPER HOLMES INC             EQUITY   439104100     1341    70600 SH       DEFINED                12,21    70600        0        0
HOOPER HOLMES INC             EQUITY   439104100       39     2040 SH       DEFINED          15,18,21,22      840        0     1200
HOOPER HOLMES INC             EQUITY   439104100      764    40226 SH       DEFINED             18,21,22    22389        0    17837
HOOPER HOLMES INC             EQUITY   439104100     1220    64200 SH       DEFINED                   25        0    64200        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104       26      870 SH       DEFINED               -           870        0        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104      648    21650 SH       DEFINED                12,21    21650        0        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104      397    13263 SH       DEFINED          15,18,21,22     8457        0     4806
HORACE MANN EDUCATORS CORP NE EQUITY   440327104     1730    57800 SH       DEFINED             16,18,21    57800        0        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104     9016   301152 SH       DEFINED             18,21,22   200871        0   100281
HORACE MANN EDUCATORS CORP NE EQUITY   440327104     1562    52177 SH       DEFINED                21,32    52177        0        0
HORIZON FINANCIAL CORP        EQUITY   44041F105      400    32517 SH       DEFINED             18,21,22     2587        0    29930
HORIZON ORGANIC HOLDING CORP  EQUITY   44043T103     1265    97332 SH       DEFINED                  4,6    18660    53742    24930
HORIZON ORGANIC HOLDING CORP  EQUITY   44043T103        8      600 SH       DEFINED                  6,7        0        0      600
HORIZON ORGANIC HOLDING CORP  EQUITY   44043T103        2      150 SH       DEFINED             18,21,22        0        0      150
HORMEL FOODS INC              EQUITY   440452100    19544   497150 SH       DEFINED                12,21   497150        0        0
HORMEL FOODS INC              EQUITY   440452100      201     5103 SH       DEFINED          15,18,21,22     3093        0     2010
HORMEL FOODS INC              EQUITY   440452100    13846   352200 SH       DEFINED             16,18,21   352200        0        0
HORMEL FOODS INC              EQUITY   440452100     5790   147280 SH       DEFINED             18,21,22   103826        0    43454
HORMEL FOODS INC              EQUITY   440452100      601    15300 SH       DEFINED                21,32    15300        0        0
HOST MARRIOTT SERVICES CORP   EQUITY   440914109    10362   668547 SH       DEFINED                12,21   668547        0        0
HOST MARRIOTT SERVICES CORP   EQUITY   440914109       20     1269 SH       DEFINED             18,21,22      243        0     1026
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102       16      605 SH       DEFINED               -           605        0        0
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102       41     1500 SH       DEFINED                  4,6     1500        0        0
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102      822    30456 SH       DEFINED                12,21    30456        0        0
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102      134     4978 SH       DEFINED          15,18,21,22     4155        0      823
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102     7288   269937 SH       DEFINED             18,21,22   135586        0   134351
HOST MARRIOTT CORP NEW        EQUITY   44107P104        5      483 SH       DEFINED               -           483        0        0
HOST MARRIOTT CORP NEW        EQUITY   44107P104     7529   725684 SH       DEFINED                12,21   725684        0        0
HOST MARRIOTT CORP NEW        EQUITY   44107P104      132    12714 SH       DEFINED          15,18,21,22     5485        0     7229
HOST MARRIOTT CORP NEW        EQUITY   44107P104     1942   187228 SH       DEFINED             18,21,22   126676        0    60551
HOST MARRIOTT CORP NEW        EQUITY   44107P104       55     5273 SH       DEFINED                21,32     5273        0        0
HOUGHTON MIFFLIN CO           EQUITY   441560109     1992    40810 SH       DEFINED                  4,6    13495    19140     8175
HOUGHTON MIFFLIN CO           EQUITY   441560109     1964    40230 SH       DEFINED                  6,7        0        0    40230
HOUGHTON MIFFLIN CO           EQUITY   441560109     7703   157800 SH       DEFINED                12,21   157800        0        0
HOUGHTON MIFFLIN CO           EQUITY   441560109      101     2060 SH       DEFINED          15,18,21,22     2060        0        0
HOUGHTON MIFFLIN CO           EQUITY   441560109     1518    31102 SH       DEFINED             18,21,22    17001        0    14101
HOUGHTON MIFFLIN CO           EQUITY   441560109     1625    33300 SH       DEFINED                21,32    33300        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     4907   117173 SH       DEFINED               -        117173        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     1516    36200 SH       DEFINED                  4,6        0        0    36200
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107    21984   525000 SH       DEFINED                    6   525000        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107   156825  3745072 SH       DEFINED                12,21  3745072        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107    11300   269842 SH       DEFINED          15,18,21,22   146736        0   123105
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107    16553   395300 SH       DEFINED             16,18,21   395300        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107   498035 11893362 SH       DEFINED             18,21,22  5845495        0  6047866
HOUSEHOLD INTERNATIONAL INC   OPTION   441815107      268     6400 SH  CALL DEFINED             18,21,22     2000        0     4400
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     4434   105875 SH       DEFINED                   25        0   105875        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107      628    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     1176    28091 SH       DEFINED                21,32    28091        0        0
HOUSTON EXPLORATION COMPANY   EQUITY   442120101      333    17047 SH       DEFINED                12,21    17047        0        0
HOUSTON EXPLORATION COMPANY   EQUITY   442120101       41     2085 SH       DEFINED             18,21,22       85        0     2000
HOWMET INTERNATIONAL INC      EQUITY   443208103     1297    71288 SH       DEFINED                12,21    71288        0        0
HOWMET INTERNATIONAL INC      EQUITY   443208103        4      200 SH       DEFINED             18,21,22        0        0      200
HOWMET INTERNATIONAL INC      EQUITY   443208103     1115    61300 SH       DEFINED                21,32    61300        0        0
*** HUANENG POWER INTL INC    EQUITY   443304100     3023   241850 SH       DEFINED                12,21   241850        0        0
*** HUANENG POWER INTL INC    EQUITY   443304100        2      195 SH       DEFINED          15,18,21,22      130        0       65
*** HUANENG POWER INTL INC    EQUITY   443304100      292    23325 SH       DEFINED             18,21,22    19481        0     3844
HUB GROUP INC CL A            EQUITY   443320106        6      235 SH       DEFINED                  4,6        0        0      235
HUB GROUP INC CL A            EQUITY   443320106       29     1200 SH       DEFINED                12,21     1200        0        0
HUB GROUP INC CL A            EQUITY   443320106        4      168 SH       DEFINED          15,18,21,22      168        0        0
HUB GROUP INC CL A            EQUITY   443320106      882    36543 SH       DEFINED             18,21,22    28916        0     7627
HUBBELL INC CLASS B           EQUITY   443510201       28      684 SH       DEFINED               -           684        0        0
HUBBELL INC CLASS B           EQUITY   443510201      180     4434 SH       DEFINED                12,21     4434        0        0
HUBBELL INC CLASS B           EQUITY   443510201     7389   181593 SH       DEFINED             18,21,22    14761        0   166832
HUDSON RIVER BANCORP          EQUITY   444128102       34     2900 SH       DEFINED                12,21     2900        0        0
HUDSON RIVER BANCORP          EQUITY   444128102      377    31739 SH       DEFINED             18,21,22     8719        0    23020
HUDSON UNITED BANCORP         EQUITY   444165104     2262    69602 SH       DEFINED                    6    69602        0        0
HUDSON UNITED BANCORP         EQUITY   444165104     4811   148046 SH       DEFINED                12,21   148046        0        0
HUDSON UNITED BANCORP         EQUITY   444165104      270     8308 SH       DEFINED          15,18,21,22     5379        0     2929
HUDSON UNITED BANCORP         EQUITY   444165104     6319   194436 SH       DEFINED             18,21,22    97901        0    96534
HUDSON UNITED BANCORP         EQUITY   444165104      787    24200 SH       DEFINED                21,32    24200        0        0
HUGHES SUPPLY INC             EQUITY   444482103       29     1007 SH       DEFINED               -          1007        0        0
HUGHES SUPPLY INC             EQUITY   444482103     3783   132750 SH       DEFINED                12,21   132750        0        0
HUGHES SUPPLY INC             EQUITY   444482103       99     3486 SH       DEFINED             18,21,22     1988        0     1497
HUGHES SUPPLY INC             EQUITY   444482103      770    27000 SH       DEFINED                   25        0    27000        0
HUGOTON ROYALTY TRUST         EQUITY   444717102      291    30000 SH       DEFINED   2,3,11,13,14,30,31        0    30000        0
HUGOTON ROYALTY TRUST         EQUITY   444717102     7266   750000 SH       DEFINED                12,21   750000        0        0
HUGOTON ROYALTY TRUST         EQUITY   444717102     7266   750000 SH       DEFINED             16,18,21   750000        0        0
HUGOTON ROYALTY TRUST         EQUITY   444717102        5      500 SH       DEFINED             18,21,22        0        0      500
HUMANA INC                    EQUITY   444859102     2451   228000 SH       DEFINED   2,3,11,13,14,30,31        0   228000        0
HUMANA INC                    EQUITY   444859102        4      400 SH       DEFINED                  4,6      400        0        0
HUMANA INC                    EQUITY   444859102      855    79572 SH       DEFINED                12,21    79572        0        0
HUMANA INC                    EQUITY   444859102      456    42387 SH       DEFINED          15,18,21,22    10615        0    31772
HUMANA INC                    EQUITY   444859102      430    40000 SH       DEFINED             16,18,21    40000        0        0
HUMANA INC                    EQUITY   444859102     2086   194070 SH       DEFINED             18,21,22   131229        0    62841
HUMANA INC                    EQUITY   444859102       47     4359 SH       DEFINED                   25        0     4359        0
HUMANA INC                    EQUITY   444859102       81     7573 SH       DEFINED                21,32     7573        0        0
HUMAN GENOME SCIENCES INC     EQUITY   444903108       60     1115 SH       DEFINED                  4,6        0        0     1115
HUMAN GENOME SCIENCES INC     EQUITY   444903108     1221    22500 SH       DEFINED                12,21    22500        0        0
HUMAN GENOME SCIENCES INC     EQUITY   444903108       27      500 SH       DEFINED          15,18,21,22        0        0      500
HUMAN GENOME SCIENCES INC     EQUITY   444903108      944    17398 SH       DEFINED             18,21,22     6434        0    10964
HUMPHREY HOSPITALITY TRUST IN EQUITY   445467103     2061   270300 SH       DEFINED                12,21   270300        0        0
JB HUNT TRANSPORT SERVICES IN EQUITY   445658107     1386    92782 SH       DEFINED                12,21    92782        0        0
JB HUNT TRANSPORT SERVICES IN EQUITY   445658107      332    22257 SH       DEFINED             18,21,22    13272        0     8985
JB HUNT TRANSPORT SERVICES IN EQUITY   445658107      193    12900 SH       DEFINED                21,32    12900        0        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104       87     2753 SH       DEFINED               -          2753        0        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104      734    23300 SH       DEFINED                12,21    23300        0        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104       45     1419 SH       DEFINED             16,18,21     1419        0        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104     1548    49148 SH       DEFINED             18,21,22    35988        0    13159
HUNTINGTON BANCSHARES INC     EQUITY   446150104      190     6020 SH       DEFINED                   25        0     6020        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104      304     9666 SH       DEFINED                21,32     9666        0        0
HUSSMANN INTL INC             EQUITY   448110106     3528   209850 SH       DEFINED                12,21   209850        0        0
HUSSMANN INTL INC             EQUITY   448110106      103     6140 SH       DEFINED             18,21,22     2966        0     3174
HUTCHINSON TECHNOLOGY INC     EQUITY   448407106      461    18000 SH       DEFINED                12,21    18000        0        0
HUTCHINSON TECHNOLOGY INC     EQUITY   448407106      308    12000 SH       DEFINED                18,21    12000        0        0
HUTCHINSON TECHNOLOGY INC     EQUITY   448407106      881    34373 SH       DEFINED             18,21,22    15317        0    19056
HVIDE MARINE INC CLASS A      EQUITY   448515106        8     4563 SH       DEFINED                12,21     4563        0        0
HVIDE MARINE INC CLASS A      EQUITY   448515106        2      900 SH       DEFINED          15,18,21,22        0        0      900
HVIDE MARINE INC CLASS A      EQUITY   448515106       50    28351 SH       DEFINED             18,21,22     1001        0    27350
ICN PHARMACEUTICALS INC-NEW   EQUITY   448924100       67     2234 SH       DEFINED               -          2234        0        0
ICN PHARMACEUTICALS INC-NEW   EQUITY   448924100       77     2575 SH       DEFINED                12,21     2575        0        0
ICN PHARMACEUTICALS INC-NEW   EQUITY   448924100       35     1163 SH       DEFINED          15,18,21,22      133        0     1030
ICN PHARMACEUTICALS INC-NEW   EQUITY   448924100     7382   247622 SH       DEFINED             18,21,22   150927        0    96694
IDT CORP                      EQUITY   448947101      295    16500 SH       DEFINED                12,21    16500        0        0
IDT CORP                      EQUITY   448947101       46     2600 SH       DEFINED             18,21,22     1200        0     1400
HYPERCOM CORP                 EQUITY   44913M105      115    12300 SH       DEFINED                12,21    12300        0        0
HYPERCOM CORP                 EQUITY   44913M105        9     1000 SH       DEFINED          15,18,21,22        0        0     1000
HYPERCOM CORP                 EQUITY   44913M105       35     3740 SH       DEFINED             18,21,22     2528        0     1212
HYPERION TELECOMM INC CL A    EQUITY   44914K306       74     3700 SH       DEFINED                12,21     3700        0        0
HYPERION TELECOMM INC CL A    EQUITY   44914K306        6      300 SH       DEFINED          15,18,21,22        0        0      300
HYPERION TELECOMM INC CL A    EQUITY   44914K306     2366   118276 SH       DEFINED             18,21,22    34344        0    83932
HYPERION TELECOMM INC CL A    EQUITY   44914K306       16      800 SH       DEFINED     3,13,14,27,30,31      800        0        0
HYPERION SOLUTIONS CORP       EQUITY   44914M104     1003    52780 SH       DEFINED                12,21    52780        0        0
HYPERION SOLUTIONS CORP       EQUITY   44914M104       44     2324 SH       DEFINED             18,21,22      217        0     2107
HYSEQ INC                     EQUITY   449163302       46    13217 SH       DEFINED             18,21,22     2400        0    10817
IBP INC                       EQUITY   449223106     3581   145032 SH       DEFINED                12,21   145032        0        0
IBP INC                       EQUITY   449223106       64     2602 SH       DEFINED          15,18,21,22     1554        0     1048
IBP INC                       EQUITY   449223106      247    10000 SH       DEFINED             16,18,21    10000        0        0
IBP INC                       EQUITY   449223106     4225   171138 SH       DEFINED             18,21,22   124498        0    46640
IBP INC                       EQUITY   449223106     3114   126150 SH       DEFINED                21,32   126150        0        0
ICG COMMUNICATIONS INC        EQUITY   449246107       22     1000 SH       DEFINED                  4,6        0     1000        0
ICG COMMUNICATIONS INC        EQUITY   449246107     3122   145200 SH       DEFINED                12,21   145200        0        0
ICG COMMUNICATIONS INC        EQUITY   449246107       34     1603 SH       DEFINED          15,18,21,22       23        0     1580
ICG COMMUNICATIONS INC        EQUITY   449246107      172     8000 SH       DEFINED             16,18,21     8000        0        0
ICG COMMUNICATIONS INC        EQUITY   449246107     2502   116382 SH       DEFINED             18,21,22    19971        0    96411
ICT GROUP INC                 EQUITY   44929Y101      283    31900 SH       DEFINED             18,21,22    21200        0    10700
ICOS CORP                     EQUITY   449295104       20      540 SH       DEFINED               -           540        0        0
ICOS CORP                     EQUITY   449295104       76     2000 SH       DEFINED                  4,6        0     2000        0
ICOS CORP                     EQUITY   449295104     2639    69900 SH       DEFINED                12,21    69900        0        0
ICOS CORP                     EQUITY   449295104       10      270 SH       DEFINED          15,18,21,22      170        0      100
ICOS CORP                     EQUITY   449295104     9147   242307 SH       DEFINED             18,21,22   153117        0    89190
ICOS CORP                     EQUITY   449295104     1729    45800 SH       DEFINED                21,32    45800        0        0
ICU MEDICAL INC               EQUITY   44930G107      154     8200 SH       DEFINED          15,18,21,22     7925        0      275
ICU MEDICAL INC               EQUITY   44930G107     2197   117182 SH       DEFINED             18,21,22    79920        0    37262
IDEC PHARMACEUTICALS CORP     EQUITY   449370105     1327    13270 SH       DEFINED               -         13270        0        0
IDEC PHARMACEUTICALS CORP     EQUITY   449370105    91696   916961 SH       DEFINED                12,21   916961        0        0
IDEC PHARMACEUTICALS CORP     EQUITY   449370105     1217    12173 SH       DEFINED          15,18,21,22     5092        0     7081
IDEC PHARMACEUTICALS CORP     EQUITY   449370105     6300    63000 SH       DEFINED             16,18,21    63000        0        0
IDEC PHARMACEUTICALS CORP     EQUITY   449370105    53918   539178 SH       DEFINED             18,21,22   210183        0   328995
IDEC PHARMACEUTICALS CORP     EQUITY   449370105     6754    67543 SH       DEFINED                21,32    67543        0        0
IDG BOOKS WORLDWIDE INC CL A  EQUITY   449384106        8      400 SH       DEFINED             18,21,22        0        0      400
IDG BOOKS WORLDWIDE INC CL A  EQUITY   449384106      660    33000 SH       DEFINED            4,6,23,24    33000        0        0
IDX SYSTEMS CORPORATION       EQUITY   449491109      254    12000 SH       DEFINED                12,21    12000        0        0
IDX SYSTEMS CORPORATION       EQUITY   449491109        3      150 SH       DEFINED          15,18,21,22        0        0      150
IDX SYSTEMS CORPORATION       EQUITY   449491109      126     5965 SH       DEFINED             18,21,22     4231        0     1734
I-FLOW CORP NEW               EQUITY   449520303       39    10000 SH       DEFINED                  4,6        0        0    10000
I-FLOW CORP NEW               EQUITY   449520303       66    17050 SH       DEFINED             18,21,22        0        0    17050
IGEN INTL DEL                 EQUITY   449536101      269    10300 SH       DEFINED                12,21    10300        0        0
IGEN INTL DEL                 EQUITY   449536101      501    19161 SH       DEFINED             18,21,22    10426        0     8735
IHOP CORP NEW                 EQUITY   449623107      348    15302 SH       DEFINED                12,21    15302        0        0
IHOP CORP NEW                 EQUITY   449623107      268    11770 SH       DEFINED             18,21,22    10400        0     1370
IHOP CORP NEW                 EQUITY   449623107        9      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
IMC GLOBAL INC                EQUITY   449669100     1958   101400 SH       DEFINED   2,3,11,13,14,30,31        0   101400        0
IMC GLOBAL INC                EQUITY   449669100       39     2000 SH       DEFINED                  4,6        0        0     2000
IMC GLOBAL INC                EQUITY   449669100     5530   286325 SH       DEFINED                12,21   286325        0        0
IMC GLOBAL INC                EQUITY   449669100      311    16112 SH       DEFINED          15,18,21,22    11474        0     4638
IMC GLOBAL INC                EQUITY   449669100    26744  1384746 SH       DEFINED             18,21,22   469921        0   914825
IMC GLOBAL INC                EQUITY   449669100      340    17600 SH       DEFINED                   25        0    17600        0
IMC GLOBAL INC                EQUITY   449669100      440    22800 SH       DEFINED                21,32    22800        0        0
WTS IMC GLOBAL INC            EQUITY   449669118        6    11245 SH       DEFINED             18,21,22      753        0    10492
IMCO RECYCLING INC            EQUITY   449681105        5      300 SH       DEFINED               -           300        0        0
IMCO RECYCLING INC            EQUITY   449681105      202    12073 SH       DEFINED                12,21    12073        0        0
IMCO RECYCLING INC            EQUITY   449681105      252    15065 SH       DEFINED             18,21,22     8937        0     6128
IPC INFORMATION SYSTEMS INC   EQUITY   44980K206      577     8425 SH       DEFINED                  4,6     5135        0     3290
IPC INFORMATION SYSTEMS INC   EQUITY   44980K206        5       80 SH       DEFINED                  6,7        0        0       80
IPC INFORMATION SYSTEMS INC   EQUITY   44980K206       21      300 SH       DEFINED             18,21,22        0        0      300
IMS HEALTH INC                EQUITY   449934108       69     2508 SH       DEFINED               -          2508        0        0
IMS HEALTH INC                EQUITY   449934108       57     2100 SH       DEFINED                  4,6     2100        0        0
IMS HEALTH INC                EQUITY   449934108    21495   785212 SH       DEFINED                12,21   785212        0        0
IMS HEALTH INC                EQUITY   449934108      174     6370 SH       DEFINED          15,18,21,22     4470        0     1900
IMS HEALTH INC                EQUITY   449934108     4747   173399 SH       DEFINED             18,21,22    78386        0    95013
IMS HEALTH INC                EQUITY   449934108     3459   126362 SH       DEFINED                   25        0   126362        0
IMS HEALTH INC                EQUITY   449934108      492    17979 SH       DEFINED                21,32    17979        0        0
IMS HEALTH INC                EQUITY   449934108    14752   534000 SH       DEFINED             16,18,21   534000        0        0
IMS HEALTH INC                EQUITY   449934108      530    19186 SH       DEFINED             18,21,22    19186        0        0
IRI INTL CORP                 EQUITY   45004F107       56    12200 SH       DEFINED                12,21    12200        0        0
IRI INTL CORP                 EQUITY   45004F107        2      402 SH       DEFINED          15,18,21,22      402        0        0
IRI INTL CORP                 EQUITY   45004F107      473   102242 SH       DEFINED             18,21,22    81560        0    20682
IRT PROPERTY CO               EQUITY   450058102      265    27200 SH       DEFINED                12,21    27200        0        0
IRT PROPERTY CO               EQUITY   450058102      409    41901 SH       DEFINED             18,21,22    10515        0    31385
ISS GROUP INC                 EQUITY   450306105      413    18000 SH       DEFINED                12,21    18000        0        0
ISS GROUP INC                 EQUITY   450306105      111     4855 SH       DEFINED          15,18,21,22     1590        0     3265
ISS GROUP INC                 EQUITY   450306105     1171    51035 SH       DEFINED             18,21,22    35070        0    15965
ITC LEARNING CORP             EQUITY   45031S106       43    10000 SH       DEFINED          15,18,21,22    10000        0        0
ITC DELTA COM INC             EQUITY   45031T104     2296    89600 SH       DEFINED                12,21    89600        0        0
ITC DELTA COM INC             EQUITY   45031T104      741    28921 SH       DEFINED          15,18,21,22     8871        0    20050
ITC DELTA COM INC             EQUITY   45031T104       32     1249 SH       DEFINED             18,21,22      879        0      370
ITC DELTA COM INC             EQUITY   45031T104       18      700 SH       DEFINED     3,13,14,27,30,31      700        0        0
I-STAT CORP                   EQUITY   450312103      136    15239 SH       DEFINED             18,21,22     1739        0    13500
ITI TECHNOLOGIES INC          EQUITY   450564109      252    10500 SH       DEFINED                12,21    10500        0        0
ITI TECHNOLOGIES INC          EQUITY   450564109        7      300 SH       DEFINED             18,21,22        0        0      300
ITI TECHNOLOGIES INC          EQUITY   450564109      132     5500 SH       DEFINED                   25        0     5500        0
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109       22     1000 SH       DEFINED               -          1000        0        0
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109     3018   137164 SH       DEFINED                  4,6    45720    59914    31530
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109       18      810 SH       DEFINED                  6,7        0        0      810
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109      385    17500 SH       DEFINED                12,21    17500        0        0
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109      776    35265 SH       DEFINED          15,18,21,22    20605        0    14660
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109    16996   772543 SH       DEFINED             18,21,22   446605        0   325938
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109      889    40400 SH       DEFINED                   25        0    40400        0
IXC COMMUNICATIONS INC        EQUITY   450713102     6327   149300 SH       DEFINED                12,21   149300        0        0
IXC COMMUNICATIONS INC        OPTION   450713102       21      500 SH  CALL DEFINED          15,18,21,22        0        0      500
IXC COMMUNICATIONS INC        EQUITY   450713102      583    13754 SH       DEFINED             18,21,22       50        0    13704
ITT INDUSTRIES INC            EQUITY   450911102        4      100 SH       DEFINED               -           100        0        0
ITT INDUSTRIES INC            EQUITY   450911102       19      504 SH       DEFINED                  4,6      200        0      304
ITT INDUSTRIES INC            EQUITY   450911102     1404    36949 SH       DEFINED                12,21    36949        0        0
ITT INDUSTRIES INC            EQUITY   450911102      731    19240 SH       DEFINED          15,18,21,22    14630        0     4610
ITT INDUSTRIES INC            EQUITY   450911102      395    10401 SH       DEFINED             16,18,21    10401        0        0
ITT INDUSTRIES INC            EQUITY   450911102    16245   427499 SH       DEFINED             18,21,22   303173        0   124326
ITT INDUSTRIES INC            EQUITY   450911102      100     2634 SH       DEFINED                   25        0     2634        0
ITT INDUSTRIES INC            EQUITY   450911102      155     4087 SH       DEFINED                21,32     4087        0        0
IVI CHECKMATE CORP            EQUITY   450928106       40    10000 SH       DEFINED             18,21,22        0        0    10000
IDACORP INC                   EQUITY   451107106       44     1400 SH       DEFINED               -          1400        0        0
IDACORP INC                   EQUITY   451107106     2303    74000 SH       DEFINED                12,21    74000        0        0
IDACORP INC                   EQUITY   451107106      615    19755 SH       DEFINED             18,21,22     4264        0    15491
IDEX CORPORATION              EQUITY   45167R104     2430    88159 SH       DEFINED                12,21    88159        0        0
IDEX CORPORATION              EQUITY   45167R104        8      276 SH       DEFINED             18,21,22        1        0      275
IDEXX LABORATORIES INC        EQUITY   45168D104     5715   313149 SH       DEFINED                12,21   313149        0        0
IDEXX LABORATORIES INC        EQUITY   45168D104      133     7265 SH       DEFINED          15,18,21,22     4780        0     2485
IDEXX LABORATORIES INC        EQUITY   45168D104     1889   103500 SH       DEFINED             16,18,21   103500        0        0
IDEXX LABORATORIES INC        EQUITY   45168D104    13053   715226 SH       DEFINED             18,21,22   322870        0   392356
IDEXX LABORATORIES INC        EQUITY   45168D104        9      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
IKON OFFICE SOLUTIONS INC     EQUITY   451713101      337    26802 SH       DEFINED                12,21    26802        0        0
IKON OFFICE SOLUTIONS INC     EQUITY   451713101      878    69889 SH       DEFINED             18,21,22    32141        0    37748
IKON OFFICE SOLUTIONS INC     EQUITY   451713101       51     4070 SH       DEFINED                   25        0     4070        0
IKON OFFICE SOLUTIONS INC     EQUITY   451713101       86     6857 SH       DEFINED                21,32     6857        0        0
IDENTIX INC                   EQUITY   451906101        8     1000 SH       DEFINED          15,18,21,22        0        0     1000
IDENTIX INC                   EQUITY   451906101      232    29676 SH       DEFINED             18,21,22     6625        0    23051
ILEX ONCOLOGY INC             EQUITY   451923106      298    22301 SH       DEFINED             18,21,22     1501        0    20800
ILLINOIS TOOL WORKS INC       EQUITY   452308109      142     1955 SH       DEFINED               -          1955        0        0
ILLINOIS TOOL WORKS INC       EQUITY   452308109     2143    29400 SH       DEFINED                  4,6    21000        0     8400
ILLINOIS TOOL WORKS INC       EQUITY   452308109     7148    98082 SH       DEFINED                12,21    98082        0        0
ILLINOIS TOOL WORKS INC       EQUITY   452308109    11060   151769 SH       DEFINED          15,18,21,22   106956        0    44813
ILLINOIS TOOL WORKS INC       EQUITY   452308109    99275  1362270 SH       DEFINED             18,21,22   941509        0   420761
ILLINOIS TOOL WORKS INC       EQUITY   452308109     1571    21552 SH       DEFINED                   25        0    21552        0
ILLINOIS TOOL WORKS INC       EQUITY   452308109      474     6500 SH       DEFINED     3,13,14,27,30,31     6500        0        0
ILLINOIS TOOL WORKS INC       EQUITY   452308109      894    12271 SH       DEFINED                21,32    12271        0        0
ILLINOVA CORP                 EQUITY   452317100        2       70 SH       DEFINED               -            70        0        0
ILLINOVA CORP                 EQUITY   452317100    10825   326790 SH       DEFINED                12,21   326790        0        0
ILLINOVA CORP                 EQUITY   452317100       86     2605 SH       DEFINED          15,18,21,22     2340        0      265
ILLINOVA CORP                 EQUITY   452317100     1370    41373 SH       DEFINED             18,21,22    24469        0    16903
ILLINOVA CORP                 EQUITY   452317100      663    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
ILLINOVA CORP                 EQUITY   452317100       72     2181 SH       DEFINED                21,32     2181        0        0
IMALL INC  -NEW -             EQUITY   45244X306       87     4600 SH       DEFINED                12,21     4600        0        0
IMALL INC  -NEW -             EQUITY   45244X306      141     7413 SH       DEFINED             18,21,22        0        0     7413
IMATION CORP                  EQUITY   45245A107        1       20 SH       DEFINED               -            20        0        0
IMATION CORP                  EQUITY   45245A107       24      880 SH       DEFINED                  4,6      880        0        0
IMATION CORP                  EQUITY   45245A107      904    33261 SH       DEFINED                12,21    33261        0        0
IMATION CORP                  EQUITY   45245A107        9      320 SH       DEFINED             16,18,21      320        0        0
IMATION CORP                  EQUITY   45245A107      234     8594 SH       DEFINED             18,21,22     2385        0     6209
IMATION CORP                  EQUITY   45245A107      530    19500 SH       DEFINED                   25        0    19500        0
*** IMAX CORPORATION CAD      EQUITY   45245E109       25     1000 SH       DEFINED                  4,6        0        0     1000
*** IMAX CORPORATION CAD      EQUITY   45245E109    11685   463900 SH       DEFINED                12,21   463900        0        0
*** IMAX CORPORATION CAD      EQUITY   45245E109        4      175 SH       DEFINED          15,18,21,22       85        0       90
*** IMAX CORPORATION CAD      EQUITY   45245E109     1696    67339 SH       DEFINED             18,21,22    22829        0    44510
IMCLONE SYS INC               EQUITY   45245W109      248    10000 SH       DEFINED               -         10000        0        0
IMCLONE SYS INC               EQUITY   45245W109     9814   395500 SH       DEFINED                12,21   395500        0        0
IMCLONE SYS INC               EQUITY   45245W109      496    20000 SH       DEFINED             16,18,21    20000        0        0
IMCLONE SYS INC               EQUITY   45245W109     2240    90272 SH       DEFINED             18,21,22    16470        0    73802
IMMUNE RESPONSE CORP DEL      EQUITY   45252T106       99    16300 SH       DEFINED                12,21    16300        0        0
IMMUNE RESPONSE CORP DEL      EQUITY   45252T106       31     5081 SH       DEFINED             18,21,22      645        0     4436
IMMUNEX CORP NEW              EQUITY   452528102       12      104 SH       DEFINED               -           104        0        0
IMMUNEX CORP NEW              EQUITY   452528102       24      200 SH       DEFINED                  4,6        0        0      200
IMMUNEX CORP NEW              EQUITY   452528102     4663    39350 SH       DEFINED                12,21    39350        0        0
IMMUNEX CORP NEW              EQUITY   452528102      396     3341 SH       DEFINED          15,18,21,22     1196        0     2145
IMMUNEX CORP NEW              EQUITY   452528102    16075   135653 SH       DEFINED             18,21,22    81310        0    54343
IMMUNEX CORP NEW              EQUITY   452528102     2986    25200 SH       DEFINED                21,32    25200        0        0
IMPAC MORTGAGE HLDGS INC      EQUITY   45254P102       68    12073 SH       DEFINED                12,21    12073        0        0
IMPAC MORTGAGE HLDGS INC      EQUITY   45254P102       57    10074 SH       DEFINED             18,21,22     5409        0     4665
IMPATH INC                    EQUITY   45255G101      235     9300 SH       DEFINED                12,21     9300        0        0
IMPATH INC                    EQUITY   45255G101       35     1380 SH       DEFINED             18,21,22      505        0      875
IMPERIAL BANCORP CV FRN REG   CORPBOND 452556AA1       10    10000 PRN      DEFINED             18,21,22     8000        0     2000
IMPERIAL BANCORP              EQUITY   452556103     1942   107500 SH       DEFINED                    6   107500        0        0
IMPERIAL BANCORP              EQUITY   452556103     1014    56148 SH       DEFINED                12,21    56148        0        0
IMPERIAL BANCORP              EQUITY   452556103     2298   127200 SH       DEFINED             18,21,22     8863        0   118337
*** IMPERIAL CHEMICAL INDS PL EQUITY   452704505      161     3440 SH       DEFINED               -          3440        0        0
*** IMPERIAL CHEMICAL INDS PL EQUITY   452704505      476    10170 SH       DEFINED          15,18,21,22     7100        0     3070
*** IMPERIAL CHEMICAL INDS PL EQUITY   452704505    17063   364500 SH       DEFINED                18,21   364500        0        0
*** IMPERIAL CHEMICAL INDS PL EQUITY   452704505    25550   545789 SH       DEFINED             18,21,22   415516        0   130272
IMPERIAL CREDIT COMMERCIAL    EQUITY   45272T102      324    29100 SH       DEFINED                12,21    29100        0        0
IMPERIAL CREDIT COMMERCIAL    EQUITY   45272T102       39     3499 SH       DEFINED             18,21,22     1116        0     2383
IMPERIAL CREDIT INDS INC      EQUITY   452729106      151    22800 SH       DEFINED                12,21    22800        0        0
IMPERIAL CREDIT INDS INC      EQUITY   452729106       52     7922 SH       DEFINED             18,21,22     7000        0      922
IMATRON INC                   EQUITY   452906100       66    44900 SH       DEFINED             18,21,22    10800        0    34100
IMTEC INC                     EQUITY   452909104      105    14000 SH       DEFINED             18,21,22        0        0    14000
IN FOCUS SYSTEMS INC          EQUITY   452919103     1188    66245 SH       DEFINED             18,21,22    43303        0    22942
*** IMPERIAL OIL LTD NEW      EQUITY   453038408     1370    70050 SH       DEFINED             18,21,22    20200        0    49850
IMPERIAL SUGAR COMPANY        EQUITY   453096109       96    14400 SH       DEFINED                12,21    14400        0        0
IMPERIAL SUGAR COMPANY        EQUITY   453096109        1      200 SH       DEFINED          15,18,21,22        0        0      200
IMPERIAL SUGAR COMPANY        EQUITY   453096109      410    61352 SH       DEFINED             18,21,22    38859        0    22493
IMRGLOBAL CORPORATIONS        EQUITY   45321W106     5191   304250 SH       DEFINED                12,21   304250        0        0
IMRGLOBAL CORPORATIONS        EQUITY   45321W106      219    12855 SH       DEFINED             18,21,22     4835        0     8020
IMRGLOBAL CORPORATIONS        EQUITY   45321W106      196    11500 SH       DEFINED     3,13,14,27,30,31    11500        0        0
IMRGLOBAL CORPORATIONS        EQUITY   45321W106      805    47200 SH       DEFINED                21,32    47200        0        0
INACOM CORP                   EQUITY   45323G109       14     1000 SH       DEFINED                  4,6        0        0     1000
INACOM CORP                   EQUITY   45323G109      465    33364 SH       DEFINED                12,21    33364        0        0
INACOM CORP                   EQUITY   45323G109       85     6114 SH       DEFINED          15,18,21,22     2009        0     4105
INACOM CORP                   EQUITY   45323G109      822    58940 SH       DEFINED             18,21,22    33770        0    25170
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8      277   300000 PRN      DEFINED                12,21   300000        0        0
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8       28    30000 PRN      DEFINED     3,13,14,27,30,31    30000        0        0
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8     4416  4780000 PRN      DEFINED        3,13,28,29,31  4780000        0        0
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8     4360  4720000 PRN      DEFINED           3,13,30,31  4720000        0        0
*** INCO LTD SUB DEB CONV-USD CORPBOND 453258AK1       46    50000 PRN      DEFINED                  4,6        0        0    50000
*** INCO LTD SUB DEB CONV-USD CORPBOND 453258AK1      230   250000 PRN      DEFINED                12,21   250000        0        0
*** INCO LTD SUB DEB CONV-USD CORPBOND 453258AK1     2300  2500000 PRN      DEFINED             16,18,21  2500000        0        0
*** INCO LTD SUB DEB CONV-USD CORPBOND 453258AK1       55    60000 PRN      DEFINED             18,21,22    50000        0    10000
*** INCO LTD                  EQUITY   453258402     1423    78800 SH       DEFINED   2,3,11,13,14,30,31        0    78800        0
*** INCO LTD                  EQUITY   453258402      215    11885 SH       DEFINED                12,21    11885        0        0
*** INCO LTD                  EQUITY   453258402      303    16762 SH       DEFINED             18,21,22    14722        0     2040
*** INCO LTD                  EQUITY   453258402       95     5238 SH       DEFINED                   25        0     5238        0
*** INCO LTD                  EQUITY   453258402      158     8747 SH       DEFINED                21,32     8747        0        0
INCYTE PHARMACEUTICALS INC    EQUITY   45337C102     2645    99800 SH       DEFINED   2,3,11,13,14,30,31        0    99800        0
INCYTE PHARMACEUTICALS INC    EQUITY   45337C102       27     1000 SH       DEFINED                  4,6        0        0     1000
INCYTE PHARMACEUTICALS INC    EQUITY   45337C102      639    24100 SH       DEFINED                12,21    24100        0        0
INCYTE PHARMACEUTICALS INC    EQUITY   45337C102      591    22307 SH       DEFINED             18,21,22     1605        0    20702
INDEPENDENCE COMMUNITY BANK   EQUITY   453414104     3878   296900 SH       DEFINED                12,21   296900        0        0
INDEPENDENCE COMMUNITY BANK   EQUITY   453414104       19     1450 SH       DEFINED          15,18,21,22      750        0      700
INDEPENDENCE COMMUNITY BANK   EQUITY   453414104     3122   239000 SH       DEFINED             16,18,21   239000        0        0
INDEPENDENCE COMMUNITY BANK   EQUITY   453414104      219    16798 SH       DEFINED             18,21,22     6168        0    10630
INDEPENDENT BANK CORP-MASS    EQUITY   453836108      121     8500 SH       DEFINED                12,21     8500        0        0
INDEPENDENT BANK CORP-MASS    EQUITY   453836108      207    14509 SH       DEFINED             18,21,22     2009        0    12500
*** INDEPENDENT ENERGY HOLDIN EQUITY   45384X108      333    24000 SH       DEFINED   2,3,11,13,14,30,31        0    24000        0
*** INDEPENDENT ENERGY HOLDIN EQUITY   45384X108       14     1000 SH       DEFINED             18,21,22     1000        0        0
INDIA FUND INC                EQUITY   454089103     3726   333000 SH       DEFINED                12,21   333000        0        0
INDIA FUND INC                EQUITY   454089103      733    65506 SH       DEFINED             18,21,22    40356        0    25150
INDIA GROWTH FD INC           EQUITY   454090101        3      253 SH       DEFINED          15,18,21,22      128        0      125
INDIA GROWTH FD INC           EQUITY   454090101      805    75750 SH       DEFINED             18,21,22    41941        0    33809
INDIANA ENERGY INC            EQUITY   454707100      584    27178 SH       DEFINED                12,21    27178        0        0
INDIANA ENERGY INC            EQUITY   454707100      478    22236 SH       DEFINED             18,21,22     6588        0    15648
*** INDIGO AVIATION AB SPONS  EQUITY   45567P104      172    22200 SH       DEFINED             18,21,22    19700        0     2500
INDONESIA FUND INC            EQUITY   455778100      101    18000 SH       DEFINED             18,21,22    13500        0     4500
INDUS INTERNATIONAL INC       EQUITY   45578L100       80    17700 SH       DEFINED                12,21    17700        0        0
INDUS INTERNATIONAL INC       EQUITY   45578L100        2      500 SH       DEFINED             18,21,22        0        0      500
INDUSTIR MATEMATIK INTL CORP  EQUITY   455792101       32    15700 SH       DEFINED                12,21    15700        0        0
INDUSTIR MATEMATIK INTL CORP  EQUITY   455792101        8     4000 SH       DEFINED             18,21,22     3000        0     1000
*** INDUSTRIE NATTUZZI ADS    EQUITY   456478106     3600   200000 SH       DEFINED                12,21   200000        0        0
*** INDUSTRIE NATTUZZI ADS    EQUITY   456478106     3600   200000 SH       DEFINED             16,18,21   200000        0        0
INDYMAC MTG HLDGS INC         EQUITY   456607100    65323  4130957 SH       DEFINED                12,21  4130957        0        0
INDYMAC MTG HLDGS INC         EQUITY   456607100       89     5645 SH       DEFINED          15,18,21,22     5645        0        0
INDYMAC MTG HLDGS INC         EQUITY   456607100     2140   135359 SH       DEFINED             18,21,22    75348        0    60010
INDYMAC MTG HLDGS INC         EQUITY   456607100      221    14000 SH       DEFINED     3,13,14,27,30,31    14000        0        0
INDYMAC MTG HLDGS INC         EQUITY   456607100      905    57209 SH       DEFINED                21,32    57209        0        0
INFINITY BROADCASTING CORP NE EQUITY   45662S102       27     1000 SH       DEFINED               -          1000        0        0
INFINITY BROADCASTING CORP NE EQUITY   45662S102     2263    83605 SH       DEFINED                  4,6     5400        0    78205
INFINITY BROADCASTING CORP NE EQUITY   45662S102    28192  1041700 SH       DEFINED                12,21  1041700        0        0
INFINITY BROADCASTING CORP NE EQUITY   45662S102      303    11213 SH       DEFINED          15,18,21,22     9080        0     2133
INFINITY BROADCASTING CORP NE EQUITY   45662S102    11453   423205 SH       DEFINED             18,21,22   236248        0   186957
INFINITY BROADCASTING CORP NE EQUITY   45662S102      325    12000 SH       DEFINED                   25        0    12000        0
INFINITY BROADCASTING CORP NE EQUITY   45662S102      317    11700 SH       DEFINED     3,13,14,27,30,31    11700        0        0
INET TECHNOLOGIES INC         EQUITY   45662V105        1       50 SH       DEFINED                12,21       50        0        0
INET TECHNOLOGIES INC         EQUITY   45662V105      279    10950 SH       DEFINED             18,21,22     2100        0     8850
INFINITY INC -NEW-            EQUITY   45663L403       30    12945 SH       DEFINED             18,21,22        0        0    12945
INFOCURE CORP                 EQUITY   45665A108     2476    46600 SH       DEFINED                12,21    46600        0        0
INFOCURE CORP                 EQUITY   45665A108      286     5390 SH       DEFINED          15,18,21,22     3011        0     2379
INFOCURE CORP                 EQUITY   45665A108      204     3848 SH       DEFINED             18,21,22     1307        0     2541
INFOCURE CORP                 EQUITY   45665A108     4412    83052 SH       DEFINED                21,32    83052        0        0
INFORMATICA CORP              EQUITY   45666Q102      104     2150 SH       DEFINED                12,21     2150        0        0
INFORMATICA CORP              EQUITY   45666Q102       84     1728 SH       DEFINED          15,18,21,22     1227        0      501
INFORMATICA CORP              EQUITY   45666Q102     1442    29726 SH       DEFINED             18,21,22    24955        0     4771
INFORMATICA CORP              EQUITY   45666Q102       10      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
INFORMATION ADVANTAGE SOFTWAR EQUITY   45669P101      316    49505 SH       DEFINED             18,21,22    17940        0    31565
INFORMATION HLDGS INC         EQUITY   456727106       26     1300 SH       DEFINED                12,21     1300        0        0
INFORMATION HLDGS INC         EQUITY   456727106      184     9365 SH       DEFINED          15,18,21,22     7125        0     2240
INFORMATION HLDGS INC         EQUITY   456727106     4033   205500 SH       DEFINED             18,21,22   140917        0    64583
INFORMIX CORP                 EQUITY   456779107       21     3000 SH       DEFINED                  4,6        0        0     3000
INFORMIX CORP                 EQUITY   456779107     1362   191100 SH       DEFINED                12,21   191100        0        0
INFORMIX CORP                 EQUITY   456779107        7     1050 SH       DEFINED          15,18,21,22      270        0      780
INFORMIX CORP                 OPTION   456779107        7     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
INFORMIX CORP                 EQUITY   456779107     2328   326687 SH       DEFINED             18,21,22   117202        0   209485
INFOSEEK CORP                 EQUITY   45678M107     2485    66260 SH       DEFINED                12,21    66260        0        0
INFOSEEK CORP                 EQUITY   45678M107       12      330 SH       DEFINED          15,18,21,22      205        0      125
INFOSEEK CORP                 EQUITY   45678M107     2470    65878 SH       DEFINED             18,21,22    42263        0    23615
INFOSEEK CORP                 OPTION   45678M107       19      500 SH  CALL DEFINED             18,21,22        0        0      500
INFOSEEK CORP                 EQUITY   45678M107     2176    58027 SH       DEFINED                21,32    58027        0        0
INFOSPACE.COM INC             EQUITY   45678T102       35      800 SH       DEFINED                  4,6        0        0      800
INFOSPACE.COM INC             EQUITY   45678T102      233     5300 SH       DEFINED                12,21     5300        0        0
INFOSPACE.COM INC             EQUITY   45678T102      236     5367 SH       DEFINED          15,18,21,22     3810        0     1557
INFOSPACE.COM INC             EQUITY   45678T102     4376    99459 SH       DEFINED             18,21,22    79266        0    20193
INFOUSA INC CL B (NEW)        EQUITY   456818103      245    31100 SH       DEFINED                12,21    31100        0        0
INFOUSA INC CL B (NEW)        EQUITY   456818103       19     2430 SH       DEFINED          15,18,21,22     1860        0      570
INFOUSA INC CL B (NEW)        EQUITY   456818103      432    54835 SH       DEFINED             18,21,22    35720        0    19115
*** ING GROEP NV SPONS ADR    EQUITY   456837103     1054    20595 SH       DEFINED               -         20595        0        0
*** ING GROEP NV SPONS ADR    EQUITY   456837103      230     4489 SH       DEFINED                  4,6        0        0     4489
*** ING GROEP NV SPONS ADR    EQUITY   456837103     1832    35796 SH       DEFINED          15,18,21,22    17870        0    17926
*** ING GROEP NV SPONS ADR    EQUITY   456837103      145     2832 SH       DEFINED             16,18,21     2832        0        0
*** ING GROEP NV SPONS ADR    EQUITY   456837103    47149   921102 SH       DEFINED             18,21,22   658243        0   262859
*** ING GROEP NV SPONS ADR    EQUITY   456837103     1238    24180 SH       DEFINED                   25        0    24180        0
INGERSOLL RAND CO             EQUITY   456866102      152     2450 SH       DEFINED               -          2450        0        0
INGERSOLL RAND CO             EQUITY   456866102     5067    81800 SH       DEFINED   2,3,11,13,14,30,31        0    81800        0
INGERSOLL RAND CO             EQUITY   456866102      334     5400 SH       DEFINED                  4,6     2400        0     3000
INGERSOLL RAND CO             EQUITY   456866102    42274   682527 SH       DEFINED                12,21   682527        0        0
INGERSOLL RAND CO             EQUITY   456866102     2061    33276 SH       DEFINED          15,18,21,22    20304        0    12972
INGERSOLL RAND CO             EQUITY   456866102    12957   209200 SH       DEFINED             16,18,21   209200        0        0
INGERSOLL RAND CO             EQUITY   456866102    64058  1034219 SH       DEFINED             18,21,22   666729        0   367490
INGERSOLL RAND CO             EQUITY   456866102     1806    29159 SH       DEFINED                   25        0    29159        0
INGERSOLL RAND CO             EQUITY   456866102     1143    18459 SH       DEFINED     3,13,14,27,30,31    18459        0        0
INGERSOLL RAND CO             EQUITY   456866102      678    10940 SH       DEFINED                21,32    10940        0        0
INFORMATION RESOURCES INC     EQUITY   456905108      992   111800 SH       DEFINED   2,3,11,13,14,30,31        0   111800        0
INFORMATION RESOURCES INC     EQUITY   456905108      200    22545 SH       DEFINED                12,21    22545        0        0
INFORMATION RESOURCES INC     EQUITY   456905108        4      444 SH       DEFINED             18,21,22        0        0      444
INGLES MKTS INC CL A          EQUITY   457030104      103     7189 SH       DEFINED                12,21     7189        0        0
INGLES MKTS INC CL A          EQUITY   457030104       29     2000 SH       DEFINED          15,18,21,22        0        0     2000
INGLES MKTS INC CL A          EQUITY   457030104      373    25941 SH       DEFINED             18,21,22    13401        0    12540
INGRAM MICRO INC SR DEBS-ZERO CORPBOND 457153AA2       10    30000 PRN      DEFINED                12,21    30000        0        0
INGRAM MICRO INC SR DEBS-ZERO CORPBOND 457153AA2       20    60000 PRN      DEFINED     3,13,14,27,30,31    60000        0        0
INGRAM MICRO INC SR DEBS-ZERO CORPBOND 457153AA2     2494  7391000 PRN      DEFINED        3,13,28,29,31  7391000        0        0
INGRAM MICRO INC SR DEBS-ZERO CORPBOND 457153AA2     1927  5709000 PRN      DEFINED           3,13,30,31  5709000        0        0
INGRAM MICRO INC CLASS A      EQUITY   457153104      259     9000 SH       DEFINED                  4,6        0        0     9000
INGRAM MICRO INC CLASS A      EQUITY   457153104     5693   197600 SH       DEFINED                12,21   197600        0        0
INGRAM MICRO INC CLASS A      EQUITY   457153104      508    17624 SH       DEFINED          15,18,21,22     7624        0    10000
INGRAM MICRO INC CLASS A      EQUITY   457153104      207     7200 SH       DEFINED                18,21     7200        0        0
INGRAM MICRO INC CLASS A      EQUITY   457153104     8155   283027 SH       DEFINED             18,21,22   243851        0    39176
INHALE THERAPEUTIC SYSTEMS IN EQUITY   457191104      411    16200 SH       DEFINED                12,21    16200        0        0
INHALE THERAPEUTIC SYSTEMS IN EQUITY   457191104       37     1475 SH       DEFINED             18,21,22     1274        0      201
INKTOMI CORP                  EQUITY   457277101    10564    98500 SH       DEFINED                12,21    98500        0        0
INKTOMI CORP                  EQUITY   457277101       14      130 SH       DEFINED          15,18,21,22      100        0       30
INKTOMI CORP                  EQUITY   457277101     1931    18000 SH       DEFINED             16,18,21    18000        0        0
INKTOMI CORP                  EQUITY   457277101     6520    60795 SH       DEFINED             18,21,22    39373        0    21422
INKTOMI CORP                  OPTION   457277101       11      100 SH  CALL DEFINED             18,21,22      100        0        0
INKTOMI CORP                  OPTION   457277101       43      400 SH  PUT  DEFINED             18,21,22        0        0      400
INKTOMI CORP                  EQUITY   457277101      107     1000 SH       DEFINED     3,13,14,27,30,31     1000        0        0
INKTOMI CORP                  EQUITY   457277101     1823    17000 SH       DEFINED        3,13,28,29,31    17000        0        0
INLAND RESOURCES INC  NEW     EQUITY   457469203      374   544077 SH       DEFINED               4,6,10   544077        0        0
INNKEEPERS USA TR             EQUITY   4576J0104     2716   301801 SH       DEFINED                12,21   301801        0        0
INNKEEPERS USA TR             EQUITY   4576J0104      277    30733 SH       DEFINED             18,21,22    14530        0    16202
INNERDYNE INC                 EQUITY   45764D102       38    18100 SH       DEFINED             18,21,22    10000        0     8100
INNOVEX INC                   EQUITY   457647105      194    13700 SH       DEFINED                12,21    13700        0        0
INNOVEX INC                   EQUITY   457647105      104     7334 SH       DEFINED             18,21,22     2584        0     4750
INSIGHT ENTERPRISES INC       EQUITY   45765U103     1191    42525 SH       DEFINED               -         42525        0        0
INSIGHT ENTERPRISES INC       EQUITY   45765U103    15224   543712 SH       DEFINED                12,21   543712        0        0
INSIGHT ENTERPRISES INC       EQUITY   45765U103     6860   245000 SH       DEFINED             16,18,21   245000        0        0
INSIGHT ENTERPRISES INC       EQUITY   45765U103     2656    94840 SH       DEFINED       17,18,19,20,21    94840        0        0
INSIGHT ENTERPRISES INC       EQUITY   45765U103       26      911 SH       DEFINED             18,21,22      372        0      539
INSIGHT ENTERPRISES INC       EQUITY   45765U103        8      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
INPUT/OUTPUT INC              EQUITY   457652105      278    39017 SH       DEFINED                12,21    39017        0        0
INPUT/OUTPUT INC              EQUITY   457652105      165    23127 SH       DEFINED             18,21,22     3096        0    20031
INPRISE CORP                  EQUITY   45766C102     1988   481888 SH       DEFINED                12,21   481888        0        0
INPRISE CORP                  EQUITY   45766C102       60    14660 SH       DEFINED          15,18,21,22    13770        0      890
INPRISE CORP                  EQUITY   45766C102     1577   382286 SH       DEFINED             18,21,22   253633        0   128653
INSIGHT HEALTH SERVICES CORP  EQUITY   45766Q101      150    24937 SH       DEFINED             18,21,22     1387        0    23550
INSITUFORM EAST INC           EQUITY   457662104       27    19001 SH       DEFINED             18,21,22        1        0    19000
INSITUFORM TECHNOLOGIES INC   EQUITY   457667103      520    22600 SH       DEFINED                12,21    22600        0        0
INSITUFORM TECHNOLOGIES INC   EQUITY   457667103     1405    61081 SH       DEFINED             18,21,22    50330        0    10751
INSITUFORM TECHNOLOGIES INC   EQUITY   457667103      348    15111 SH       DEFINED                21,32    15111        0        0
INSIGNIA FINL GROUP INC NEW   EQUITY   45767A105        1      107 SH       DEFINED               -           107        0        0
INSIGNIA FINL GROUP INC NEW   EQUITY   45767A105      175    15654 SH       DEFINED                12,21    15654        0        0
INSIGNIA FINL GROUP INC NEW   EQUITY   45767A105       81     7229 SH       DEFINED          15,18,21,22     5465        0     1764
INSIGNIA FINL GROUP INC NEW   EQUITY   45767A105     1794   160355 SH       DEFINED             18,21,22   107969        0    52386
INSO CORP                     EQUITY   457674109       58    10000 SH       DEFINED                12,21    10000        0        0
INSO CORP                     EQUITY   457674109       29     5092 SH       DEFINED             18,21,22     2734        0     2358
INSPIRE INSURANCE SOLUTIONS   EQUITY   457732105      136    12900 SH       DEFINED                12,21    12900        0        0
INSPIRE INSURANCE SOLUTIONS   EQUITY   457732105        3      300 SH       DEFINED             18,21,22        0        0      300
INSTEEL INDS INC              EQUITY   45774W108      469    51374 SH       DEFINED             18,21,22    33251        0    18123
*** INSTRUMENTATION LAB SPA   EQUITY   457810109      450   553476 SH       DEFINED                  6,7   553476        0        0
INTEGRATED ELECTRICAL SVCS    EQUITY   45811E103      290    17000 SH       DEFINED                12,21    17000        0        0
INTEGRATED DEVICE TECH INC    CORPBOND 458118AA4        4     5000 PRN      DEFINED                12,21     5000        0        0
INTEGRATED DEVICE TECH INC    CORPBOND 458118AA4      358   422000 PRN      DEFINED             18,21,22   174000        0   248000
INTEGRATED DEVICE TECHNOLOGY  EQUITY   458118106      929    68842 SH       DEFINED                12,21    68842        0        0
INTEGRATED DEVICE TECHNOLOGY  EQUITY   458118106     4336   321170 SH       DEFINED             18,21,22    59208        0   261962
INTEGRATED HEALTH SERVICES IN EQUITY   45812C106     1571   282353 SH       DEFINED               -        282353        0        0
INTEGRATED HEALTH SERVICES IN EQUITY   45812C106      118    21196 SH       DEFINED                12,21    21196        0        0
INTEGRATED HEALTH SERVICES IN EQUITY   45812C106      135    24232 SH       DEFINED             18,21,22    15347        0     8885
INTEGRATED SYSTEMS INC        EQUITY   45812M104      191    19800 SH       DEFINED                12,21    19800        0        0
INTEGRATED SILICON SOLUTION   EQUITY   45812P107      311    45625 SH       DEFINED             18,21,22     4900        0    40725
INTEL CORP                    EQUITY   458140100    16018   224615 SH       DEFINED               -        224615        0        0
INTEL CORP                    EQUITY   458140100    11383   159622 SH       DEFINED   2,3,11,13,14,30,31        0   159622        0
INTEL CORP                    EQUITY   458140100   150381  2108745 SH       DEFINED                  4,6   636689   395458  1076598
INTEL CORP                    EQUITY   458140100     4956    69500 SH       DEFINED                5,6,7        0        0    69500
INTEL CORP                    EQUITY   458140100     2503    35097 SH       DEFINED                  6,7        0        0    35097
INTEL CORP                    EQUITY   458140100   756543 10608762 SH       DEFINED                12,21 10608762        0        0
INTEL CORP                    EQUITY   458140100    81361  1140897 SH       DEFINED          15,18,21,22   596263        0   544633
INTEL CORP                    OPTION   458140100      143     2000 SH  CALL DEFINED          15,18,21,22        0        0     2000
INTEL CORP                    OPTION   458140100       71     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
INTEL CORP                    EQUITY   458140100    45491   637900 SH       DEFINED             16,18,21   637900        0        0
INTEL CORP                    OPTION   458140100     3566    50000 SH  CALL DEFINED       17,18,19,20,21    50000        0        0
INTEL CORP                    EQUITY   458140100  1806995 25338926 SH       DEFINED             18,21,22 12918355        0 12420570
INTEL CORP                    OPTION   458140100     6632    93000 SH  CALL DEFINED             18,21,22    60200        0    32800
INTEL CORP                    OPTION   458140100     8087   113400 SH  PUT  DEFINED             18,21,22   112500        0      900
INTEL CORP                    EQUITY   458140100    12051   168984 SH       DEFINED                   25        0   168984        0
INTEL CORP                    EQUITY   458140100     4773    66926 SH       DEFINED     3,13,14,27,30,31    66926        0        0
INTEL CORP                    EQUITY   458140100    13049   182988 SH       DEFINED                21,32   182988        0        0
INTELECT COMMUNICATIONS SYS   EQUITY   458144102        4     2677 SH       DEFINED          15,18,21,22        0        0     2677
INTELECT COMMUNICATIONS SYS   EQUITY   458144102       31    21010 SH       DEFINED             18,21,22     8390        0    12620
INTELLIGROUP INC              EQUITY   45816A106      262    42800 SH       DEFINED                12,21    42800        0        0
INTELLIGROUP INC              EQUITY   45816A106      292    47600 SH       DEFINED             18,21,22    22400        0    25200
INTELLIGROUP INC              EQUITY   45816A106      262    42800 SH       DEFINED                21,32    42800        0        0
INTER-TEL INC                 EQUITY   458372109      417    20100 SH       DEFINED                12,21    20100        0        0
INTER-TEL INC                 EQUITY   458372109        5      231 SH       DEFINED             18,21,22      105        0      126
INTERCHANGE FINANCIAL SERVICE EQUITY   458447109      307    15948 SH       DEFINED             18,21,22        9        0    15939
INTERDIGITAL COMMUNICATIONS   EQUITY   45866A105      279    48500 SH       DEFINED                12,21    48500        0        0
INTERDIGITAL COMMUNICATIONS   EQUITY   45866A105        8     1431 SH       DEFINED             18,21,22      431        0     1000
INTERFACE INC                 EQUITY   458665106     3437   379190 SH       DEFINED                12,21   379190        0        0
INTERFACE INC                 EQUITY   458665106      643    70904 SH       DEFINED          15,18,21,22    28528        0    42376
INTERFACE INC                 EQUITY   458665106     3442   379789 SH       DEFINED             18,21,22   281568        0    98221
INTERFACE INC                 EQUITY   458665106      453    50000 SH       DEFINED     3,13,14,27,30,31    50000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8       44    50000 PRN      DEFINED               -         50000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8      183   210000 PRN      DEFINED                12,21   210000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8       27    31000 PRN      DEFINED          15,18,21,22        0        0    31000
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8     1250  1437000 PRN      DEFINED             18,21,22  1163000        0   274000
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8       26    30000 PRN      DEFINED     3,13,14,27,30,31    30000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8     2334  2683000 PRN      DEFINED        3,13,28,29,31  2683000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8     1668  1917000 PRN      DEFINED           3,13,30,31  1917000        0        0
INTERIM SVCS INC              EQUITY   45868P100     2826   134984 SH       DEFINED                12,21   134984        0        0
INTERIM SVCS INC              EQUITY   45868P100        2      114 SH       DEFINED          15,18,21,22      114        0        0
INTERIM SVCS INC              EQUITY   45868P100      712    33994 SH       DEFINED             18,21,22    24573        0     9421
INTERIM SVCS INC              EQUITY   45868P100      417    19900 SH       DEFINED                   25        0    19900        0
INTERIM SVCS INC              EQUITY   45868P100       13      600 SH       DEFINED     3,13,14,27,30,31      600        0        0
INTERIM SVCS INC              EQUITY   45868P100      484    23100 SH       DEFINED        3,13,30,31,33        0        0    23100
INTERGRAPH CORP               EQUITY   458683109      953   208866 SH       DEFINED                12,21   208866        0        0
INTERGRAPH CORP               EQUITY   458683109      112    24459 SH       DEFINED          15,18,21,22     7992        0    16467
INTERGRAPH CORP               EQUITY   458683109      935   204887 SH       DEFINED             18,21,22   176222        0    28665
INTERMEDIA COMMUNICATION INC  EQUITY   458801107     2047    82704 SH       DEFINED                12,21    82704        0        0
INTERMEDIA COMMUNICATION INC  EQUITY   458801107       23      925 SH       DEFINED          15,18,21,22      650        0      275
INTERMEDIA COMMUNICATION INC  EQUITY   458801107     1358    54858 SH       DEFINED             18,21,22    15138        0    39720
INTERMEDIA COMMUNICATION INC  EQUITY   458801107      225     9100 SH       DEFINED     3,13,14,27,30,31     9100        0        0
INTERMEDIA COMMUNICATION INC  EQUITY   458801107      757    30600 SH       DEFINED                21,32    30600        0        0
INTERMET CORP                 EQUITY   45881K104     2296   207561 SH       DEFINED                12,21   207561        0        0
INTERMET CORP                 EQUITY   45881K104       19     1700 SH       DEFINED          15,18,21,22      100        0     1600
INTERMET CORP                 EQUITY   45881K104        3      280 SH       DEFINED             18,21,22        0        0      280
INTERMET CORP                 EQUITY   45881K104      107     9700 SH       DEFINED                   25        0     9700        0
INTERNATIONAL BANCSHARES CORP EQUITY   459044103      514    11550 SH       DEFINED                12,21    11550        0        0
INTERNATIONAL BANCSHARES CORP EQUITY   459044103      479    10769 SH       DEFINED             18,21,22        8        0    10761
INTL BUSINESS MACHINES CORP   EQUITY   459200101     4274    34960 SH       DEFINED               -         34960        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101    12555   102700 SH       DEFINED   2,3,11,13,14,30,31        0   102700        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101   191417  1565781 SH       DEFINED                  4,6   604320   447063   514398
INTL BUSINESS MACHINES CORP   EQUITY   459200101     2690    22000 SH       DEFINED                5,6,7        0        0    22000
INTL BUSINESS MACHINES CORP   EQUITY   459200101    19184   156926 SH       DEFINED                  6,7   140856        0    16070
INTL BUSINESS MACHINES CORP   EQUITY   459200101   568241  4648191 SH       DEFINED                12,21  4648191        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101    34659   283510 SH       DEFINED          15,18,21,22   168544        0   114965
INTL BUSINESS MACHINES CORP   EQUITY   459200101   121144   990950 SH       DEFINED             16,18,21   990950        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101      747     6108 SH       DEFINED       17,18,19,20,21     6108        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101  1048005  8572639 SH       DEFINED             18,21,22  5651135        0  2921504
INTL BUSINESS MACHINES CORP   OPTION   459200101     8989    73528 SH  CALL DEFINED             18,21,22    65728        0     7800
INTL BUSINESS MACHINES CORP   OPTION   459200101     8549    69928 SH  PUT  DEFINED             18,21,22    60928        0     9000
INTL BUSINESS MACHINES CORP   EQUITY   459200101     9970    81552 SH       DEFINED                   25        0    81552        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101    24461   200088 SH       DEFINED     3,13,14,27,30,31   200088        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101     2445    20000 SH       DEFINED        3,13,28,29,31    20000        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101    12148    99369 SH       DEFINED                21,32    99369        0        0
INTERNATIONAL FIBERCOM INC    EQUITY   45950T101      167    19800 SH       DEFINED                12,21    19800        0        0
INTERNATIONAL FIBERCOM INC    EQUITY   45950T101       25     3000 SH       DEFINED             18,21,22        0        0     3000
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101       45     1011 SH       DEFINED               -          1011        0        0
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101      288     6400 SH       DEFINED                  4,6        0        0     6400
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101     3023    67188 SH       DEFINED                5,6,7        0        0    67188
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101      401     8900 SH       DEFINED                  6,7        0        0     8900
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101     1073    23854 SH       DEFINED                12,21    23854        0        0
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101     7679   170645 SH       DEFINED             18,21,22   127616        0    43029
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101      139     3083 SH       DEFINED                   25        0     3083        0
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101      727    16157 SH       DEFINED                21,32    16157        0        0
INTERNATIONAL HOME FOODS INC  EQUITY   459655106       51     2635 SH       DEFINED                  4,6     2635        0        0
INTERNATIONAL HOME FOODS INC  EQUITY   459655106        2       87 SH       DEFINED                5,6,7        0        0       87
INTERNATIONAL HOME FOODS INC  EQUITY   459655106      238    12220 SH       DEFINED                12,21    12220        0        0
INTERNATIONAL HOME FOODS INC  EQUITY   459655106     1062    54640 SH       DEFINED             18,21,22    39164        0    15476
INTERNATIONAL HOME FOODS INC  EQUITY   459655106     1887    97093 SH       DEFINED                21,32    97093        0        0
INTL INTEGRATION INC          EQUITY   459698106      493    22600 SH       DEFINED   2,3,11,13,14,30,31        0    22600        0
INTL INTEGRATION INC          EQUITY   459698106      519    23800 SH       DEFINED                12,21    23800        0        0
INTL INTEGRATION INC          EQUITY   459698106      191     8744 SH       DEFINED          15,18,21,22     6189        0     2555
INTL INTEGRATION INC          EQUITY   459698106     3328   152572 SH       DEFINED             18,21,22   127857        0    24715
INTERNATIONAL MICROCOMPUTER   EQUITY   459862306      219    44062 SH       DEFINED             18,21,22    17786        0    26276
INTERNATIONAL GAME TECHNOLOGY EQUITY   459902102     1598    84100 SH       DEFINED                12,21    84100        0        0
INTERNATIONAL GAME TECHNOLOGY EQUITY   459902102      319    16770 SH       DEFINED             18,21,22     5898        0    10872
INTERNATIONAL GAME TECHNOLOGY EQUITY   459902102     1009    53084 SH       DEFINED                21,32    53084        0        0
INTERNATIONAL MULTIFOODS CORP EQUITY   460043102       86     3700 SH       DEFINED               -          3700        0        0
INTERNATIONAL MULTIFOODS CORP EQUITY   460043102      336    14353 SH       DEFINED                12,21    14353        0        0
INTERNATIONAL MULTIFOODS CORP EQUITY   460043102      119     5080 SH       DEFINED             18,21,22       70        0     5010
INTERNATIONAL NETWORK SVCS    EQUITY   460053101     8131   189649 SH       DEFINED                12,21   189649        0        0
INTERNATIONAL NETWORK SVCS    EQUITY   460053101      102     2368 SH       DEFINED          15,18,21,22     1685        0      683
INTERNATIONAL NETWORK SVCS    EQUITY   460053101     2311    53900 SH       DEFINED             18,21,22    46447        0     7453
INTERNATIONAL NETWORK SVCS    EQUITY   460053101     5403   126011 SH       DEFINED                21,32   126011        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103     6469   125908 SH       DEFINED               -        125908        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103    12679   246800 SH       DEFINED   2,3,11,13,14,30,31        0   246800        0
INTERNATIONAL PAPER CO        EQUITY   460146103     9563   186141 SH       DEFINED                  4,6    15167   132000    38974
INTERNATIONAL PAPER CO        EQUITY   460146103    57837  1125790 SH       DEFINED                12,21  1125790        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103     2542    49480 SH       DEFINED          15,18,21,22    26798        0    22681
INTERNATIONAL PAPER CO        EQUITY   460146103    27583   536904 SH       DEFINED             16,18,21   536904        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103   247099  4809720 SH       DEFINED             18,21,22  1339944        0  3469775
INTERNATIONAL PAPER CO        EQUITY   460146103      593    11539 SH       DEFINED                   25        0    11539        0
INTERNATIONAL PAPER CO        EQUITY   460146103     1721    33502 SH       DEFINED     3,13,14,27,30,31    33502        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103     1720    33485 SH       DEFINED                21,32    33485        0        0
INTERNATIONAL RECTIFIER CORP  EQUITY   460254105     1318    92882 SH       DEFINED                12,21    92882        0        0
INTERNATIONAL RECTIFIER CORP  EQUITY   460254105       50     3500 SH       DEFINED          15,18,21,22     3500        0        0
INTERNATIONAL RECTIFIER CORP  EQUITY   460254105     3229   227588 SH       DEFINED             18,21,22   133136        0    94452
INTERNATIONAL SHIPHOLDING COR EQUITY   460321201      134     9500 SH       DEFINED                12,21     9500        0        0
INTERNATIONAL SHIPHOLDING COR EQUITY   460321201      255    18000 SH       DEFINED             16,18,21    18000        0        0
INTERNATIONAL SPEEDWAY CORP   EQUITY   460335201      624    12300 SH       DEFINED                12,21    12300        0        0
INTERNATIONAL SPEEDWAY CORP   EQUITY   460335201      152     2986 SH       DEFINED          15,18,21,22     1398        0     1588
INTERNATIONAL SPEEDWAY CORP   EQUITY   460335201    11523   227050 SH       DEFINED             18,21,22   157437        0    69613
INTERNATIONAL SPEEDWAY CORP   EQUITY   460335201       15      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
INTL TELECOMMUNATIONS DATA    EQUITY   46047F104      714    77200 SH       DEFINED   2,3,11,13,14,30,31        0    77200        0
INTL TELECOMMUNATIONS DATA    EQUITY   46047F104      144    15600 SH       DEFINED                12,21    15600        0        0
INTL TELECOMMUNATIONS DATA    EQUITY   46047F104       90     9762 SH       DEFINED          15,18,21,22     7440        0     2322
INTL TELECOMMUNATIONS DATA    EQUITY   46047F104       76     8175 SH       DEFINED             18,21,22     5925        0     2250
INTERPOOL INC                 EQUITY   46062R108      131    10098 SH       DEFINED                12,21    10098        0        0
INTERPOOL INC                 EQUITY   46062R108       27     2100 SH       DEFINED          15,18,21,22     2100        0        0
INTERPOOL INC                 EQUITY   46062R108     3125   241560 SH       DEFINED             18,21,22    43955        0   197605
INTERPUBLIC GROUP COS INC     CORPBOND 460690AF7      276   240000 PRN      DEFINED          15,18,21,22   135000        0   105000
INTERPUBLIC GROUP COS INC     CORPBOND 460690AF7     3454  3000000 PRN      DEFINED             16,18,21  3000000        0        0
INTERPUBLIC GROUP COS INC     CORPBOND 460690AF7    10084  8759000 PRN      DEFINED             18,21,22  6315000        0  2444000
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5      356   395600 PRN      DEFINED                12,21   395600        0        0
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5    20385 22650000 PRN      DEFINED             16,18,21 22650000        0        0
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5       32    35000 PRN      DEFINED             18,21,22    35000        0        0
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5       11    12100 PRN      DEFINED     3,13,14,27,30,31    12100        0        0
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5     3024  3360000 PRN      DEFINED        3,13,28,29,31  3360000        0        0
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5     2158  2398000 PRN      DEFINED           3,13,30,31  2398000        0        0
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100      153     3755 SH       DEFINED               -          3755        0        0
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100    57310  1406389 SH       DEFINED                  4,6   596090   328325   481974
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100      759    18615 SH       DEFINED                  6,7        0        0    18615
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100     2459    60341 SH       DEFINED                12,21    60341        0        0
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100     3630    89078 SH       DEFINED          15,18,21,22    47246        0    41832
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100    94193  2311487 SH       DEFINED             18,21,22  1122115        0  1189372
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100      652    15997 SH       DEFINED                   25        0    15997        0
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100      315     7725 SH       DEFINED                21,32     7725        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108       11      500 SH       DEFINED               -           500        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108     8392   366854 SH       DEFINED                12,21   366854        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108       51     2245 SH       DEFINED          15,18,21,22     2245        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108     1173    51276 SH       DEFINED             18,21,22    33141        0    18135
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108      437    19100 SH       DEFINED                21,32    19100        0        0
*** INTRAWEST CORP NEW        EQUITY   460915200     1055    68900 SH       DEFINED                12,21    68900        0        0
*** INTRAWEST CORP NEW        EQUITY   460915200       54     3551 SH       DEFINED             18,21,22     2051        0     1500
INTERSYSTEMS INC DEL          EQUITY   460920101       13    14400 SH       DEFINED             18,21,22        0        0    14400
INTERWEST BANCORP INC         EQUITY   460931108     1521    67240 SH       DEFINED                12,21    67240        0        0
INTERWEST BANCORP INC         EQUITY   460931108       43     1897 SH       DEFINED             18,21,22        0        0     1897
INTERVU INC                   EQUITY   46114R106      132     3600 SH       DEFINED                12,21     3600        0        0
INTERVU INC                   EQUITY   46114R106       88     2400 SH       DEFINED             18,21,22      700        0     1700
INTERVOICE INC                EQUITY   461142101     1188    80000 SH       DEFINED                12,21    80000        0        0
INTERVOICE INC                EQUITY   461142101       57     3865 SH       DEFINED             18,21,22       76        0     3789
INTIMATE BRANDS INC CL A      EQUITY   461156101     1816    41160 SH       DEFINED                12,21    41160        0        0
INTIMATE BRANDS INC CL A      EQUITY   461156101      292     6618 SH       DEFINED          15,18,21,22     3973        0     2645
INTIMATE BRANDS INC CL A      EQUITY   461156101      199     4515 SH       DEFINED                18,21     4515        0        0
INTIMATE BRANDS INC CL A      EQUITY   461156101     5924   134247 SH       DEFINED             18,21,22    60569        0    73678
INTIMATE BRANDS INC CL A      EQUITY   461156101       42      945 SH       DEFINED     3,13,14,27,30,31      945        0        0
INTUIT INC                    EQUITY   461202103        8      100 SH       DEFINED               -           100        0        0
INTUIT INC                    EQUITY   461202103      791     9675 SH       DEFINED                  4,6     3500     1500     4675
INTUIT INC                    EQUITY   461202103     6844    83714 SH       DEFINED                12,21    83714        0        0
INTUIT INC                    EQUITY   461202103        5       65 SH       DEFINED          15,18,21,22       10        0       55
INTUIT INC                    EQUITY   461202103     2496    30533 SH       DEFINED             18,21,22    11570        0    18963
INTUIT INC                    EQUITY   461202103     8526   104290 SH       DEFINED     3,13,14,27,30,31   104290        0        0
INTUIT INC                    EQUITY   461202103     2011    24597 SH       DEFINED                21,32    24597        0        0
INVACARE CORP                 EQUITY   461203101       22     1000 SH       DEFINED               -          1000        0        0
INVACARE CORP                 EQUITY   461203101     3698   170006 SH       DEFINED                12,21   170006        0        0
INVACARE CORP                 EQUITY   461203101      250    11500 SH       DEFINED          15,18,21,22     9020        0     2480
INVACARE CORP                 EQUITY   461203101     5830   268051 SH       DEFINED             18,21,22   179916        0    88135
INVACARE CORP                 EQUITY   461203101     1366    62800 SH       DEFINED                   25        0    62800        0
INVESCO GLOBAL HEALTH SCIENCE EQUITY   46128N109       24     1500 SH       DEFINED               -          1500        0        0
INVESCO GLOBAL HEALTH SCIENCE EQUITY   46128N109     1999   125939 SH       DEFINED             18,21,22    62069        0    63870
INVESTMENT TECHNOLOGY GROUP   EQUITY   46145F105       33     1000 SH       DEFINED                  4,6        0        0     1000
INVESTMENT TECHNOLOGY GROUP   EQUITY   46145F105      433    13165 SH       DEFINED                12,21    13165        0        0
INVESTMENT TECHNOLOGY GROUP   EQUITY   46145F105       97     2952 SH       DEFINED             18,21,22     1462        0     1490
INVESTMENT TECHNOLOGY GROUP   EQUITY   46145F105      381    11600 SH       DEFINED                   25        0    11600        0
INVESTMENT TECHNOLOGY GROUP   EQUITY   46145F105      348    10600 SH       DEFINED                21,32    10600        0        0
INVITROGEN CORP               EQUITY   46185R100     1447    50900 SH       DEFINED                12,21    50900        0        0
INVITROGEN CORP               EQUITY   46185R100        4      125 SH       DEFINED          15,18,21,22      100        0       25
INVITROGEN CORP               EQUITY   46185R100      276     9690 SH       DEFINED             18,21,22     7270        0     2420
INVESTORS FINL SVCS CORP      EQUITY   461915100     1468    35700 SH       DEFINED                    6    35700        0        0
INVESTORS FINL SVCS CORP      EQUITY   461915100     3360    81700 SH       DEFINED                12,21    81700        0        0
INVESTORS FINL SVCS CORP      EQUITY   461915100        7      162 SH       DEFINED             18,21,22      158        0        4
INVESTORS FINL SVCS CORP      EQUITY   461915100      724    17600 SH       DEFINED                   25        0    17600        0
IOMEGA CORP                   EQUITY   462030107      447   110000 SH       DEFINED                  4,6        0   110000        0
IOMEGA CORP                   EQUITY   462030107      133    32825 SH       DEFINED                12,21    32825        0        0
IOMEGA CORP                   EQUITY   462030107       24     6000 SH       DEFINED          15,18,21,22     3400        0     2600
IOMEGA CORP                   EQUITY   462030107     1888   464689 SH       DEFINED             18,21,22   129441        0   335248
IONICS INC                    EQUITY   462218108        5      150 SH       DEFINED                  4,6        0        0      150
IONICS INC                    EQUITY   462218108      487    14456 SH       DEFINED                12,21    14456        0        0
IONICS INC                    EQUITY   462218108       34     1000 SH       DEFINED          15,18,21,22        0        0     1000
IONICS INC                    EQUITY   462218108      254     7550 SH       DEFINED             18,21,22     1320        0     6230
IPALCO ENTERPRISES INC        EQUITY   462613100      114     5400 SH       DEFINED               -          5400        0        0
IPALCO ENTERPRISES INC        EQUITY   462613100       56     2650 SH       DEFINED                12,21     2650        0        0
IPALCO ENTERPRISES INC        EQUITY   462613100      127     6000 SH       DEFINED          15,18,21,22        0        0     6000
IPALCO ENTERPRISES INC        EQUITY   462613100     1001    47371 SH       DEFINED             18,21,22    14704        0    32667
IPALCO ENTERPRISES INC        EQUITY   462613100       77     3624 SH       DEFINED                21,32     3624        0        0
*** IRELAND BANK SPONS ADR-EU EQUITY   46267Q103      158     4305 SH       DEFINED               -          4305        0        0
*** IRELAND BANK SPONS ADR-EU EQUITY   46267Q103       35      949 SH       DEFINED          15,18,21,22      165        0      784
*** IRELAND BANK SPONS ADR-EU EQUITY   46267Q103     2404    65407 SH       DEFINED             18,21,22    27353        0    38054
IRIDEX CORP                   EQUITY   462684101       59    14000 SH       DEFINED             18,21,22    10000        0     4000
IRISH INVT FD INC             EQUITY   462710104       25     1495 SH       DEFINED          15,18,21,22       61        0     1434
IRISH INVT FD INC             EQUITY   462710104      943    57364 SH       DEFINED             18,21,22    33501        0    23863
IRON MOUNTAIN INC DEL         EQUITY   46284P104      628    19500 SH       DEFINED                12,21    19500        0        0
IRON MOUNTAIN INC DEL         EQUITY   46284P104       23      725 SH       DEFINED          15,18,21,22      415        0      310
IRON MOUNTAIN INC DEL         EQUITY   46284P104     1824    56652 SH       DEFINED             18,21,22    36290        0    20362
IRON MOUNTAIN INC DEL         EQUITY   46284P104     6639   206250 SH       DEFINED            4,6,23,24   206250        0        0
IRWIN FINANCIAL CORP          EQUITY   464119106      396    18428 SH       DEFINED                12,21    18428        0        0
IRWIN FINANCIAL CORP          EQUITY   464119106        6      301 SH       DEFINED             18,21,22        1        0      300
IRWIN FINANCIAL CORP          EQUITY   464119106      108     5000 SH       DEFINED                   25        0     5000        0
I C ISAACS & COMPANY INC      EQUITY   464192103        3     1650 SH       DEFINED          15,18,21,22     1450        0      200
I C ISAACS & COMPANY INC      EQUITY   464192103       59    33550 SH       DEFINED             18,21,22     2300        0    31250
ISIS PHARMACEUTICALS          EQUITY   464330109     5478   528000 SH       DEFINED                12,21   528000        0        0
ISIS PHARMACEUTICALS          EQUITY   464330109        9      850 SH       DEFINED          15,18,21,22        0        0      850
ISIS PHARMACEUTICALS          EQUITY   464330109      120    11610 SH       DEFINED             18,21,22     2750        0     8860
ISOLYSER CO INC-GA            EQUITY   464888106       11     2940 SH       DEFINED          15,18,21,22     1840        0     1100
ISOLYSER CO INC-GA            EQUITY   464888106       33     9194 SH       DEFINED             18,21,22      694        0     8500
*** ISTITUTO BANCARIO SAN-USD EQUITY   465224103      353    13910 SH       DEFINED               -         13910        0        0
*** ISTITUTO BANCARIO SAN-USD EQUITY   465224103      134     5289 SH       DEFINED          15,18,21,22     4414        0      875
*** ISTITUTO BANCARIO SAN-USD EQUITY   465224103     4565   179892 SH       DEFINED             18,21,22   147566        0    32326
*** ISTITUTO NAZIONALE DELLE  EQUITY   465234102       28     1225 SH       DEFINED               -          1225        0        0
*** ISTITUTO NAZIONALE DELLE  EQUITY   465234102       16      695 SH       DEFINED          15,18,21,22      100        0      595
*** ISTITUTO NAZIONALE DELLE  EQUITY   465234102      384    16872 SH       DEFINED             18,21,22    12403        0     4469
IT GROUP INC                  EQUITY   465266104       62     4400 SH       DEFINED                12,21     4400        0        0
IT GROUP INC                  EQUITY   465266104      151    10820 SH       DEFINED             18,21,22      225        0    10595
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301      349     4980 SH       DEFINED               -          4980        0        0
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301     6218    88744 SH       DEFINED                  4,6     2810        0    85934
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301       35      500 SH       DEFINED                5,6,7        0        0      500
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301       99     1410 SH       DEFINED          15,18,21,22      865        0      545
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301     3315    47320 SH       DEFINED             18,21,22    37703        0     9617
I2 TECHNOLOGIES INC           EQUITY   465754109     2614    88614 SH       DEFINED                12,21    88614        0        0
I2 TECHNOLOGIES INC           EQUITY   465754109      212     7189 SH       DEFINED          15,18,21,22     4699        0     2490
I2 TECHNOLOGIES INC           EQUITY   465754109     5703   193335 SH       DEFINED             18,21,22   122920        0    70415
IVAX CORP SUB NOTES-          CORPBOND 465823AA0     1548  1600000 PRN      DEFINED             18,21,22   350000        0  1250000
IVAX CORPORATION              EQUITY   465823102       37     2250 SH       DEFINED                  4,6        0        0     2250
IVAX CORPORATION              EQUITY   465823102     2564   155400 SH       DEFINED                12,21   155400        0        0
IVAX CORPORATION              EQUITY   465823102       68     4110 SH       DEFINED          15,18,21,22     2540        0     1570
IVAX CORPORATION              EQUITY   465823102     2301   139438 SH       DEFINED             18,21,22    78928        0    60510
IVAX CORPORATION              OPTION   465823102       25     1500 SH  CALL DEFINED             18,21,22        0        0     1500
IVAX CORPORATION              OPTION   465823102       33     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
IVEX PACKAGING CORP DEL       EQUITY   465855104      335    18300 SH       DEFINED                12,21    18300        0        0
IVEX PACKAGING CORP DEL       EQUITY   465855104      139     7603 SH       DEFINED          15,18,21,22     5793        0     1810
IVEX PACKAGING CORP DEL       EQUITY   465855104     3061   167152 SH       DEFINED             18,21,22   113788        0    53364
IVILLAGE INC                  EQUITY   46588H105      423    10550 SH       DEFINED                12,21    10550        0        0
IVILLAGE INC                  EQUITY   46588H105      275     6852 SH       DEFINED             18,21,22     6197        0      655
IWERKS ENTERTAINMENT INC      EQUITY   465916104       49    51850 SH       DEFINED             18,21,22     5000        0    46850
JDN REALTY CORP               EQUITY   465917102        8      380 SH       DEFINED               -           380        0        0
JDN REALTY CORP               EQUITY   465917102     3675   177130 SH       DEFINED                12,21   177130        0        0
JDN REALTY CORP               EQUITY   465917102      237    11435 SH       DEFINED          15,18,21,22     5179        0     6256
JDN REALTY CORP               EQUITY   465917102     3218   155100 SH       DEFINED             16,18,21   155100        0        0
JDN REALTY CORP               EQUITY   465917102     2281   109949 SH       DEFINED             18,21,22    76216        0    33733
JTS CORPORATION CV S/D-REG    CORPBOND 465940AA2        7   136000 PRN      DEFINED             18,21,22   136000        0        0
JDA SOFTWARE GROUP INC        EQUITY   46612K108      178    20150 SH       DEFINED                12,21    20150        0        0
JDA SOFTWARE GROUP INC        EQUITY   46612K108        6      700 SH       DEFINED          15,18,21,22        0        0      700
JDA SOFTWARE GROUP INC        EQUITY   46612K108       67     7564 SH       DEFINED             18,21,22     4364        0     3200
J JILL GROUP INC              EQUITY   466189107      674    33900 SH       DEFINED                12,21    33900        0        0
J JILL GROUP INC              EQUITY   466189107        2      100 SH       DEFINED             18,21,22        0        0      100
JLG INDUSTRIES INC            EQUITY   466210101     5641   304900 SH       DEFINED                  4,6        0   304900        0
JLG INDUSTRIES INC            EQUITY   466210101     1845    99726 SH       DEFINED                12,21    99726        0        0
JLG INDUSTRIES INC            EQUITY   466210101      220    11881 SH       DEFINED          15,18,21,22     9551        0     2330
JLG INDUSTRIES INC            EQUITY   466210101     3542   191432 SH       DEFINED             18,21,22   133365        0    58067
JLG INDUSTRIES INC            EQUITY   466210101      285    15400 SH       DEFINED                   25        0    15400        0
JMAR TECHNOLOGIES INC         EQUITY   466212107       24    13000 SH       DEFINED             18,21,22     3000        0    10000
WTS JMAR TECHNOLOGIES INC     EQUITY   466212115        3    10000 SH       DEFINED             18,21,22    10000        0        0
JP REALTY INC                 EQUITY   46624A106     7637   386700 SH       DEFINED                12,21   386700        0        0
JP REALTY INC                 EQUITY   46624A106     1569    79463 SH       DEFINED             18,21,22    26376        0    53087
JPS INDUSTRIES INC            EQUITY   46624E405       15     5000 SH       DEFINED             18,21,22        0        0     5000
JPS INDUSTRIES INC            EQUITY   46624E405      936   318492 SH       DEFINED        3,13,30,31,33        0        0   318492
JSB FINL INC                  EQUITY   46624M100     8406   150608 SH       DEFINED                12,21   150608        0        0
JSB FINL INC                  EQUITY   46624M100     8020   143700 SH       DEFINED             16,18,21   143700        0        0
JSB FINL INC                  EQUITY   46624M100      797    14272 SH       DEFINED             18,21,22     5138        0     9134
JSB FINL INC                  EQUITY   46624M100      212     3800 SH       DEFINED                   25        0     3800        0
JABIL CIRCUIT INC             EQUITY   466313103       20      515 SH       DEFINED               -           515        0        0
JABIL CIRCUIT INC             EQUITY   466313103     1574    40100 SH       DEFINED                12,21    40100        0        0
JABIL CIRCUIT INC             EQUITY   466313103      222     5646 SH       DEFINED          15,18,21,22     1238        0     4408
JABIL CIRCUIT INC             EQUITY   466313103     4145   105614 SH       DEFINED             18,21,22    63212        0    42402
JABIL CIRCUIT INC             EQUITY   466313103       11      280 SH       DEFINED     3,13,14,27,30,31      280        0        0
JABIL CIRCUIT INC             EQUITY   466313103      287     7300 SH       DEFINED                21,32     7300        0        0
JACOBS ENGINEERING GROUP INC  EQUITY   469814107       77     2305 SH       DEFINED               -          2305        0        0
JACOBS ENGINEERING GROUP INC  EQUITY   469814107     2916    87363 SH       DEFINED                12,21    87363        0        0
JACOBS ENGINEERING GROUP INC  EQUITY   469814107      216     6475 SH       DEFINED          15,18,21,22     4250        0     2225
JACOBS ENGINEERING GROUP INC  EQUITY   469814107     9170   274762 SH       DEFINED             18,21,22   185981        0    88781
JACOBS ENGINEERING GROUP INC  EQUITY   469814107      918    27500 SH       DEFINED                   25        0    27500        0
JACOBS ENGINEERING GROUP INC  EQUITY   469814107     2936    87970 SH       DEFINED                21,32    87970        0        0
JACOR COMMUNICATIONS INC      CORPBOND 469858AA2     5444  5000000 PRN      DEFINED             18,21,22  5000000        0        0
JACOR COMMUNICATIONS INC SR   CORPBOND 469858AB0      182   326000 PRN      DEFINED                12,21   326000        0        0
JACOR COMMUNICATIONS INC SR   CORPBOND 469858AB0       14    25000 PRN      DEFINED          15,18,21,22        0        0    25000
JACOR COMMUNICATIONS INC SR   CORPBOND 469858AB0     1336  2397000 PRN      DEFINED             18,21,22  1802000        0   595000
WTS JACOR COMMUNICATIONS INC  EQUITY   469858138     2175   200000 SH       DEFINED             16,18,21   200000        0        0
JAKKS PACIFIC INC             EQUITY   47012E106       52     1800 SH       DEFINED                12,21     1800        0        0
JAKKS PACIFIC INC             EQUITY   47012E106        7      240 SH       DEFINED          15,18,21,22      240        0        0
JAKKS PACIFIC INC             EQUITY   47012E106     2833    97285 SH       DEFINED             18,21,22    64762        0    32523
JAMESON INNS INC              EQUITY   470457102      184    19613 SH       DEFINED          15,18,21,22     9278        0    10335
JAMESON INNS INC              EQUITY   470457102      252    26926 SH       DEFINED             18,21,22     8485        0    18441
JAPAN EQUITY FUND INC         EQUITY   471057109       12     1231 SH       DEFINED          15,18,21,22        1        0     1230
JAPAN EQUITY FUND INC         EQUITY   471057109      935    97754 SH       DEFINED             18,21,22    65523        0    32230
JAPAN OTC EQUITY FD INC       EQUITY   471091108      438    40785 SH       DEFINED             18,21,22    29969        0    10816
JARDINE FLEMING CHINA REGION  EQUITY   471110106       22     3000 SH       DEFINED                  4,6        0        0     3000
JARDINE FLEMING CHINA REGION  EQUITY   471110106        1      200 SH       DEFINED          15,18,21,22        0        0      200
JARDINE FLEMING CHINA REGION  EQUITY   471110106       75    10206 SH       DEFINED             18,21,22     1101        0     9104
JARDINE FLEMING INDIA FUND IN EQUITY   471112102        2      233 SH       DEFINED          15,18,21,22      132        0      101
JARDINE FLEMING INDIA FUND IN EQUITY   471112102      295    38638 SH       DEFINED             18,21,22    30924        0     7714
JEFFBANKS INC                 EQUITY   472317106      164     5600 SH       DEFINED                12,21     5600        0        0
JEFFBANKS INC                 EQUITY   472317106       61     2082 SH       DEFINED             18,21,22     1581        0      501
JEFFERIES GROUP INC NEW       EQUITY   472319102       29     1000 SH       DEFINED                  4,6        0        0     1000
JEFFERIES GROUP INC NEW       EQUITY   472319102      450    15500 SH       DEFINED                12,21    15500        0        0
JEFFERIES GROUP INC NEW       EQUITY   472319102      107     3694 SH       DEFINED             18,21,22      590        0     3104
JEFFERIES GROUP INC NEW       EQUITY   472319102       12      400 SH       DEFINED                   25        0      400        0
JEFFERSON PILOT CORP          EQUITY   475070108      171     2305 SH       DEFINED               -          2305        0        0
JEFFERSON PILOT CORP          EQUITY   475070108       78     1049 SH       DEFINED                  4,6        0        0     1049
JEFFERSON PILOT CORP          EQUITY   475070108     3452    46647 SH       DEFINED                12,21    46647        0        0
JEFFERSON PILOT CORP          EQUITY   475070108      197     2664 SH       DEFINED          15,18,21,22     1130        0     1534
JEFFERSON PILOT CORP          EQUITY   475070108     5833    78828 SH       DEFINED             18,21,22    33539        0    45289
JEFFERSON PILOT CORP          EQUITY   475070108      209     2819 SH       DEFINED                   25        0     2819        0
JEFFERSON PILOT CORP          EQUITY   475070108      362     4891 SH       DEFINED                21,32     4891        0        0
*** JEFFERSON SMURFIT PLC     EQUITY   47508W107        8      260 SH       DEFINED          15,18,21,22      260        0        0
*** JEFFERSON SMURFIT PLC     EQUITY   47508W107      534    18111 SH       DEFINED             18,21,22    11557        0     6554
*** JILIN CHEM INDL LTD       EQUITY   477418107      783    59400 SH       DEFINED             18,21,22    40800        0    18600
JO ANN STORES INC CL A        EQUITY   47758P109      202    13900 SH       DEFINED                12,21    13900        0        0
JO ANN STORES INC CL A        EQUITY   47758P109        7      501 SH       DEFINED             18,21,22        1        0      500
JOHN NUVEEN CO CL A           EQUITY   478035108      254     6283 SH       DEFINED                12,21     6283        0        0
JOHN NUVEEN CO CL A           EQUITY   478035108      248     6141 SH       DEFINED             18,21,22      503        0     5638
JOHNS MANVILLE CORP NEW       EQUITY   478129109       34     2500 SH       DEFINED                  4,6        0        0     2500
JOHNS MANVILLE CORP NEW       EQUITY   478129109      573    41857 SH       DEFINED                12,21    41857        0        0
JOHNS MANVILLE CORP NEW       EQUITY   478129109       84     6151 SH       DEFINED             18,21,22      201        0     5950
JOHNSON & JOHNSON             EQUITY   478160104     7294    79340 SH       DEFINED               -         79340        0        0
JOHNSON & JOHNSON             EQUITY   478160104   112291  1221375 SH       DEFINED                  4,6   571749   267945   381681
JOHNSON & JOHNSON             EQUITY   478160104      101     1100 SH       DEFINED                5,6,7        0        0     1100
JOHNSON & JOHNSON             EQUITY   478160104     2080    22628 SH       DEFINED                  6,7        0        0    22628
JOHNSON & JOHNSON             EQUITY   478160104   288583  3138892 SH       DEFINED                12,21  3138892        0        0
JOHNSON & JOHNSON             EQUITY   478160104    20163   219315 SH       DEFINED          15,18,21,22   121963        0    97351
JOHNSON & JOHNSON             EQUITY   478160104     7015    76298 SH       DEFINED             16,18,21    76298        0        0
JOHNSON & JOHNSON             EQUITY   478160104   710299  7725849 SH       DEFINED             18,21,22  4122424        0  3603424
JOHNSON & JOHNSON             OPTION   478160104    14002   152300 SH  CALL DEFINED             18,21,22   152300        0        0
JOHNSON & JOHNSON             EQUITY   478160104     5961    64836 SH       DEFINED                   25        0    64836        0
JOHNSON & JOHNSON             EQUITY   478160104     2998    32611 SH       DEFINED     3,13,14,27,30,31    32611        0        0
JOHNSON & JOHNSON             EQUITY   478160104     6708    72964 SH       DEFINED                21,32    72964        0        0
JOHNSON CONTROLS INC          EQUITY   478366107    63784   919410 SH       DEFINED                  4,6   440305   116500   362605
JOHNSON CONTROLS INC          EQUITY   478366107      957    13800 SH       DEFINED                  6,7        0        0    13800
JOHNSON CONTROLS INC          EQUITY   478366107    46599   671703 SH       DEFINED                12,21   671703        0        0
JOHNSON CONTROLS INC          EQUITY   478366107       97     1398 SH       DEFINED          15,18,21,22      973        0      425
JOHNSON CONTROLS INC          EQUITY   478366107      125     1800 SH       DEFINED                18,21     1800        0        0
JOHNSON CONTROLS INC          EQUITY   478366107     6767    97538 SH       DEFINED             18,21,22    64147        0    33391
JOHNSON CONTROLS INC          EQUITY   478366107      725    10452 SH       DEFINED                   25        0    10452        0
JOHNSON CONTROLS INC          EQUITY   478366107      590     8500 SH       DEFINED     3,13,14,27,30,31     8500        0        0
JOHNSON CONTROLS INC          EQUITY   478366107      272     3916 SH       DEFINED                21,32     3916        0        0
JONES APPAREL GROUP INC       EQUITY   480074103        3       90 SH       DEFINED               -            90        0        0
JONES APPAREL GROUP INC       EQUITY   480074103      502    15000 SH       DEFINED                  4,6    15000        0        0
JONES APPAREL GROUP INC       EQUITY   480074103     6634   198392 SH       DEFINED                12,21   198392        0        0
JONES APPAREL GROUP INC       EQUITY   480074103      209     6250 SH       DEFINED          15,18,21,22     3835        0     2415
JONES APPAREL GROUP INC       EQUITY   480074103        3      100 SH       DEFINED             16,18,21      100        0        0
JONES APPAREL GROUP INC       EQUITY   480074103     9271   277254 SH       DEFINED             18,21,22   198379        0    78875
JONES APPAREL GROUP INC       EQUITY   480074103     3725   111391 SH       DEFINED                21,32   111391        0        0
JONES LANG LASALLE INC        EQUITY   48020Q107      361    25900 SH       DEFINED                12,21    25900        0        0
JONES LANG LASALLE INC        EQUITY   48020Q107        2      110 SH       DEFINED             18,21,22      110        0        0
JONES LANG LASALLE INC        EQUITY   48020Q107      976    70000 SH       DEFINED            4,6,23,24    70000        0        0
JONES INTERCABLE INC CL A     EQUITY   480206200     2800    61800 SH       DEFINED   2,3,11,13,14,30,31        0    61800        0
JONES INTERCABLE INC CL A     EQUITY   480206200      310     6836 SH       DEFINED                12,21     6836        0        0
JONES INTERCABLE INC CL A     EQUITY   480206200     1301    28713 SH       DEFINED             18,21,22    19898        0     8815
JONES PHARMA INC              EQUITY   480236108     9640   217550 SH       DEFINED                12,21   217550        0        0
JONES PHARMA INC              EQUITY   480236108        6      140 SH       DEFINED          15,18,21,22        0        0      140
JONES PHARMA INC              EQUITY   480236108     2860    64530 SH       DEFINED             18,21,22    55035        0     9495
JONES PHARMA INC              EQUITY   480236108      226     5100 SH       DEFINED                   25        0     5100        0
JONES PHARMA INC              EQUITY   480236108     1086    24500 SH       DEFINED                21,32    24500        0        0
JOSTENS INC                   EQUITY   481088102     4341   215691 SH       DEFINED                12,21   215691        0        0
JOSTENS INC                   EQUITY   481088102      360    17865 SH       DEFINED          15,18,21,22    13342        0     4523
JOSTENS INC                   EQUITY   481088102     8875   440979 SH       DEFINED             18,21,22   323062        0   117917
JOSTENS INC                   EQUITY   481088102       24     1191 SH       DEFINED                   25        0     1191        0
JOSTENS INC                   EQUITY   481088102      828    41150 SH       DEFINED                21,32    41150        0        0
JOURNAL REGISTER CO           EQUITY   481138105      446    25600 SH       DEFINED                12,21    25600        0        0
JOURNAL REGISTER CO           EQUITY   481138105       56     3200 SH       DEFINED          15,18,21,22        0        0     3200
JOURNAL REGISTER CO           EQUITY   481138105       45     2600 SH       DEFINED             18,21,22     1700        0      900
JUNO LIGHTING INC             EQUITY   482047107        2       87 SH       DEFINED             18,21,22       87        0        0
JUNO LIGHTING INC             EQUITY   482047107      245    10000 SH       DEFINED        3,13,30,31,33        0        0    10000
JUNO ONLINE SERVICES INC      EQUITY   482048105        6      300 SH       DEFINED                  4,6        0      300        0
JUNO ONLINE SERVICES INC      EQUITY   482048105     5595   304517 SH       DEFINED             18,21,22   296002        0     8515
JUST FOR FEET INC             EQUITY   48213P106       90    22925 SH       DEFINED                12,21    22925        0        0
JUST FOR FEET INC             EQUITY   48213P106      231    58664 SH       DEFINED          15,18,21,22    11175        0    47489
JUST FOR FEET INC             EQUITY   48213P106      137    34751 SH       DEFINED             18,21,22    20176        0    14575
JUSTIN INDUSTRIES INC         EQUITY   482171105      188    13200 SH       DEFINED                12,21    13200        0        0
JUSTIN INDUSTRIES INC         EQUITY   482171105       17     1200 SH       DEFINED                   25        0     1200        0
KLA-TENCOR CORP               EQUITY   482480100    12568   184147 SH       DEFINED                12,21   184147        0        0
KLA-TENCOR CORP               EQUITY   482480100    47345   693693 SH       DEFINED             18,21,22   382096        0   311597
KLA-TENCOR CORP               OPTION   482480100       41      600 SH  CALL DEFINED             18,21,22        0        0      600
KLA-TENCOR CORP               EQUITY   482480100      171     2500 SH       DEFINED                   25        0     2500        0
KLA-TENCOR CORP               EQUITY   482480100     5166    75690 SH       DEFINED                21,32    75690        0        0
*** KLM ROYAL DUTCH AIRL AM   EQUITY   482516101      105     4000 SH       DEFINED                12,21     4000        0        0
*** KLM ROYAL DUTCH AIRL AM   EQUITY   482516101      105     4000 SH       DEFINED             16,18,21     4000        0        0
*** KLM ROYAL DUTCH AIRL AM   EQUITY   482516101       56     2128 SH       DEFINED             18,21,22      350        0     1778
*** KLM ROYAL DUTCH AIRL AM   EQUITY   482516101      215     8157 SH       DEFINED     3,13,14,27,30,31     8157        0        0
K MART CORP                   EQUITY   482584109     7046   481800 SH       DEFINED   2,3,11,13,14,30,31        0   481800        0
K MART CORP                   EQUITY   482584109    13414   917230 SH       DEFINED                12,21   917230        0        0
K MART CORP                   EQUITY   482584109       30     2023 SH       DEFINED          15,18,21,22       23        0     2000
K MART CORP                   EQUITY   482584109    12758   872312 SH       DEFINED             16,18,21   872312        0        0
K MART CORP                   EQUITY   482584109      253    17300 SH       DEFINED                18,21    17300        0        0
K MART CORP                   EQUITY   482584109    13855   947363 SH       DEFINED             18,21,22    91093        0   856269
K MART CORP                   EQUITY   482584109      204    13953 SH       DEFINED                   25        0    13953        0
K MART CORP                   EQUITY   482584109      784    53584 SH       DEFINED     3,13,14,27,30,31    53584        0        0
K MART CORP                   EQUITY   482584109      528    36116 SH       DEFINED                21,32    36116        0        0
K N ENERGY INC                EQUITY   482620101       24     1210 SH       DEFINED               -          1210        0        0
K N ENERGY INC                EQUITY   482620101      314    15802 SH       DEFINED                  4,6    15000        0      802
K N ENERGY INC                EQUITY   482620101    44894  2258811 SH       DEFINED                12,21  2258811        0        0
K N ENERGY INC                EQUITY   482620101       61     3089 SH       DEFINED          15,18,21,22     2690        0      399
K N ENERGY INC                EQUITY   482620101     4214   212000 SH       DEFINED             16,18,21   212000        0        0
K N ENERGY INC                EQUITY   482620101    21452  1079347 SH       DEFINED             18,21,22   244549        0   834798
K-SWISS INC CL A              EQUITY   482686102      111     3600 SH       DEFINED                12,21     3600        0        0
K-SWISS INC CL A              EQUITY   482686102        3      102 SH       DEFINED          15,18,21,22      102        0        0
K-SWISS INC CL A              EQUITY   482686102      870    28280 SH       DEFINED             18,21,22    19490        0     8790
K2 INC                        EQUITY   482732104       39     3845 SH       DEFINED                12,21     3845        0        0
K2 INC                        EQUITY   482732104       93     9223 SH       DEFINED             18,21,22      240        0     8983
K2 INC                        OPTION   482732104       51     5000 SH  PUT  DEFINED             18,21,22        0        0     5000
K-V PHARMACEUTICAL CO CL B    EQUITY   482740107      235    15300 SH       DEFINED                12,21    15300        0        0
K V PHARMACEUTICAL CO CLASS A EQUITY   482740206      208    13860 SH       DEFINED             18,21,22     3746        0    10114
*** KAFUS ENVIRONMENTAL INDS  EQUITY   482910106      426    49445 SH       DEFINED             18,21,22    11439        0    38006
KAISER ALUMINUM CORP          EQUITY   483007100     3083   349800 SH       DEFINED   2,3,11,13,14,30,31        0   349800        0
KAISER ALUMINUM CORP          EQUITY   483007100      222    25158 SH       DEFINED                12,21    25158        0        0
KAISER ALUMINUM CORP          EQUITY   483007100      998   113260 SH       DEFINED             18,21,22    18900        0    94360
KAMAN CORP CONV S/DEBS - REG  CORPBOND 483548AC7      745   749000 PRN      DEFINED        3,13,28,29,31   749000        0        0
KAMAN CORP CONV S/DEBS - REG  CORPBOND 483548AC7      642   645000 PRN      DEFINED           3,13,30,31   645000        0        0
KAMAN CORP CLASS A            EQUITY   483548103     3105   219840 SH       DEFINED                12,21   219840        0        0
KAMAN CORP CLASS A            EQUITY   483548103       23     1614 SH       DEFINED             18,21,22     1614        0        0
KAMAN CORP CLASS A            EQUITY   483548103     1839   130177 SH       DEFINED        3,13,28,29,31   130177        0        0
KAMAN CORP CLASS A            EQUITY   483548103     1582   111988 SH       DEFINED           3,13,30,31   111988        0        0
KANEB PIPE LINE PARTNERS LP   EQUITY   484169107       94     3112 SH       DEFINED               -          3112        0        0
KANEB PIPE LINE PARTNERS LP   EQUITY   484169107       11      350 SH       DEFINED          15,18,21,22      350        0        0
KANEB PIPE LINE PARTNERS LP   EQUITY   484169107     2480    82488 SH       DEFINED             18,21,22    27331        0    55156
KANSAS CITY LIFE INSURANCE CO EQUITY   484836101      809    17968 SH       DEFINED                12,21    17968        0        0
KANSAS CITY LIFE INSURANCE CO EQUITY   484836101      531    11800 SH       DEFINED             16,18,21    11800        0        0
KANSAS CITY LIFE INSURANCE CO EQUITY   484836101      140     3100 SH       DEFINED                   25        0     3100        0
KANSAS CITY POWER & LIGHT CO  EQUITY   485134100       29     1150 SH       DEFINED               -          1150        0        0
KANSAS CITY POWER & LIGHT CO  EQUITY   485134100       53     2100 SH       DEFINED                12,21     2100        0        0
KANSAS CITY POWER & LIGHT CO  EQUITY   485134100     1316    52113 SH       DEFINED             18,21,22    22112        0    30001
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      395     7330 SH       DEFINED               -          7330        0        0
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      426     7900 SH       DEFINED                  4,6     3600        0     4300
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104    16084   298193 SH       DEFINED                12,21   298193        0        0
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104       35      651 SH       DEFINED          15,18,21,22      346        0      305
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104     7934   147092 SH       DEFINED             18,21,22    45302        0   101790
KANSAS CITY SOUTHERN INDS INC OPTION   485170104       11      200 SH  PUT  DEFINED             18,21,22        0        0      200
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      216     4000 SH       DEFINED                   25        0     4000        0
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      318     5900 SH       DEFINED     3,13,14,27,30,31     5900        0        0
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      276     5121 SH       DEFINED                21,32     5121        0        0
KAUFMAN & BROAD HOME CORP     EQUITY   486168107     5433   251260 SH       DEFINED                12,21   251260        0        0
KAUFMAN & BROAD HOME CORP     EQUITY   486168107     1133    52387 SH       DEFINED             18,21,22    21559        0    30827
KAUFMAN & BROAD HOME CORP     EQUITY   486168107     1680    77704 SH       DEFINED                   25        0    77704        0
KAUFMAN & BROAD HOME CORP     EQUITY   486168107      646    29865 SH       DEFINED     3,13,14,27,30,31    29865        0        0
KAUFMAN & BROAD HOME CORP     EQUITY   486168107       64     2966 SH       DEFINED                21,32     2966        0        0
KAYDON CORP                   EQUITY   486587108      921    29900 SH       DEFINED                12,21    29900        0        0
KAYDON CORP                   EQUITY   486587108      299     9705 SH       DEFINED          15,18,21,22     5190        0     4515
KAYDON CORP                   EQUITY   486587108    10052   326213 SH       DEFINED             18,21,22   227991        0    98222
KAYE GROUP INC                EQUITY   486589104     2671   314178 SH       DEFINED                  6,7   314178        0        0
KEANE INC                     EQUITY   486665102     3330   144787 SH       DEFINED                12,21   144787        0        0
KEANE INC                     EQUITY   486665102       20      876 SH       DEFINED          15,18,21,22      792        0       84
KEANE INC                     EQUITY   486665102     2593   112735 SH       DEFINED             18,21,22    69399        0    43336
KEANE INC                     EQUITY   486665102       58     2500 SH       DEFINED     3,13,14,27,30,31     2500        0        0
KEEBLER FOODS CO              EQUITY   487256109    19234   660400 SH       DEFINED                12,21   660400        0        0
KEEBLER FOODS CO              EQUITY   487256109        7      230 SH       DEFINED          15,18,21,22       65        0      165
KEEBLER FOODS CO              EQUITY   487256109     1903    65351 SH       DEFINED             18,21,22    21011        0    44340
KEEBLER FOODS CO              EQUITY   487256109      915    31413 SH       DEFINED                21,32    31413        0        0
KEITHLEY INSTRUMENTS INC      EQUITY   487584104      130    11000 SH       DEFINED             18,21,22        0        0    11000
KELLOGG CO                    EQUITY   487836108     4991   147054 SH       DEFINED               -        147054        0        0
KELLOGG CO                    EQUITY   487836108      217     6400 SH       DEFINED                  4,6     6400        0        0
KELLOGG CO                    EQUITY   487836108     2199    64799 SH       DEFINED                12,21    64799        0        0
KELLOGG CO                    EQUITY   487836108       63     1854 SH       DEFINED          15,18,21,22      399        0     1455
KELLOGG CO                    EQUITY   487836108       65     1920 SH       DEFINED             16,18,21     1920        0        0
KELLOGG CO                    EQUITY   487836108     9257   272768 SH       DEFINED             18,21,22   153244        0   119523
KELLOGG CO                    OPTION   487836108       17      500 SH  PUT  DEFINED             18,21,22        0        0      500
KELLOGG CO                    EQUITY   487836108      499    14692 SH       DEFINED                   25        0    14692        0
KELLOGG CO                    EQUITY   487836108      179     5260 SH       DEFINED     3,13,14,27,30,31     5260        0        0
KELLOGG CO                    EQUITY   487836108      652    19226 SH       DEFINED                21,32    19226        0        0
KELLEY OIL & GAS CORP         EQUITY   487906109       11    31243 SH       DEFINED             18,21,22    17054        0    14189
KELLSTROM INDS INC SUB NOTES  CORPBOND 488035AA4       72   100000 PRN      DEFINED                12,21   100000        0        0
KELLSTROM INDS INC            EQUITY   488035106     2043   193400 SH       DEFINED   2,3,11,13,14,30,31        0   193400        0
KELLSTROM INDS INC            EQUITY   488035106     1026    97100 SH       DEFINED                12,21    97100        0        0
KELLSTROM INDS INC            EQUITY   488035106       21     2000 SH       DEFINED             18,21,22      200        0     1800
KELLSTROM INDS INC            EQUITY   488035106      181    17100 SH       DEFINED                   25        0    17100        0
KELLSTROM INDS INC            EQUITY   488035106      423    40000 SH       DEFINED                21,32    40000        0        0
KELLWOOD CO                   EQUITY   488044108      427    18893 SH       DEFINED                12,21    18893        0        0
KELLWOOD CO                   EQUITY   488044108       22      971 SH       DEFINED             18,21,22      401        0      570
KELLWOOD CO                   EQUITY   488044108      717    31700 SH       DEFINED                   25        0    31700        0
KELLY SERVICES INC CL A       EQUITY   488152208     3632   120829 SH       DEFINED                12,21   120829        0        0
KELLY SERVICES INC CL A       EQUITY   488152208      674    22415 SH       DEFINED             18,21,22    17868        0     4546
KEMET CORP                    EQUITY   488360108   106198  4617300 SH       DEFINED               4,6,10  4617300        0        0
KEMET CORP                    EQUITY   488360108      819    35600 SH       DEFINED                12,21    35600        0        0
KEMET CORP                    EQUITY   488360108      708    30798 SH       DEFINED          15,18,21,22    24435        0     6363
KEMET CORP                    EQUITY   488360108    12906   561138 SH       DEFINED             18,21,22   390880        0   170258
KENAN TRANSPORT CO            EQUITY   488539107     2242    72900 SH       DEFINED                  4,6        0    72900        0
KENAN TRANSPORT CO            EQUITY   488539107       77     2515 SH       DEFINED             18,21,22        0        0     2515
KENDLE INTL INC               EQUITY   48880L107       65     4300 SH       DEFINED                12,21     4300        0        0
KENDLE INTL INC               EQUITY   48880L107       97     6450 SH       DEFINED             18,21,22     3925        0     2525
KENNAMETAL INC                EQUITY   489170100      267    11150 SH       DEFINED                12,21    11150        0        0
KENNAMETAL INC                EQUITY   489170100       34     1418 SH       DEFINED             18,21,22     1418        0        0
KENNAMETAL INC                EQUITY   489170100      359    15000 SH       DEFINED                   25        0    15000        0
KENSEY NASH CORP              EQUITY   490057106      104    13002 SH       DEFINED             18,21,22     5794        0     7208
KENT ELECTRONICS CORP SUB NTS CORPBOND 490553AA2     2310  2919000 PRN      DEFINED             18,21,22   443000        0  2476000
KENT ELECTRONICS CORP         EQUITY   490553104      166     9200 SH       DEFINED               -          9200        0        0
KENT ELECTRONICS CORP         EQUITY   490553104     3385   187400 SH       DEFINED                12,21   187400        0        0
KENT ELECTRONICS CORP         EQUITY   490553104      116     6420 SH       DEFINED          15,18,21,22     4910        0     1510
KENT ELECTRONICS CORP         EQUITY   490553104     3084   170760 SH       DEFINED             18,21,22   105074        0    65686
KENT ELECTRONICS CORP         OPTION   490553104     1456    80630 SH  CALL DEFINED             18,21,22    80630        0        0
KENT ELECTRONICS CORP         OPTION   490553104     1456    80630 SH  PUT  DEFINED             18,21,22    80630        0        0
KENT ELECTRONICS CORP         EQUITY   490553104      173     9600 SH       DEFINED                   25        0     9600        0
KERR MC GEE CORPORATION       CORPBOND 492386AL1       15    15000 PRN      DEFINED               -         15000        0        0
KERR MC GEE CORPORATION       CORPBOND 492386AL1      525   531500 PRN      DEFINED                12,21   531500        0        0
KERR MC GEE CORPORATION       CORPBOND 492386AL1        2     2000 PRN      DEFINED          15,18,21,22        0        0     2000
KERR MC GEE CORPORATION       CORPBOND 492386AL1    30815 31225000 PRN      DEFINED             16,18,21 31225000        0        0
KERR MC GEE CORPORATION       CORPBOND 492386AL1     2069  2096000 PRN      DEFINED             18,21,22   183000        0  1913000
KERR MCGEE CORP               EQUITY   492386107      397     7768 SH       DEFINED                  4,6     1338        0     6430
KERR MCGEE CORP               EQUITY   492386107     3709    72642 SH       DEFINED                5,6,7        0        0    72642
KERR MCGEE CORP               EQUITY   492386107      606    11868 SH       DEFINED                  6,7        0        0    11868
KERR MCGEE CORP               EQUITY   492386107     7086   138775 SH       DEFINED                12,21   138775        0        0
KERR MCGEE CORP               EQUITY   492386107       41      812 SH       DEFINED          15,18,21,22      200        0      612
KERR MCGEE CORP               EQUITY   492386107     1103    21602 SH       DEFINED             16,18,21    21602        0        0
KERR MCGEE CORP               EQUITY   492386107     5338   104530 SH       DEFINED             18,21,22    48326        0    56203
KERR MCGEE CORP               EQUITY   492386107      153     2999 SH       DEFINED                   25        0     2999        0
KERR MCGEE CORP               EQUITY   492386107     1786    34972 SH       DEFINED                21,32    34972        0        0
KEY ENERGY SVCS INC           EQUITY   492914106       77    20400 SH       DEFINED                12,21    20400        0        0
KEY ENERGY SVCS INC           EQUITY   492914106      130    34758 SH       DEFINED             18,21,22     2186        0    32572
KEY TRONIC CORP               EQUITY   493144109      135    20022 SH       DEFINED             18,21,22    16205        0     3817
KEYCORP -NEW                  EQUITY   493267108      462    14634 SH       DEFINED               -         14634        0        0
KEYCORP -NEW                  EQUITY   493267108      126     3980 SH       DEFINED                  4,6        0        0     3980
KEYCORP -NEW                  EQUITY   493267108     2380    75400 SH       DEFINED                    6    75400        0        0
KEYCORP -NEW                  EQUITY   493267108    17655   559368 SH       DEFINED                12,21   559368        0        0
KEYCORP -NEW                  EQUITY   493267108      891    28225 SH       DEFINED          15,18,21,22    21715        0     6510
KEYCORP -NEW                  EQUITY   493267108       69     2200 SH       DEFINED             16,18,21     2200        0        0
KEYCORP -NEW                  EQUITY   493267108    20293   642920 SH       DEFINED             18,21,22   399465        0   243455
KEYCORP -NEW                  OPTION   493267108     1389    44000 SH  CALL DEFINED             18,21,22    44000        0        0
KEYCORP -NEW                  OPTION   493267108     1427    45200 SH  PUT  DEFINED             18,21,22    44000        0     1200
KEYCORP -NEW                  EQUITY   493267108      394    12498 SH       DEFINED                   25        0    12498        0
KEYCORP -NEW                  EQUITY   493267108      687    21767 SH       DEFINED                21,32    21767        0        0
KEYSTONE AUTOMOTIVE INDS INC  EQUITY   49338N109      254    14800 SH       DEFINED                12,21    14800        0        0
KEYSTONE AUTOMOTIVE INDS INC  EQUITY   49338N109        3      200 SH       DEFINED             18,21,22        0        0      200
KEYSTONE CONSOLIDATED INDS IN EQUITY   493422109     1134   189000 SH       DEFINED                  4,6        0   189000        0
KEYSTONE CONSOLIDATED INDS IN EQUITY   493422109        6     1000 SH       DEFINED             18,21,22        0        0     1000
KEYSTONE FINANCIAL INC        EQUITY   493482103       52     1750 SH       DEFINED                12,21     1750        0        0
KEYSTONE FINANCIAL INC        EQUITY   493482103     1464    49721 SH       DEFINED             18,21,22    39455        0    10265
KILROY REALTY CORPORATION     EQUITY   49427F108       12      535 SH       DEFINED               -           535        0        0
KILROY REALTY CORPORATION     EQUITY   49427F108     1952    87006 SH       DEFINED                12,21    87006        0        0
KILROY REALTY CORPORATION     EQUITY   49427F108      100     4435 SH       DEFINED          15,18,21,22     3685        0      750
KILROY REALTY CORPORATION     EQUITY   49427F108     2988   133167 SH       DEFINED             18,21,22    75241        0    57926
KIMBALL INTERNATIONAL INC CL  EQUITY   494274103     4048   208246 SH       DEFINED                12,21   208246        0        0
KIMBERLY CLARK CORP           EQUITY   494368103     1764    28541 SH       DEFINED               -         28541        0        0
KIMBERLY CLARK CORP           EQUITY   494368103    10854   175600 SH       DEFINED                  4,6   119972     1623    54005
KIMBERLY CLARK CORP           EQUITY   494368103   139763  2261060 SH       DEFINED                12,21  2261060        0        0
KIMBERLY CLARK CORP           EQUITY   494368103    21485   347580 SH       DEFINED          15,18,21,22   228111        0   119469
KIMBERLY CLARK CORP           EQUITY   494368103    12008   194266 SH       DEFINED             16,18,21   194266        0        0
KIMBERLY CLARK CORP           OPTION   494368103    30907   500000 SH  PUT  DEFINED       17,18,19,20,21   500000        0        0
KIMBERLY CLARK CORP           EQUITY   494368103   396470  6414023 SH       DEFINED             18,21,22  3507701        0  2906321
KIMBERLY CLARK CORP           OPTION   494368103    19811   320500 SH  PUT  DEFINED             18,21,22   320000        0      500
KIMBERLY CLARK CORP           EQUITY   494368103     3362    54390 SH       DEFINED                   25        0    54390        0
KIMBERLY CLARK CORP           EQUITY   494368103     1506    24364 SH       DEFINED     3,13,14,27,30,31    24364        0        0
KIMBERLY CLARK CORP           EQUITY   494368103     1811    29295 SH       DEFINED                21,32    29295        0        0
KIMCO REALTY CORPORATION      EQUITY   49446R109       57     1520 SH       DEFINED               -          1520        0        0
KIMCO REALTY CORPORATION      EQUITY   49446R109     5108   136450 SH       DEFINED                12,21   136450        0        0
KIMCO REALTY CORPORATION      EQUITY   49446R109      119     3190 SH       DEFINED          15,18,21,22     2705        0      485
KIMCO REALTY CORPORATION      EQUITY   49446R109     3744   100000 SH       DEFINED             16,18,21   100000        0        0
KIMCO REALTY CORPORATION      EQUITY   49446R109     4797   128133 SH       DEFINED             18,21,22    84523        0    43610
KIMCO REALTY CORPORATION      EQUITY   49446R109     1532    40909 SH       DEFINED                21,32    40909        0        0
KINDER MORGAN ENERGY PARTNERS EQUITY   494550106      101     2509 SH       DEFINED               -          2509        0        0
KINDER MORGAN ENERGY PARTNERS EQUITY   494550106      157     3888 SH       DEFINED          15,18,21,22     1910        0     1978
KINDER MORGAN ENERGY PARTNERS EQUITY   494550106     8559   211664 SH       DEFINED             18,21,22    84573        0   127090
KINDER MORGAN ENERGY PARTNERS OPTION   494550106       12      300 SH  PUT  DEFINED             18,21,22        0        0      300
KING PHARMACEUTICALS INC      EQUITY   495582108     1886    67200 SH       DEFINED                12,21    67200        0        0
KING PHARMACEUTICALS INC      EQUITY   495582108       42     1480 SH       DEFINED             18,21,22     1480        0        0
KING PHARMACEUTICALS INC      EQUITY   495582108       25      900 SH       DEFINED     3,13,14,27,30,31      900        0        0
KING PHARMACEUTICALS INC      EQUITY   495582108     1702    60634 SH       DEFINED                21,32    60634        0        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107     4627   129422 SH       DEFINED   2,3,11,13,14,30,31        0   129422        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107      780    21815 SH       DEFINED                12,21    21815        0        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107      190     5305 SH       DEFINED          15,18,21,22     5305        0        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107     1255    35092 SH       DEFINED             18,21,22    22462        0    12630
KING WORLD PRODUCTIONS INC    EQUITY   495667107       75     2106 SH       DEFINED                   25        0     2106        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107      483    13500 SH       DEFINED     3,13,14,27,30,31    13500        0        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107      114     3196 SH       DEFINED                21,32     3196        0        0
*** KINROSS GOLD CORP         EQUITY   496902107        1      480 SH       DEFINED          15,18,21,22      240        0      240
*** KINROSS GOLD CORP         EQUITY   496902107      138    73797 SH       DEFINED             18,21,22    40593        0    33204
KIRBY CORP                    EQUITY   497266106     1304    65200 SH       DEFINED   2,3,11,13,14,30,31        0    65200        0
KIRBY CORP                    EQUITY   497266106     1912    95605 SH       DEFINED                12,21    95605        0        0
KIRBY CORP                    EQUITY   497266106        2      100 SH       DEFINED             18,21,22        0        0      100
*** KIRIN BREWERY CO LTD ADR  EQUITY   497350207       82      655 SH       DEFINED          15,18,21,22      460        0      195
*** KIRIN BREWERY CO LTD ADR  EQUITY   497350207     1058     8458 SH       DEFINED             18,21,22     6130        0     2328
KMART FING I TR CONV PFD SECS EQUITY   498778208       25      450 SH       DEFINED               -           450        0        0
KMART FING I TR CONV PFD SECS EQUITY   498778208     9570   175000 SH       DEFINED                12,21   175000        0        0
KMART FING I TR CONV PFD SECS EQUITY   498778208      301     5511 SH       DEFINED          15,18,21,22     1780        0     3731
KMART FING I TR CONV PFD SECS EQUITY   498778208       22      400 SH       DEFINED             16,18,21      400        0        0
KMART FING I TR CONV PFD SECS EQUITY   498778208      614    11222 SH       DEFINED             18,21,22     3722        0     7500
KNICKERBOCKER L L INC NEW     EQUITY   498859305        3    17500 SH       DEFINED             18,21,22        0        0    17500
KNOLL INC                     EQUITY   498904101     1442    52800 SH       DEFINED                12,21    52800        0        0
KNOLL INC                     EQUITY   498904101       33     1202 SH       DEFINED             18,21,22      627        0      575
KNIGHT-RIDDER INC             EQUITY   499040103    16593   308344 SH       DEFINED                12,21   308344        0        0
KNIGHT-RIDDER INC             EQUITY   499040103       65     1205 SH       DEFINED          15,18,21,22      895        0      310
KNIGHT-RIDDER INC             EQUITY   499040103     2542    47231 SH       DEFINED             18,21,22    33418        0    13813
KNIGHT-RIDDER INC             EQUITY   499040103      122     2260 SH       DEFINED                   25        0     2260        0
KNIGHT-RIDDER INC             EQUITY   499040103      195     3618 SH       DEFINED                21,32     3618        0        0
KNIGHT TRANSPORTATION INC     EQUITY   499064103      102     5500 SH       DEFINED                12,21     5500        0        0
KNIGHT TRANSPORTATION INC     EQUITY   499064103      127     6800 SH       DEFINED          15,18,21,22     6600        0      200
KNIGHT TRANSPORTATION INC     EQUITY   499064103     1654    88790 SH       DEFINED             18,21,22    59560        0    29230
KNIGHT TRIMARK GROUP INC A    EQUITY   499067106      272     6600 SH       DEFINED                  4,6        0     6000      600
KNIGHT TRIMARK GROUP INC A    EQUITY   499067106       41     1000 SH       DEFINED                12,21     1000        0        0
KNIGHT TRIMARK GROUP INC A    EQUITY   499067106      308     7463 SH       DEFINED          15,18,21,22     1825        0     5638
KNIGHT TRIMARK GROUP INC A    EQUITY   499067106     3669    88947 SH       DEFINED             18,21,22    65376        0    23571
KOGER EQUITY INC              EQUITY   500228101     4642   273081 SH       DEFINED                12,21   273081        0        0
KOGER EQUITY INC              EQUITY   500228101      475    27918 SH       DEFINED             18,21,22     4068        0    23850
KOHLS CORP                    EQUITY   500255104      128     1690 SH       DEFINED               -          1690        0        0
KOHLS CORP                    EQUITY   500255104    61398   809201 SH       DEFINED                  4,6   218450   167982   422769
KOHLS CORP                    EQUITY   500255104      110     1455 SH       DEFINED                5,6,7        0        0     1455
KOHLS CORP                    EQUITY   500255104      588     7750 SH       DEFINED                  6,7        0        0     7750
KOHLS CORP                    EQUITY   500255104    25615   337590 SH       DEFINED                12,21   337590        0        0
KOHLS CORP                    EQUITY   500255104     5592    73696 SH       DEFINED          15,18,21,22    60637        0    13059
KOHLS CORP                    EQUITY   500255104    98546  1298798 SH       DEFINED             18,21,22   878466        0   420332
KOHLS CORP                    OPTION   500255104      152     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
KOHLS CORP                    EQUITY   500255104    13233   174400 SH       DEFINED                   25        0   174400        0
KOHLS CORP                    EQUITY   500255104      572     7540 SH       DEFINED                21,32     7540        0        0
KOLLMORGEN CORP CV S/D-REG    CORPBOND 500440AA0       23    23000 PRN      DEFINED             18,21,22    23000        0        0
KOMAG INC                     EQUITY   500453105      174    44900 SH       DEFINED                12,21    44900        0        0
KOMAG INC                     EQUITY   500453105       69    17893 SH       DEFINED             18,21,22     6392        0    11501
*** KONINKLIJKE AHOLD NV CV   CORPBOND 500467AA3       23    19000 PRN      DEFINED                12,21    19000        0        0
*** KONINKLIJKE AHOLD NV CV   CORPBOND 500467AA3       68    57000 PRN      DEFINED     3,13,14,27,30,31    57000        0        0
*** KONINKLIJKE AHOLD NV CV   CORPBOND 500467AA3    20466 17055000 PRN      DEFINED        3,13,28,29,31 17055000        0        0
*** KONINKLIJKE AHOLD NV CV   CORPBOND 500467AA3    14622 12185000 PRN      DEFINED           3,13,30,31 12185000        0        0
*** KONINKLIJKE AHOLD NV      EQUITY   500467303     6136   179816 SH       DEFINED                  4,6     9361        0   170455
*** KONINKLIJKE AHOLD NV      EQUITY   500467303      179     5241 SH       DEFINED          15,18,21,22     1428        0     3813
*** KONINKLIJKE AHOLD NV      EQUITY   500467303     5478   160530 SH       DEFINED             18,21,22    81500        0    79030
*** KONINKLIJKE AHOLD NV      EQUITY   500467303      390    11424 SH       DEFINED                   25        0    11424        0
KONOVER PPTY TR INC           EQUITY   50047R100       19     2400 SH       DEFINED                12,21     2400        0        0
KONOVER PPTY TR INC           EQUITY   50047R100      416    53695 SH       DEFINED             18,21,22    39952        0    13743
*** KONINKLIJKE PHILIPS       EQUITY   500472204     1299    13067 SH       DEFINED               -         13067        0        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204      183     1840 SH       DEFINED                  4,6        0     1840        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204    31777   319564 SH       DEFINED                12,21   319564        0        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204     1179    11856 SH       DEFINED          15,18,21,22     6490        0     5366
*** KONINKLIJKE PHILIPS       EQUITY   500472204     2004    20150 SH       DEFINED       17,18,19,20,21    20150        0        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204    47217   474842 SH       DEFINED             18,21,22   291459        0   183383
*** KONINKLIJKE PHILIPS       EQUITY   500472204     2106    21183 SH       DEFINED                   25        0    21183        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204     2108    21200 SH       DEFINED     3,13,14,27,30,31    21200        0        0
*** KOOR INDUSTRIES LTD       EQUITY   500507108     6245   307420 SH       DEFINED                  4,6   307420        0        0
*** KOOR INDUSTRIES LTD       EQUITY   500507108     2348   115610 SH       DEFINED                  6,7        0        0   115610
*** KOOR INDUSTRIES LTD       EQUITY   500507108        3      147 SH       DEFINED          15,18,21,22       92        0       55
*** KOOR INDUSTRIES LTD       EQUITY   500507108      508    25032 SH       DEFINED             18,21,22    17405        0     7627
KOPIN CORPORATION             EQUITY   500600101       31     1000 SH       DEFINED                  4,6        0        0     1000
KOPIN CORPORATION             EQUITY   500600101      363    11800 SH       DEFINED                12,21    11800        0        0
KOPIN CORPORATION             EQUITY   500600101     1070    34800 SH       DEFINED             18,21,22     5350        0    29450
KOREA EQUITY FD INC           EQUITY   50063B104      148    29200 SH       DEFINED             18,21,22     4300        0    24900
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     1249    33825 SH       DEFINED   2,3,11,13,14,30,31        0    33825        0
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     6290   170280 SH       DEFINED                  4,6   169500      780        0
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     2578    69780 SH       DEFINED                  6,7        0        0    69780
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103    14179   383857 SH       DEFINED                12,21   383857        0        0
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103      106     2864 SH       DEFINED          15,18,21,22      133        0     2731
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103    10880   294543 SH       DEFINED             16,18,21   294543        0        0
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103    14549   393875 SH       DEFINED             18,21,22   384053        0     9822
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     3890   105315 SH       DEFINED            4,6,23,24   105315        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106       29     1655 SH       DEFINED               -          1655        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106     3649   208500 SH       DEFINED                  4,6   198000    10500        0
*** KOREA ELEC PWR CORP       EQUITY   500631106     1841   105200 SH       DEFINED                  6,7        0        0   105200
*** KOREA ELEC PWR CORP       EQUITY   500631106      870    49700 SH       DEFINED                12,21    49700        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106      212    12101 SH       DEFINED          15,18,21,22     4755        0     7346
*** KOREA ELEC PWR CORP       EQUITY   500631106     2681   153200 SH       DEFINED             16,18,21   153200        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106      875    50000 SH       DEFINED                18,21    50000        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106     3806   217500 SH       DEFINED       17,18,19,20,21   217500        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106    10560   603400 SH       DEFINED             18,21,22   482329        0   121071
*** KOREA ELEC PWR CORP       EQUITY   500631106      772    44095 SH       DEFINED                   25        0    44095        0
KOREA FUND INC                EQUITY   500634100       18     1300 SH       DEFINED          15,18,21,22        0        0     1300
KOREA FUND INC                EQUITY   500634100     2298   162661 SH       DEFINED             18,21,22    71409        0    91252
KOREAN INVT FD INC            EQUITY   500637103        4      500 SH       DEFINED          15,18,21,22        0        0      500
KOREAN INVT FD INC            EQUITY   500637103      271    36716 SH       DEFINED             18,21,22    16466        0    20250
KORN/FERRY INTL NEW           EQUITY   500643200      164    12000 SH       DEFINED                12,21    12000        0        0
KORN/FERRY INTL NEW           EQUITY   500643200      341    25000 SH       DEFINED             18,21,22        0        0    25000
KOS PHARMACEUTICALS INC       EQUITY   500648100      887   154200 SH       DEFINED   2,3,11,13,14,30,31        0   154200        0
KOS PHARMACEUTICALS INC       EQUITY   500648100        5      900 SH       DEFINED             18,21,22      300        0      600
KRANZCO RLTY TR SBI           EQUITY   50076E103        5      400 SH       DEFINED               -           400        0        0
KRANZCO RLTY TR SBI           EQUITY   50076E103     1113    86477 SH       DEFINED             18,21,22    29442        0    57035
KRAUSE'S FURNITURE INC NEW    EQUITY   500760202       41    20000 SH       DEFINED             18,21,22        0        0    20000
KROGER CO                     EQUITY   501044101      386    14810 SH       DEFINED               -         14810        0        0
KROGER CO                     EQUITY   501044101     1267    48630 SH       DEFINED                  4,6        0        0    48630
KROGER CO                     EQUITY   501044101      612    23500 SH       DEFINED                  6,7        0        0    23500
KROGER CO                     EQUITY   501044101    81149  3113571 SH       DEFINED                12,21  3113571        0        0
KROGER CO                     EQUITY   501044101     5840   224088 SH       DEFINED          15,18,21,22   161865        0    62223
KROGER CO                     EQUITY   501044101   126813  4865652 SH       DEFINED             18,21,22  3108287        0  1757365
KROGER CO                     OPTION   501044101     5317   204000 SH  CALL DEFINED             18,21,22   204000        0        0
KROGER CO                     EQUITY   501044101     3823   146688 SH       DEFINED                   25        0   146688        0
KROGER CO                     EQUITY   501044101    15078   578508 SH       DEFINED     3,13,14,27,30,31   578508        0        0
KROGER CO                     EQUITY   501044101     1179    45244 SH       DEFINED                21,32    45244        0        0
KROLL-O'GARA CO               EQUITY   501050108     8854   445500 SH       DEFINED                12,21   445500        0        0
KROLL-O'GARA CO               EQUITY   501050108        7      330 SH       DEFINED          15,18,21,22       85        0      245
KROLL-O'GARA CO               EQUITY   501050108     1368    68824 SH       DEFINED             18,21,22    19432        0    49392
KRONOS INC                    EQUITY   501052104     3270    68125 SH       DEFINED                12,21    68125        0        0
KRONOS INC                    EQUITY   501052104      725    15095 SH       DEFINED             18,21,22     6475        0     8620
KRONOS INC                    EQUITY   501052104     1274    26550 SH       DEFINED                   25        0    26550        0
KULICKE & SOFFA INDUSTRIES IN EQUITY   501242101     1843    73000 SH       DEFINED                12,21    73000        0        0
KULICKE & SOFFA INDUSTRIES IN EQUITY   501242101        7      258 SH       DEFINED          15,18,21,22      258        0        0
KULICKE & SOFFA INDUSTRIES IN EQUITY   501242101     1680    66546 SH       DEFINED             18,21,22    46591        0    19955
KUSHNER LOCKE CO NEW          EQUITY   501337406      197    36151 SH       DEFINED             18,21,22      401        0    35750
*** KYOCERA CORP ADR          EQUITY   501556203       42      620 SH       DEFINED               -           620        0        0
*** KYOCERA CORP ADR          EQUITY   501556203     7918   117410 SH       DEFINED                  4,6     3895        0   113515
*** KYOCERA CORP ADR          EQUITY   501556203       40      600 SH       DEFINED                5,6,7        0        0      600
*** KYOCERA CORP ADR          EQUITY   501556203      925    13710 SH       DEFINED          15,18,21,22    10180        0     3530
*** KYOCERA CORP ADR          EQUITY   501556203    41093   609349 SH       DEFINED             18,21,22   472431        0   136918
KYZEN CORP CLASS A            EQUITY   501596100        8    10000 SH       DEFINED             18,21,22    10000        0        0
LAI WORLDWIDE INC             EQUITY   501718100       31     5217 SH       DEFINED          15,18,21,22     5217        0        0
LAI WORLDWIDE INC             EQUITY   501718100       96    16000 SH       DEFINED             18,21,22     2800        0    13200
*** LASMO PLC SPON ADR REP CU EQUITY   501730303       31     1250 SH       DEFINED               -          1250        0        0
*** LASMO PLC SPON ADR REP CU EQUITY   501730303      648    25855 SH       DEFINED             18,21,22    10011        0    15844
*** LASMO PLC SPON ADR REP CU EQUITY   501730303     5013   200000 SH       DEFINED        3,13,28,29,31   200000        0        0
LCA-VISION INC NEW            EQUITY   501803209      134    13400 SH       DEFINED                12,21    13400        0        0
LCA-VISION INC NEW            EQUITY   501803209      377    37667 SH       DEFINED             18,21,22    15272        0    22395
LCC INTL INC CLASS A          EQUITY   501810105       73    12100 SH       DEFINED                12,21    12100        0        0
LG&E ENERGY CORP              EQUITY   501917108       18      802 SH       DEFINED               -           802        0        0
LG&E ENERGY CORP              EQUITY   501917108     2410   110185 SH       DEFINED                12,21   110185        0        0
LG&E ENERGY CORP              EQUITY   501917108      655    29965 SH       DEFINED             18,21,22    12581        0    17384
LTV CORP NEW                  EQUITY   501921100     2298   350200 SH       DEFINED   2,3,11,13,14,30,31        0   350200        0
LTV CORP NEW                  EQUITY   501921100     3480   530300 SH       DEFINED                  4,6        0   530300        0
LTV CORP NEW                  EQUITY   501921100      548    83500 SH       DEFINED                12,21    83500        0        0
LTV CORP NEW                  EQUITY   501921100      470    71571 SH       DEFINED             18,21,22    35614        0    35957
LTV CORP NEW                  EQUITY   501921100      326    49600 SH       DEFINED     3,13,14,27,30,31    49600        0        0
LHS GROUP INC                 EQUITY   501938104     1086    30800 SH       DEFINED                  6,7    30800        0        0
LHS GROUP INC                 EQUITY   501938104      118     3353 SH       DEFINED                12,21     3353        0        0
LHS GROUP INC                 EQUITY   501938104       43     1227 SH       DEFINED             18,21,22     1227        0        0
LNR PROPERTY CORP             EQUITY   501940100      511    23107 SH       DEFINED                12,21    23107        0        0
LNR PROPERTY CORP             EQUITY   501940100       90     4090 SH       DEFINED             18,21,22      845        0     3245
LSI INDUSTRIES INC  OHIO      EQUITY   50216C108      103     4200 SH       DEFINED                12,21     4200        0        0
LSI INDUSTRIES INC  OHIO      EQUITY   50216C108      444    18104 SH       DEFINED             18,21,22     7252        0    10851
LSB INDUSTRIES INC            EQUITY   502160104       16    10000 SH       DEFINED             18,21,22        0        0    10000
LSI LOGIC CORP                EQUITY   502161102       15      300 SH       DEFINED               -           300        0        0
LSI LOGIC CORP                EQUITY   502161102     1214    24500 SH       DEFINED                  4,6      600        0    23900
LSI LOGIC CORP                EQUITY   502161102    14912   300879 SH       DEFINED                12,21   300879        0        0
LSI LOGIC CORP                EQUITY   502161102     1539    31047 SH       DEFINED          15,18,21,22    14143        0    16904
LSI LOGIC CORP                EQUITY   502161102     2696    54400 SH       DEFINED             16,18,21    54400        0        0
LSI LOGIC CORP                EQUITY   502161102    64282  1296970 SH       DEFINED             18,21,22   548014        0   748956
LSI LOGIC CORP                EQUITY   502161102      202     4083 SH       DEFINED                   25        0     4083        0
LSI LOGIC CORP                EQUITY   502161102      362     7300 SH       DEFINED     3,13,14,27,30,31     7300        0        0
LSI LOGIC CORP                EQUITY   502161102     1730    34901 SH       DEFINED                21,32    34901        0        0
LTC PPTYS INC                 EQUITY   502175102      298    24183 SH       DEFINED                12,21    24183        0        0
LTC PPTYS INC                 EQUITY   502175102      420    34149 SH       DEFINED             18,21,22     8414        0    25734
LTX CORP                      EQUITY   502392103      482    36000 SH       DEFINED   2,3,11,13,14,30,31        0    36000        0
LTX CORP                      EQUITY   502392103      122     9100 SH       DEFINED                12,21     9100        0        0
LTX CORP                      EQUITY   502392103      133     9952 SH       DEFINED             18,21,22     2652        0     7300
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104     1562    36375 SH       DEFINED                  4,6        0        0    36375
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104    19975   465200 SH       DEFINED                12,21   465200        0        0
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104      375     8740 SH       DEFINED          15,18,21,22     4410        0     4330
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104    13250   308574 SH       DEFINED             18,21,22   159736        0   148838
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104       13      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
LA-Z-BOY INC                  EQUITY   505336107     3080   130371 SH       DEFINED                12,21   130371        0        0
LA-Z-BOY INC                  EQUITY   505336107       27     1145 SH       DEFINED          15,18,21,22     1027        0      118
LA-Z-BOY INC                  EQUITY   505336107     1746    73912 SH       DEFINED             18,21,22    56567        0    17345
LA-Z-BOY INC                  EQUITY   505336107      340    14400 SH       DEFINED                   25        0    14400        0
LABORATORY CORP AMER HLDGS    EQUITY   50540R102      137    42991 SH       DEFINED                12,21    42991        0        0
LABORATORY CORP AMER HLDGS    EQUITY   50540R102      127    39915 SH       DEFINED             18,21,22    15851        0    24064
LABORATORY CORP AMER HLDG 81/ EQUITY   50540R201      429     6924 SH       DEFINED             18,21,22      612        0     6312
LABOR READY INC NEW           EQUITY   505401208        5      310 SH       DEFINED               -           310        0        0
LABOR READY INC NEW           EQUITY   505401208      403    25200 SH       DEFINED                12,21    25200        0        0
LABOR READY INC NEW           EQUITY   505401208      138     8597 SH       DEFINED             18,21,22      943        0     7654
LACLEDE GAS CO                EQUITY   505588103       15      650 SH       DEFINED               -           650        0        0
LACLEDE GAS CO                EQUITY   505588103      340    14513 SH       DEFINED                12,21    14513        0        0
LACLEDE GAS CO                EQUITY   505588103      249    10634 SH       DEFINED             18,21,22     2740        0     7894
LACLEDE GAS CO                EQUITY   505588103       47     2000 SH       DEFINED                   25        0     2000        0
LADD FURNITURE INC NEW        EQUITY   505739201      153     7400 SH       DEFINED             18,21,22      600        0     6800
LADD FURNITURE INC NEW        EQUITY   505739201     1552    75000 SH       DEFINED                   25        0    75000        0
LAFARGE CORP MARYLAND         EQUITY   505862102     1186    38500 SH       DEFINED                12,21    38500        0        0
LAFARGE CORP MARYLAND         EQUITY   505862102      524    17000 SH       DEFINED             16,18,21    17000        0        0
LAFARGE CORP MARYLAND         EQUITY   505862102     1227    39834 SH       DEFINED             18,21,22    21257        0    18577
*** LAIDLAW INC COMMON        EQUITY   50730K503       74    11900 SH       DEFINED               -         11900        0        0
*** LAIDLAW INC COMMON        EQUITY   50730K503      135    21669 SH       DEFINED                12,21    21669        0        0
*** LAIDLAW INC COMMON        EQUITY   50730K503       32     5160 SH       DEFINED          15,18,21,22     1865        0     3295
*** LAIDLAW INC COMMON        EQUITY   50730K503     1449   231886 SH       DEFINED             18,21,22   189828        0    42058
*** LAIDLAW INC COMMON        EQUITY   50730K503     2086   333713 SH       DEFINED                   25        0   333713        0
*** LAIDLAW INC COMMON        EQUITY   50730K503       97    15441 SH       DEFINED                21,32    15441        0        0
LAKE ARIEL BANCORP INC        EQUITY   507467108      944    75926 SH       DEFINED             18,21,22    33968        0    41957
LAKEHEAD PIPE LINE PARTNERS L EQUITY   511557100       96     2225 SH       DEFINED               -          2225        0        0
LAKEHEAD PIPE LINE PARTNERS L EQUITY   511557100       34      800 SH       DEFINED                  4,6        0        0      800
LAKEHEAD PIPE LINE PARTNERS L EQUITY   511557100       94     2182 SH       DEFINED          15,18,21,22      707        0     1475
LAKEHEAD PIPE LINE PARTNERS L EQUITY   511557100    14397   334821 SH       DEFINED             18,21,22   101590        0   233231
LAM RESEARCH CORP             EQUITY   512807108       17      300 SH       DEFINED                  4,6      300        0        0
LAM RESEARCH CORP             EQUITY   512807108     3162    57100 SH       DEFINED                12,21    57100        0        0
LAM RESEARCH CORP             EQUITY   512807108     4450    80362 SH       DEFINED             18,21,22    34193        0    46169
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101     3854    94152 SH       DEFINED                  4,6    32225    42722    19205
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101       22      545 SH       DEFINED                  6,7        0        0      545
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101     4815   117627 SH       DEFINED                12,21   117627        0        0
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101       22      533 SH       DEFINED          15,18,21,22       33        0      500
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101       86     2100 SH       DEFINED             18,21,22        0        0     2100
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101        8      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
LAMSON & SESSIONS CO          EQUITY   513696104      167    28500 SH       DEFINED             18,21,22        0        0    28500
LANCASTER COLONY CORP         EQUITY   513847103      318     9600 SH       DEFINED                  4,6        0     9600        0
LANCASTER COLONY CORP         EQUITY   513847103     4753   143500 SH       DEFINED                12,21   143500        0        0
LANCASTER COLONY CORP         EQUITY   513847103      238     7195 SH       DEFINED             18,21,22     3395        0     3800
LANCE INC                     EQUITY   514606102      336    23000 SH       DEFINED                12,21    23000        0        0
LANCE INC                     EQUITY   514606102      312    21346 SH       DEFINED             18,21,22     4545        0    16801
LANDAUER INC                  EQUITY   51476K103      222     8200 SH       DEFINED                12,21     8200        0        0
LANDAUER INC                  EQUITY   51476K103       14      500 SH       DEFINED          15,18,21,22      500        0        0
LANDAUER INC                  EQUITY   51476K103      431    15911 SH       DEFINED             18,21,22    10716        0     5195
LANDEC CORPORATION            EQUITY   514766104       37    12566 SH       DEFINED             18,21,22     3387        0     9179
LANDAMERICA FINANCIAL GROUP   EQUITY   514936103       41     1599 SH       DEFINED                  4,6     1599        0        0
LANDAMERICA FINANCIAL GROUP   EQUITY   514936103      321    12600 SH       DEFINED                12,21    12600        0        0
LANDAMERICA FINANCIAL GROUP   EQUITY   514936103       36     1398 SH       DEFINED             18,21,22      921        0      477
LANDAMERICA FINANCIAL GROUP   EQUITY   514936103      311    12200 SH       DEFINED                   25        0    12200        0
LANDRYS SEAFOOD RESTAURANTS   EQUITY   51508L103      211    25138 SH       DEFINED                12,21    25138        0        0
LANDRYS SEAFOOD RESTAURANTS   EQUITY   51508L103       10     1150 SH       DEFINED             18,21,22      100        0     1050
LANDS END INC                 EQUITY   515086106      745    16310 SH       DEFINED                12,21    16310        0        0
LANDS END INC                 EQUITY   515086106      223     4872 SH       DEFINED             18,21,22     1812        0     3060
LANDS END INC                 EQUITY   515086106       27      600 SH       DEFINED     3,13,14,27,30,31      600        0        0
LANDS END INC                 EQUITY   515086106      425     9300 SH       DEFINED                21,32     9300        0        0
LANDSTAR SYSTEM INC           EQUITY   515098101      378     9381 SH       DEFINED                12,21     9381        0        0
LANDSTAR SYSTEM INC           EQUITY   515098101        1       33 SH       DEFINED             18,21,22       33        0        0
LANDSTAR SYSTEM INC           EQUITY   515098101      459    11400 SH       DEFINED                   25        0    11400        0
LASER PACIFIC MEDIA CORP      EQUITY   517923108      142    16684 SH       DEFINED             18,21,22    11477        0     5207
LASALLE HOTEL PPTYS SBI       EQUITY   517942108      140     9400 SH       DEFINED                12,21     9400        0        0
LASALLE HOTEL PPTYS SBI       EQUITY   517942108       39     2625 SH       DEFINED             18,21,22      374        0     2251
LASER MORTGAGE MGMT INC       EQUITY   51806D100       33     8600 SH       DEFINED                12,21     8600        0        0
LASER MORTGAGE MGMT INC       EQUITY   51806D100       45    11505 SH       DEFINED             18,21,22    10874        0      631
LASER VISION CENTERS INC      EQUITY   51807H100       43      800 SH       DEFINED                  4,6        0        0      800
LASER VISION CENTERS INC      EQUITY   51807H100     2338    43300 SH       DEFINED                12,21    43300        0        0
LASER VISION CENTERS INC      EQUITY   51807H100       82     1527 SH       DEFINED          15,18,21,22     1097        0      430
LASER VISION CENTERS INC      EQUITY   51807H100     3525    65285 SH       DEFINED             18,21,22    48643        0    16642
LASON INC                     EQUITY   51808R107       40      815 SH       DEFINED               -           815        0        0
LASON INC                     EQUITY   51808R107    11792   239439 SH       DEFINED                12,21   239439        0        0
LASON INC                     EQUITY   51808R107      665    13501 SH       DEFINED          15,18,21,22     9237        0     4264
LASON INC                     EQUITY   51808R107     1478    30000 SH       DEFINED             16,18,21    30000        0        0
LASON INC                     EQUITY   51808R107    16867   342479 SH       DEFINED       17,18,19,20,21   342479        0        0
LASON INC                     EQUITY   51808R107    10850   220312 SH       DEFINED             18,21,22   167032        0    53280
LASON INC                     EQUITY   51808R107     1556    31601 SH       DEFINED                21,32    31601        0        0
LASERSCOPE                    EQUITY   518081104       17    15004 SH       DEFINED             18,21,22        0        0    15004
LATIN AMERICA EQUITY FUND INC EQUITY   51827T100      198    21293 SH       DEFINED          15,18,21,22     8018        0    13275
LATIN AMERICA EQUITY FUND INC EQUITY   51827T100      219    23563 SH       DEFINED             18,21,22    17236        0     6327
LATIN AMERICAN DISCOVERY FUND EQUITY   51828C106        4      500 SH       DEFINED          15,18,21,22      500        0        0
LATIN AMERICAN DISCOVERY FUND EQUITY   51828C106      344    42067 SH       DEFINED             18,21,22    23267        0    18800
LATITUDE COMMUNICATIONS INC   EQUITY   518292107     4658   280200 SH       DEFINED                12,21   280200        0        0
LATITUDE COMMUNICATIONS INC   EQUITY   518292107     4763   286500 SH       DEFINED             16,18,21   286500        0        0
LATITUDE COMMUNICATIONS INC   EQUITY   518292107        8      500 SH       DEFINED             18,21,22        0        0      500
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104     5493    93100 SH       DEFINED                12,21    93100        0        0
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104      176     2980 SH       DEFINED          15,18,21,22     2270        0      710
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104     1947    33000 SH       DEFINED             16,18,21    33000        0        0
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104     4143    70221 SH       DEFINED             18,21,22    47294        0    22927
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104     1451    24600 SH       DEFINED                   25        0    24600        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104       84     1800 SH       DEFINED                  4,6        0      800     1000
ESTEE LAUDER COS INC CL A     EQUITY   518439104      280     6000 SH       DEFINED                  6,7        0        0     6000
ESTEE LAUDER COS INC CL A     EQUITY   518439104     6438   137900 SH       DEFINED                12,21   137900        0        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104     1360    29137 SH       DEFINED          15,18,21,22    21476        0     7661
ESTEE LAUDER COS INC CL A     EQUITY   518439104     5397   115600 SH       DEFINED             16,18,21   115600        0        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104    28526   610999 SH       DEFINED             18,21,22   359997        0   251002
ESTEE LAUDER COS INC CL A     EQUITY   518439104    18839   403500 SH       DEFINED            4,6,23,24   403500        0        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104     1008    21600 SH       DEFINED                   25        0    21600        0
LAWSON PRODUCTS INC           EQUITY   520776105        4      150 SH       DEFINED               -           150        0        0
LAWSON PRODUCTS INC           EQUITY   520776105      126     5278 SH       DEFINED                12,21     5278        0        0
LAWSON PRODUCTS INC           EQUITY   520776105       73     3050 SH       DEFINED             18,21,22     1400        0     1650
LEAP WIRELESS INTL INC        EQUITY   521863100        6      300 SH       DEFINED                  4,6        0      300        0
LEAP WIRELESS INTL INC        EQUITY   521863100      162     8400 SH       DEFINED                12,21     8400        0        0
LEAP WIRELESS INTL INC        EQUITY   521863100      262    13544 SH       DEFINED             18,21,22     2576        0    10968
LEAR CORP                     EQUITY   521865105      268     5717 SH       DEFINED               -          5717        0        0
LEAR CORP                     EQUITY   521865105      573    12200 SH       DEFINED                  4,6     9000      800     2400
LEAR CORP                     EQUITY   521865105    12812   272946 SH       DEFINED                12,21   272946        0        0
LEAR CORP                     EQUITY   521865105       80     1698 SH       DEFINED          15,18,21,22     1668        0       30
LEAR CORP                     EQUITY   521865105     6008   128000 SH       DEFINED             16,18,21   128000        0        0
LEAR CORP                     EQUITY   521865105     4219    89876 SH       DEFINED             18,21,22    48873        0    41003
LEAR CORP                     EQUITY   521865105      310     6600 SH       DEFINED     3,13,14,27,30,31     6600        0        0
LEAR CORP                     EQUITY   521865105     1784    38008 SH       DEFINED                21,32    38008        0        0
LEARNING TREE INTL INC        EQUITY   522015106      234    20790 SH       DEFINED                12,21    20790        0        0
LEARNING TREE INTL INC        EQUITY   522015106        1      100 SH       DEFINED             18,21,22        0        0      100
LEARNING TREE INTL INC        EQUITY   522015106      208    18450 SH       DEFINED     3,13,14,27,30,31    18450        0        0
LEASING SOLUTIONS INC CV SUB  CORPBOND 522113AA7       14   246000 PRN      DEFINED             18,21,22    73000        0   173000
LECTEC CORP                   EQUITY   523251106       49    13961 SH       DEFINED             18,21,22        0        0    13961
LEE ENTERPRISES INC           EQUITY   523768109     4839   163000 SH       DEFINED                12,21   163000        0        0
LEE ENTERPRISES INC           EQUITY   523768109       12      406 SH       DEFINED          15,18,21,22      297        0      109
LEE ENTERPRISES INC           EQUITY   523768109     1926    64859 SH       DEFINED             18,21,22    46481        0    18378
LEGATO SYSTEM INC             EQUITY   524651106     6500    90833 SH       DEFINED                  4,6    30760    40918    19155
LEGATO SYSTEM INC             EQUITY   524651106       32      450 SH       DEFINED                  6,7        0        0      450
LEGATO SYSTEM INC             EQUITY   524651106    34293   479195 SH       DEFINED                12,21   479195        0        0
LEGATO SYSTEM INC             EQUITY   524651106     1020    14248 SH       DEFINED          15,18,21,22    10030        0     4218
LEGATO SYSTEM INC             EQUITY   524651106    12044   168300 SH       DEFINED             16,18,21   168300        0        0
LEGATO SYSTEM INC             EQUITY   524651106    20260   283103 SH       DEFINED             18,21,22   228200        0    54903
LEGATO SYSTEM INC             EQUITY   524651106     1038    14500 SH       DEFINED                   25        0    14500        0
LEGATO SYSTEM INC             EQUITY   524651106     9215   128769 SH       DEFINED                21,32   128769        0        0
LEGGETT & PLATT INC           EQUITY   524660107    40349  1597985 SH       DEFINED                  4,6   638985   467185   491815
LEGGETT & PLATT INC           EQUITY   524660107      568    22500 SH       DEFINED                  6,7        0        0    22500
LEGGETT & PLATT INC           EQUITY   524660107     7401   293107 SH       DEFINED                12,21   293107        0        0
LEGGETT & PLATT INC           EQUITY   524660107      315    12495 SH       DEFINED          15,18,21,22     7495        0     5000
LEGGETT & PLATT INC           EQUITY   524660107    17200   681192 SH       DEFINED             18,21,22   481520        0   199672
LEGGETT & PLATT INC           EQUITY   524660107      896    35500 SH       DEFINED                21,32    35500        0        0
LEGG MASON INC                EQUITY   524901105      271     7666 SH       DEFINED                  4,6        0        0     7666
LEGG MASON INC                EQUITY   524901105     8378   236825 SH       DEFINED                12,21   236825        0        0
LEGG MASON INC                EQUITY   524901105     3714   105000 SH       DEFINED             16,18,21   105000        0        0
LEGG MASON INC                EQUITY   524901105      170     4798 SH       DEFINED             18,21,22     1594        0     3204
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      253     4760 SH       DEFINED               -          4760        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100     1178    22140 SH       DEFINED                  4,6     7840     1400    12900
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      739    13900 SH       DEFINED                  6,7    13900        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100    64929  1220736 SH       DEFINED                12,21  1220736        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      236     4441 SH       DEFINED          15,18,21,22      414        0     4027
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100       62     1158 SH       DEFINED             16,18,21     1158        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      128     2400 SH       DEFINED                18,21     2400        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100    51437   967081 SH       DEFINED             18,21,22   458535        0   508546
LEHMAN BROTHERS HOLDINGS INC  OPTION   524908100       80     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      176     3300 SH       DEFINED                   25        0     3300        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      643    12081 SH       DEFINED     3,13,14,27,30,31    12081        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      440     8277 SH       DEFINED                21,32     8277        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2      139   341600 PRN      DEFINED                12,21   341600        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2      208   511000 PRN      DEFINED          15,18,21,22   273000        0   238000
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2     8007 19648000 PRN      DEFINED             18,21,22 15531000        0  4117000
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2       18    43100 PRN      DEFINED     3,13,14,27,30,31    43100        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2     3174  7789000 PRN      DEFINED        3,13,28,29,31  7789000        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2     2267  5564000 PRN      DEFINED           3,13,30,31  5564000        0        0
LENNAR CORP                   EQUITY   526057104       35     1765 SH       DEFINED               -          1765        0        0
LENNAR CORP                   EQUITY   526057104     5039   251169 SH       DEFINED                12,21   251169        0        0
LENNAR CORP                   EQUITY   526057104      284    14140 SH       DEFINED          15,18,21,22    10865        0     3275
LENNAR CORP                   EQUITY   526057104     8306   414014 SH       DEFINED             18,21,22   258854        0   155159
LENNAR CORP                   EQUITY   526057104     3280   163480 SH       DEFINED                21,32   163480        0        0
LESCO INC OHIO                EQUITY   526872106      230    13452 SH       DEFINED             18,21,22     5082        0     8370
LESLIE FAY INC NEW            EQUITY   527016109       95    15000 SH       DEFINED             18,21,22        0        0    15000
LEUCADIA NATIONAL CORP        EQUITY   527288104     1637    75500 SH       DEFINED                12,21    75500        0        0
LEUCADIA NATIONAL CORP        EQUITY   527288104        9      400 SH       DEFINED          15,18,21,22      100        0      300
LEUCADIA NATIONAL CORP        EQUITY   527288104     1429    65900 SH       DEFINED             16,18,21    65900        0        0
LEUCADIA NATIONAL CORP        EQUITY   527288104     6689   308422 SH       DEFINED             18,21,22   171512        0   136910
LEVEL 8 SYSTEMS INC           EQUITY   52729M102      450    45000 SH       DEFINED               -         45000        0        0
LEVEL 8 SYSTEMS INC           EQUITY   52729M102        3      300 SH       DEFINED             18,21,22        0        0      300
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100       53     1000 SH       DEFINED               -          1000        0        0
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100     5389   101315 SH       DEFINED                12,21   101315        0        0
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100       43      817 SH       DEFINED          15,18,21,22       50        0      767
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100    24055   452263 SH       DEFINED             18,21,22   335399        0   116864
LEVEL 3 COMMUNICATIONS INC    OPTION   52729N100    17769   334072 SH  CALL DEFINED             18,21,22   334072        0        0
LEVEL 3 COMMUNICATIONS INC    OPTION   52729N100    17769   334072 SH  PUT  DEFINED             18,21,22   334072        0        0
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100    15478   291000 SH       DEFINED     3,13,14,27,30,31   291000        0        0
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100       53     1000 SH       DEFINED                21,32     1000        0        0
LEVEL ONE COMMUNICATIONS -    CORPBOND 527295AC3    11175  4725000 PRN      DEFINED             16,18,21  4725000        0        0
LEVEL ONE COMMUNICATIONS INC  EQUITY   527295109     8400   138559 SH       DEFINED                  4,6    49195    63124    26240
LEVEL ONE COMMUNICATIONS INC  EQUITY   527295109       49      800 SH       DEFINED                  6,7        0        0      800
LEVEL ONE COMMUNICATIONS INC  EQUITY   527295109     9546   157461 SH       DEFINED                12,21   157461        0        0
LEVEL ONE COMMUNICATIONS INC  EQUITY   527295109      105     1736 SH       DEFINED          15,18,21,22     1225        0      511
LEVEL ONE COMMUNICATIONS INC  EQUITY   527295109     3901    64339 SH       DEFINED             18,21,22    48380        0    15959
LEVEL ONE COMMUNICATIONS INC  OPTION   527295109    25082   413719 SH  CALL DEFINED             18,21,22   413719        0        0
LEVEL ONE COMMUNICATIONS INC  OPTION   527295109    25082   413719 SH  PUT  DEFINED             18,21,22   413719        0        0
LEVEL ONE COMMUNICATIONS INC  EQUITY   527295109       18      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
LEVEL ONE COMMUNICATIONS INC  EQUITY   527295109    19491   321500 SH       DEFINED        3,13,30,31,33        0        0   321500
LEVIATHAN GAS PIPELINE        EQUITY   527367106       71     3000 SH       DEFINED               -          3000        0        0
LEVIATHAN GAS PIPELINE        EQUITY   527367106      161     6840 SH       DEFINED             18,21,22      400        0     6440
LEVIATHAN GAS PIPELINE UNIT   EQUITY   527367205        5      200 SH       DEFINED               -           200        0        0
LEVIATHAN GAS PIPELINE UNIT   EQUITY   527367205        3      140 SH       DEFINED          15,18,21,22        0        0      140
LEVIATHAN GAS PIPELINE UNIT   EQUITY   527367205     1251    52400 SH       DEFINED             18,21,22     9097        0    43302
LEXINGTON GLOBAL ASSET        EQUITY   528932106      155    41291 SH       DEFINED             18,21,22    40206        0     1085
LEXINGTON CORPORATE PPTYS TR  EQUITY   529043101       15     1271 SH       DEFINED               -          1271        0        0
LEXINGTON CORPORATE PPTYS TR  EQUITY   529043101      168    14100 SH       DEFINED                12,21    14100        0        0
LEXINGTON CORPORATE PPTYS TR  EQUITY   529043101      570    47755 SH       DEFINED             18,21,22    12349        0    35406
LEXMARK INTL GROUP INC CL A   EQUITY   529771107       96     1520 SH       DEFINED               -          1520        0        0
LEXMARK INTL GROUP INC CL A   EQUITY   529771107    15386   244216 SH       DEFINED                  4,6   138580    61720    43916
LEXMARK INTL GROUP INC CL A   EQUITY   529771107      261     4150 SH       DEFINED                  6,7        0        0     4150
LEXMARK INTL GROUP INC CL A   EQUITY   529771107   113108  1795362 SH       DEFINED                12,21  1795362        0        0
LEXMARK INTL GROUP INC CL A   EQUITY   529771107      691    10962 SH       DEFINED          15,18,21,22     6880        0     4082
LEXMARK INTL GROUP INC CL A   OPTION   529771107     9954   158000 SH  CALL DEFINED             18,21,22   158000        0        0
LEXMARK INTL GROUP INC CL A   EQUITY   529771107    42404   673079 SH       DEFINED             18,21,22   292165        0   380914
LEXMARK INTL GROUP INC CL A   EQUITY   529771107      907    14400 SH       DEFINED     3,13,14,27,30,31    14400        0        0
LEXMARK INTL GROUP INC CL A   EQUITY   529771107     3216    51048 SH       DEFINED                21,32    51048        0        0
LIBBEY INC                    EQUITY   529898108      507    15931 SH       DEFINED                12,21    15931        0        0
LIBBEY INC                    EQUITY   529898108       13      401 SH       DEFINED             18,21,22        1        0      400
LIBERTY ALL-STAR GROWTH FD IN EQUITY   529900102      135    12350 SH       DEFINED             18,21,22     3959        0     8391
LIBERTY ALL-STAR EQUITY FD    EQUITY   530158104       60     4556 SH       DEFINED               -          4556        0        0
LIBERTY ALL-STAR EQUITY FD    EQUITY   530158104       21     1622 SH       DEFINED          15,18,21,22        0        0     1622
LIBERTY ALL-STAR EQUITY FD    EQUITY   530158104     1159    87499 SH       DEFINED             18,21,22    38938        0    48561
LIBERTY CORP-SOUTH CAROLINA-  EQUITY   530370105      523     9798 SH       DEFINED                12,21     9798        0        0
LIBERTY CORP-SOUTH CAROLINA-  EQUITY   530370105      582    10900 SH       DEFINED             18,21,22     1585        0     9315
LIBERTY FINANCIAL COS INC     EQUITY   530512102     1043    38000 SH       DEFINED                12,21    38000        0        0
LIBERTY FINANCIAL COS INC     EQUITY   530512102       59     2165 SH       DEFINED             18,21,22      400        0     1765
LIBERTY HOMES INC CL A        EQUITY   530582204      279    29050 SH       DEFINED                12,21    29050        0        0
LIBERTY HOMES INC CL A        EQUITY   530582204      279    29050 SH       DEFINED             16,18,21    29050        0        0
LIBERTY HOMES INC CL B        EQUITY   530582303      235    24750 SH       DEFINED                12,21    24750        0        0
LIBERTY HOMES INC CL B        EQUITY   530582303      235    24750 SH       DEFINED             16,18,21    24750        0        0
LIBERTY PROPERTY TRUST        EQUITY   531172104       18      745 SH       DEFINED               -           745        0        0
LIBERTY PROPERTY TRUST        EQUITY   531172104     2377   100593 SH       DEFINED                12,21   100593        0        0
LIBERTY PROPERTY TRUST        EQUITY   531172104      332    14046 SH       DEFINED          15,18,21,22     6438        0     7608
LIBERTY PROPERTY TRUST        OPTION   531172104       12      500 SH  PUT  DEFINED             18,21,22        0        0      500
LIBERTY PROPERTY TRUST        EQUITY   531172104     5307   224628 SH       DEFINED             18,21,22   139468        0    85159
LIBERTY PROPERTY TRUST        EQUITY   531172104     2681   113469 SH       DEFINED                21,32   113469        0        0
LIFE USA HLDG INC NEW         EQUITY   531918209     3350   164400 SH       DEFINED                12,21   164400        0        0
LIFE USA HLDG INC NEW         EQUITY   531918209       11      551 SH       DEFINED          15,18,21,22      402        0      149
LIFE USA HLDG INC NEW         EQUITY   531918209     1272    62421 SH       DEFINED             18,21,22    51578        0    10843
LIFECORE BIOMEDICAL INC       EQUITY   532187101       58     6000 SH       DEFINED                12,21     6000        0        0
LIFECORE BIOMEDICAL INC       EQUITY   532187101      185    19212 SH       DEFINED             18,21,22     3212        0    16000
LIFEPOINT HOSPS INC           EQUITY   53219L109        7      717 SH       DEFINED                  4,6        0        0      717
LIFEPOINT HOSPS INC           EQUITY   53219L109      177    18124 SH       DEFINED                12,21    18124        0        0
LIFEPOINT HOSPS INC           EQUITY   53219L109       13     1292 SH       DEFINED          15,18,21,22      707        0      585
LIFEPOINT HOSPS INC           EQUITY   53219L109      519    53269 SH       DEFINED             18,21,22    40128        0    13141
LIFEPOINT HOSPS INC           EQUITY   53219L109       22     2212 SH       DEFINED                   25        0     2212        0
LIFEPOINT HOSPS INC           EQUITY   53219L109        6      573 SH       DEFINED     3,13,14,27,30,31      573        0        0
WTS LIGAND PHARMACEUTICALS IN EQUITY   53220K116       45    12254 SH       DEFINED             18,21,22        0        0    12254
LIGAND PHARMS INC CL B        EQUITY   53220K207     1257   131400 SH       DEFINED                12,21   131400        0        0
LIGAND PHARMS INC CL B        EQUITY   53220K207       20     2106 SH       DEFINED          15,18,21,22        0        0     2106
LIGAND PHARMS INC CL B        EQUITY   53220K207       62     6447 SH       DEFINED             18,21,22     3225        0     3222
LIGAND PHARMS INC CL B        EQUITY   53220K207      800    83700 SH       DEFINED                21,32    83700        0        0
ELI LILLY & CO                EQUITY   532457108     1784    27348 SH       DEFINED               -         27348        0        0
ELI LILLY & CO                EQUITY   532457108    43124   660905 SH       DEFINED                  4,6   175200   149160   336545
ELI LILLY & CO                EQUITY   532457108      352     5390 SH       DEFINED                5,6,7        0        0     5390
ELI LILLY & CO                EQUITY   532457108    10604   162520 SH       DEFINED                  6,7   151200        0    11320
ELI LILLY & CO                EQUITY   532457108   171684  2631171 SH       DEFINED                12,21  2631171        0        0
ELI LILLY & CO                EQUITY   532457108    12843   196820 SH       DEFINED          15,18,21,22   101621        0    95198
ELI LILLY & CO                OPTION   532457108       65     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
ELI LILLY & CO                EQUITY   532457108    20674   316840 SH       DEFINED             16,18,21   316840        0        0
ELI LILLY & CO                EQUITY   532457108   380519  5831707 SH       DEFINED             18,21,22  2765838        0  3065869
ELI LILLY & CO                OPTION   532457108      254     3900 SH  CALL DEFINED             18,21,22        0        0     3900
ELI LILLY & CO                OPTION   532457108      222     3400 SH  PUT  DEFINED             18,21,22        0        0     3400
ELI LILLY & CO                EQUITY   532457108     3175    48658 SH       DEFINED                   25        0    48658        0
ELI LILLY & CO                EQUITY   532457108    14960   229274 SH       DEFINED     3,13,14,27,30,31   229274        0        0
ELI LILLY & CO                EQUITY   532457108     3755    57548 SH       DEFINED                21,32    57548        0        0
LILLY INDUSTRIES INC CL A     EQUITY   532491107      399    22176 SH       DEFINED                12,21    22176        0        0
LILLY INDUSTRIES INC CL A     EQUITY   532491107        8      448 SH       DEFINED          15,18,21,22       81        0      367
LILLY INDUSTRIES INC CL A     EQUITY   532491107       15      808 SH       DEFINED             18,21,22        0        0      808
LIMITED INC                   EQUITY   532716107     2507    55473 SH       DEFINED               -         55473        0        0
LIMITED INC                   EQUITY   532716107      712    15750 SH       DEFINED                  4,6    15750        0        0
LIMITED INC                   EQUITY   532716107    39437   872739 SH       DEFINED                12,21   872739        0        0
LIMITED INC                   EQUITY   532716107     1105    24443 SH       DEFINED          15,18,21,22    10069        0    14373
LIMITED INC                   OPTION   532716107    11297   250000 SH  CALL DEFINED       17,18,19,20,21   250000        0        0
LIMITED INC                   EQUITY   532716107    70441  1558837 SH       DEFINED             18,21,22   470911        0  1087925
LIMITED INC                   EQUITY   532716107      261     5766 SH       DEFINED                   25        0     5766        0
LIMITED INC                   EQUITY   532716107      839    18557 SH       DEFINED                21,32    18557        0        0
LINCARE HOLDINGS INC          EQUITY   532791100     3105   105246 SH       DEFINED                12,21   105246        0        0
LINCARE HOLDINGS INC          EQUITY   532791100       53     1795 SH       DEFINED             18,21,22     1345        0      450
LINCARE HOLDINGS INC          EQUITY   532791100      551    18682 SH       DEFINED                21,32    18682        0        0
LINCOLN ELECTRIC CO HOLDINGS  EQUITY   533900106       22     1176 SH       DEFINED               -          1176        0        0
LINCOLN ELECTRIC CO HOLDINGS  EQUITY   533900106     3052   160622 SH       DEFINED                12,21   160622        0        0
LINCOLN ELECTRIC CO HOLDINGS  EQUITY   533900106      180     9462 SH       DEFINED             18,21,22     1451        0     8011
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109     1489    29120 SH       DEFINED               -         29120        0        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109       41      800 SH       DEFINED                  4,6        0        0      800
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109    23455   458783 SH       DEFINED                12,21   458783        0        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109      979    19147 SH       DEFINED          15,18,21,22     8065        0    11082
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109    22557   441221 SH       DEFINED             18,21,22   158732        0   282488
LINCOLN NATIONAL CORP -IND-   OPTION   534187109     2352    46000 SH  CALL DEFINED             18,21,22    46000        0        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109      285     5584 SH       DEFINED                   25        0     5584        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109     1176    23000 SH       DEFINED     3,13,14,27,30,31    23000        0        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109      520    10174 SH       DEFINED                21,32    10174        0        0
LINDSAY MFG CO                EQUITY   535555106      222    11950 SH       DEFINED                12,21    11950        0        0
LINDSAY MFG CO                EQUITY   535555106       10      535 SH       DEFINED          15,18,21,22      535        0        0
LINDSAY MFG CO                EQUITY   535555106      344    18557 SH       DEFINED             18,21,22    13593        0     4964
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106        3       50 SH       DEFINED               -            50        0        0
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106    12708   210270 SH       DEFINED                  4,6    84980    64000    61290
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106      130     2150 SH       DEFINED                  6,7        0        0     2150
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106    40638   672390 SH       DEFINED                12,21   672390        0        0
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106      992    16408 SH       DEFINED          15,18,21,22    12583        0     3825
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106    25069   414782 SH       DEFINED             18,21,22   280601        0   134180
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106     2127    35200 SH       DEFINED                   25        0    35200        0
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106      447     7400 SH       DEFINED     3,13,14,27,30,31     7400        0        0
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106     1296    21438 SH       DEFINED                21,32    21438        0        0
LINENS'N THINGS INC           EQUITY   535679104        3       70 SH       DEFINED               -            70        0        0
LINENS'N THINGS INC           EQUITY   535679104     7100   161356 SH       DEFINED   2,3,11,13,14,30,31        0   161356        0
LINENS'N THINGS INC           EQUITY   535679104     5526   125599 SH       DEFINED                  4,6    29885    39034    56680
LINENS'N THINGS INC           EQUITY   535679104       20      465 SH       DEFINED                  6,7        0        0      465
LINENS'N THINGS INC           EQUITY   535679104     3661    83200 SH       DEFINED                12,21    83200        0        0
LINENS'N THINGS INC           EQUITY   535679104      635    14443 SH       DEFINED          15,18,21,22     8514        0     5929
LINENS'N THINGS INC           EQUITY   535679104    11507   261520 SH       DEFINED             18,21,22   201381        0    60139
LINENS'N THINGS INC           EQUITY   535679104       13      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
LINENS'N THINGS INC           EQUITY   535679104     1496    34000 SH       DEFINED                21,32    34000        0        0
LIPOSOME CO INC               EQUITY   536310105     1144    41400 SH       DEFINED                12,21    41400        0        0
LIPOSOME CO INC               EQUITY   536310105        5      194 SH       DEFINED          15,18,21,22        0        0      194
LIPOSOME CO INC               EQUITY   536310105      887    32100 SH       DEFINED             18,21,22     5900        0    26200
LIPOSOME CO INC               EQUITY   536310105       22      800 SH       DEFINED     3,13,14,27,30,31      800        0        0
LIQUI-BOX CORP                EQUITY   536314107       96     1800 SH       DEFINED                12,21     1800        0        0
LIQUI-BOX CORP                EQUITY   536314107      480     8980 SH       DEFINED             18,21,22     6240        0     2740
LITHIA MOTORS INC CL A        EQUITY   536797103      739    35200 SH       DEFINED                12,21    35200        0        0
LITHIA MOTORS INC CL A        EQUITY   536797103       86     4100 SH       DEFINED                   25        0     4100        0
LITTELFUSE INC                EQUITY   537008104       30     1500 SH       DEFINED               -          1500        0        0
LITTELFUSE INC                EQUITY   537008104      357    18063 SH       DEFINED                12,21    18063        0        0
LITTELFUSE INC                EQUITY   537008104        7      360 SH       DEFINED             18,21,22      360        0        0
LITTELFUSE INC                EQUITY   537008104      224    11350 SH       DEFINED            4,6,23,24    11350        0        0
LITTON INDUSTRIES INC         EQUITY   538021106     3275    48472 SH       DEFINED                12,21    48472        0        0
LITTON INDUSTRIES INC         EQUITY   538021106      396     5865 SH       DEFINED          15,18,21,22     4535        0     1330
LITTON INDUSTRIES INC         EQUITY   538021106     2189    32400 SH       DEFINED             18,21,22    20216        0    12184
LITTON INDUSTRIES INC         EQUITY   538021106      649     9600 SH       DEFINED                21,32     9600        0        0
LIZ CLAIBORNE INC             EQUITY   539320101     5079   131508 SH       DEFINED                12,21   131508        0        0
LIZ CLAIBORNE INC             EQUITY   539320101       26      685 SH       DEFINED          15,18,21,22      110        0      575
LIZ CLAIBORNE INC             EQUITY   539320101      776    20097 SH       DEFINED             18,21,22    14306        0     5791
LIZ CLAIBORNE INC             EQUITY   539320101       66     1701 SH       DEFINED                   25        0     1701        0
LIZ CLAIBORNE INC             EQUITY   539320101      657    17000 SH       DEFINED     3,13,14,27,30,31    17000        0        0
LIZ CLAIBORNE INC             EQUITY   539320101      113     2923 SH       DEFINED                21,32     2923        0        0
LO JACK CORP                  EQUITY   539451104      946    94600 SH       DEFINED   2,3,11,13,14,30,31        0    94600        0
LO JACK CORP                  EQUITY   539451104      352    35170 SH       DEFINED                12,21    35170        0        0
LO JACK CORP                  EQUITY   539451104      123    12300 SH       DEFINED             18,21,22     7950        0     4350
LOCAL FINL CORP               EQUITY   539553107      202    18900 SH       DEFINED                12,21    18900        0        0
LOCAL FINL CORP               EQUITY   539553107        7      700 SH       DEFINED             18,21,22      700        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109     2168    61490 SH       DEFINED               -         61490        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109     5443   154400 SH       DEFINED   2,3,11,13,14,30,31        0   154400        0
LOCKHEED MARTIN CORP          EQUITY   539830109      603    17100 SH       DEFINED                  4,6     7600     9500        0
LOCKHEED MARTIN CORP          EQUITY   539830109    35739  1013861 SH       DEFINED                12,21  1013861        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109    16549   469481 SH       DEFINED          15,18,21,22   303703        0   165778
LOCKHEED MARTIN CORP          EQUITY   539830109    12091   343000 SH       DEFINED             16,18,21   343000        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109   264256  7496620 SH       DEFINED             18,21,22  4167078        0  3329542
LOCKHEED MARTIN CORP          OPTION   539830109       18      500 SH  PUT  DEFINED             18,21,22        0        0      500
LOCKHEED MARTIN CORP          EQUITY   539830109     1993    56536 SH       DEFINED                   25        0    56536        0
LOCKHEED MARTIN CORP          EQUITY   539830109      698    19790 SH       DEFINED                21,32    19790        0        0
LODGIAN INC                   EQUITY   54021P106      103    19800 SH       DEFINED                12,21    19800        0        0
*** LOEWEN GROUP INC          EQUITY   54042L100        1     1000 SH       DEFINED          15,18,21,22        0        0     1000
*** LOEWEN GROUP INC          EQUITY   54042L100       21    17748 SH       DEFINED             18,21,22     7864        0     9883
LOEWS CINEPLEX ENTERTAINMENT  EQUITY   540423100      417    43000 SH       DEFINED   2,3,11,13,14,30,31        0    43000        0
LOEWS CINEPLEX ENTERTAINMENT  EQUITY   540423100      828    85500 SH       DEFINED                12,21    85500        0        0
LOEWS CINEPLEX ENTERTAINMENT  EQUITY   540423100       86     8900 SH       DEFINED             18,21,22     7000        0     1900
LOEWS CORP                    EQUITY   540424108      213     3000 SH       DEFINED               -          3000        0        0
LOEWS CORP                    EQUITY   540424108    85854  1210263 SH       DEFINED                12,21  1210263        0        0
LOEWS CORP                    EQUITY   540424108      895    12611 SH       DEFINED          15,18,21,22     9003        0     3608
LOEWS CORP                    EQUITY   540424108    78152  1101700 SH       DEFINED             16,18,21  1101700        0        0
LOEWS CORP                    EQUITY   540424108    30447   429208 SH       DEFINED             18,21,22   306981        0   122227
LOEWS CORP                    EQUITY   540424108     2996    42232 SH       DEFINED                   25        0    42232        0
LOEWS CORP                    EQUITY   540424108      725    10215 SH       DEFINED     3,13,14,27,30,31    10215        0        0
LOEWS CORP                    EQUITY   540424108      429     6047 SH       DEFINED                21,32     6047        0        0
*** LONDON PACIFIC GROUP LTD  EQUITY   542073101      188     8000 SH       DEFINED                12,21     8000        0        0
*** LONDON PACIFIC GROUP LTD  EQUITY   542073101      188     8000 SH       DEFINED             16,18,21     8000        0        0
*** LONDON PACIFIC GROUP LTD  EQUITY   542073101      108     4600 SH       DEFINED             18,21,22        0        0     4600
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408       26      670 SH       DEFINED               -           670        0        0
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408     1226    32200 SH       DEFINED   2,3,11,13,14,30,31        0    32200        0
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408     4924   129361 SH       DEFINED                12,21   129361        0        0
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408      372     9765 SH       DEFINED          15,18,21,22     6035        0     3730
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408     7992   209971 SH       DEFINED             18,21,22   144361        0    65610
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408      190     5000 SH       DEFINED                   25        0     5000        0
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408     2386    62689 SH       DEFINED                21,32    62689        0        0
LONE STAR STEAKHOUSE SALOON   EQUITY   542307103     1592   180639 SH       DEFINED                12,21   180639        0        0
LONE STAR STEAKHOUSE SALOON   EQUITY   542307103      166    18840 SH       DEFINED          15,18,21,22    16530        0     2310
LONE STAR STEAKHOUSE SALOON   EQUITY   542307103     2110   239369 SH       DEFINED             18,21,22   158450        0    80919
LONE STAR STEAKHOUSE SALOON   EQUITY   542307103     2658   301554 SH       DEFINED                21,32   301554        0        0
LONE STAR TECHNOLOGIES INC    EQUITY   542312103     1962   112500 SH       DEFINED                  4,6        0   112500        0
LONE STAR TECHNOLOGIES INC    EQUITY   542312103      371    21300 SH       DEFINED                12,21    21300        0        0
LONE STAR TECHNOLOGIES INC    EQUITY   542312103      168     9640 SH       DEFINED          15,18,21,22      300        0     9340
LONE STAR TECHNOLOGIES INC    EQUITY   542312103      983    56394 SH       DEFINED             18,21,22     9807        0    46587
LONE STAR TECHNOLOGIES INC    EQUITY   542312103      150     8600 SH       DEFINED                   25        0     8600        0
LONG BEACH FINL CORP          EQUITY   542446109      319    21478 SH       DEFINED                12,21    21478        0        0
LONG BEACH FINL CORP          EQUITY   542446109       46     3114 SH       DEFINED             18,21,22     3071        0       43
LONGS DRUG STORES CORP        EQUITY   543162101      650    18618 SH       DEFINED                12,21    18618        0        0
LONGS DRUG STORES CORP        EQUITY   543162101     1692    48429 SH       DEFINED             18,21,22    19463        0    28965
LONGS DRUG STORES CORP        EQUITY   543162101       35     1009 SH       DEFINED                   25        0     1009        0
LONGS DRUG STORES CORP        EQUITY   543162101       64     1825 SH       DEFINED                21,32     1825        0        0
LONGVIEW FIBRE CO WASH        EQUITY   543213102      754    45842 SH       DEFINED                12,21    45842        0        0
LONGVIEW FIBRE CO WASH        EQUITY   543213102      982    59742 SH       DEFINED             18,21,22    30445        0    29297
LOUIS DREYFUSS NAT GAS CORP   EQUITY   546011107    12429   654163 SH       DEFINED                12,21   654163        0        0
LOUIS DREYFUSS NAT GAS CORP   EQUITY   546011107      476    25057 SH       DEFINED             18,21,22     8216        0    16841
LOUIS DREYFUSS NAT GAS CORP   EQUITY   546011107      205    10800 SH       DEFINED                   25        0    10800        0
LOUISIANA PACIFIC CORP        EQUITY   546347105      116     5150 SH       DEFINED               -          5150        0        0
LOUISIANA PACIFIC CORP        EQUITY   546347105     3719   165762 SH       DEFINED                12,21   165762        0        0
LOUISIANA PACIFIC CORP        EQUITY   546347105       18      820 SH       DEFINED          15,18,21,22      400        0      420
LOUISIANA PACIFIC CORP        EQUITY   546347105     1914    85285 SH       DEFINED             18,21,22    49396        0    35888
LOUISIANA PACIFIC CORP        EQUITY   546347105       67     3008 SH       DEFINED                   25        0     3008        0
LOUISIANA PACIFIC CORP        EQUITY   546347105      111     4964 SH       DEFINED                21,32     4964        0        0
LOWES COMPANIES INC           EQUITY   548661107      364     7109 SH       DEFINED               -          7109        0        0
LOWES COMPANIES INC           EQUITY   548661107     1273    24831 SH       DEFINED                  4,6    21231        0     3600
LOWES COMPANIES INC           EQUITY   548661107   101461  1979729 SH       DEFINED                12,21  1979729        0        0
LOWES COMPANIES INC           EQUITY   548661107    18236   355822 SH       DEFINED          15,18,21,22   238917        0   116905
LOWES COMPANIES INC           EQUITY   548661107   143333  2796748 SH       DEFINED             18,21,22  1863310        0   933438
LOWES COMPANIES INC           OPTION   548661107     1158    22600 SH  CALL DEFINED             18,21,22    21500        0     1100
LOWES COMPANIES INC           EQUITY   548661107    10448   203860 SH       DEFINED                   25        0   203860        0
LOWES COMPANIES INC           EQUITY   548661107     1030    20100 SH       DEFINED     3,13,14,27,30,31    20100        0        0
LOWES COMPANIES INC           EQUITY   548661107      877    17106 SH       DEFINED                21,32    17106        0        0
LUBRIZOL CORP                 EQUITY   549271104        6      200 SH       DEFINED               -           200        0        0
LUBRIZOL CORP                 EQUITY   549271104      169     5900 SH       DEFINED                12,21     5900        0        0
LUBRIZOL CORP                 EQUITY   549271104       54     1885 SH       DEFINED          15,18,21,22     1425        0      460
LUBRIZOL CORP                 EQUITY   549271104     2572    90030 SH       DEFINED             18,21,22    68117        0    21912
LUBRIZOL CORP                 EQUITY   549271104      548    19200 SH       DEFINED                21,32    19200        0        0
LUBY'S INC                    EQUITY   549282101       18     1200 SH       DEFINED               -          1200        0        0
LUBY'S INC                    EQUITY   549282101     3200   218786 SH       DEFINED                12,21   218786        0        0
LUBY'S INC                    EQUITY   549282101       56     3803 SH       DEFINED             18,21,22     1903        0     1900
LUCENT TECHNOLOGIES INC       EQUITY   549463107    10751   161057 SH       DEFINED               -        161057        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107   169333  2536823 SH       DEFINED                  4,6   692390   650922  1193511
LUCENT TECHNOLOGIES INC       EQUITY   549463107      183     2746 SH       DEFINED                5,6,7        0        0     2746
LUCENT TECHNOLOGIES INC       EQUITY   549463107     3154    47245 SH       DEFINED                  6,7        0        0    47245
LUCENT TECHNOLOGIES INC       EQUITY   549463107   376259  5636833 SH       DEFINED                12,21  5636833        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107    39580   592959 SH       DEFINED          15,18,21,22   310353        0   282605
LUCENT TECHNOLOGIES INC       EQUITY   549463107     9018   135102 SH       DEFINED             16,18,21   135102        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107  1218158 18249564 SH       DEFINED             18,21,22 11314452        0  6935112
LUCENT TECHNOLOGIES INC       OPTION   549463107      307     4600 SH  CALL DEFINED             18,21,22      300        0     4300
LUCENT TECHNOLOGIES INC       OPTION   549463107    45677   684300 SH  PUT  DEFINED             18,21,22   683000        0     1300
LUCENT TECHNOLOGIES INC       EQUITY   549463107    52098   780500 SH       DEFINED            4,6,23,24   780500        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107    20494   307021 SH       DEFINED                   25        0   307021        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107     6578    98545 SH       DEFINED     3,13,14,27,30,31    98545        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107    10901   163310 SH       DEFINED                21,32   163310        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107    25882   387750 SH       DEFINED        3,13,30,31,33        0        0   387750
LUFKIN INDUSTRIES INC         EQUITY   549764108       52     3200 SH       DEFINED                12,21     3200        0        0
LUFKIN INDUSTRIES INC         EQUITY   549764108       53     3262 SH       DEFINED             18,21,22      287        0     2975
LUFKIN INDUSTRIES INC         EQUITY   549764108      106     6500 SH       DEFINED                   25        0     6500        0
*** LUXOTTICA GROUP S P A     EQUITY   55068R202    13123   860555 SH       DEFINED                  4,6   241845        0   618710
*** LUXOTTICA GROUP S P A     EQUITY   55068R202      261    17140 SH       DEFINED                5,6,7        0        0    17140
*** LUXOTTICA GROUP S P A     EQUITY   55068R202      153    10000 SH       DEFINED                  6,7        0        0    10000
*** LUXOTTICA GROUP S P A     EQUITY   55068R202       18     1200 SH       DEFINED             18,21,22      650        0      550
LYCOS INC                     EQUITY   550818108       13      340 SH       DEFINED               -           340        0        0
LYCOS INC                     EQUITY   550818108     1054    26895 SH       DEFINED                  4,6     1355    21000     4540
LYCOS INC                     EQUITY   550818108     7760   198018 SH       DEFINED                12,21   198018        0        0
LYCOS INC                     EQUITY   550818108      119     3042 SH       DEFINED          15,18,21,22     1994        0     1048
LYCOS INC                     EQUITY   550818108      588    15000 SH       DEFINED             16,18,21    15000        0        0
LYCOS INC                     EQUITY   550818108     2935    74883 SH       DEFINED             18,21,22    54926        0    19957
LYCOS INC                     OPTION   550818108       39     1000 SH  CALL DEFINED             18,21,22        0        0     1000
LYCOS INC                     OPTION   550818108       35      900 SH  PUT  DEFINED             18,21,22        0        0      900
LYCOS INC                     EQUITY   550818108     1304    33278 SH       DEFINED                21,32    33278        0        0
LYDALL INC DE                 EQUITY   550819106      163    13923 SH       DEFINED                12,21    13923        0        0
LYDALL INC DE                 EQUITY   550819106      135    11586 SH       DEFINED             18,21,22    10276        0     1310
LYONDELL CHEMICAL COMPANY     EQUITY   552078107       38     2050 SH       DEFINED               -          2050        0        0
LYONDELL CHEMICAL COMPANY     EQUITY   552078107     4736   258590 SH       DEFINED                  4,6        0        0   258590
LYONDELL CHEMICAL COMPANY     EQUITY   552078107    10175   555597 SH       DEFINED                12,21   555597        0        0
LYONDELL CHEMICAL COMPANY     EQUITY   552078107     5109   279000 SH       DEFINED             16,18,21   279000        0        0
LYONDELL CHEMICAL COMPANY     EQUITY   552078107     1557    84996 SH       DEFINED             18,21,22    21208        0    63788
LYONDELL CHEMICAL COMPANY     EQUITY   552078107      586    31988 SH       DEFINED     3,13,14,27,30,31    31988        0        0
LYONDELL CHEMICAL COMPANY     EQUITY   552078107     1085    59231 SH       DEFINED                21,32    59231        0        0
M & T BK CORP                 EQUITY   55261F104     1639     3099 SH       DEFINED                    6     3099        0        0
M & T BK CORP                 EQUITY   55261F104      129      244 SH       DEFINED                12,21      244        0        0
M & T BK CORP                 EQUITY   55261F104    31239    59052 SH       DEFINED             18,21,22    49867        0     9185
MAF BANCORP INC               EQUITY   55261R108     2214    96250 SH       DEFINED                    6    96250        0        0
MAF BANCORP INC               EQUITY   55261R108      483    21009 SH       DEFINED                12,21    21009        0        0
MAF BANCORP INC               EQUITY   55261R108        6      272 SH       DEFINED             18,21,22        0        0      272
MBIA INC                      EQUITY   55262C100      116     2000 SH       DEFINED                  4,6        0        0     2000
MBIA INC                      EQUITY   55262C100      585    10108 SH       DEFINED                12,21    10108        0        0
MBIA INC                      EQUITY   55262C100      401     6930 SH       DEFINED          15,18,21,22     4765        0     2165
MBIA INC                      EQUITY   55262C100    35582   614809 SH       DEFINED             18,21,22   340348        0   274461
MBIA INC                      EQUITY   55262C100      167     2888 SH       DEFINED                   25        0     2888        0
MBIA INC                      EQUITY   55262C100      370     6400 SH       DEFINED     3,13,14,27,30,31     6400        0        0
MBIA INC                      EQUITY   55262C100      294     5074 SH       DEFINED                21,32     5074        0        0
MBNA CORP                     EQUITY   55262L100      237     8479 SH       DEFINED               -          8479        0        0
MBNA CORP                     EQUITY   55262L100    57144  2045379 SH       DEFINED                  4,6   943390   421220   680769
MBNA CORP                     EQUITY   55262L100      546    19550 SH       DEFINED                  6,7        0        0    19550
MBNA CORP                     EQUITY   55262L100    50904  1822030 SH       DEFINED                12,21  1822030        0        0
MBNA CORP                     EQUITY   55262L100     5309   190041 SH       DEFINED          15,18,21,22   152567        0    37474
MBNA CORP                     EQUITY   55262L100   136207  4875320 SH       DEFINED             18,21,22  2880089        0  1995231
MBNA CORP                     OPTION   55262L100        6      200 SH  CALL DEFINED             18,21,22        0        0      200
MBNA CORP                     EQUITY   55262L100    10365   371001 SH       DEFINED                   25        0   371001        0
MBNA CORP                     EQUITY   55262L100      710    25400 SH       DEFINED     3,13,14,27,30,31    25400        0        0
MBNA CORP                     EQUITY   55262L100     1270    45441 SH       DEFINED                21,32    45441        0        0
*** MBL INTL FIN BERMUDA TR   CORPBOND 55262XAA2       28    25000 PRN      DEFINED               -         25000        0        0
*** MBL INTL FIN BERMUDA TR   CORPBOND 55262XAA2     3629  3295000 PRN      DEFINED       17,18,19,20,21  3295000        0        0
*** MBL INTL FIN BERMUDA TR   CORPBOND 55262XAA2      281   255000 PRN      DEFINED             18,21,22   189000        0    66000
MAI SYS CORP NEW              EQUITY   552620205       31    11000 SH       DEFINED             18,21,22        0        0    11000
MAI SYS CORP NEW              EQUITY   552620205       14     4987 SH       DEFINED           3,13,30,31     4987        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100       35     1764 SH       DEFINED               -          1764        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100     3006   152200 SH       DEFINED   2,3,11,13,14,30,31        0   152200        0
MCN ENERGY GROUP INC          EQUITY   55267J100      226    11465 SH       DEFINED                  4,6     7015        0     4450
MCN ENERGY GROUP INC          EQUITY   55267J100     9675   489891 SH       DEFINED                12,21   489891        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100       84     4245 SH       DEFINED          15,18,21,22     2245        0     2000
MCN ENERGY GROUP INC          EQUITY   55267J100        6      296 SH       DEFINED             16,18,21      296        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100     2908   147234 SH       DEFINED             18,21,22    83425        0    63809
MCN ENERGY GROUP INC          EQUITY   55267J100      296    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100      160     8100 SH       DEFINED                21,32     8100        0        0
*** MC SHIPPING INC           EQUITY   55267Q104       66    50001 SH       DEFINED             18,21,22    50001        0        0
*** MDC CORP CL A SUB VTG NEW EQUITY   55267W309     2145   153200 SH       DEFINED   2,3,11,13,14,30,31        0   153200        0
*** MDC CORP CL A SUB VTG NEW EQUITY   55267W309       44     3150 SH       DEFINED             18,21,22      200        0     2950
MDC HOLDINGS INC              EQUITY   552676108     3208   153200 SH       DEFINED                12,21   153200        0        0
MDC HOLDINGS INC              EQUITY   552676108       12      554 SH       DEFINED             18,21,22      283        0      271
MDC HOLDINGS INC              EQUITY   552676108      459    21900 SH       DEFINED                   25        0    21900        0
MCI WORLDCOM INC              EQUITY   55268B106     2467    29898 SH       DEFINED               -         29898        0        0
MCI WORLDCOM INC              EQUITY   55268B106    12499   151500 SH       DEFINED   2,3,11,13,14,30,31        0   151500        0
MCI WORLDCOM INC              EQUITY   55268B106   111312  1349242 SH       DEFINED                  4,6   341263   366398   641581
MCI WORLDCOM INC              EQUITY   55268B106     2977    36083 SH       DEFINED                5,6,7        0        0    36083
MCI WORLDCOM INC              EQUITY   55268B106     2049    24834 SH       DEFINED                  6,7        0        0    24834
MCI WORLDCOM INC              EQUITY   55268B106   467227  5663362 SH       DEFINED                12,21  5663362        0        0
MCI WORLDCOM INC              EQUITY   55268B106    72467   878392 SH       DEFINED          15,18,21,22   420542        0   457850
MCI WORLDCOM INC              OPTION   55268B106      272     3300 SH  CALL DEFINED          15,18,21,22        0        0     3300
MCI WORLDCOM INC              OPTION   55268B106       83     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
MCI WORLDCOM INC              EQUITY   55268B106   163354  1980048 SH       DEFINED             16,18,21  1980048        0        0
MCI WORLDCOM INC              EQUITY   55268B106      694     8415 SH       DEFINED       17,18,19,20,21     8415        0        0
MCI WORLDCOM INC              OPTION   55268B106    28875   350000 SH  CALL DEFINED       17,18,19,20,21   350000        0        0
MCI WORLDCOM INC              EQUITY   55268B106  1072806 13003706 SH       DEFINED             18,21,22  7272503        0  5731202
MCI WORLDCOM INC              OPTION   55268B106    24981   302800 SH  CALL DEFINED             18,21,22   120600        0   182200
MCI WORLDCOM INC              OPTION   55268B106    23991   290800 SH  PUT  DEFINED             18,21,22   284000        0     6800
MCI WORLDCOM INC              EQUITY   55268B106    23928   290036 SH       DEFINED                   25        0   290036        0
MCI WORLDCOM INC              EQUITY   55268B106    46703   566097 SH       DEFINED     3,13,14,27,30,31   566097        0        0
MCI WORLDCOM INC              EQUITY   55268B106     8500   103035 SH       DEFINED                21,32   103035        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109       98     4000 SH       DEFINED                  4,6     4000        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109     2714   111040 SH       DEFINED                12,21   111040        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109       88     3600 SH       DEFINED          15,18,21,22        0        0     3600
MDU RESOURCES GROUP INC       EQUITY   552690109     1684    68893 SH       DEFINED             18,21,22     8392        0    60501
MDU RESOURCES GROUP INC       EQUITY   552690109      367    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109     3115   127474 SH       DEFINED                21,32   127474        0        0
MEMC ELECTRONIC MATERIALS INC EQUITY   552715104     1381   109400 SH       DEFINED                12,21   109400        0        0
MEMC ELECTRONIC MATERIALS INC EQUITY   552715104       14     1100 SH       DEFINED             18,21,22        0        0     1100
MFRI INC                      EQUITY   552721102       47    11000 SH       DEFINED             18,21,22        0        0    11000
MGC COMMUNICATIONS, INC       EQUITY   552763302     1215    53100 SH       DEFINED                12,21    53100        0        0
MGC COMMUNICATIONS, INC       EQUITY   552763302        5      225 SH       DEFINED             18,21,22       50        0      175
MGIC INVT CORP WIS            EQUITY   552848103       10      195 SH       DEFINED               -           195        0        0
MGIC INVT CORP WIS            EQUITY   552848103      969    19300 SH       DEFINED                  4,6    19300        0        0
MGIC INVT CORP WIS            EQUITY   552848103    62066  1236670 SH       DEFINED                12,21  1236670        0        0
MGIC INVT CORP WIS            EQUITY   552848103       77     1525 SH       DEFINED          15,18,21,22     1025        0      500
MGIC INVT CORP WIS            EQUITY   552848103    15963   318061 SH       DEFINED             18,21,22    41748        0   276313
MGIC INVT CORP WIS            EQUITY   552848103      442     8800 SH       DEFINED                   25        0     8800        0
MGIC INVT CORP WIS            EQUITY   552848103      252     5020 SH       DEFINED                21,32     5020        0        0
MGI PROPERTIES                EQUITY   552885105        1      130 SH       DEFINED               -           130        0        0
MGI PROPERTIES                EQUITY   552885105      114    11300 SH       DEFINED                12,21    11300        0        0
MGI PROPERTIES                EQUITY   552885105       18     1825 SH       DEFINED          15,18,21,22     1515        0      310
MGI PROPERTIES                EQUITY   552885105      463    45733 SH       DEFINED             18,21,22    32553        0    13180
MGM GRAND INC                 EQUITY   552953101     7740   172970 SH       DEFINED   2,3,11,13,14,30,31        0   172970        0
MGM GRAND INC                 EQUITY   552953101      573    12800 SH       DEFINED                  4,6        0        0    12800
MGM GRAND INC                 EQUITY   552953101     2089    46689 SH       DEFINED                12,21    46689        0        0
MGM GRAND INC                 EQUITY   552953101      109     2433 SH       DEFINED             18,21,22     1054        0     1379
MKS INSTRUMENTS INC           EQUITY   55306N104      283    13300 SH       DEFINED                12,21    13300        0        0
MMC NETWORKS INC              EQUITY   55308N102      143     3500 SH       DEFINED                  4,6        0        0     3500
MMC NETWORKS INC              EQUITY   55308N102     6781   166400 SH       DEFINED                12,21   166400        0        0
MMC NETWORKS INC              EQUITY   55308N102       12      300 SH       DEFINED          15,18,21,22      225        0       75
MMC NETWORKS INC              EQUITY   55308N102     1487    36500 SH       DEFINED             16,18,21    36500        0        0
MMC NETWORKS INC              EQUITY   55308N102     1074    26357 SH       DEFINED             18,21,22    16474        0     9883
MMI COMPANIES INC             EQUITY   553087107     2267   140600 SH       DEFINED                  4,6        0   140600        0
MMI COMPANIES INC             EQUITY   553087107      215    13360 SH       DEFINED                12,21    13360        0        0
MMI COMPANIES INC             EQUITY   553087107       17     1067 SH       DEFINED             18,21,22      900        0      167
MRV COMMUNICATIONS INC        EQUITY   553477100      315    21800 SH       DEFINED                12,21    21800        0        0
MRV COMMUNICATIONS INC        EQUITY   553477100      103     7124 SH       DEFINED             18,21,22      595        0     6529
MSC INDUSTRIAL DIRECT CO CL A EQUITY   553530106      241    22850 SH       DEFINED                12,21    22850        0        0
MSC INDUSTRIAL DIRECT CO CL A EQUITY   553530106       27     2590 SH       DEFINED          15,18,21,22     2590        0        0
MSC INDUSTRIAL DIRECT CO CL A EQUITY   553530106      803    76030 SH       DEFINED             18,21,22    54605        0    21425
M S CARRIERS INC              EQUITY   553533100      260     8410 SH       DEFINED                12,21     8410        0        0
M S CARRIERS INC              EQUITY   553533100        3      100 SH       DEFINED          15,18,21,22        0        0      100
M S CARRIERS INC              EQUITY   553533100       67     2171 SH       DEFINED             18,21,22      527        0     1644
M S CARRIERS INC              EQUITY   553533100      266     8600 SH       DEFINED                   25        0     8600        0
MTR GAMING GROUP INC          EQUITY   553769100       27    10000 SH       DEFINED             18,21,22        0        0    10000
MTS SYSTEMS CORP              EQUITY   553777103     2522   235960 SH       DEFINED                12,21   235960        0        0
MTS SYSTEMS CORP              EQUITY   553777103        3      273 SH       DEFINED             18,21,22       73        0      200
MTI TECHNOLOGY CORP           EQUITY   553903105      576    30200 SH       DEFINED                12,21    30200        0        0
MTI TECHNOLOGY CORP           EQUITY   553903105       29     1513 SH       DEFINED             18,21,22     1313        0      200
MTI TECHNOLOGY CORP           EQUITY   553903105      191    10000 SH       DEFINED        3,13,28,29,31    10000        0        0
MACDERMID INC                 EQUITY   554273102        7      200 SH       DEFINED                  4,6        0        0      200
MACDERMID INC                 EQUITY   554273102     1040    31000 SH       DEFINED                12,21    31000        0        0
MACDERMID INC                 EQUITY   554273102       24      724 SH       DEFINED             18,21,22      259        0      465
MACDERMID INC                 EQUITY   554273102      836    24900 SH       DEFINED                   25        0    24900        0
MACDERMID INC                 EQUITY   554273102      891    26556 SH       DEFINED                21,32    26556        0        0
MACERICH COMPANY              EQUITY   554382101       24     1000 SH       DEFINED               -          1000        0        0
MACERICH COMPANY              EQUITY   554382101     3979   162800 SH       DEFINED                12,21   162800        0        0
MACERICH COMPANY              EQUITY   554382101    18077   739714 SH       DEFINED             18,21,22   728057        0    11657
MACK CALI REALTY CORP         EQUITY   554489104       14      485 SH       DEFINED               -           485        0        0
MACK CALI REALTY CORP         EQUITY   554489104       54     1925 SH       DEFINED                12,21     1925        0        0
MACK CALI REALTY CORP         EQUITY   554489104      111     3975 SH       DEFINED          15,18,21,22     3320        0      655
MACK CALI REALTY CORP         EQUITY   554489104     4975   178493 SH       DEFINED             18,21,22    92819        0    85673
MACK CALI REALTY CORP         OPTION   554489104        8      300 SH  PUT  DEFINED             18,21,22        0        0      300
MACROCHEM CORP DEL            EQUITY   555903103       70    13000 SH       DEFINED                12,21    13000        0        0
MACROCHEM CORP DEL            EQUITY   555903103       43     7994 SH       DEFINED             18,21,22     1444        0     6550
MACROVISION CORP              EQUITY   555904101     2659    37065 SH       DEFINED                  4,6    12680    16930     7455
MACROVISION CORP              EQUITY   555904101       16      225 SH       DEFINED                  6,7        0        0      225
MACROVISION CORP              EQUITY   555904101     2160    30100 SH       DEFINED                12,21    30100        0        0
MACROVISION CORP              EQUITY   555904101       95     1329 SH       DEFINED          15,18,21,22      970        0      359
MACROVISION CORP              EQUITY   555904101     1403    19549 SH       DEFINED             18,21,22    16415        0     3134
MACROMEDIA INC                EQUITY   556100105       30      940 SH       DEFINED               -           940        0        0
MACROMEDIA INC                EQUITY   556100105     2554    80117 SH       DEFINED                  4,6    26800    34812    18505
MACROMEDIA INC                EQUITY   556100105       15      475 SH       DEFINED                  6,7        0        0      475
MACROMEDIA INC                EQUITY   556100105      714    22400 SH       DEFINED                12,21    22400        0        0
MACROMEDIA INC                EQUITY   556100105       73     2285 SH       DEFINED          15,18,21,22     1445        0      840
MACROMEDIA INC                EQUITY   556100105     3458   108495 SH       DEFINED             18,21,22    78589        0    29906
MACROMEDIA INC                EQUITY   556100105     1179    37000 SH       DEFINED                   25        0    37000        0
*** MADECO SA ADR REP 10 COMM EQUITY   556304103       14     1340 SH       DEFINED                  4,6        0        0     1340
*** MADECO SA ADR REP 10 COMM EQUITY   556304103       12     1103 SH       DEFINED          15,18,21,22      155        0      948
*** MADECO SA ADR REP 10 COMM EQUITY   556304103      672    63232 SH       DEFINED             18,21,22    60878        0     2354
*** MADECO SA ADR REP 10 COMM EQUITY   556304103     1112   104637 SH       DEFINED                   25        0   104637        0
MADISON GAS & ELECTRIC CO     EQUITY   557497104      279    12959 SH       DEFINED                12,21    12959        0        0
MADISON GAS & ELECTRIC CO     EQUITY   557497104       39     1811 SH       DEFINED             18,21,22       11        0     1800
MAGELLAN HEALTH SERVICES INC  EQUITY   559079108      309    31476 SH       DEFINED                12,21    31476        0        0
MAGELLAN HEALTH SERVICES INC  EQUITY   559079108        6      603 SH       DEFINED          15,18,21,22        0        0      603
MAGELLAN HEALTH SERVICES INC  EQUITY   559079108      111    11267 SH       DEFINED             18,21,22     9239        0     2028
MAGELLAN HEALTH SERVICES INC  OPTION   559079108      343    35000 SH  CALL DEFINED             18,21,22    35000        0        0
MAGELLAN HEALTH SERVICES INC  OPTION   559079108      343    35000 SH  PUT  DEFINED             18,21,22    35000        0        0
*** MAGNA INTL INC CV  S/D    CORPBOND 559222AG9      393   414000 PRN      DEFINED                12,21   414000        0        0
*** MAGNA INTL INC CV  S/D    CORPBOND 559222AG9      149   157000 PRN      DEFINED          15,18,21,22    91000        0    66000
*** MAGNA INTL INC CV  S/D    CORPBOND 559222AG9     6064  6392000 PRN      DEFINED             18,21,22  4625000        0  1767000
*** MAGNA INTERNATIONAL INC   EQUITY   559222401       82     1500 SH       DEFINED                  4,6        0        0     1500
*** MAGNA INTERNATIONAL INC   EQUITY   559222401        3       60 SH       DEFINED          15,18,21,22       60        0        0
*** MAGNA INTERNATIONAL INC   EQUITY   559222401      113     2055 SH       DEFINED             16,18,21     2055        0        0
*** MAGNA INTERNATIONAL INC   EQUITY   559222401      511     9320 SH       DEFINED             18,21,22     7715        0     1605
MAGNETEK INC                  EQUITY   559424106     4244   411500 SH       DEFINED                12,21   411500        0        0
MAGNETEK INC                  EQUITY   559424106      156    15150 SH       DEFINED          15,18,21,22    12648        0     2502
MAGNETEK INC                  EQUITY   559424106     3359   325720 SH       DEFINED             18,21,22   247172        0    78548
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109     2435    78701 SH       DEFINED                  4,6    71501     7200        0
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109     3879   125369 SH       DEFINED                12,21   125369        0        0
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109        4      138 SH       DEFINED          15,18,21,22       79        0       59
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109      678    21900 SH       DEFINED             16,18,21    21900        0        0
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109       79     2569 SH       DEFINED       17,18,19,20,21     2569        0        0
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109      604    19537 SH       DEFINED             18,21,22    16503        0     3034
MAHONING NATL BANCORP INC     EQUITY   560090102      292     6800 SH       DEFINED                12,21     6800        0        0
MAIL-WELL INC SUB NOTES CONV  CORPBOND 560321AD3      252   235000 PRN      DEFINED                12,21   235000        0        0
MAIL-WELL INC SUB NOTES CONV  CORPBOND 560321AD3       50    47000 PRN      DEFINED             18,21,22    30000        0    17000
MAIL-WELL INC                 EQUITY   560321200     3119   219837 SH       DEFINED                12,21   219837        0        0
MAIL-WELL INC                 EQUITY   560321200      110     7772 SH       DEFINED             18,21,22     1537        0     6235
MAIL-WELL INC                 EQUITY   560321200      553    39000 SH       DEFINED                   25        0    39000        0
MAIL-WELL INC                 EQUITY   560321200     2049   144404 SH       DEFINED                21,32   144404        0        0
*** MAKITA CORP ADR -USD-     EQUITY   560877300       26     2205 SH       DEFINED               -          2205        0        0
*** MAKITA CORP ADR -USD-     EQUITY   560877300       20     1635 SH       DEFINED          15,18,21,22      725        0      910
*** MAKITA CORP ADR -USD-     EQUITY   560877300      968    80627 SH       DEFINED             18,21,22    71988        0     8639
*** MAKITA CORP ADR -USD-     EQUITY   560877300     1675   139617 SH       DEFINED                   25        0   139617        0
MALAYSIA FUND INC             EQUITY   560905101       68    10992 SH       DEFINED             18,21,22     2274        0     8718
MALLINCKRODT INC NEW          EQUITY   561232109     8505   252004 SH       DEFINED                12,21   252004        0        0
MALLINCKRODT INC NEW          EQUITY   561232109       16      465 SH       DEFINED          15,18,21,22      225        0      240
MALLINCKRODT INC NEW          EQUITY   561232109      132     3900 SH       DEFINED             16,18,21     3900        0        0
MALLINCKRODT INC NEW          EQUITY   561232109     2699    79976 SH       DEFINED             18,21,22    54593        0    25382
MALLINCKRODT INC NEW          EQUITY   561232109       71     2107 SH       DEFINED                   25        0     2107        0
MALLINCKRODT INC NEW          EQUITY   561232109     1932    57256 SH       DEFINED                21,32    57256        0        0
MANAGED HIGH INCOME PORTFOLIO EQUITY   56166C105       50     5000 SH       DEFINED               -          5000        0        0
MANAGED HIGH INCOME PORTFOLIO EQUITY   56166C105      308    30970 SH       DEFINED          15,18,21,22     3848        0    27122
MANAGED HIGH INCOME PORTFOLIO EQUITY   56166C105     2541   255653 SH       DEFINED             18,21,22   110255        0   145397
MANAGED MUNICIPALS PORTFOLIO  EQUITY   561662107      428    42270 SH       DEFINED               -         42270        0        0
MANAGED MUNICIPALS PORTFOLIO  EQUITY   561662107      107    10569 SH       DEFINED          15,18,21,22     4153        0     6415
MANAGED MUNICIPALS PORTFOLIO  EQUITY   561662107     6332   625392 SH       DEFINED             18,21,22    69964        0   555428
MANAGED MUNI PORTFOLIO II INC EQUITY   561663105      246    24622 SH       DEFINED               -         24622        0        0
MANAGED MUNI PORTFOLIO II INC EQUITY   561663105     1748   174800 SH       DEFINED             18,21,22    36347        0   138453
MANHATTAN ASSOCIATES INC      EQUITY   562750109      946   123000 SH       DEFINED                12,21   123000        0        0
MANHATTAN ASSOCIATES INC      EQUITY   562750109        3      344 SH       DEFINED          15,18,21,22      244        0      100
MANHATTAN ASSOCIATES INC      EQUITY   562750109        2      200 SH       DEFINED             18,21,22        0        0      200
MANITOWOC CO INC              EQUITY   563571108     3712    93391 SH       DEFINED                12,21    93391        0        0
MANITOWOC CO INC              EQUITY   563571108      725    18234 SH       DEFINED             18,21,22     7714        0    10520
MANITOWOC CO INC              EQUITY   563571108     1594    40100 SH       DEFINED                   25        0    40100        0
MANITOWOC CO INC              EQUITY   563571108     1479    37200 SH       DEFINED                21,32    37200        0        0
MANPOWER INC WIS   NEW        EQUITY   56418H100       14      600 SH       DEFINED                  4,6        0      600        0
MANPOWER INC WIS   NEW        EQUITY   56418H100      569    24800 SH       DEFINED                12,21    24800        0        0
MANPOWER INC WIS   NEW        EQUITY   56418H100       22      980 SH       DEFINED          15,18,21,22      625        0      355
MANPOWER INC WIS   NEW        EQUITY   56418H100     2637   114972 SH       DEFINED             18,21,22    47525        0    67446
MANUFACTURED HOME COMMUNITIES EQUITY   564682102      559    22915 SH       DEFINED               -         22915        0        0
MANUFACTURED HOME COMMUNITIES EQUITY   564682102     1348    55300 SH       DEFINED                12,21    55300        0        0
MANUFACTURED HOME COMMUNITIES EQUITY   564682102      853    35000 SH       DEFINED             16,18,21    35000        0        0
MANUFACTURED HOME COMMUNITIES EQUITY   564682102     1195    49011 SH       DEFINED             18,21,22    23550        0    25461
MAPICS INC                    EQUITY   564910107      146    17700 SH       DEFINED                12,21    17700        0        0
MAPICS INC                    EQUITY   564910107      962   116619 SH       DEFINED             18,21,22    93809        0    22810
MANUGISTICS GROUP INC         EQUITY   565011103      255    19900 SH       DEFINED                12,21    19900        0        0
MANUGISTICS GROUP INC         EQUITY   565011103      347    27052 SH       DEFINED             18,21,22    14200        0    12852
MANUGISTICS GROUP INC         EQUITY   565011103       45     3500 SH       DEFINED     3,13,14,27,30,31     3500        0        0
MANUGISTICS GROUP INC         EQUITY   565011103      513    40000 SH       DEFINED        3,13,28,29,31    40000        0        0
MARCAM SOLUTIONS INC          EQUITY   56614A107      858   114426 SH       DEFINED             18,21,22    83812        0    30614
MARCUS CORP                   EQUITY   566330106      259    20748 SH       DEFINED                12,21    20748        0        0
MARCUS CORP                   EQUITY   566330106       76     6075 SH       DEFINED             16,18,21     6075        0        0
MARCUS CORP                   EQUITY   566330106     2754   220313 SH       DEFINED             18,21,22   201601        0    18712
MARINEMAX INC                 EQUITY   567908108        3      300 SH       DEFINED          15,18,21,22      225        0       75
MARINEMAX INC                 EQUITY   567908108      372    32670 SH       DEFINED             18,21,22    24515        0     8155
MARINE DRILLING COS INC       EQUITY   568240204       12      800 SH       DEFINED               -           800        0        0
MARINE DRILLING COS INC       EQUITY   568240204     4389   304000 SH       DEFINED   2,3,11,13,14,30,31        0   304000        0
MARINE DRILLING COS INC       EQUITY   568240204     4245   293983 SH       DEFINED                12,21   293983        0        0
MARINE DRILLING COS INC       EQUITY   568240204      421    29192 SH       DEFINED             18,21,22    11136        0    18056
MARINE DRILLING COS INC       EQUITY   568240204     2733   189287 SH       DEFINED                21,32   189287        0        0
MARINER POST ACUTE NETWORK    EQUITY   568459101       21    33197 SH       DEFINED                12,21    33197        0        0
MARINER POST ACUTE NETWORK    EQUITY   568459101       14    22928 SH       DEFINED          15,18,21,22      235        0    22693
MARINER POST ACUTE NETWORK    EQUITY   568459101      104   166447 SH       DEFINED             18,21,22   107340        0    59107
MARK IV INDUSTRIES INC        EQUITY   570387100      815    38700 SH       DEFINED                12,21    38700        0        0
MARK IV INDUSTRIES INC        EQUITY   570387100      315    14949 SH       DEFINED          15,18,21,22    12827        0     2122
MARK IV INDUSTRIES INC        EQUITY   570387100     4322   205210 SH       DEFINED             18,21,22   141838        0    63372
MARKEL CORP                   EQUITY   570535104      608     3200 SH       DEFINED               -          3200        0        0
MARKEL CORP                   EQUITY   570535104      708     3726 SH       DEFINED                12,21     3726        0        0
MARKEL CORP                   EQUITY   570535104        3       18 SH       DEFINED             18,21,22       18        0        0
MARKETWATCH.COM INC           EQUITY   570619106       57     1600 SH       DEFINED                12,21     1600        0        0
MARKETWATCH.COM INC           EQUITY   570619106      413    11596 SH       DEFINED             18,21,22     5991        0     5605
MARKETING SVCS GROUP INC      EQUITY   570907105      129     6600 SH       DEFINED                12,21     6600        0        0
MARKETING SVCS GROUP INC      EQUITY   570907105       12      600 SH       DEFINED          15,18,21,22      500        0      100
MARKETING SVCS GROUP INC      EQUITY   570907105      132     6770 SH       DEFINED             18,21,22     3970        0     2800
MARSH & MCLENNAN COS INC      EQUITY   571748102     1744    22945 SH       DEFINED               -         22945        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102     9291   122245 SH       DEFINED                  4,6     1500   111825     8920
MARSH & MCLENNAN COS INC      EQUITY   571748102    67720   891056 SH       DEFINED                12,21   891056        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102     3994    52549 SH       DEFINED          15,18,21,22    28907        0    23641
MARSH & MCLENNAN COS INC      EQUITY   571748102     9774   128600 SH       DEFINED             16,18,21   128600        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102   375753  4944118 SH       DEFINED             18,21,22  1142250        0  3801867
MARSH & MCLENNAN COS INC      EQUITY   571748102      558     7341 SH       DEFINED                   25        0     7341        0
MARSH & MCLENNAN COS INC      EQUITY   571748102      410     5400 SH       DEFINED     3,13,14,27,30,31     5400        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102     1122    14762 SH       DEFINED                21,32    14762        0        0
MARSH SUPERMARKETS INC CONV   CORPBOND 571783AB5       66    65000 PRN      DEFINED               -         65000        0        0
MARSH SUPERMARKETS INC CONV   CORPBOND 571783AB5      116   115000 PRN      DEFINED             18,21,22    10000        0   105000
MARSHALL & ILSLEY CORP        EQUITY   571834100      428     6720 SH       DEFINED                  4,6     6000        0      720
MARSHALL & ILSLEY CORP        EQUITY   571834100      591     9291 SH       DEFINED                12,21     9291        0        0
MARSHALL & ILSLEY CORP        EQUITY   571834100     4831    75921 SH       DEFINED             18,21,22    51843        0    24077
MARSHALL & ILSLEY CORP        EQUITY   571834100      350     5500 SH       DEFINED     3,13,14,27,30,31     5500        0        0
MARSHALL & ILSLEY CORP        EQUITY   571834100     1328    20878 SH       DEFINED                21,32    20878        0        0
MARRIOTT INTL INC NEW CL A    EQUITY   571903202       29      822 SH       DEFINED               -           822        0        0
MARRIOTT INTL INC NEW CL A    EQUITY   571903202       28      800 SH       DEFINED                  4,6        0        0      800
MARRIOTT INTL INC NEW CL A    EQUITY   571903202     3286    94222 SH       DEFINED                12,21    94222        0        0
MARRIOTT INTL INC NEW CL A    EQUITY   571903202     2021    57944 SH       DEFINED          15,18,21,22    20818        0    37126
MARRIOTT INTL INC NEW CL A    OPTION   571903202       31      900 SH  CALL DEFINED             18,21,22        0        0      900
MARRIOTT INTL INC NEW CL A    OPTION   571903202      269     7700 SH  PUT  DEFINED             18,21,22        0        0     7700
MARRIOTT INTL INC NEW CL A    EQUITY   571903202    13253   380005 SH       DEFINED             18,21,22   188523        0   191481
MARRIOTT INTL INC NEW CL A    EQUITY   571903202      246     7062 SH       DEFINED                   25        0     7062        0
MARRIOTT INTL INC NEW CL A    EQUITY   571903202      399    11453 SH       DEFINED                21,32    11453        0        0
MARSHALL INDUSTRIES           EQUITY   572393106      517    13660 SH       DEFINED                12,21    13660        0        0
MARSHALL INDUSTRIES           EQUITY   572393106       83     2185 SH       DEFINED             18,21,22     2110        0       75
MARSHALL INDUSTRIES           EQUITY   572393106      673    17800 SH       DEFINED                   25        0    17800        0
MARTIN MARIETTA MATERIALS INC EQUITY   573284106     2287    42154 SH       DEFINED                  4,6        0        0    42154
MARTIN MARIETTA MATERIALS INC EQUITY   573284106    15190   280000 SH       DEFINED                12,21   280000        0        0
MARTIN MARIETTA MATERIALS INC EQUITY   573284106      741    13666 SH       DEFINED          15,18,21,22     7797        0     5869
MARTIN MARIETTA MATERIALS INC EQUITY   573284106    12836   236600 SH       DEFINED             16,18,21   236600        0        0
MARTIN MARIETTA MATERIALS INC EQUITY   573284106     6098   112408 SH       DEFINED             18,21,22    70837        0    41571
MARTIN MARIETTA MATERIALS INC EQUITY   573284106       16      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
MARTIN MARIETTA MATERIALS INC EQUITY   573284106     1714    31587 SH       DEFINED                21,32    31587        0        0
MASCO CORP DE                 EQUITY   574599106     2462    82225 SH       DEFINED               -         82225        0        0
MASCO CORP DE                 EQUITY   574599106    11034   368575 SH       DEFINED                  4,6    16500   299800    52275
MASCO CORP DE                 EQUITY   574599106   101545  3391858 SH       DEFINED                12,21  3391858        0        0
MASCO CORP DE                 EQUITY   574599106     2246    75033 SH       DEFINED          15,18,21,22    42916        0    32117
MASCO CORP DE                 EQUITY   574599106     3078   102800 SH       DEFINED             16,18,21   102800        0        0
MASCO CORP DE                 EQUITY   574599106   358052 11959780 SH       DEFINED             18,21,22  3152731        0  8807049
MASCO CORP DE                 EQUITY   574599106      767    25608 SH       DEFINED                   25        0    25608        0
MASCO CORP DE                 EQUITY   574599106      496    16565 SH       DEFINED     3,13,14,27,30,31    16565        0        0
MASCO CORP DE                 EQUITY   574599106     1037    34630 SH       DEFINED                21,32    34630        0        0
MASCO TECH INC SUB DEB CONV   CORPBOND 574670AB1       81   100000 PRN      DEFINED                  4,6        0        0   100000
MASCO TECH INC SUB DEB CONV   CORPBOND 574670AB1      325   400000 PRN      DEFINED                12,21   400000        0        0
MASCO TECH INC SUB DEB CONV   CORPBOND 574670AB1     3759  4627000 PRN      DEFINED             18,21,22  2308000        0  2319000
MASCOTECH INC                 EQUITY   574670105      557    33491 SH       DEFINED                12,21    33491        0        0
MASCOTECH INC                 EQUITY   574670105        5      277 SH       DEFINED          15,18,21,22      277        0        0
MASCOTECH INC                 EQUITY   574670105        3      200 SH       DEFINED             16,18,21      200        0        0
MASCOTECH INC                 EQUITY   574670105      214    12877 SH       DEFINED             18,21,22     4470        0     8407
MASCOTECH INC                 EQUITY   574670105      105     6300 SH       DEFINED                   25        0     6300        0
MASON DIXON BANCSHARES INC    EQUITY   575207105      227     4846 SH       DEFINED                12,21     4846        0        0
MASTECH CORP                  EQUITY   57632N105     2292   137886 SH       DEFINED                12,21   137886        0        0
MASTECH CORP                  EQUITY   57632N105       45     2723 SH       DEFINED             18,21,22     1318        0     1405
MASTECH CORP                  EQUITY   57632N105     2688   161710 SH       DEFINED                21,32   161710        0        0
MASTEC INC                    EQUITY   576323109     1167    32750 SH       DEFINED                12,21    32750        0        0
MASTEC INC                    EQUITY   576323109      132     3710 SH       DEFINED             18,21,22        0        0     3710
MATERIAL SCIENCES CORP        EQUITY   576674105       17     1220 SH       DEFINED          15,18,21,22      915        0      305
MATERIAL SCIENCES CORP        EQUITY   576674105      362    26680 SH       DEFINED             18,21,22    18435        0     8245
MATRIA HEALTHCARE INC         EQUITY   576817100      598    99600 SH       DEFINED   2,3,11,13,14,30,31        0    99600        0
MATRIA HEALTHCARE INC         EQUITY   576817100       20     3300 SH       DEFINED                12,21     3300        0        0
MATRIA HEALTHCARE INC         EQUITY   576817100       60    10000 SH       DEFINED          15,18,21,22    10000        0        0
MATRIA HEALTHCARE INC         EQUITY   576817100       26     4300 SH       DEFINED             18,21,22        0        0     4300
MATRIX BANCORP INC            EQUITY   576819106     1504   101100 SH       DEFINED                  4,6        0   101100        0
MATRIX BANCORP INC            EQUITY   576819106       30     2000 SH       DEFINED             18,21,22     2000        0        0
MATRIX SVC CO                 EQUITY   576853105       66    14310 SH       DEFINED             18,21,22        0        0    14310
*** MATSUSHITA ELEC INDL ADR  EQUITY   576879209       40      175 SH       DEFINED               -           175        0        0
*** MATSUSHITA ELEC INDL ADR  EQUITY   576879209      265     1150 SH       DEFINED                  4,6     1150        0        0
*** MATSUSHITA ELEC INDL ADR  EQUITY   576879209      787     3415 SH       DEFINED          15,18,21,22     2655        0      760
*** MATSUSHITA ELEC INDL ADR  EQUITY   576879209    47314   205433 SH       DEFINED             18,21,22   137928        0    67505
MATLACK SYSTEMS INC           EQUITY   576901102      177    33000 SH       DEFINED             18,21,22    26000        0     7000
MATTEL INC DE                 EQUITY   577081102       57     2443 SH       DEFINED               -          2443        0        0
MATTEL INC DE                 EQUITY   577081102      230     9797 SH       DEFINED                  4,6     2972        0     6825
MATTEL INC DE                 EQUITY   577081102     3525   150000 SH       DEFINED                  6,7        0        0   150000
MATTEL INC DE                 EQUITY   577081102    26846  1142364 SH       DEFINED                12,21  1142364        0        0
MATTEL INC DE                 EQUITY   577081102    11906   506628 SH       DEFINED          15,18,21,22   346803        0   159825
MATTEL INC DE                 EQUITY   577081102      127     5423 SH       DEFINED             16,18,21     5423        0        0
MATTEL INC DE                 EQUITY   577081102   117316  4992168 SH       DEFINED             18,21,22  3406149        0  1586019
MATTEL INC DE                 EQUITY   577081102    13345   567875 SH       DEFINED            4,6,23,24   567875        0        0
MATTEL INC DE                 EQUITY   577081102      601    25579 SH       DEFINED                   25        0    25579        0
MATTEL INC DE                 EQUITY   577081102      453    19263 SH       DEFINED                21,32    19263        0        0
MATTHEWS INTL CORP CL A       EQUITY   577128101     4951   162336 SH       DEFINED                12,21   162336        0        0
MATTHEWS INTL CORP CL A       EQUITY   577128101     1373    45000 SH       DEFINED             16,18,21    45000        0        0
MATTHEWS INTL CORP CL A       EQUITY   577128101       22      728 SH       DEFINED             18,21,22       28        0      700
*** MAVESA S A SPONSORED ADR  EQUITY   577717101       77    25000 SH       DEFINED                12,21    25000        0        0
*** MAVESA S A SPONSORED ADR  EQUITY   577717101        1      235 SH       DEFINED             18,21,22      187        0       48
MAXIM GROUP INC               EQUITY   57772J104      102    15700 SH       DEFINED                12,21    15700        0        0
MAXIM GROUP INC               EQUITY   57772J104       33     5005 SH       DEFINED             18,21,22     1994        0     3011
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101    12273   192335 SH       DEFINED                  4,6    69780    65000    57555
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101      137     2150 SH       DEFINED                  6,7        0        0     2150
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101     5751    90125 SH       DEFINED                12,21    90125        0        0
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101       60      940 SH       DEFINED          15,18,21,22      680        0      260
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101     5476    85811 SH       DEFINED             18,21,22    66983        0    18828
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101       13      210 SH       DEFINED     3,13,14,27,30,31      210        0        0
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101      989    15504 SH       DEFINED                21,32    15504        0        0
MAXTOR CORP (NEW)             EQUITY   577729205     2319   424100 SH       DEFINED                12,21   424100        0        0
MAXTOR CORP (NEW)             EQUITY   577729205      104    19045 SH       DEFINED          15,18,21,22     6710        0    12335
MAXTOR CORP (NEW)             EQUITY   577729205     2382   435564 SH       DEFINED             18,21,22   213233        0   222331
MAXTOR CORP (NEW)             EQUITY   577729205        4      800 SH       DEFINED     3,13,14,27,30,31      800        0        0
MAXWELL TECHNOLOGIES INC      EQUITY   577767106      293    10860 SH       DEFINED             18,21,22      250        0    10610
MAXXIM MEDICAL INC            EQUITY   57777G105      291    12300 SH       DEFINED                12,21    12300        0        0
MAXXIM MEDICAL INC            EQUITY   57777G105        3      147 SH       DEFINED          15,18,21,22      147        0        0
MAXXIM MEDICAL INC            EQUITY   57777G105      719    30433 SH       DEFINED             18,21,22    24281        0     6152
MAXXIM MEDICAL INC            EQUITY   57777G105      378    16000 SH       DEFINED                   25        0    16000        0
MAY DEPARTMENT STORES CO      EQUITY   577778103      364     9261 SH       DEFINED               -          9261        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103     2677    68086 SH       DEFINED                  4,6    29550        0    38536
MAY DEPARTMENT STORES CO      EQUITY   577778103      354     9000 SH       DEFINED                5,6,7        0        0     9000
MAY DEPARTMENT STORES CO      EQUITY   577778103     7458   189700 SH       DEFINED                    6   189700        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103    17508   445336 SH       DEFINED                12,21   445336        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103     6359   161746 SH       DEFINED          15,18,21,22   106120        0    55626
MAY DEPARTMENT STORES CO      EQUITY   577778103     6086   154800 SH       DEFINED             16,18,21   154800        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103   192498  4896557 SH       DEFINED             18,21,22  2901127        0  1995429
MAY DEPARTMENT STORES CO      EQUITY   577778103     5669   144204 SH       DEFINED                   25        0   144204        0
MAY DEPARTMENT STORES CO      EQUITY   577778103     1149    29225 SH       DEFINED     3,13,14,27,30,31    29225        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103     1156    29400 SH       DEFINED                21,32    29400        0        0
MAXXAM INC                    EQUITY   577913106      188     3034 SH       DEFINED                12,21     3034        0        0
MAXXAM INC                    EQUITY   577913106       61      977 SH       DEFINED             18,21,22        0        0      977
MAXXAM INC                    EQUITY   577913106      285     4600 SH       DEFINED                   25        0     4600        0
MAVERICK TUBE CORP            EQUITY   577914104      203    14600 SH       DEFINED                12,21    14600        0        0
MAVERICK TUBE CORP            EQUITY   577914104      115     8300 SH       DEFINED             18,21,22     2300        0     6000
MAXIMUS INC                   EQUITY   577933104      395    11500 SH       DEFINED                12,21    11500        0        0
MAXIMUS INC                   EQUITY   577933104      421    12268 SH       DEFINED          15,18,21,22     8679        0     3589
MAXIMUS INC                   EQUITY   577933104     7237   210924 SH       DEFINED             18,21,22   176879        0    34045
MAYTAG CORP                   EQUITY   578592107     1145    16481 SH       DEFINED               -         16481        0        0
MAYTAG CORP                   EQUITY   578592107     5238    75368 SH       DEFINED                12,21    75368        0        0
MAYTAG CORP                   EQUITY   578592107      376     5404 SH       DEFINED          15,18,21,22     4451        0      953
MAYTAG CORP                   EQUITY   578592107    12681   182458 SH       DEFINED             18,21,22   103014        0    79443
MAYTAG CORP                   EQUITY   578592107     1145    16470 SH       DEFINED                   25        0    16470        0
MAYTAG CORP                   EQUITY   578592107      467     6721 SH       DEFINED     3,13,14,27,30,31     6721        0        0
MAYTAG CORP                   EQUITY   578592107      501     7211 SH       DEFINED                21,32     7211        0        0
MCCLATCHY CO CLASS A          EQUITY   579489105     2142    60981 SH       DEFINED                12,21    60981        0        0
MCCLATCHY CO CLASS A          EQUITY   579489105       35     1000 SH       DEFINED          15,18,21,22        0        0     1000
MCCLATCHY CO CLASS A          EQUITY   579489105      273     7783 SH       DEFINED             18,21,22     4913        0     2870
MCCLATCHY CO CLASS A          EQUITY   579489105     3145    89550 SH       DEFINED                21,32    89550        0        0
MCCORMICK & CO INC NON-VOTING EQUITY   579780206       66     2000 SH       DEFINED               -          2000        0        0
MCCORMICK & CO INC NON-VOTING EQUITY   579780206      263     8000 SH       DEFINED                  4,6     8000        0        0
MCCORMICK & CO INC NON-VOTING EQUITY   579780206     1339    40809 SH       DEFINED                12,21    40809        0        0
MCCORMICK & CO INC NON-VOTING EQUITY   579780206      590    17977 SH       DEFINED             18,21,22     8662        0     9315
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109      108     3758 SH       DEFINED                12,21     3758        0        0
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109      120     4175 SH       DEFINED          15,18,21,22     2675        0     1500
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109      143     5000 SH       DEFINED             16,18,21     5000        0        0
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109     3005   104967 SH       DEFINED             18,21,22    70144        0    34823
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109       44     1554 SH       DEFINED                   25        0     1554        0
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109       77     2687 SH       DEFINED                21,32     2687        0        0
MCDONALDS CORP                EQUITY   580135101     5969   139635 SH       DEFINED               -        139635        0        0
MCDONALDS CORP                EQUITY   580135101    16168   378193 SH       DEFINED                  4,6   202132     4600   171461
MCDONALDS CORP                EQUITY   580135101      351     8200 SH       DEFINED                5,6,7        0        0     8200
MCDONALDS CORP                EQUITY   580135101    57418  1343100 SH       DEFINED                  6,7  1343100        0        0
MCDONALDS CORP                EQUITY   580135101   164484  3847583 SH       DEFINED                12,21  3847583        0        0
MCDONALDS CORP                EQUITY   580135101    33205   776714 SH       DEFINED          15,18,21,22   488029        0   288684
MCDONALDS CORP                EQUITY   580135101     8739   204432 SH       DEFINED             16,18,21   204432        0        0
MCDONALDS CORP                EQUITY   580135101     8550   200000 SH       DEFINED                18,21   200000        0        0
MCDONALDS CORP                EQUITY   580135101   648981 15180839 SH       DEFINED             18,21,22  9243001        0  5937837
MCDONALDS CORP                OPTION   580135101        9      200 SH  CALL DEFINED             18,21,22      200        0        0
MCDONALDS CORP                OPTION   580135101      103     2400 SH  PUT  DEFINED             18,21,22        0        0     2400
MCDONALDS CORP                EQUITY   580135101     8524   199402 SH       DEFINED                   25        0   199402        0
MCDONALDS CORP                EQUITY   580135101     1292    30222 SH       DEFINED     3,13,14,27,30,31    30222        0        0
MCDONALDS CORP                EQUITY   580135101     3253    76096 SH       DEFINED                21,32    76096        0        0
MCGRATH RENTCORP              EQUITY   580589109     2680   143900 SH       DEFINED                12,21   143900        0        0
MCGRATH RENTCORP              EQUITY   580589109       10      518 SH       DEFINED             18,21,22       18        0      500
MCGRAW HILL COS INC           EQUITY   580645109     1310    25505 SH       DEFINED               -         25505        0        0
MCGRAW HILL COS INC           EQUITY   580645109     8849   172235 SH       DEFINED                  4,6    10115   108450    53670
MCGRAW HILL COS INC           EQUITY   580645109    29099   566410 SH       DEFINED                12,21   566410        0        0
MCGRAW HILL COS INC           EQUITY   580645109      429     8356 SH       DEFINED          15,18,21,22     4930        0     3426
MCGRAW HILL COS INC           EQUITY   580645109      206     4000 SH       DEFINED             16,18,21     4000        0        0
MCGRAW HILL COS INC           EQUITY   580645109   177796  3460744 SH       DEFINED             18,21,22   776948        0  2683796
MCGRAW HILL COS INC           EQUITY   580645109      291     5662 SH       DEFINED                   25        0     5662        0
MCGRAW HILL COS INC           EQUITY   580645109      552    10736 SH       DEFINED                21,32    10736        0        0
MCKESSON HBOC INC             EQUITY   58155Q103      152     4596 SH       DEFINED               -          4596        0        0
MCKESSON HBOC INC             EQUITY   58155Q103     4604   139500 SH       DEFINED   2,3,11,13,14,30,31        0   139500        0
MCKESSON HBOC INC             EQUITY   58155Q103      490    14836 SH       DEFINED                  4,6     7200        0     7636
MCKESSON HBOC INC             EQUITY   58155Q103    38588  1169341 SH       DEFINED                12,21  1169341        0        0
MCKESSON HBOC INC             EQUITY   58155Q103     2584    78290 SH       DEFINED          15,18,21,22    48036        0    30254
MCKESSON HBOC INC             OPTION   58155Q103      132     4000 SH  PUT  DEFINED          15,18,21,22        0        0     4000
MCKESSON HBOC INC             EQUITY   58155Q103       26      800 SH       DEFINED             16,18,21      800        0        0
MCKESSON HBOC INC             EQUITY   58155Q103    32436   982923 SH       DEFINED             18,21,22   671575        0   311348
MCKESSON HBOC INC             OPTION   58155Q103       66     2000 SH  CALL DEFINED             18,21,22        0        0     2000
MCKESSON HBOC INC             OPTION   58155Q103        7      200 SH  PUT  DEFINED             18,21,22        0        0      200
MCKESSON HBOC INC             EQUITY   58155Q103      333    10102 SH       DEFINED                   25        0    10102        0
MCKESSON HBOC INC             EQUITY   58155Q103      147     4446 SH       DEFINED     3,13,14,27,30,31     4446        0        0
MCKESSON HBOC INC             EQUITY   58155Q103      525    15915 SH       DEFINED                21,32    15915        0        0
MCLEODUSA INC                 EQUITY   582266102      178     6151 SH       DEFINED                12,21     6151        0        0
MCLEODUSA INC                 EQUITY   582266102       16      559 SH       DEFINED          15,18,21,22        8        0      551
MCLEODUSA INC                 EQUITY   582266102     4831   167320 SH       DEFINED             18,21,22    52454        0   114866
MCMORAN EXPLORATION CO        EQUITY   582411104        1       59 SH       DEFINED               -            59        0        0
MCMORAN EXPLORATION CO        EQUITY   582411104      431    20184 SH       DEFINED             18,21,22    14732        0     5452
MCWHORTER TECHNOLOGIES INC    EQUITY   582803102       75     4500 SH       DEFINED                12,21     4500        0        0
MCWHORTER TECHNOLOGIES INC    EQUITY   582803102        8      465 SH       DEFINED          15,18,21,22      465        0        0
MCWHORTER TECHNOLOGIES INC    EQUITY   582803102      260    15542 SH       DEFINED             18,21,22    11602        0     3940
MEAD CORP                     EQUITY   582834107       65     1558 SH       DEFINED               -          1558        0        0
MEAD CORP                     EQUITY   582834107     2050    49095 SH       DEFINED                  4,6     5000        0    44095
MEAD CORP                     EQUITY   582834107     2441    58470 SH       DEFINED                12,21    58470        0        0
MEAD CORP                     EQUITY   582834107      381     9136 SH       DEFINED          15,18,21,22     2182        0     6953
MEAD CORP                     EQUITY   582834107    54001  1293433 SH       DEFINED             18,21,22   972149        0   321284
MEAD CORP                     EQUITY   582834107      330     7894 SH       DEFINED                   25        0     7894        0
MEAD CORP                     EQUITY   582834107      823    19706 SH       DEFINED     3,13,14,27,30,31    19706        0        0
MEAD CORP                     EQUITY   582834107     1801    43137 SH       DEFINED                21,32    43137        0        0
MECH FINANCIAL INC            EQUITY   583492103      373    10000 SH       DEFINED                    6    10000        0        0
MECH FINANCIAL INC            EQUITY   583492103       37     1002 SH       DEFINED             18,21,22        2        0     1000
MECHANICAL TECHNOLOGY INC     EQUITY   583538103      192     5900 SH       DEFINED                12,21     5900        0        0
MECHANICAL TECHNOLOGY INC     EQUITY   583538103       61     1878 SH       DEFINED             18,21,22      698        0     1180
MEDALLION FINL CORP           EQUITY   583928106      244    12400 SH       DEFINED                12,21    12400        0        0
MEDALLION FINL CORP           EQUITY   583928106       97     4913 SH       DEFINED             18,21,22     1402        0     3510
MEDAPHIS CORP                 EQUITY   584028104      392    86593 SH       DEFINED                12,21    86593        0        0
MEDAPHIS CORP                 EQUITY   584028104       23     4991 SH       DEFINED          15,18,21,22     1425        0     3566
MEDAPHIS CORP                 EQUITY   584028104       76    16829 SH       DEFINED             18,21,22     7479        0     9350
MEDCO RESEARCH INC            EQUITY   584059109       74     2900 SH       DEFINED                12,21     2900        0        0
MEDCO RESEARCH INC            EQUITY   584059109      550    21585 SH       DEFINED             18,21,22     6680        0    14905
*** MEDEVA PLC SPONSORED ADR  EQUITY   58410H203      121    15300 SH       DEFINED                12,21    15300        0        0
*** MEDEVA PLC SPONSORED ADR  EQUITY   58410H203      121    15300 SH       DEFINED             16,18,21    15300        0        0
*** MEDEVA PLC SPONSORED ADR  EQUITY   58410H203        4      501 SH       DEFINED             18,21,22        1        0      500
MEDFORD BANCORP INC           EQUITY   584131106     1271    68000 SH       DEFINED                    6    68000        0        0
MEDFORD BANCORP INC           EQUITY   584131106       19     1000 SH       DEFINED             18,21,22        0        0     1000
MEDIA ARTS GROUP INC          EQUITY   58439C102      148    29600 SH       DEFINED             18,21,22    15800        0    13800
MEDIAONE GROUP INC            EQUITY   58440J104      971    13516 SH       DEFINED               -         13516        0        0
MEDIAONE GROUP INC            EQUITY   58440J104     6880    95800 SH       DEFINED   2,3,11,13,14,30,31        0    95800        0
MEDIAONE GROUP INC            EQUITY   58440J104     1128    15712 SH       DEFINED                  4,6     1112     2200    12400
MEDIAONE GROUP INC            EQUITY   58440J104     6355    88500 SH       DEFINED                  6,7    88500        0        0
MEDIAONE GROUP INC            EQUITY   58440J104   177087  2465948 SH       DEFINED                12,21  2465948        0        0
MEDIAONE GROUP INC            EQUITY   58440J104     3824    53254 SH       DEFINED          15,18,21,22    34945        0    18309
MEDIAONE GROUP INC            EQUITY   58440J104    18139   252588 SH       DEFINED             16,18,21   252588        0        0
MEDIAONE GROUP INC            EQUITY   58440J104      431     6000 SH       DEFINED                18,21     6000        0        0
MEDIAONE GROUP INC            EQUITY   58440J104   146023  2033380 SH       DEFINED             18,21,22  1534925        0   498454
MEDIAONE GROUP INC            EQUITY   58440J104     4729    65854 SH       DEFINED                   25        0    65854        0
MEDIAONE GROUP INC            EQUITY   58440J104     6907    96177 SH       DEFINED     3,13,14,27,30,31    96177        0        0
MEDIAONE GROUP INC            EQUITY   58440J104     2498    34780 SH       DEFINED                21,32    34780        0        0
MEDIAONE GROUP INC PFD SER D  EQUITY   58440J203     3405    23460 SH       DEFINED             18,21,22    20480        0     2980
MEDIA GENERAL INC CL A        EQUITY   584404107     1277    25442 SH       DEFINED                12,21    25442        0        0
MEDIA GENERAL INC CL A        EQUITY   584404107       18      354 SH       DEFINED             18,21,22        4        0      350
MEDIA GENERAL INC CL A        EQUITY   584404107      371     7400 SH       DEFINED                   25        0     7400        0
MEDIA GENERAL INC CL A        EQUITY   584404107      402     8000 SH       DEFINED                21,32     8000        0        0
MEDICAL ASSURN INC            EQUITY   58449U100     1702    56981 SH       DEFINED                12,21    56981        0        0
MEDICAL ASSURN INC            EQUITY   58449U100      112     3763 SH       DEFINED             18,21,22        0        0     3763
MEDICAL ASSURN INC            EQUITY   58449U100      200     6699 SH       DEFINED                   25        0     6699        0
MEDICAL ASSURN INC            EQUITY   58449U100     2036    68140 SH       DEFINED                21,32    68140        0        0
MEDICAL MANAGER CORP          EQUITY   58461C103      619    13800 SH       DEFINED                12,21    13800        0        0
MEDICAL MANAGER CORP          EQUITY   58461C103      431     9615 SH       DEFINED             18,21,22     5942        0     3673
MEDICAL MANAGER CORP          EQUITY   58461C103     6022   134200 SH       DEFINED        3,13,30,31,33        0        0   134200
MEDICONSULT.COM INC           EQUITY   58469J100     1652   190900 SH       DEFINED                12,21   190900        0        0
MEDICONSULT.COM INC           EQUITY   58469J100        1      150 SH       DEFINED             18,21,22      150        0        0
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309       21      900 SH       DEFINED               -           900        0        0
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309       34     1500 SH       DEFINED                  4,6        0        0     1500
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309     5480   240195 SH       DEFINED                12,21   240195        0        0
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309      346    15156 SH       DEFINED          15,18,21,22     6793        0     8363
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309      114     5000 SH       DEFINED                18,21     5000        0        0
MEDICIS PHARMACEUTICAL CORP   OPTION   584690309       91     4000 SH  PUT  DEFINED             18,21,22        0        0     4000
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309     7000   306852 SH       DEFINED             18,21,22   201689        0   105163
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309     2299   100796 SH       DEFINED                21,32   100796        0        0
MEDIMMUNE INC                 EQUITY   584699102       47      570 SH       DEFINED               -           570        0        0
MEDIMMUNE INC                 EQUITY   584699102     2974    35727 SH       DEFINED                  4,6    12655    15987     7085
MEDIMMUNE INC                 EQUITY   584699102       18      215 SH       DEFINED                  6,7        0        0      215
MEDIMMUNE INC                 EQUITY   584699102     3655    43900 SH       DEFINED                12,21    43900        0        0
MEDIMMUNE INC                 EQUITY   584699102        7       86 SH       DEFINED          15,18,21,22        0        0       86
MEDIMMUNE INC                 EQUITY   584699102     3950    47452 SH       DEFINED             18,21,22    41795        0     5657
MEDIMMUNE INC                 EQUITY   584699102     3222    38700 SH       DEFINED     3,13,14,27,30,31    38700        0        0
MEDIMMUNE INC                 EQUITY   584699102     2731    32806 SH       DEFINED                21,32    32806        0        0
MEDIWARE INFORMATION SYS INC  EQUITY   584946107        8     1000 SH       DEFINED             18,21,22     1000        0        0
MEDIWARE INFORMATION SYS INC  EQUITY   584946107      900   116110 SH       DEFINED        3,13,28,29,31   116110        0        0
MEDQUIST INC                  EQUITY   584949101       45     1025 SH       DEFINED               -          1025        0        0
MEDQUIST INC                  EQUITY   584949101     8486   194800 SH       DEFINED   2,3,11,13,14,30,31        0   194800        0
MEDQUIST INC                  EQUITY   584949101     1398    32083 SH       DEFINED                  4,6     9203    13596     9284
MEDQUIST INC                  EQUITY   584949101        7      168 SH       DEFINED                  6,7        0        0      168
MEDQUIST INC                  EQUITY   584949101    23276   534300 SH       DEFINED                12,21   534300        0        0
MEDQUIST INC                  EQUITY   584949101      424     9733 SH       DEFINED          15,18,21,22     6137        0     3596
MEDQUIST INC                  EQUITY   584949101     8268   189800 SH       DEFINED             16,18,21   189800        0        0
MEDQUIST INC                  EQUITY   584949101    13084   300355 SH       DEFINED             18,21,22   219171        0    81184
MEDQUIST INC                  EQUITY   584949101      884    20300 SH       DEFINED                   25        0    20300        0
MEDITRUST CV DEBS-REG         CORPBOND 58501TAC2     3064  3192000 PRN      DEFINED             18,21,22  2892000        0   300000
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306       41     4007 SH       DEFINED               -          4007        0        0
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306      268    26101 SH       DEFINED                  4,6    16580        0     9521
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306      400    39037 SH       DEFINED                12,21    39037        0        0
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306       23     2273 SH       DEFINED          15,18,21,22      660        0     1613
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306     5305   517553 SH       DEFINED             18,21,22   248217        0   269336
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306       20     1987 SH       DEFINED                21,32     1987        0        0
MEDPARTNERS INC               EQUITY   58503X107        1       84 SH       DEFINED               -            84        0        0
MEDPARTNERS INC               EQUITY   58503X107      854   102700 SH       DEFINED                12,21   102700        0        0
MEDPARTNERS INC               EQUITY   58503X107      164    19737 SH       DEFINED          15,18,21,22     8900        0    10837
MEDPARTNERS INC               EQUITY   58503X107      880   105875 SH       DEFINED             18,21,22    42472        0    63403
MEDTRONIC INC                 EQUITY   585055106      879    12150 SH       DEFINED               -         12150        0        0
MEDTRONIC INC                 EQUITY   585055106    17657   244175 SH       DEFINED                  4,6    20820     5458   217897
MEDTRONIC INC                 EQUITY   585055106       78     1076 SH       DEFINED                5,6,7        0        0     1076
MEDTRONIC INC                 EQUITY   585055106    11122   153800 SH       DEFINED                    6   153800        0        0
MEDTRONIC INC                 EQUITY   585055106    49649   686588 SH       DEFINED                12,21   686588        0        0
MEDTRONIC INC                 EQUITY   585055106    16906   233792 SH       DEFINED          15,18,21,22   142023        0    91768
MEDTRONIC INC                 EQUITY   585055106   355096  4910539 SH       DEFINED             18,21,22  2924275        0  1986264
MEDTRONIC INC                 EQUITY   585055106    20898   289000 SH       DEFINED            4,6,23,24   289000        0        0
MEDTRONIC INC                 EQUITY   585055106    10049   138962 SH       DEFINED                   25        0   138962        0
MEDTRONIC INC                 EQUITY   585055106    51031   705693 SH       DEFINED     3,13,14,27,30,31   705693        0        0
MEDTRONIC INC                 EQUITY   585055106     2271    31405 SH       DEFINED                21,32    31405        0        0
MELLON BANK CORP              EQUITY   585509102     1305    38105 SH       DEFINED               -         38105        0        0
MELLON BANK CORP              EQUITY   585509102    14988   437615 SH       DEFINED                  4,6    65940   247925   123750
MELLON BANK CORP              EQUITY   585509102    64995  1897667 SH       DEFINED                12,21  1897667        0        0
MELLON BANK CORP              EQUITY   585509102     1326    38709 SH       DEFINED          15,18,21,22    16886        0    21822
MELLON BANK CORP              EQUITY   585509102     6686   195200 SH       DEFINED             16,18,21   195200        0        0
MELLON BANK CORP              EQUITY   585509102   277937  8114936 SH       DEFINED             18,21,22  1960856        0  6154079
MELLON BANK CORP              OPTION   585509102       17      500 SH  PUT  DEFINED             18,21,22        0        0      500
MELLON BANK CORP              EQUITY   585509102      904    26400 SH       DEFINED            4,6,23,24    26400        0        0
MELLON BANK CORP              EQUITY   585509102      496    14492 SH       DEFINED                   25        0    14492        0
MELLON BANK CORP              EQUITY   585509102      915    26718 SH       DEFINED                21,32    26718        0        0
MEMBERWORKS INC               EQUITY   586002107      397    12800 SH       DEFINED                12,21    12800        0        0
MEMBERWORKS INC               EQUITY   586002107      452    14580 SH       DEFINED          15,18,21,22    11105        0     3475
MEMBERWORKS INC               EQUITY   586002107     9994   322375 SH       DEFINED             18,21,22   218877        0   103498
MENS WEARHOUSE INC            EQUITY   587118100     1737    70250 SH       DEFINED                  4,6    23083    30598    16569
MENS WEARHOUSE INC            EQUITY   587118100       26     1070 SH       DEFINED                  6,7        0        0     1070
MENS WEARHOUSE INC            EQUITY   587118100     5313   214925 SH       DEFINED                12,21   214925        0        0
MENS WEARHOUSE INC            EQUITY   587118100       16      648 SH       DEFINED          15,18,21,22      498        0      150
MENS WEARHOUSE INC            EQUITY   587118100     1360    55000 SH       DEFINED             18,21,22    42113        0    12887
MENS WEARHOUSE INC            EQUITY   587118100     2188    88533 SH       DEFINED                21,32    88533        0        0
MENTOR CORP -MINN-            EQUITY   587188103     3079   132800 SH       DEFINED   2,3,11,13,14,30,31        0   132800        0
MENTOR CORP -MINN-            EQUITY   587188103      545    23500 SH       DEFINED                12,21    23500        0        0
MENTOR CORP -MINN-            EQUITY   587188103       27     1150 SH       DEFINED             18,21,22      700        0      450
MENTOR GRAPHICS INC           EQUITY   587200106     1566   164800 SH       DEFINED   2,3,11,13,14,30,31        0   164800        0
MENTOR GRAPHICS INC           EQUITY   587200106     2807   295473 SH       DEFINED                12,21   295473        0        0
MENTOR GRAPHICS INC           EQUITY   587200106      404    42538 SH       DEFINED             18,21,22    14305        0    28233
MENTOR GRAPHICS INC           EQUITY   587200106      145    15300 SH       DEFINED                   25        0    15300        0
MENTOR GRAPHICS INC           EQUITY   587200106     2358   248225 SH       DEFINED                21,32   248225        0        0
MERCANTILE BANCORPORATION INC EQUITY   587342106       34      640 SH       DEFINED               -           640        0        0
MERCANTILE BANCORPORATION INC EQUITY   587342106     1080    20155 SH       DEFINED                12,21    20155        0        0
MERCANTILE BANCORPORATION INC EQUITY   587342106        3       51 SH       DEFINED          15,18,21,22        0        0       51
MERCANTILE BANCORPORATION INC EQUITY   587342106      460     8596 SH       DEFINED             16,18,21     8596        0        0
MERCANTILE BANCORPORATION INC EQUITY   587342106     2661    49683 SH       DEFINED             18,21,22    27391        0    22291
MERCANTILE BANCORPORATION INC EQUITY   587342106      236     4400 SH       DEFINED                   25        0     4400        0
MERCANTILE BANCORPORATION INC EQUITY   587342106      425     7934 SH       DEFINED                21,32     7934        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101       69     2000 SH       DEFINED               -          2000        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      619    18000 SH       DEFINED                  4,6    16250        0     1750
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      722    21000 SH       DEFINED                    6    21000        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101     2082    60574 SH       DEFINED                12,21    60574        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101       52     1505 SH       DEFINED          15,18,21,22      305        0     1200
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      378    11000 SH       DEFINED             16,18,21    11000        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      898    26132 SH       DEFINED             18,21,22    12004        0    14128
MERCANTILE BANKSHARES CORP NE EQUITY   587405101     3053    88814 SH       DEFINED                21,32    88814        0        0
MERCHANTS GROUP INC           EQUITY   588539106      930    40000 SH       DEFINED                12,21    40000        0        0
MERCHANTS GROUP INC           EQUITY   588539106     1111    47800 SH       DEFINED             16,18,21    47800        0        0
MERCHANTS NEW YORK BANCORP IN EQUITY   589167105      307     9084 SH       DEFINED                12,21     9084        0        0
MERCHANTS NEW YORK BANCORP IN EQUITY   589167105      181     5354 SH       DEFINED             18,21,22      402        0     4952
MERCK & CO INC                EQUITY   589331107     7280   108045 SH       DEFINED               -        108045        0        0
MERCK & CO INC                EQUITY   589331107    91937  1364553 SH       DEFINED                  4,6   670957   256277   437319
MERCK & CO INC                EQUITY   589331107      108     1600 SH       DEFINED                5,6,7        0        0     1600
MERCK & CO INC                EQUITY   589331107     3813    56587 SH       DEFINED                  6,7    33592        0    22995
MERCK & CO INC                EQUITY   589331107   371754  5517690 SH       DEFINED                12,21  5517690        0        0
MERCK & CO INC                EQUITY   589331107    40613   602796 SH       DEFINED          15,18,21,22   352704        0   250092
MERCK & CO INC                EQUITY   589331107    37353   554402 SH       DEFINED             16,18,21   554402        0        0
MERCK & CO INC                OPTION   589331107    50997   756920 SH  PUT  DEFINED       17,18,19,20,21   756920        0        0
MERCK & CO INC                EQUITY   589331107   943477 14003372 SH       DEFINED             18,21,22  7952405        0  6050967
MERCK & CO INC                OPTION   589331107      451     6700 SH  CALL DEFINED             18,21,22     6000        0      700
MERCK & CO INC                OPTION   589331107   102008  1514040 SH  PUT  DEFINED             18,21,22  1513840        0      200
MERCK & CO INC                EQUITY   589331107     8184   121468 SH       DEFINED                   25        0   121468        0
MERCK & CO INC                EQUITY   589331107     3856    57238 SH       DEFINED     3,13,14,27,30,31    57238        0        0
MERCK & CO INC                EQUITY   589331107     8495   126087 SH       DEFINED                21,32   126087        0        0
MERCURY AIR GROUP INC CV S/D- CORPBOND 589354AA7       32    30000 PRN      DEFINED               -         30000        0        0
MERCURY AIR GROUP INC CV S/D- CORPBOND 589354AA7      307   292000 PRN      DEFINED             18,21,22    25000        0   267000
MERCURY AIR GROUP INC         EQUITY   589354109      110    15423 SH       DEFINED             18,21,22        0        0    15423
MERCURY COMPUTER SYS INC      EQUITY   589378108     5168   173000 SH       DEFINED               -        173000        0        0
MERCURY COMPUTER SYS INC      EQUITY   589378108       78     2600 SH       DEFINED                12,21     2600        0        0
MERCURY COMPUTER SYS INC      EQUITY   589378108     5168   173000 SH       DEFINED             18,21,22        0        0   173000
MERCURY GENERAL CORP-NEW      EQUITY   589400100      614    18350 SH       DEFINED                  4,6    11350        0     7000
MERCURY GENERAL CORP-NEW      EQUITY   589400100     4391   131321 SH       DEFINED                12,21   131321        0        0
MERCURY GENERAL CORP-NEW      EQUITY   589400100       70     2105 SH       DEFINED             18,21,22     1479        0      626
MERCURY GENERAL CORP-NEW      EQUITY   589400100      137     4092 SH       DEFINED     3,13,14,27,30,31     4092        0        0
MERCURY GENERAL CORP-NEW      EQUITY   589400100       94     2805 SH       DEFINED                21,32     2805        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109       14      330 SH       DEFINED               -           330        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     9530   219400 SH       DEFINED   2,3,11,13,14,30,31        0   219400        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     5591   128723 SH       DEFINED                  4,6    41440    57838    29445
MERCURY INTERACTIVE CORP      EQUITY   589405109       34      775 SH       DEFINED                  6,7        0        0      775
MERCURY INTERACTIVE CORP      EQUITY   589405109    12706   292500 SH       DEFINED                12,21   292500        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109      500    11500 SH       DEFINED          15,18,21,22     7604        0     3896
MERCURY INTERACTIVE CORP      OPTION   589405109     1738    40000 SH  CALL DEFINED       17,18,19,20,21    40000        0        0
MERCURY INTERACTIVE CORP      OPTION   589405109     1738    40000 SH  PUT  DEFINED       17,18,19,20,21    40000        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109    16708   384647 SH       DEFINED             18,21,22   237161        0   147486
MERCURY INTERACTIVE CORP      OPTION   589405109     2845    65500 SH  CALL DEFINED             18,21,22    65500        0        0
MERCURY INTERACTIVE CORP      OPTION   589405109     1738    40000 SH  PUT  DEFINED             18,21,22    40000        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     2741    63100 SH       DEFINED                   25        0    63100        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     1568    36100 SH       DEFINED        3,13,28,29,31    36100        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     5030   115807 SH       DEFINED                21,32   115807        0        0
MEREDITH CORP                 EQUITY   589433101    47206  1311284 SH       DEFINED                12,21  1311284        0        0
MEREDITH CORP                 EQUITY   589433101    23187   644079 SH       DEFINED             18,21,22   579365        0    64713
MEREDITH CORP                 EQUITY   589433101      892    24764 SH       DEFINED                   25        0    24764        0
MEREDITH CORP                 EQUITY   589433101      337     9354 SH       DEFINED     3,13,14,27,30,31     9354        0        0
MEREDITH CORP                 EQUITY   589433101      155     4293 SH       DEFINED                21,32     4293        0        0
MERIDIAN MEDICAL TECH INC     EQUITY   589658103       66    10000 SH       DEFINED             18,21,22        0        0    10000
MERIDIAN RESOURCES CORP       EQUITY   58977Q109      144    36542 SH       DEFINED                12,21    36542        0        0
MERIDIAN RESOURCES CORP       EQUITY   58977Q109       91    23162 SH       DEFINED             18,21,22     4057        0    19105
MERISTAR HOSPITALITY CORP     EQUITY   58984Y103        4      195 SH       DEFINED               -           195        0        0
MERISTAR HOSPITALITY CORP     EQUITY   58984Y103      720    38010 SH       DEFINED                12,21    38010        0        0
MERISTAR HOSPITALITY CORP     EQUITY   58984Y103       51     2681 SH       DEFINED          15,18,21,22     2087        0      594
MERISTAR HOSPITALITY CORP     EQUITY   58984Y103    14888   786161 SH       DEFINED             18,21,22   670254        0   115906
MERISEL INC                   EQUITY   589849108      137    69700 SH       DEFINED                12,21    69700        0        0
MERISEL INC                   EQUITY   589849108       57    28767 SH       DEFINED             18,21,22    23707        0     5060
MERIT HLDG CORP               EQUITY   589964105      229    10005 SH       DEFINED          15,18,21,22     6005        0     4000
MERIT HLDG CORP               EQUITY   589964105       11      500 SH       DEFINED             18,21,22        0        0      500
MERISTAR HOTELS & RESORTS INC EQUITY   589988104     5601  1518800 SH       DEFINED                12,21  1518800        0        0
MERISTAR HOTELS & RESORTS INC EQUITY   589988104       28     7555 SH       DEFINED             18,21,22     2541        0     5014
MERITOR AUTOMOTIVE INC        EQUITY   59000G100      151     6300 SH       DEFINED                  4,6     6300        0        0
MERITOR AUTOMOTIVE INC        EQUITY   59000G100     5481   228947 SH       DEFINED                12,21   228947        0        0
MERITOR AUTOMOTIVE INC        EQUITY   59000G100      484    20212 SH       DEFINED             18,21,22     7758        0    12453
MERRILL CORPORATION           EQUITY   590175105     4419   218200 SH       DEFINED                12,21   218200        0        0
MERRILL CORPORATION           EQUITY   590175105      213    10500 SH       DEFINED                   25        0    10500        0
MERRILL LYNCH & CO INC        EQUITY   590188108      189     2750 SH       DEFINED               -          2750        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108     4041    58880 SH       DEFINED                  4,6    41250      400    17230
MERRILL LYNCH & CO INC        EQUITY   590188108   203450  2964665 SH       DEFINED                12,21  2964665        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108     3278    47764 SH       DEFINED          15,18,21,22    14981        0    32782
MERRILL LYNCH & CO INC        OPTION   590188108      103     1500 SH  CALL DEFINED          15,18,21,22        0        0     1500
MERRILL LYNCH & CO INC        OPTION   590188108       69     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
MERRILL LYNCH & CO INC        EQUITY   590188108     7789   113500 SH       DEFINED             16,18,21   113500        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108    87278  1271808 SH       DEFINED             18,21,22   568268        0   703539
MERRILL LYNCH & CO INC        OPTION   590188108     3212    46800 SH  CALL DEFINED             18,21,22    45000        0     1800
MERRILL LYNCH & CO INC        OPTION   590188108      700    10200 SH  PUT  DEFINED             18,21,22        0        0    10200
MERRILL LYNCH & CO INC        EQUITY   590188108     9189   133900 SH       DEFINED            4,6,23,24   133900        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108     1322    19268 SH       DEFINED                   25        0    19268        0
MERRILL LYNCH & CO INC        EQUITY   590188108     1151    16775 SH       DEFINED     3,13,14,27,30,31    16775        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108      686    10000 SH       DEFINED        3,13,28,29,31    10000        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108     1539    22428 SH       DEFINED                21,32    22428        0        0
MERRIMAC INDS INC             EQUITY   590262101       85    10600 SH       DEFINED             18,21,22        0        0    10600
MESA AIR GROUP INC (NEV)      EQUITY   590479101      152    19700 SH       DEFINED                12,21    19700        0        0
MESA AIR GROUP INC (NEV)      EQUITY   590479101      142    18396 SH       DEFINED          15,18,21,22     3456        0    14940
MESA AIR GROUP INC (NEV)      EQUITY   590479101     2012   260712 SH       DEFINED             18,21,22    26542        0   234170
MESA OFFSHORE TRUST UBI       EQUITY   590650107        1    10223 SH       DEFINED             18,21,22    10114        0      109
MESABA HOLDINGS INC           EQUITY   59066B102      612    46650 SH       DEFINED                12,21    46650        0        0
MESABA HOLDINGS INC           EQUITY   59066B102      185    14119 SH       DEFINED          15,18,21,22    14119        0        0
MESABA HOLDINGS INC           EQUITY   59066B102        6      482 SH       DEFINED             18,21,22      479        0        3
MESABA HOLDINGS INC           EQUITY   59066B102      459    35000 SH       DEFINED                21,32    35000        0        0
MESSAGEMEDIA INC              EQUITY   590787107      215    13000 SH       DEFINED                12,21    13000        0        0
MESSAGEMEDIA INC              EQUITY   590787107        2      100 SH       DEFINED             18,21,22        0        0      100
MESSAGEMEDIA INC              OPTION   590787107       41     2500 SH  CALL DEFINED             18,21,22     2500        0        0
METAL MANAGEMENT INC          EQUITY   591097100       22    13780 SH       DEFINED          15,18,21,22     1900        0    11880
METAL MANAGEMENT INC          EQUITY   591097100       63    39733 SH       DEFINED             18,21,22    15018        0    24715
METALCLAD CORP                EQUITY   591142104        4    13747 SH       DEFINED             18,21,22        0        0    13747
METALS USA INC                EQUITY   591324108      346    28100 SH       DEFINED                12,21    28100        0        0
METALS USA INC                EQUITY   591324108        1      100 SH       DEFINED             18,21,22      100        0        0
METAMOR WORLDWIDE INC SUB NT  CORPBOND 59133PAA8       22    30000 PRN      DEFINED          15,18,21,22        0        0    30000
METAMOR WORLDWIDE INC SUB NT  CORPBOND 59133PAA8     1302  1750000 PRN      DEFINED        3,13,28,29,31  1750000        0        0
METAMOR WORLDWIDE INC SUB NT  CORPBOND 59133PAA8      930  1250000 PRN      DEFINED           3,13,30,31  1250000        0        0
METAMOR WORLDWIDE INC         EQUITY   59133P100     2982   146350 SH       DEFINED                12,21   146350        0        0
METAMOR WORLDWIDE INC         EQUITY   59133P100     1053    51681 SH       DEFINED          15,18,21,22    20283        0    31398
METAMOR WORLDWIDE INC         EQUITY   59133P100     4564   223986 SH       DEFINED             18,21,22   157139        0    66847
METAMOR WORLDWIDE INC         EQUITY   59133P100       14      700 SH       DEFINED     3,13,14,27,30,31      700        0        0
METAMOR WORLDWIDE INC         EQUITY   59133P100      721    35400 SH       DEFINED                21,32    35400        0        0
*** METHANEX CORP             EQUITY   59151K108      175    56000 SH       DEFINED                12,21    56000        0        0
*** METHANEX CORP             EQUITY   59151K108       20     6350 SH       DEFINED             18,21,22     6350        0        0
METHODE ELECTRONICS INC CL A  EQUITY   591520200      951    43488 SH       DEFINED                12,21    43488        0        0
METRA BIOSYSTEMS              EQUITY   591591102      999   565900 SH       DEFINED                12,21   565900        0        0
METRA BIOSYSTEMS              EQUITY   591591102       16     9040 SH       DEFINED          15,18,21,22     8510        0      530
METRA BIOSYSTEMS              EQUITY   591591102     1323   749125 SH       DEFINED             18,21,22   151805        0   597320
METRA BIOSYSTEMS              EQUITY   591591102      429   242717 SH       DEFINED        3,13,28,29,31   242717        0        0
METRICOM INC CV SUB NOTES     CORPBOND 591596AC5       75    40000 PRN      DEFINED             18,21,22        0        0    40000
METRICOM INC                  EQUITY   591596101       66     2400 SH       DEFINED                12,21     2400        0        0
METRICOM INC                  EQUITY   591596101      138     5033 SH       DEFINED             18,21,22     3043        0     1990
METRIS COMPANIES INC          EQUITY   591598107    11182   290900 SH       DEFINED                12,21   290900        0        0
METRIS COMPANIES INC          EQUITY   591598107      502    13062 SH       DEFINED          15,18,21,22     7038        0     6024
METRIS COMPANIES INC          EQUITY   591598107    12243   318522 SH       DEFINED             18,21,22   166448        0   152073
METRIS COMPANIES INC          EQUITY   591598107      908    23620 SH       DEFINED                   25        0    23620        0
METROCALL INC                 EQUITY   591647102       51    14800 SH       DEFINED                12,21    14800        0        0
METROCALL INC                 EQUITY   591647102       32     9312 SH       DEFINED             18,21,22     6160        0     3152
METROMEDIA FIBER NETWORK INC  EQUITY   591689104        7      230 SH       DEFINED               -           230        0        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104    29202   994100 SH       DEFINED                12,21   994100        0        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104       13      441 SH       DEFINED          15,18,21,22      174        0      267
METROMEDIA FIBER NETWORK INC  EQUITY   591689104    10311   351000 SH       DEFINED             16,18,21   351000        0        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104     4993   169985 SH       DEFINED             18,21,22    25810        0   144175
METROMEDIA FIBER NETWORK INC  OPTION   591689104    28200   960000 SH  CALL DEFINED             18,21,22   960000        0        0
METROMEDIA FIBER NETWORK INC  OPTION   591689104    28200   960000 SH  PUT  DEFINED             18,21,22   960000        0        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104      632    21500 SH       DEFINED     3,13,14,27,30,31    21500        0        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104     4406   150000 SH       DEFINED        3,13,30,31,33        0        0   150000
METROMEDIA INTL GROUP INC     EQUITY   591695101      302    43500 SH       DEFINED                12,21    43500        0        0
METROMEDIA INTL GROUP INC     EQUITY   591695101      149    21497 SH       DEFINED          15,18,21,22    21497        0        0
METROMEDIA INTL GROUP INC     EQUITY   591695101      390    56208 SH       DEFINED             18,21,22    32926        0    23282
METRO NETWORKS INC            EQUITY   591918107     4985    89763 SH       DEFINED                  4,6    28090    43353    18320
METRO NETWORKS INC            EQUITY   591918107       28      500 SH       DEFINED                  6,7        0        0      500
METRO NETWORKS INC            EQUITY   591918107      639    11513 SH       DEFINED                12,21    11513        0        0
METRO NETWORKS INC            EQUITY   591918107       10      187 SH       DEFINED             18,21,22       25        0      162
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105       42     1425 SH       DEFINED               -          1425        0        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105     8479   286820 SH       DEFINED   2,3,11,13,14,30,31        0   286820        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105     2714    91789 SH       DEFINED                  4,6    27640    36994    27155
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105       15      500 SH       DEFINED                  6,7        0        0      500
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105    31171  1054389 SH       DEFINED                12,21  1054389        0        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105       52     1770 SH       DEFINED          15,18,21,22      475        0     1295
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105    54266  1835600 SH       DEFINED             16,18,21  1835600        0        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105    10642   359967 SH       DEFINED             18,21,22   220553        0   139414
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105      414    14000 SH       DEFINED                   25        0    14000        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105     3596   121644 SH       DEFINED                21,32   121644        0        0
MEXICO EQUITY & INCOME FD     EQUITY   592834105      129    18750 SH       DEFINED             18,21,22    14695        0     4055
MEXICO FUND INC               EQUITY   592835102      293    20150 SH       DEFINED                  4,6     2300        0    17850
MEXICO FUND INC               EQUITY   592835102      672    46175 SH       DEFINED             18,21,22    32139        0    14036
METZLER GROUP INC             EQUITY   592903108       42     1035 SH       DEFINED               -          1035        0        0
METZLER GROUP INC             EQUITY   592903108     3723    91512 SH       DEFINED                  4,6    22655    26734    42123
METZLER GROUP INC             EQUITY   592903108       15      370 SH       DEFINED                  6,7        0        0      370
METZLER GROUP INC             EQUITY   592903108     7316   179800 SH       DEFINED                12,21   179800        0        0
METZLER GROUP INC             EQUITY   592903108      773    19001 SH       DEFINED          15,18,21,22    13391        0     5610
METZLER GROUP INC             EQUITY   592903108    16438   403992 SH       DEFINED             18,21,22   276286        0   127706
METZLER GROUP INC             OPTION   592903108     6438   158217 SH  CALL DEFINED             18,21,22   158217        0        0
METZLER GROUP INC             OPTION   592903108     6438   158217 SH  PUT  DEFINED             18,21,22   158217        0        0
METZLER GROUP INC             EQUITY   592903108     4046    99433 SH       DEFINED                21,32    99433        0        0
MICHAEL FOODS INC             EQUITY   594079105       24     1000 SH       DEFINED                  4,6        0        0     1000
MICHAEL FOODS INC             EQUITY   594079105     7768   323685 SH       DEFINED                12,21   323685        0        0
MICHAEL FOODS INC             EQUITY   594079105     4572   190500 SH       DEFINED             16,18,21   190500        0        0
MICHAEL FOODS INC             EQUITY   594079105      155     6454 SH       DEFINED             18,21,22     3054        0     3400
MICHAEL STORES INC SUB NOTE   CORPBOND 594087AC2       10    10000 PRN      DEFINED                12,21    10000        0        0
MICHAEL STORES INC SUB NOTE   CORPBOND 594087AC2     1436  1450000 PRN      DEFINED             18,21,22    30000        0  1420000
MICHAELS STORES INC           EQUITY   594087108     7018   238400 SH       DEFINED   2,3,11,13,14,30,31        0   238400        0
MICHAELS STORES INC           EQUITY   594087108     1593    54115 SH       DEFINED                12,21    54115        0        0
MICHAELS STORES INC           EQUITY   594087108       38     1301 SH       DEFINED          15,18,21,22     1255        0       46
MICHAELS STORES INC           EQUITY   594087108      353    12008 SH       DEFINED             18,21,22     4852        0     7156
MICHAELS STORES INC           EQUITY   594087108      383    13000 SH       DEFINED                   25        0    13000        0
MICREL INC                    EQUITY   594793101       61      800 SH       DEFINED               -           800        0        0
MICREL INC                    EQUITY   594793101       38      500 SH       DEFINED                  4,6        0        0      500
MICREL INC                    EQUITY   594793101     2551    33673 SH       DEFINED                12,21    33673        0        0
MICREL INC                    EQUITY   594793101      844    11146 SH       DEFINED          15,18,21,22     8213        0     2933
MICREL INC                    EQUITY   594793101    18716   247079 SH       DEFINED             18,21,22   170995        0    76084
MICREL INC                    EQUITY   594793101     1538    20300 SH       DEFINED                   25        0    20300        0
MICREL INC                    EQUITY   594793101       15      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
MICROS SYSTEMS INC            EQUITY   594901100       35     1020 SH       DEFINED               -          1020        0        0
MICROS SYSTEMS INC            EQUITY   594901100     3805   111900 SH       DEFINED                12,21   111900        0        0
MICROS SYSTEMS INC            EQUITY   594901100       99     2925 SH       DEFINED          15,18,21,22     1935        0      990
MICROS SYSTEMS INC            EQUITY   594901100     5144   151292 SH       DEFINED             18,21,22    99650        0    51642
MICROSOFT CORP                EQUITY   594918104    11571   136435 SH       DEFINED               -        136435        0        0
MICROSOFT CORP                EQUITY   594918104   395802  4666759 SH       DEFINED                  4,6  1732705  1127710  1806344
MICROSOFT CORP                EQUITY   594918104      308     3630 SH       DEFINED                5,6,7        0        0     3630
MICROSOFT CORP                EQUITY   594918104   176005  2075212 SH       DEFINED                  6,7  2018782        0    56430
MICROSOFT CORP                EQUITY   594918104   647422  7633522 SH       DEFINED                12,21  7633522        0        0
MICROSOFT CORP                EQUITY   594918104    66240   781017 SH       DEFINED          15,18,21,22   381075        0   399942
MICROSOFT CORP                OPTION   594918104       85     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
MICROSOFT CORP                EQUITY   594918104    86178  1016100 SH       DEFINED             16,18,21  1016100        0        0
MICROSOFT CORP                OPTION   594918104    84813  1000000 SH  PUT  DEFINED       17,18,19,20,21  1000000        0        0
MICROSOFT CORP                EQUITY   594918104  1621589 19119584 SH       DEFINED             18,21,22 10482881        0  8636703
MICROSOFT CORP                OPTION   594918104     1476    17400 SH  CALL DEFINED             18,21,22     5400        0    12000
MICROSOFT CORP                OPTION   594918104   702455  8282400 SH  PUT  DEFINED             18,21,22  8262000        0    20400
MICROSOFT CORP                EQUITY   594918104    45199   532924 SH       DEFINED                   25        0   532924        0
MICROSOFT CORP                EQUITY   594918104    77624   915234 SH       DEFINED     3,13,14,27,30,31   915234        0        0
MICROSOFT CORP                EQUITY   594918104     2968    35000 SH       DEFINED        3,13,28,29,31    35000        0        0
MICROSOFT CORP                EQUITY   594918104    22581   266243 SH       DEFINED                21,32   266243        0        0
MICROSOFT CORP PFD SERIES A   EQUITY   594918203     1227    12200 SH       DEFINED                  4,6     1150     1000    10050
MICROSOFT CORP PFD SERIES A   EQUITY   594918203     7894    78500 SH       DEFINED                12,21    78500        0        0
MICROSOFT CORP PFD SERIES A   EQUITY   594918203     4248    42241 SH       DEFINED             18,21,22    21291        0    20950
MICROAGE INC                  EQUITY   594928103       34     9352 SH       DEFINED                12,21     9352        0        0
MICROAGE INC                  EQUITY   594928103      862   237865 SH       DEFINED             18,21,22   156207        0    81658
MICROAGE INC                  OPTION   594928103        7     2000 SH  CALL DEFINED             18,21,22        0        0     2000
MICROVISION INC (WASH)        EQUITY   594960106      528    27060 SH       DEFINED             18,21,22     8600        0    18460
MICROSTRATEGY INC             EQUITY   594972101       85     2600 SH       DEFINED                12,21     2600        0        0
MICROSTRATEGY INC             EQUITY   594972101      151     4656 SH       DEFINED             18,21,22     1945        0     2711
MICRO WHSE INC                EQUITY   59501B105     4227   300600 SH       DEFINED   2,3,11,13,14,30,31        0   300600        0
MICRO WHSE INC                EQUITY   59501B105     3134   222887 SH       DEFINED                12,21   222887        0        0
MICRO WHSE INC                EQUITY   59501B105      126     8958 SH       DEFINED             18,21,22      458        0     8500
MICRO WHSE INC                EQUITY   59501B105      221    15700 SH       DEFINED                   25        0    15700        0
MICRO WHSE INC                EQUITY   59501B105      245    17400 SH       DEFINED     3,13,14,27,30,31    17400        0        0
MICROCHIP TECHNOLOGY INC      EQUITY   595017104     2345    46902 SH       DEFINED                  4,6    15780    21277     9845
MICROCHIP TECHNOLOGY INC      EQUITY   595017104       12      240 SH       DEFINED                  6,7        0        0      240
MICROCHIP TECHNOLOGY INC      EQUITY   595017104     6248   124950 SH       DEFINED                12,21   124950        0        0
MICROCHIP TECHNOLOGY INC      EQUITY   595017104      636    12719 SH       DEFINED          15,18,21,22    10473        0     2246
MICROCHIP TECHNOLOGY INC      EQUITY   595017104    12159   243185 SH       DEFINED             18,21,22   166224        0    76961
MICROCHIP TECHNOLOGY INC      EQUITY   595017104     1960    39200 SH       DEFINED                   25        0    39200        0
MICROCHIP TECHNOLOGY INC      EQUITY   595017104       15      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
MICROGRAFX INC                EQUITY   595077108       48    10000 SH       DEFINED             18,21,22        0        0    10000
MICROMUSE INC                 EQUITY   595094103     6185   133000 SH       DEFINED   2,3,11,13,14,30,31        0   133000        0
MICROMUSE INC                 EQUITY   595094103     4910   105600 SH       DEFINED                12,21   105600        0        0
MICROMUSE INC                 EQUITY   595094103      152     3267 SH       DEFINED          15,18,21,22     2363        0      904
MICROMUSE INC                 EQUITY   595094103     1874    40300 SH       DEFINED             16,18,21    40300        0        0
MICROMUSE INC                 EQUITY   595094103     3246    69807 SH       DEFINED             18,21,22    44813        0    24994
MICRON ELECTRONICS INC        EQUITY   595100108      818    80755 SH       DEFINED                12,21    80755        0        0
MICRON ELECTRONICS INC        EQUITY   595100108       56     5555 SH       DEFINED             18,21,22     2075        0     3480
MICRON TECHNOLLGY INC CV NOTE CORPBOND 595112AB9     4069  3508000 PRN      DEFINED                12,21  3508000        0        0
MICRON TECHNOLLGY INC CV NOTE CORPBOND 595112AB9    85447 73661000 PRN      DEFINED             16,18,21 73661000        0        0
MICRON TECHNOLLGY INC CV NOTE CORPBOND 595112AB9     1578  1360000 PRN      DEFINED             18,21,22    30000        0  1330000
MICRON TECHNOLOGY INC         EQUITY   595112103       25      400 SH       DEFINED               -           400        0        0
MICRON TECHNOLOGY INC         EQUITY   595112103     2210    36080 SH       DEFINED                  4,6     1800     2000    32280
MICRON TECHNOLOGY INC         EQUITY   595112103    40938   668370 SH       DEFINED                12,21   668370        0        0
MICRON TECHNOLOGY INC         EQUITY   595112103       21      350 SH       DEFINED          15,18,21,22        0        0      350
MICRON TECHNOLOGY INC         EQUITY   595112103     2934    47900 SH       DEFINED             16,18,21    47900        0        0
MICRON TECHNOLOGY INC         EQUITY   595112103    16335   266691 SH       DEFINED             18,21,22   148353        0   118338
MICRON TECHNOLOGY INC         OPTION   595112103     9249   151000 SH  CALL DEFINED             18,21,22   150000        0     1000
MICRON TECHNOLOGY INC         OPTION   595112103      196     3200 SH  PUT  DEFINED             18,21,22        0        0     3200
MICRON TECHNOLOGY INC         EQUITY   595112103      435     7101 SH       DEFINED                   25        0     7101        0
MICRON TECHNOLOGY INC         EQUITY   595112103      772    12600 SH       DEFINED     3,13,14,27,30,31    12600        0        0
MICRON TECHNOLOGY INC         EQUITY   595112103      866    14145 SH       DEFINED                21,32    14145        0        0
MID-AMERICA APARTMENT CMNTYS  EQUITY   59522J103     1123    50918 SH       DEFINED                12,21    50918        0        0
MID-AMERICA APARTMENT CMNTYS  EQUITY   59522J103      125     5682 SH       DEFINED          15,18,21,22     1052        0     4630
MID-AMERICA APARTMENT CMNTYS  EQUITY   59522J103      153     6923 SH       DEFINED             18,21,22     3212        0     3711
MID-AMERICA APARTMENT CMNTYS  EQUITY   59522J103      763    34588 SH       DEFINED                21,32    34588        0        0
MID ATLANTIC MED SVCS INC     EQUITY   59523C107    10688  1055600 SH       DEFINED   2,3,11,13,14,30,31        0  1055600        0
MID ATLANTIC MED SVCS INC     EQUITY   59523C107      435    42980 SH       DEFINED                12,21    42980        0        0
MID ATLANTIC MED SVCS INC     EQUITY   59523C107        5      500 SH       DEFINED          15,18,21,22      500        0        0
MID ATLANTIC MED SVCS INC     EQUITY   59523C107     1147   113303 SH       DEFINED             18,21,22     8297        0   105006
MID ATLANTIC MED SVCS INC     EQUITY   59523C107       10     1000 SH       DEFINED     3,13,14,27,30,31     1000        0        0
MID-ATLANTIC RLTY TR          CORPBOND 595232AA7       47    50000 PRN      DEFINED             18,21,22    50000        0        0
MID ATLANTIC REALTY TRUST     EQUITY   595232109     1584   150000 SH       DEFINED                12,21   150000        0        0
MID ATLANTIC REALTY TRUST     EQUITY   595232109     1584   150000 SH       DEFINED             16,18,21   150000        0        0
MID ATLANTIC REALTY TRUST     EQUITY   595232109        3      301 SH       DEFINED             18,21,22        1        0      300
MIDAMERICAN ENERGY HLDGS CO   EQUITY   59562V107     3944   112280 SH       DEFINED                12,21   112280        0        0
MIDAMERICAN ENERGY HLDGS CO   EQUITY   59562V107      485    13821 SH       DEFINED          15,18,21,22    11037        0     2784
MIDAMERICAN ENERGY HLDGS CO   EQUITY   59562V107     8711   247986 SH       DEFINED             18,21,22   157032        0    90954
MIDAMERICAN ENERGY HLDGS CO   EQUITY   59562V107     3415    97235 SH       DEFINED                21,32    97235        0        0
MIDAS INC                     EQUITY   595626102      460    18600 SH       DEFINED                12,21    18600        0        0
MIDAS INC                     EQUITY   595626102       25     1000 SH       DEFINED          15,18,21,22        0        0     1000
MIDAS INC                     EQUITY   595626102       69     2808 SH       DEFINED             18,21,22     1003        0     1805
STANDARD & POORS MIDCAP 400   EQUITY   595635103       76     1000 SH       DEFINED                  4,6        0        0     1000
STANDARD & POORS MIDCAP 400   EQUITY   595635103     8240   108105 SH       DEFINED             18,21,22    51403        0    56701
MID-AMERICA BANCORP           EQUITY   595915109      165     6688 SH       DEFINED                12,21     6688        0        0
MID-AMERICA BANCORP           EQUITY   595915109       61     2469 SH       DEFINED             18,21,22        1        0     2468
*** MIDLAND BK PLC ADR        EQUITY   597433309       40     1600 SH       DEFINED               -          1600        0        0
*** MIDLAND BK PLC ADR        EQUITY   597433309       70     2817 SH       DEFINED             18,21,22     1327        0     1490
*** MIDLAND BK PLC ADR        EQUITY   597433309     3753   151633 SH       DEFINED        3,13,28,29,31   151633        0        0
*** MIDLAND PLC NON CUM PFD   EQUITY   597433606       30     1100 SH       DEFINED               -          1100        0        0
*** MIDLAND PLC NON CUM PFD   EQUITY   597433606      376    13943 SH       DEFINED             18,21,22        1        0    13941
*** MIDLAND BANK PLC 9.55%    EQUITY   597433853       25     1000 SH       DEFINED               -          1000        0        0
*** MIDLAND BANK PLC 9.55%    EQUITY   597433853      494    19525 SH       DEFINED             18,21,22    18721        0      803
*** MIDLAND BANK PLC 9.55%    EQUITY   597433853     8671   342570 SH       DEFINED           3,13,30,31   342570        0        0
*** MIDLAND BK PLC            EQUITY   597433861       52     2100 SH       DEFINED               -          2100        0        0
*** MIDLAND BK PLC            EQUITY   597433861      951    38443 SH       DEFINED             18,21,22    29337        0     9105
MIDWEST EXPRESS HLDGS INC     EQUITY   597911106     2143    64700 SH       DEFINED                  4,6        0    64700        0
MIDWEST EXPRESS HLDGS INC     EQUITY   597911106      481    14535 SH       DEFINED                12,21    14535        0        0
MIDWEST EXPRESS HLDGS INC     EQUITY   597911106       54     1625 SH       DEFINED             18,21,22      400        0     1225
MIDWAY GAMES INC              EQUITY   598148104      354    30794 SH       DEFINED                12,21    30794        0        0
MIDWAY GAMES INC              EQUITY   598148104     1377   119710 SH       DEFINED             18,21,22    86121        0    33589
MIDWEST GRAIN PRODUCTS INC    EQUITY   59832G104       11     1000 SH       DEFINED               -          1000        0        0
MIDWEST GRAIN PRODUCTS INC    EQUITY   59832G104      595    55000 SH       DEFINED             18,21,22     5200        0    49800
MILACRON INC                  EQUITY   598709103      611    33585 SH       DEFINED                12,21    33585        0        0
MILACRON INC                  EQUITY   598709103      210    11538 SH       DEFINED             18,21,22     5526        0     6012
MILACRON INC                  EQUITY   598709103       17      931 SH       DEFINED                   25        0      931        0
MILACRON INC                  EQUITY   598709103       31     1689 SH       DEFINED                21,32     1689        0        0
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103      128     2000 SH       DEFINED               -          2000        0        0
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103     2334    36500 SH       DEFINED                12,21    36500        0        0
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103     2617    40923 SH       DEFINED             18,21,22    17862        0    23061
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103       32      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
MILLENNIUM CHEMICALS INC      EQUITY   599903101       61     2600 SH       DEFINED                12,21     2600        0        0
MILLENNIUM CHEMICALS INC      EQUITY   599903101        4      150 SH       DEFINED          15,18,21,22        1        0      149
MILLENNIUM CHEMICALS INC      EQUITY   599903101      498    21175 SH       DEFINED             18,21,22    15526        0     5648
HERMAN MILLER INC             EQUITY   600544100      633    25000 SH       DEFINED                12,21    25000        0        0
HERMAN MILLER INC             EQUITY   600544100      239     9448 SH       DEFINED             18,21,22     3582        0     5866
MILLER INDUSTRIES INC-TENN    EQUITY   600551105      124    40450 SH       DEFINED                12,21    40450        0        0
MILLER INDUSTRIES INC-TENN    EQUITY   600551105       11     3500 SH       DEFINED          15,18,21,22     3500        0        0
MILLER INDUSTRIES INC-TENN    EQUITY   600551105       39    12715 SH       DEFINED             18,21,22     2467        0    10248
MILLIPORE CORP                EQUITY   601073109     1680    42202 SH       DEFINED                12,21    42202        0        0
MILLIPORE CORP                EQUITY   601073109       27      666 SH       DEFINED             16,18,21      666        0        0
MILLIPORE CORP                EQUITY   601073109      841    21125 SH       DEFINED             18,21,22    13183        0     7942
MILLIPORE CORP                EQUITY   601073109       63     1572 SH       DEFINED                   25        0     1572        0
MILLIPORE CORP                EQUITY   601073109      577    14499 SH       DEFINED                21,32    14499        0        0
MILLS CORP                    EQUITY   601148109     1751    85400 SH       DEFINED                12,21    85400        0        0
MILLS CORP                    EQUITY   601148109       38     1850 SH       DEFINED          15,18,21,22     1470        0      380
MILLS CORP                    EQUITY   601148109     1435    70000 SH       DEFINED             16,18,21    70000        0        0
MILLS CORP                    EQUITY   601148109     2909   141885 SH       DEFINED             18,21,22    92498        0    49387
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2       59    75000 PRN      DEFINED               -         75000        0        0
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2       16    20000 PRN      DEFINED                12,21    20000        0        0
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2      138   177000 PRN      DEFINED          15,18,21,22    54000        0   123000
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2     2452  3144000 PRN      DEFINED             18,21,22  2192000        0   952000
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2     1092  1400000 PRN      DEFINED        3,13,28,29,31  1400000        0        0
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2      780  1000000 PRN      DEFINED           3,13,30,31  1000000        0        0
MINDSPRING ENTERPRISES INC    EQUITY   602683104        3      100 SH       DEFINED               -           100        0        0
MINDSPRING ENTERPRISES INC    EQUITY   602683104       14      450 SH       DEFINED                  4,6        0        0      450
MINDSPRING ENTERPRISES INC    EQUITY   602683104     5208   168000 SH       DEFINED                12,21   168000        0        0
MINDSPRING ENTERPRISES INC    EQUITY   602683104     2571    82937 SH       DEFINED          15,18,21,22    17815        0    65122
MINDSPRING ENTERPRISES INC    EQUITY   602683104    16486   531806 SH       DEFINED             18,21,22   227963        0   303843
MINE SAFETY APPLIANCES CO     EQUITY   602720104      194     2813 SH       DEFINED                12,21     2813        0        0
MINE SAFETY APPLIANCES CO     EQUITY   602720104       31      444 SH       DEFINED             18,21,22      177        0      267
MINERALS TECHNOLOGIES INC     EQUITY   603158106      106     2000 SH       DEFINED                  4,6        0        0     2000
MINERALS TECHNOLOGIES INC     EQUITY   603158106      922    17358 SH       DEFINED                12,21    17358        0        0
MINERALS TECHNOLOGIES INC     EQUITY   603158106        5       86 SH       DEFINED          15,18,21,22       86        0        0
MINERALS TECHNOLOGIES INC     EQUITY   603158106     1068    20095 SH       DEFINED             18,21,22    15511        0     4584
MINERALS TECHNOLOGIES INC     EQUITY   603158106      260     4900 SH       DEFINED                21,32     4900        0        0
MINIMED INC                   EQUITY   60365K108       27      340 SH       DEFINED               -           340        0        0
MINIMED INC                   EQUITY   60365K108     2738    34500 SH       DEFINED                12,21    34500        0        0
MINIMED INC                   EQUITY   60365K108      291     3670 SH       DEFINED          15,18,21,22     2470        0     1200
MINIMED INC                   EQUITY   60365K108    21134   266254 SH       DEFINED             18,21,22   132796        0   133458
MINIMED INC                   EQUITY   60365K108     1921    24200 SH       DEFINED                21,32    24200        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105     4075    45686 SH       DEFINED               -         45686        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105     9331   104626 SH       DEFINED                  4,6    58510     3300    42816
MINNESOTA MINING & MFG CO     EQUITY   604059105    60281   675890 SH       DEFINED                12,21   675890        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105    14063   157680 SH       DEFINED          15,18,21,22   100972        0    56707
MINNESOTA MINING & MFG CO     EQUITY   604059105      633     7100 SH       DEFINED             16,18,21     7100        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105   403235  4521176 SH       DEFINED             18,21,22  2938754        0  1582421
MINNESOTA MINING & MFG CO     EQUITY   604059105     8854    99272 SH       DEFINED                   25        0    99272        0
MINNESOTA MINING & MFG CO     EQUITY   604059105      419     4700 SH       DEFINED     3,13,14,27,30,31     4700        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105     2430    27251 SH       DEFINED                21,32    27251        0        0
MINNESOTA POWER INC           EQUITY   604110106       34     1768 SH       DEFINED               -          1768        0        0
MINNESOTA POWER INC           EQUITY   604110106      907    47587 SH       DEFINED                12,21    47587        0        0
MINNESOTA POWER INC           EQUITY   604110106      584    30659 SH       DEFINED             18,21,22    16079        0    14580
MINNESOTA POWER INC           EQUITY   604110106      452    23700 SH       DEFINED                21,32    23700        0        0
MIPS TECHNOLOGIES CL A        EQUITY   604567107     3600    98300 SH       DEFINED                12,21    98300        0        0
MIPS TECHNOLOGIES CL A        EQUITY   604567107      123     3367 SH       DEFINED          15,18,21,22     2364        0     1003
MIPS TECHNOLOGIES CL A        EQUITY   604567107     2277    62181 SH       DEFINED             18,21,22    49604        0    12577
MIPS TECHNOLOGIES CL A        EQUITY   604567107       11      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
MIRAGE RESORTS INC            EQUITY   60462E104       11      813 SH       DEFINED               -           813        0        0
MIRAGE RESORTS INC            EQUITY   60462E104      483    34646 SH       DEFINED                12,21    34646        0        0
MIRAGE RESORTS INC            EQUITY   60462E104       25     1795 SH       DEFINED          15,18,21,22      500        0     1295
MIRAGE RESORTS INC            EQUITY   60462E104     7395   530588 SH       DEFINED             18,21,22   347768        0   182820
MIRAGE RESORTS INC            EQUITY   60462E104       77     5500 SH       DEFINED                   25        0     5500        0
MIRAGE RESORTS INC            EQUITY   60462E104      127     9130 SH       DEFINED                21,32     9130        0        0
MIRAVANT MEDICAL TECHNOLOG    EQUITY   604690107       29     3000 SH       DEFINED                12,21     3000        0        0
MIRAVANT MEDICAL TECHNOLOG    EQUITY   604690107      104    10856 SH       DEFINED             18,21,22      156        0    10700
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208      653    71572 SH       DEFINED                12,21    71572        0        0
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208       11     1200 SH       DEFINED          15,18,21,22     1000        0      200
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208      456    50000 SH       DEFINED             16,18,21    50000        0        0
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208       85     9267 SH       DEFINED             18,21,22     3562        0     5705
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208      132    14500 SH       DEFINED                   25        0    14500        0
MISSISSIPPI VALLEY BANCSHARES EQUITY   605720101      265     7900 SH       DEFINED                12,21     7900        0        0
MITCHELL ENERGY & DEV CORP CL EQUITY   606592202      294    16100 SH       DEFINED                12,21    16100        0        0
MITCHELL ENERGY & DEV CORP CL EQUITY   606592202       59     3221 SH       DEFINED             18,21,22       21        0     3200
MITCHELL ENERGY & DEV CORP CL EQUITY   606592301     5484   305700 SH       DEFINED                12,21   305700        0        0
MITCHELL ENERGY & DEV CORP CL EQUITY   606592301     1026    57186 SH       DEFINED             18,21,22    28074        0    29112
MITY-LITE INC                 EQUITY   606850105     1276    56700 SH       DEFINED             18,21,22    30600        0    26100
MOBIL CORP                    EQUITY   607059102     7210    71699 SH       DEFINED               -         71699        0        0
MOBIL CORP                    EQUITY   607059102     6617    65800 SH       DEFINED   2,3,11,13,14,30,31        0    65800        0
MOBIL CORP                    EQUITY   607059102    62608   622570 SH       DEFINED                  4,6   152577   108909   361084
MOBIL CORP                    EQUITY   607059102      180     1785 SH       DEFINED                5,6,7        0        0     1785
MOBIL CORP                    EQUITY   607059102   277875  2763192 SH       DEFINED                12,21  2763192        0        0
MOBIL CORP                    EQUITY   607059102    14272   141919 SH       DEFINED          15,18,21,22    71194        0    70725
MOBIL CORP                    EQUITY   607059102    36835   366290 SH       DEFINED             16,18,21   366290        0        0
MOBIL CORP                    EQUITY   607059102   773382  7690519 SH       DEFINED             18,21,22  3156277        0  4534242
MOBIL CORP                    EQUITY   607059102     5240    52106 SH       DEFINED                   25        0    52106        0
MOBIL CORP                    EQUITY   607059102     1231    12242 SH       DEFINED     3,13,14,27,30,31    12242        0        0
MOBIL CORP                    EQUITY   607059102     4595    45689 SH       DEFINED                21,32    45689        0        0
MOCON INC                     EQUITY   607494101     1068   142438 SH       DEFINED             18,21,22    25701        0   116737
MODINE MANUFACTURING CO       EQUITY   607828100      707    22209 SH       DEFINED                12,21    22209        0        0
MODINE MANUFACTURING CO       EQUITY   607828100       16      503 SH       DEFINED             18,21,22      403        0      100
MODINE MANUFACTURING CO       EQUITY   607828100      347    10900 SH       DEFINED                21,32    10900        0        0
MODIS PROFESSIONAL SERVICES   EQUITY   607830106       22     1600 SH       DEFINED               -          1600        0        0
MODIS PROFESSIONAL SERVICES   EQUITY   607830106      571    40800 SH       DEFINED                12,21    40800        0        0
MODIS PROFESSIONAL SERVICES   EQUITY   607830106      459    32783 SH       DEFINED          15,18,21,22     9142        0    23641
MODIS PROFESSIONAL SERVICES   EQUITY   607830106     2931   209326 SH       DEFINED             18,21,22   138648        0    70678
MODIS PROFESSIONAL SERVICES   EQUITY   607830106      427    30500 SH       DEFINED                21,32    30500        0        0
MOHAWK INDUSTRIES INC         EQUITY   608190104   153019  5564318 SH       DEFINED                1,4,6  5564318        0        0
MOHAWK INDUSTRIES INC         EQUITY   608190104      193     7018 SH       DEFINED                12,21     7018        0        0
MOHAWK INDUSTRIES INC         EQUITY   608190104        3      119 SH       DEFINED          15,18,21,22      119        0        0
MOHAWK INDUSTRIES INC         EQUITY   608190104      570    20713 SH       DEFINED             18,21,22    15127        0     5586
MOHAWK INDUSTRIES INC         EQUITY   608190104      413    15000 SH       DEFINED                21,32    15000        0        0
MOLEX INC                     EQUITY   608554101       90     2581 SH       DEFINED                  4,6     1800        0      781
MOLEX INC                     EQUITY   608554101      537    15457 SH       DEFINED                12,21    15457        0        0
MOLEX INC                     EQUITY   608554101       33      954 SH       DEFINED          15,18,21,22       96        0      858
MOLEX INC                     EQUITY   608554101     1177    33872 SH       DEFINED             18,21,22    12951        0    20921
MOLEX INC                     EQUITY   608554101      584    16800 SH       DEFINED                21,32    16800        0        0
MOLEX INC CL A                EQUITY   608554200       10      341 SH       DEFINED               -           341        0        0
MOLEX INC CL A                EQUITY   608554200      793    26758 SH       DEFINED                  4,6    17031        0     9727
MOLEX INC CL A                EQUITY   608554200     3048   102900 SH       DEFINED                12,21   102900        0        0
MOLEX INC CL A                EQUITY   608554200      842    28418 SH       DEFINED          15,18,21,22    18798        0     9620
MOLEX INC CL A                EQUITY   608554200     3004   101400 SH       DEFINED             16,18,21   101400        0        0
MOLEX INC CL A                EQUITY   608554200    13138   443479 SH       DEFINED             18,21,22   291264        0   152215
MOLEX INC CL A                EQUITY   608554200    11757   396875 SH       DEFINED            4,6,23,24   396875        0        0
MONACO COACH CORP             EQUITY   60886R103     1070    40300 SH       DEFINED                12,21    40300        0        0
MONACO COACH CORP             EQUITY   60886R103      326    12259 SH       DEFINED             18,21,22     6948        0     5311
MONACO COACH CORP             EQUITY   60886R103      438    16500 SH       DEFINED                   25        0    16500        0
MONDAVI ROBERT CORP CL A      EQUITY   609200100        7      200 SH       DEFINED                  4,6        0        0      200
MONDAVI ROBERT CORP CL A      EQUITY   609200100      236     6362 SH       DEFINED                12,21     6362        0        0
MONDAVI ROBERT CORP CL A      EQUITY   609200100       11      285 SH       DEFINED          15,18,21,22        0        0      285
MONDAVI ROBERT CORP CL A      EQUITY   609200100      140     3763 SH       DEFINED             18,21,22     2123        0     1640
MONDAVI ROBERT CORP CL A      EQUITY   609200100      160     4300 SH       DEFINED                   25        0     4300        0
MONSANTO CO                   EQUITY   611662107     1127    28630 SH       DEFINED               -         28630        0        0
MONSANTO CO                   EQUITY   611662107     7779   197563 SH       DEFINED                  4,6   118129     2000    77434
MONSANTO CO                   EQUITY   611662107    87988  2234615 SH       DEFINED                12,21  2234615        0        0
MONSANTO CO                   EQUITY   611662107     8012   203478 SH       DEFINED          15,18,21,22   118668        0    84810
MONSANTO CO                   EQUITY   611662107    21202   538475 SH       DEFINED             16,18,21   538475        0        0
MONSANTO CO                   EQUITY   611662107   288255  7320770 SH       DEFINED             18,21,22  4183013        0  3137757
MONSANTO CO                   OPTION   611662107     1969    50000 SH  CALL DEFINED             18,21,22    50000        0        0
MONSANTO CO                   OPTION   611662107       35      900 SH  PUT  DEFINED             18,21,22        0        0      900
MONSANTO CO                   EQUITY   611662107    12669   321750 SH       DEFINED            4,6,23,24   321750        0        0
MONSANTO CO                   EQUITY   611662107      697    17695 SH       DEFINED                   25        0    17695        0
MONSANTO CO                   EQUITY   611662107      465    11808 SH       DEFINED     3,13,14,27,30,31    11808        0        0
MONSANTO CO                   EQUITY   611662107     1337    33958 SH       DEFINED                21,32    33958        0        0
MONTANA POWER CO              EQUITY   612085100      635     9150 SH       DEFINED               -          9150        0        0
MONTANA POWER CO              EQUITY   612085100       69     1000 SH       DEFINED                  4,6        0        0     1000
MONTANA POWER CO              EQUITY   612085100     8333   120000 SH       DEFINED                  6,7   120000        0        0
MONTANA POWER CO              EQUITY   612085100     3705    53353 SH       DEFINED                12,21    53353        0        0
MONTANA POWER CO              EQUITY   612085100      139     2000 SH       DEFINED          15,18,21,22        0        0     2000
MONTANA POWER CO              EQUITY   612085100       23      332 SH       DEFINED             16,18,21      332        0        0
MONTANA POWER CO              EQUITY   612085100     4985    71785 SH       DEFINED             18,21,22    20452        0    51333
MONTANA POWER CO              OPTION   612085100      868    12500 SH  CALL DEFINED             18,21,22    12500        0        0
MONTANA POWER CO              EQUITY   612085100     1042    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
MONTANA POWER CO              EQUITY   612085100     1199    17269 SH       DEFINED                21,32    17269        0        0
MONTEREY BAY BANCORP INC      EQUITY   61239H107      260    17093 SH       DEFINED             18,21,22     8500        0     8593
MONY GROUP INC                EQUITY   615337102        7      222 SH       DEFINED               -           222        0        0
MONY GROUP INC                EQUITY   615337102      215     7000 SH       DEFINED                12,21     7000        0        0
MONY GROUP INC                EQUITY   615337102     1173    38138 SH       DEFINED             18,21,22    18148        0    19990
MOOG INC CL A                 EQUITY   615394202      109     3500 SH       DEFINED                  4,6        0        0     3500
MOOG INC CL A                 EQUITY   615394202      164     5249 SH       DEFINED                12,21     5249        0        0
MOOG INC CL A                 EQUITY   615394202      484    15500 SH       DEFINED             16,18,21    15500        0        0
MOOG INC CL A                 EQUITY   615394202      175     5600 SH       DEFINED             18,21,22        0        0     5600
MOOG INC CL A                 EQUITY   615394202      797    25500 SH       DEFINED                   25        0    25500        0
MOOG INC CL A                 EQUITY   615394202     1334    42679 SH       DEFINED                21,32    42679        0        0
J P MORGAN & CO INC           EQUITY   616880100     1039     8216 SH       DEFINED               -          8216        0        0
J P MORGAN & CO INC           EQUITY   616880100     1404    11100 SH       DEFINED   2,3,11,13,14,30,31        0    11100        0
J P MORGAN & CO INC           EQUITY   616880100    15915   125807 SH       DEFINED                  4,6    56471    35950    33386
J P MORGAN & CO INC           EQUITY   616880100    24221   191472 SH       DEFINED                12,21   191472        0        0
J P MORGAN & CO INC           EQUITY   616880100     1640    12962 SH       DEFINED          15,18,21,22     3792        0     9170
J P MORGAN & CO INC           EQUITY   616880100      400     3160 SH       DEFINED             16,18,21     3160        0        0
J P MORGAN & CO INC           EQUITY   616880100    95598   755713 SH       DEFINED             18,21,22   331703        0   424009
J P MORGAN & CO INC           OPTION   616880100       63      500 SH  PUT  DEFINED             18,21,22        0        0      500
J P MORGAN & CO INC           EQUITY   616880100      624     4930 SH       DEFINED                   25        0     4930        0
J P MORGAN & CO INC           EQUITY   616880100      406     3213 SH       DEFINED     3,13,14,27,30,31     3213        0        0
J P MORGAN & CO INC           EQUITY   616880100     1834    14499 SH       DEFINED                21,32    14499        0        0
*** MORGAN STANLEY FIN PLC CU EQUITY   616906608      153     6000 SH       DEFINED               -          6000        0        0
*** MORGAN STANLEY FIN PLC CU EQUITY   616906608      489    19113 SH       DEFINED             18,21,22     6358        0    12755
*** MORGAN STANLEY FIN PLC    EQUITY   616906707       20      800 SH       DEFINED               -           800        0        0
*** MORGAN STANLEY FIN PLC    EQUITY   616906707      302    11870 SH       DEFINED             18,21,22     4457        0     7413
MORGAN STANLEY DEAN WITTER    EQUITY   616988101      433    29849 SH       DEFINED             18,21,22     5749        0    24100
MORGAN GRENFELL SMALLCAP      EQUITY   617357108      362    35501 SH       DEFINED             18,21,22    26825        0     8676
MORGAN KEEGAN INC             EQUITY   617410105      487    28050 SH       DEFINED                12,21    28050        0        0
MORGAN STANLEY DEAN WITTER    EQUITY   61744G107        3      300 SH       DEFINED          15,18,21,22      100        0      200
MORGAN STANLEY DEAN WITTER    EQUITY   61744G107      724    63267 SH       DEFINED             18,21,22    36451        0    26816
MORGAN STANLEY DEAN WITTER    EQUITY   61744U106      236    25000 SH       DEFINED                5,6,7        0        0    25000
MORGAN STANLEY DEAN WITTER    EQUITY   61744U106      240    25416 SH       DEFINED          15,18,21,22     9746        0    15670
MORGAN STANLEY DEAN WITTER    EQUITY   61744U106     3579   379221 SH       DEFINED             18,21,22   205323        0   173898
MORGAN STANLEY DEAN WITTER    EQUITY   617444104      110    11198 SH       DEFINED             18,21,22     6268        0     4929
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     1244    14044 SH       DEFINED               -         14044        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     9496   107224 SH       DEFINED   2,3,11,13,14,30,31        0   107224        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     6567    74148 SH       DEFINED                  4,6    20978     1712    51458
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448      170     1920 SH       DEFINED                5,6,7        0        0     1920
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448      886    10000 SH       DEFINED                  6,7    10000        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448   218200  2463787 SH       DEFINED                12,21  2463787        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     7309    82529 SH       DEFINED          15,18,21,22    59667        0    22861
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448    69681   786800 SH       DEFINED             16,18,21   786800        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448   171333  1934590 SH       DEFINED             18,21,22  1114764        0   819825
MORGAN STANLEY DEAN WITTER CO OPTION   617446448       44      500 SH  PUT  DEFINED             18,21,22        0        0      500
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     1994    22520 SH       DEFINED                   25        0    22520        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448    19673   222141 SH       DEFINED     3,13,14,27,30,31   222141        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     1328    15000 SH       DEFINED        3,13,28,29,31    15000        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     2937    33163 SH       DEFINED                21,32    33163        0        0
MORGAN STANLEY DEAN WITTER    EQUITY   61745C105     1899   174600 SH       DEFINED                12,21   174600        0        0
MORGAN STANLEY DEAN WITTER    EQUITY   61745C105      206    18955 SH       DEFINED             18,21,22    17055        0     1900
MORRISON KNUDSEN CORP NEW     EQUITY   61844A109      301    30181 SH       DEFINED                12,21    30181        0        0
MORRISON KNUDSEN CORP NEW     EQUITY   61844A109      177    17717 SH       DEFINED             18,21,22     9359        0     8358
MORTONS RESTAURANT GROUP INC  EQUITY   619429103     3473   182808 SH       DEFINED   2,3,11,13,14,30,31        0   182808        0
MOSAIX INC                    EQUITY   619454101      102     8085 SH       DEFINED             18,21,22       75        0     8010
MOSAIX INC                    EQUITY   619454101     4414   350000 SH       DEFINED        3,13,30,31,33        0        0   350000
MOTIVEPOWER INDS INC          EQUITY   61980K101     1822   100504 SH       DEFINED                12,21   100504        0        0
MOTIVEPOWER INDS INC          EQUITY   61980K101      367    20250 SH       DEFINED             16,18,21    20250        0        0
MOTIVEPOWER INDS INC          EQUITY   61980K101      199    11002 SH       DEFINED             18,21,22        9        0    10993
MOTIVEPOWER INDS INC          EQUITY   61980K101      253    13950 SH       DEFINED                   25        0    13950        0
MOTIVEPOWER INDS INC          EQUITY   61980K101     1787    98567 SH       DEFINED                21,32    98567        0        0
MOTOR CLUB OF AMERICA         EQUITY   619823107      948    70400 SH       DEFINED   2,3,11,13,14,30,31        0    70400        0
MOTOR CARGO IND INC           EQUITY   619907108     1340   170800 SH       DEFINED                  4,6        0   170800        0
MOTOROLA LIQUID YIELD OPTION  CORPBOND 620076AE9     1233   725000 PRN      DEFINED             16,18,21   725000        0        0
MOTOROLA LIQUID YIELD OPTION  CORPBOND 620076AE9       19    11000 PRN      DEFINED             18,21,22    11000        0        0
MOTOROLA INC SUB DEB CONV     CORPBOND 620076AJ8      194   187000 PRN      DEFINED          15,18,21,22   109000        0    78000
MOTOROLA INC SUB DEB CONV     CORPBOND 620076AJ8     5239  5062000 PRN      DEFINED             18,21,22  3500000        0  1562000
MOTOROLA INC DE               EQUITY   620076109     1723    18554 SH       DEFINED               -         18554        0        0
MOTOROLA INC DE               EQUITY   620076109    10701   115219 SH       DEFINED                  4,6    56460    14200    44559
MOTOROLA INC DE               EQUITY   620076109     4711    50728 SH       DEFINED                5,6,7        0        0    50728
MOTOROLA INC DE               EQUITY   620076109      864     9300 SH       DEFINED                  6,7        0        0     9300
MOTOROLA INC DE               EQUITY   620076109   221280  2382554 SH       DEFINED                12,21  2382554        0        0
MOTOROLA INC DE               EQUITY   620076109    10864   116976 SH       DEFINED          15,18,21,22    59737        0    57238
MOTOROLA INC DE               EQUITY   620076109    14303   154000 SH       DEFINED             16,18,21   154000        0        0
MOTOROLA INC DE               EQUITY   620076109   484493  5216617 SH       DEFINED             18,21,22  3498581        0  1718035
MOTOROLA INC DE               OPTION   620076109      111     1200 SH  CALL DEFINED             18,21,22      100        0     1100
MOTOROLA INC DE               OPTION   620076109     1012    10900 SH  PUT  DEFINED             18,21,22        0        0    10900
MOTOROLA INC DE               EQUITY   620076109    13199   142116 SH       DEFINED                   25        0   142116        0
MOTOROLA INC DE               EQUITY   620076109     4912    52890 SH       DEFINED     3,13,14,27,30,31    52890        0        0
MOTOROLA INC DE               EQUITY   620076109     1858    20000 SH       DEFINED        3,13,28,29,31    20000        0        0
MOTOROLA INC DE               EQUITY   620076109     2923    31470 SH       DEFINED                21,32    31470        0        0
MOVADO GROUP INC              EQUITY   624580106      237     9300 SH       DEFINED                12,21     9300        0        0
MOVADO GROUP INC              EQUITY   624580106        4      150 SH       DEFINED             18,21,22        0        0      150
MPATH INTERACTIVE INC         EQUITY   62473C101      279    17500 SH       DEFINED                  4,6        0        0    17500
MPATH INTERACTIVE INC         EQUITY   62473C101       77     4800 SH       DEFINED                12,21     4800        0        0
MPATH INTERACTIVE INC         EQUITY   62473C101       30     1896 SH       DEFINED          15,18,21,22     1353        0      543
MPATH INTERACTIVE INC         EQUITY   62473C101      609    38234 SH       DEFINED             18,21,22    32185        0     6049
MUELLER INDS INC              EQUITY   624756102     7584   225543 SH       DEFINED                12,21   225543        0        0
MUELLER INDS INC              EQUITY   624756102     4951   147244 SH       DEFINED             18,21,22    42882        0   104362
MUELLER INDS INC              OPTION   624756102      168     5000 SH  CALL DEFINED             18,21,22        0        0     5000
MUELLER INDS INC              EQUITY   624756102      743    22100 SH       DEFINED                   25        0    22100        0
MULTEX.COM INC                EQUITY   625367107      116     6200 SH       DEFINED                12,21     6200        0        0
MULTEX.COM INC                EQUITY   625367107      189    10076 SH       DEFINED             18,21,22      757        0     9319
MUNICIPAL HIGH INCOME FD INC  EQUITY   626214100     1295   146966 SH       DEFINED             18,21,22    11956        0   135009
MUNICIPAL MTG & EQUITY L L C  EQUITY   62624B101      164     8000 SH       DEFINED          15,18,21,22        0        0     8000
MUNICIPAL MTG & EQUITY L L C  EQUITY   62624B101       52     2551 SH       DEFINED             18,21,22     1001        0     1550
MURPHY OIL CORP               EQUITY   626717102     3368    69093 SH       DEFINED                12,21    69093        0        0
MURPHY OIL CORP               EQUITY   626717102     1906    39100 SH       DEFINED             16,18,21    39100        0        0
MURPHY OIL CORP               EQUITY   626717102     2205    45236 SH       DEFINED             18,21,22    32594        0    12641
MURPHY OIL CORP               EQUITY   626717102     4142    84969 SH       DEFINED                21,32    84969        0        0
MUSICLAND STORES CORP         EQUITY   62758B109      925    87100 SH       DEFINED                12,21    87100        0        0
MUSICLAND STORES CORP         EQUITY   62758B109       50     4700 SH       DEFINED                18,21     4700        0        0
MUSICLAND STORES CORP         EQUITY   62758B109       66     6185 SH       DEFINED             18,21,22     3068        0     3117
MUSICLAND STORES CORP         EQUITY   62758B109      287    27000 SH       DEFINED                   25        0    27000        0
MUTUAL RISK MANAGEMENT LTD    EQUITY   628351108      140     4681 SH       DEFINED          15,18,21,22     2696        0     1985
MUTUAL RISK MANAGEMENT LTD    EQUITY   628351108     2635    88023 SH       DEFINED             18,21,22    62722        0    25301
MYERS INDUSTRIES INC          EQUITY   628464109     2644   111900 SH       DEFINED                  4,6        0   111900        0
MYERS INDUSTRIES INC          EQUITY   628464109      853    36104 SH       DEFINED                12,21    36104        0        0
MYERS INDUSTRIES INC          EQUITY   628464109        8      329 SH       DEFINED             18,21,22        0        0      328
MYERS INDUSTRIES INC          EQUITY   628464109      636    26900 SH       DEFINED                   25        0    26900        0
MYLAN LABORATORIES INC        EQUITY   628530107       17      750 SH       DEFINED               -           750        0        0
MYLAN LABORATORIES INC        EQUITY   628530107     1806    79600 SH       DEFINED   2,3,11,13,14,30,31        0    79600        0
MYLAN LABORATORIES INC        EQUITY   628530107      550    24230 SH       DEFINED                  4,6    23000        0     1230
MYLAN LABORATORIES INC        EQUITY   628530107    24728  1089914 SH       DEFINED                12,21  1089914        0        0
MYLAN LABORATORIES INC        EQUITY   628530107      292    12875 SH       DEFINED          15,18,21,22     8705        0     4170
MYLAN LABORATORIES INC        EQUITY   628530107    11995   528713 SH       DEFINED             18,21,22   381645        0   147067
MYLAN LABORATORIES INC        EQUITY   628530107     1139    50200 SH       DEFINED                21,32    50200        0        0
MYLEX CORP                    EQUITY   628546103     3473   302000 SH       DEFINED                12,21   302000        0        0
MYLEX CORP                    EQUITY   628546103      380    33000 SH       DEFINED             18,21,22        0        0    33000
MYRIAD GENETICS INC           EQUITY   62855J104        3      300 SH       DEFINED          15,18,21,22      225        0       75
MYRIAD GENETICS INC           EQUITY   62855J104      216    21375 SH       DEFINED             18,21,22    16075        0     5300
NABI INC CV BK/ENTRY          CORPBOND 628716AB8      108   165000 PRN      DEFINED             18,21,22        0        0   165000
NABI                          EQUITY   628716102     2393   580000 SH       DEFINED                12,21   580000        0        0
NABI                          EQUITY   628716102       88    21400 SH       DEFINED             18,21,22     1500        0    19900
N B T BANCORP INC             EQUITY   628778102      216    10295 SH       DEFINED                12,21    10295        0        0
N B T BANCORP INC             EQUITY   628778102       29     1359 SH       DEFINED             18,21,22        1        0     1358
NBTY INC                      EQUITY   628782104      306    50000 SH       DEFINED                12,21    50000        0        0
NBTY INC                      EQUITY   628782104       56     9100 SH       DEFINED                18,21     9100        0        0
NBTY INC                      EQUITY   628782104      159    26031 SH       DEFINED             18,21,22     4031        0    22000
NCH CORP                      EQUITY   628850109       93     1840 SH       DEFINED                12,21     1840        0        0
NCH CORP                      EQUITY   628850109      176     3500 SH       DEFINED             18,21,22     2415        0     1085
NCI BUILDING SYSTEMS INC.     EQUITY   628852105       37     2000 SH       DEFINED                  4,6        0        0     2000
NCI BUILDING SYSTEMS INC.     EQUITY   628852105     1163    63082 SH       DEFINED                12,21    63082        0        0
NCI BUILDING SYSTEMS INC.     EQUITY   628852105       10      554 SH       DEFINED             18,21,22        4        0      550
NCI BUILDING SYSTEMS INC.     EQUITY   628852105      371    20100 SH       DEFINED                   25        0    20100        0
NCO GROUP INC                 EQUITY   628858102      342     8300 SH       DEFINED                12,21     8300        0        0
NCO GROUP INC                 EQUITY   628858102      179     4341 SH       DEFINED          15,18,21,22     3396        0      945
NCO GROUP INC                 EQUITY   628858102       51     1240 SH       DEFINED             18,21,22      840        0      400
NCR CORP NEW                  EQUITY   62886E108       13      274 SH       DEFINED               -           274        0        0
NCR CORP NEW                  EQUITY   62886E108     2353    50330 SH       DEFINED                  4,6    49297       33     1000
NCR CORP NEW                  EQUITY   62886E108      196     4200 SH       DEFINED                  6,7     4200        0        0
NCR CORP NEW                  EQUITY   62886E108     2034    43508 SH       DEFINED                12,21    43508        0        0
NCR CORP NEW                  EQUITY   62886E108      404     8634 SH       DEFINED          15,18,21,22     5521        0     3113
NCR CORP NEW                  EQUITY   62886E108       22      481 SH       DEFINED             16,18,21      481        0        0
NCR CORP NEW                  EQUITY   62886E108    13405   286742 SH       DEFINED             18,21,22   207722        0    79020
NCR CORP NEW                  EQUITY   62886E108       14      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
NCR CORP NEW                  EQUITY   62886E108      898    19200 SH       DEFINED                21,32    19200        0        0
NCS HEALTHCARE INC CONV SUB   CORPBOND 628874AC3     1415  2865000 PRN      DEFINED             18,21,22  2865000        0        0
NCS HEALTHCARE INC CLASS A    EQUITY   628874109      194    41200 SH       DEFINED                12,21    41200        0        0
NCS HEALTHCARE INC CLASS A    EQUITY   628874109        3      555 SH       DEFINED             18,21,22       55        0      500
NAC RE CORP                   EQUITY   628907107     4039    84076 SH       DEFINED             18,21,22        0        0    84076
*** NEC CORP ADR -USD-        EQUITY   629050204      280     3609 SH       DEFINED             18,21,22     2824        0      785
NFO WORLDWIDE INC             EQUITY   62910N108       34     2285 SH       DEFINED                  4,6        0        0     2285
NFO WORLDWIDE INC             EQUITY   62910N108      258    17400 SH       DEFINED                12,21    17400        0        0
NL INDUSTRIES INC NEW         EQUITY   629156407      904    68902 SH       DEFINED                12,21    68902        0        0
NL INDUSTRIES INC NEW         EQUITY   629156407        1       50 SH       DEFINED          15,18,21,22        0        0       50
NL INDUSTRIES INC NEW         EQUITY   629156407      236    18000 SH       DEFINED             16,18,21    18000        0        0
NL INDUSTRIES INC NEW         EQUITY   629156407       21     1634 SH       DEFINED             18,21,22      933        0      701
NL INDUSTRIES INC NEW         EQUITY   629156407     1087    82782 SH       DEFINED                21,32    82782        0        0
NN BALL & ROLLER INC          EQUITY   629305103      101    14727 SH       DEFINED             18,21,22    12762        0     1965
NPC INTL INC                  EQUITY   629360306     1282    99080 SH       DEFINED                12,21    99080        0        0
NPC INTL INC                  EQUITY   629360306      135    10440 SH       DEFINED          15,18,21,22     8475        0     1965
NPC INTL INC                  EQUITY   629360306     2025   156550 SH       DEFINED             18,21,22   111432        0    45118
NTL INCORPORATED              EQUITY   629407107     6156    59188 SH       DEFINED                  4,6    17310    31453    10425
NTL INCORPORATED              EQUITY   629407107    17882   171946 SH       DEFINED                12,21   171946        0        0
NTL INCORPORATED              EQUITY   629407107     2627    25256 SH       DEFINED             18,21,22     4051        0    21205
NTL INCORPORATED              EQUITY   629407107     1550    14900 SH       DEFINED     3,13,14,27,30,31    14900        0        0
NTL INCORPORATED              EQUITY   629407107     5754    55325 SH       DEFINED                21,32    55325        0        0
NTN COMMUNICATIONS INC NEW    EQUITY   629410309        1     1000 SH       DEFINED             16,18,21     1000        0        0
NTN COMMUNICATIONS INC NEW    EQUITY   629410309       13    10100 SH       DEFINED             18,21,22        0        0    10100
N U I CORP                    EQUITY   629430109      298    11073 SH       DEFINED                12,21    11073        0        0
N U I CORP                    EQUITY   629430109       32     1202 SH       DEFINED             18,21,22      702        0      500
NVR INC                       EQUITY   62944T105       25      460 SH       DEFINED               -           460        0        0
NVR INC                       EQUITY   62944T105     3083    56696 SH       DEFINED                12,21    56696        0        0
NVR INC                       EQUITY   62944T105      164     3010 SH       DEFINED          15,18,21,22     2520        0      490
NVR INC                       EQUITY   62944T105     6110   112359 SH       DEFINED             18,21,22    85419        0    26940
NVR INC                       EQUITY   62944T105     2464    45321 SH       DEFINED                21,32    45321        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102        1       50 SH       DEFINED               -            50        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102       33     1787 SH       DEFINED                  4,6     1787        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102    58957  3219432 SH       DEFINED                12,21  3219432        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102      579    31605 SH       DEFINED          15,18,21,22    20043        0    11561
NABISCO GROUP HLDG CORP       EQUITY   62952P102    58967  3219944 SH       DEFINED             16,18,21  3219944        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102     4840   264300 SH       DEFINED       17,18,19,20,21   264300        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102    15664   855348 SH       DEFINED             18,21,22   540009        0   315338
NABISCO GROUP HLDG CORP       EQUITY   62952P102     1084    59200 SH       DEFINED                   25        0    59200        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102      242    13200 SH       DEFINED     3,13,14,27,30,31    13200        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102      303    16545 SH       DEFINED                21,32    16545        0        0
NABISCO HOLDINGS CORP CL A    EQUITY   629526104       27      647 SH       DEFINED               -           647        0        0
NABISCO HOLDINGS CORP CL A    EQUITY   629526104      606    14675 SH       DEFINED                12,21    14675        0        0
NABISCO HOLDINGS CORP CL A    EQUITY   629526104       81     1966 SH       DEFINED          15,18,21,22     1756        0      210
NABISCO HOLDINGS CORP CL A    EQUITY   629526104     8351   202150 SH       DEFINED       17,18,19,20,21   202150        0        0
NABISCO HOLDINGS CORP CL A    EQUITY   629526104     6314   152826 SH       DEFINED             18,21,22    76691        0    76134
NABISCO HOLDINGS CORP CL A    EQUITY   629526104       54     1310 SH       DEFINED                21,32     1310        0        0
NABORS INDS INC CV SUB DEBS   CORPBOND 629568AA4       67    65000 PRN      DEFINED               -         65000        0        0
NABORS INDS INC CV SUB DEBS   CORPBOND 629568AA4       21    20000 PRN      DEFINED                12,21    20000        0        0
NABORS INDS INC CV SUB DEBS   CORPBOND 629568AA4      175   169000 PRN      DEFINED          15,18,21,22    87000        0    82000
NABORS INDS INC CV SUB DEBS   CORPBOND 629568AA4     4573  4418000 PRN      DEFINED             18,21,22  3312000        0  1106000
NABORS INDS INC CV SUB DEBS   CORPBOND 629568AA4       31    30000 PRN      DEFINED     3,13,14,27,30,31    30000        0        0
NABORS INDS INC CV SUB DEBS   CORPBOND 629568AA4     8148  7872000 PRN      DEFINED        3,13,28,29,31  7872000        0        0
NABORS INDS INC CV SUB DEBS   CORPBOND 629568AA4     6653  6428000 PRN      DEFINED           3,13,30,31  6428000        0        0
NABORS INDS INC               EQUITY   629568106       50     2200 SH       DEFINED               -          2200        0        0
NABORS INDS INC               EQUITY   629568106     2783   123000 SH       DEFINED   2,3,11,13,14,30,31        0   123000        0
NABORS INDS INC               EQUITY   629568106      777    34350 SH       DEFINED                  4,6    14000        0    20350
NABORS INDS INC               EQUITY   629568106     2764   122175 SH       DEFINED                  6,7   122175        0        0
NABORS INDS INC               EQUITY   629568106    17074   754669 SH       DEFINED                12,21   754669        0        0
NABORS INDS INC               EQUITY   629568106      163     7200 SH       DEFINED          15,18,21,22      370        0     6830
NABORS INDS INC               EQUITY   629568106     3255   143868 SH       DEFINED             18,21,22    97707        0    46161
NABORS INDS INC               EQUITY   629568106      226    10000 SH       DEFINED                   25        0    10000        0
NABORS INDS INC               EQUITY   629568106       97     4300 SH       DEFINED     3,13,14,27,30,31     4300        0        0
NACCO INDUSTRIES INC CLASS A  EQUITY   629579103     1810    23114 SH       DEFINED                12,21    23114        0        0
NACCO INDUSTRIES INC CLASS A  EQUITY   629579103       47      602 SH       DEFINED             18,21,22      501        0      101
NACCO INDUSTRIES INC CLASS A  EQUITY   629579103       11      140 SH       DEFINED                   25        0      140        0
NACCO INDUSTRIES INC CLASS A  EQUITY   629579103       28      361 SH       DEFINED                21,32      361        0        0
NALCO CHEMICAL CO             EQUITY   629853102     1153    22414 SH       DEFINED                12,21    22414        0        0
NALCO CHEMICAL CO             EQUITY   629853102    13556   263550 SH       DEFINED          15,18,21,22   175968        0    87582
NALCO CHEMICAL CO             EQUITY   629853102      823    16000 SH       DEFINED             16,18,21    16000        0        0
NALCO CHEMICAL CO             EQUITY   629853102    50302   977918 SH       DEFINED             18,21,22   735243        0   242675
NALCO CHEMICAL CO             EQUITY   629853102       97     1888 SH       DEFINED                   25        0     1888        0
NALCO CHEMICAL CO             EQUITY   629853102      157     3055 SH       DEFINED                21,32     3055        0        0
NANOGEN INC, SAN DIEGO        EQUITY   630075109      359    51275 SH       DEFINED               -         51275        0        0
NANOGEN INC, SAN DIEGO        EQUITY   630075109     2240   320000 SH       DEFINED                12,21   320000        0        0
NANOGEN INC, SAN DIEGO        EQUITY   630075109       95    13540 SH       DEFINED          15,18,21,22     4110        0     9430
NANOGEN INC, SAN DIEGO        EQUITY   630075109     4255   607863 SH       DEFINED             18,21,22   232430        0   375433
NANOPHASE TECH CORP           EQUITY   630079101      296   182231 SH       DEFINED          15,18,21,22    33508        0   148723
NAPRO BIOTHERAPEUTICS INC     EQUITY   630795102       48    24028 SH       DEFINED             18,21,22    22778        0     1250
NASDAQ 100 TRUST SER 1        EQUITY   631100104     6979    61830 SH       DEFINED                  4,6        0        0    61830
NASDAQ 100 TRUST SER 1        EQUITY   631100104    18936   167763 SH       DEFINED             18,21,22   140578        0    27185
NASDAQ 100 TRUST SER 1        OPTION   631100104    22654   200700 SH  CALL DEFINED             18,21,22   200000        0      700
NASH-FINCH CO                 EQUITY   631158102     1323   145000 SH       DEFINED                12,21   145000        0        0
NASH-FINCH CO                 EQUITY   631158102       11     1200 SH       DEFINED             18,21,22     1100        0      100
NASHUA CORP DE                EQUITY   631226107      201    18400 SH       DEFINED             18,21,22        0        0    18400
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309      146     5200 SH       DEFINED               -          5200        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309      224     8000 SH       DEFINED                12,21     8000        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309      608    21705 SH       DEFINED          15,18,21,22     9260        0    12445
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309    13710   489645 SH       DEFINED             18,21,22   332165        0   157480
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309      224     8000 SH       DEFINED     3,13,14,27,30,31     8000        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309     7434   265492 SH       DEFINED        3,13,28,29,31   265492        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309     6258   223508 SH       DEFINED           3,13,30,31   223508        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525408      350     4655 SH       DEFINED               -          4655        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525408      166     2205 SH       DEFINED          15,18,21,22     1790        0      415
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525408     5019    66814 SH       DEFINED             18,21,22    51482        0    15332
NATIONAL BANCORP ALASKA INC   EQUITY   632587101      353    12832 SH       DEFINED                12,21    12832        0        0
NATIONAL BANCORP ALASKA INC   EQUITY   632587101      157     5701 SH       DEFINED             18,21,22     5701        0        0
NATIONAL CITY BANCSHARES INC  EQUITY   635313109       15      525 SH       DEFINED               -           525        0        0
NATIONAL CITY BANCSHARES INC  EQUITY   635313109      349    11965 SH       DEFINED                12,21    11965        0        0
NATIONAL CITY BANCSHARES INC  EQUITY   635313109       15      525 SH       DEFINED             18,21,22        0        0      525
NATIONAL CITY CORP            EQUITY   635405103      278     9274 SH       DEFINED               -          9274        0        0
NATIONAL CITY CORP            EQUITY   635405103      269     8976 SH       DEFINED                  4,6     8976        0        0
NATIONAL CITY CORP            EQUITY   635405103    15397   514283 SH       DEFINED                12,21   514283        0        0
NATIONAL CITY CORP            EQUITY   635405103      621    20753 SH       DEFINED          15,18,21,22     9802        0    10950
NATIONAL CITY CORP            EQUITY   635405103    36055  1204336 SH       DEFINED             18,21,22   715466        0   488870
NATIONAL CITY CORP            EQUITY   635405103      627    20944 SH       DEFINED                   25        0    20944        0
NATIONAL CITY CORP            EQUITY   635405103      257     8600 SH       DEFINED     3,13,14,27,30,31     8600        0        0
NATIONAL CITY CORP            EQUITY   635405103      533    17817 SH       DEFINED                21,32    17817        0        0
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101        1       55 SH       DEFINED               -            55        0        0
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101     2923   131000 SH       DEFINED                    6   131000        0        0
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101     3040   136258 SH       DEFINED                12,21   136258        0        0
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101      160     7156 SH       DEFINED          15,18,21,22     3143        0     4013
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101     4740   212415 SH       DEFINED             18,21,22   145605        0    66809
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101     3976   178213 SH       DEFINED                21,32   178213        0        0
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101       22      655 SH       DEFINED               -           655        0        0
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101      141     4200 SH       DEFINED                  4,6        0        0     4200
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101     4055   120583 SH       DEFINED                12,21   120583        0        0
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101       61     1815 SH       DEFINED          15,18,21,22     1410        0      405
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101     1907    56708 SH       DEFINED             18,21,22    39697        0    17011
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101     1729    51420 SH       DEFINED                21,32    51420        0        0
NATIONAL DATA CORP CONV NOTES CORPBOND 635621AA3      264   250000 PRN      DEFINED                12,21   250000        0        0
NATIONAL DATA CORP CONV NOTES CORPBOND 635621AA3        9     9000 PRN      DEFINED          15,18,21,22        0        0     9000
NATIONAL DATA CORP CONV NOTES CORPBOND 635621AA3     1034   980000 PRN      DEFINED             18,21,22   774000        0   206000
NATIONAL DATA CORP            EQUITY   635621105     5312   126291 SH       DEFINED                12,21   126291        0        0
NATIONAL DATA CORP            EQUITY   635621105       13      305 SH       DEFINED          15,18,21,22      105        0      200
NATIONAL DATA CORP            EQUITY   635621105     1011    24043 SH       DEFINED             18,21,22    17550        0     6493
NATIONAL DATA CORP            EQUITY   635621105     1380    32800 SH       DEFINED                   25        0    32800        0
NATIONAL DENTEX CORP          EQUITY   63563H109       15      875 SH       DEFINED          15,18,21,22      650        0      225
NATIONAL DENTEX CORP          EQUITY   63563H109      971    55708 SH       DEFINED             18,21,22    41583        0    14125
NATIONAL DISC BROKERS GROUP   EQUITY   635646102      178     4800 SH       DEFINED                12,21     4800        0        0
NATIONAL DISC BROKERS GROUP   EQUITY   635646102        7      200 SH       DEFINED          15,18,21,22        0        0      200
NATIONAL DISC BROKERS GROUP   EQUITY   635646102        6      156 SH       DEFINED             18,21,22      100        0       56
NATIONAL DISC BROKERS GROUP   EQUITY   635646102     1134    30600 SH       DEFINED                   25        0    30600        0
NATIONAL EQUIPMENT SERVICES   EQUITY   635847106      101     9200 SH       DEFINED                12,21     9200        0        0
NATIONAL EQUIPMENT SERVICES   EQUITY   635847106       96     8800 SH       DEFINED          15,18,21,22     6695        0     2105
NATIONAL EQUIPMENT SERVICES   EQUITY   635847106     2425   221681 SH       DEFINED             18,21,22   148210        0    73471
NATIONAL HEALTH REALTY INC    EQUITY   635905102      364    30660 SH       DEFINED               -         30660        0        0
NATIONAL HEALTH REALTY INC    EQUITY   635905102        4      300 SH       DEFINED          15,18,21,22        0        0      300
NATIONAL HEALTH REALTY INC    EQUITY   635905102      400    33660 SH       DEFINED             18,21,22        0        0    33660
NATIONAL HEALTHCARE CORP      EQUITY   635906100      250    36760 SH       DEFINED               -         36760        0        0
NATIONAL HEALTHCARE CORP      EQUITY   635906100       20     2900 SH       DEFINED                12,21     2900        0        0
NATIONAL HEALTHCARE CORP      EQUITY   635906100      264    38760 SH       DEFINED             18,21,22        0        0    38760
NATIONAL FUEL GAS CO          EQUITY   636180101     4546    96601 SH       DEFINED                12,21    96601        0        0
NATIONAL FUEL GAS CO          EQUITY   636180101       56     1200 SH       DEFINED          15,18,21,22        0        0     1200
NATIONAL FUEL GAS CO          EQUITY   636180101     2376    50476 SH       DEFINED             18,21,22    16154        0    34322
NATIONAL FUEL GAS CO          EQUITY   636180101      706    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
NATIONAL FUEL GAS CO          EQUITY   636180101      424     9000 SH       DEFINED                21,32     9000        0        0
NATIONAL GOLF PROPERTIES INC  EQUITY   63623G109       24     1000 SH       DEFINED               -          1000        0        0
NATIONAL GOLF PROPERTIES INC  EQUITY   63623G109     3009   127373 SH       DEFINED                12,21   127373        0        0
NATIONAL GOLF PROPERTIES INC  EQUITY   63623G109       12      500 SH       DEFINED          15,18,21,22        0        0      500
NATIONAL GOLF PROPERTIES INC  OPTION   63623G109       14      600 SH  PUT  DEFINED             18,21,22        0        0      600
NATIONAL GOLF PROPERTIES INC  EQUITY   63623G109     1787    75641 SH       DEFINED             18,21,22    31828        0    43812
NATIONAL HEALTH INVS INC      EQUITY   63633D104       22     1000 SH       DEFINED               -          1000        0        0
NATIONAL HEALTH INVS INC      EQUITY   63633D104      445    20012 SH       DEFINED                12,21    20012        0        0
NATIONAL HEALTH INVS INC      EQUITY   63633D104      117     5250 SH       DEFINED          15,18,21,22      960        0     4290
NATIONAL HEALTH INVS INC      EQUITY   63633D104     2446   109939 SH       DEFINED             18,21,22    60918        0    49021
NATIONAL INSTRUMENTS CORP     EQUITY   636518102     3323    74885 SH       DEFINED                  4,6    28620    36090    10175
NATIONAL INSTRUMENTS CORP     EQUITY   636518102       23      515 SH       DEFINED                  6,7        0        0      515
NATIONAL INSTRUMENTS CORP     EQUITY   636518102      675    15200 SH       DEFINED                12,21    15200        0        0
NATIONAL INSTRUMENTS CORP     EQUITY   636518102      273     6145 SH       DEFINED          15,18,21,22     4260        0     1885
NATIONAL INSTRUMENTS CORP     EQUITY   636518102     6357   143250 SH       DEFINED             18,21,22    85035        0    58215
NATIONAL OILWELL INC          EQUITY   637071101       94     6000 SH       DEFINED               -          6000        0        0
NATIONAL OILWELL INC          EQUITY   637071101     2888   184073 SH       DEFINED                12,21   184073        0        0
NATIONAL OILWELL INC          EQUITY   637071101      909    57929 SH       DEFINED          15,18,21,22     7703        0    50226
NATIONAL OILWELL INC          EQUITY   637071101     2254   143671 SH       DEFINED             18,21,22    72046        0    71625
NATIONAL PENN BANCSHARES INC  EQUITY   637138108      331    14791 SH       DEFINED                12,21    14791        0        0
NATIONAL PENN BANCSHARES INC  EQUITY   637138108       47     2096 SH       DEFINED             18,21,22        0        0     2096
*** NATIONAL PWR PLC SPON ADR EQUITY   637194408       30     1040 SH       DEFINED               -          1040        0        0
*** NATIONAL PWR PLC SPON ADR EQUITY   637194408     2153    75879 SH       DEFINED          15,18,21,22    49304        0    26575
*** NATIONAL PWR PLC SPON ADR EQUITY   637194408    66508  2343880 SH       DEFINED             18,21,22  1698827        0   645053
*** NATIONAL PWR PLC SPON ADR EQUITY   637194408     1248    43990 SH       DEFINED                   25        0    43990        0
NATIONAL PRESTO INDUSTRIES IN EQUITY   637215104      229     5905 SH       DEFINED                12,21     5905        0        0
NATIONAL PRESTO INDUSTRIES IN EQUITY   637215104       57     1460 SH       DEFINED             16,18,21     1460        0        0
NATIONAL PROCESSING INC       EQUITY   637229105      195    21783 SH       DEFINED                12,21    21783        0        0
NATIONAL PROCESSING INC       EQUITY   637229105      134    15000 SH       DEFINED             16,18,21    15000        0        0
NATIONAL PROCESSING INC       EQUITY   637229105        7      800 SH       DEFINED             18,21,22        0        0      800
NATIONAL R.V. HOLDINGS INC    EQUITY   637277104      502    19800 SH       DEFINED                  4,6        0        0    19800
NATIONAL R.V. HOLDINGS INC    EQUITY   637277104     1255    49450 SH       DEFINED                12,21    49450        0        0
NATIONAL R.V. HOLDINGS INC    EQUITY   637277104      381    15011 SH       DEFINED             18,21,22     5501        0     9510
NATIONAL R.V. HOLDINGS INC    EQUITY   637277104      312    12300 SH       DEFINED                   25        0    12300        0
NATIONAL SEMI CONDUCTORS CV   CORPBOND 637640AA1      284   300000 PRN      DEFINED                12,21   300000        0        0
NATIONAL SEMI CONDUCTORS CV   CORPBOND 637640AA1     1914  2020000 PRN      DEFINED             18,21,22  2000000        0    20000
NATIONAL SEMICONDUCTOR CORP C CORPBOND 637640AB9       62    65000 PRN      DEFINED             18,21,22        0        0    65000
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103     1668    66400 SH       DEFINED                12,21    66400        0        0
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103      288    11458 SH       DEFINED          15,18,21,22      108        0    11350
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103      377    15000 SH       DEFINED             16,18,21    15000        0        0
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103    12381   492788 SH       DEFINED             18,21,22   302949        0   189839
NATIONAL SEMICONDUCTOR CORP   OPTION   637640103      276    11000 SH  CALL DEFINED             18,21,22        0        0    11000
NATIONAL SEMICONDUCTOR CORP   OPTION   637640103      653    26000 SH  PUT  DEFINED             18,21,22        0        0    26000
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103      118     4695 SH       DEFINED                   25        0     4695        0
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103      197     7829 SH       DEFINED                21,32     7829        0        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107      123     3500 SH       DEFINED               -          3500        0        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107      170     4869 SH       DEFINED                12,21     4869        0        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107       12      357 SH       DEFINED          15,18,21,22       19        0      338
NATL SERVICE INDUSTRIES INC   EQUITY   637657107      234     6692 SH       DEFINED             16,18,21     6692        0        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107     2807    80204 SH       DEFINED             18,21,22    18992        0    61212
NATL SERVICE INDUSTRIES INC   EQUITY   637657107       36     1029 SH       DEFINED                   25        0     1029        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107       66     1894 SH       DEFINED                21,32     1894        0        0
NATIONAL STEEL CORP CL B      EQUITY   637844309      735    90400 SH       DEFINED   2,3,11,13,14,30,31        0    90400        0
NATIONAL STEEL CORP CL B      EQUITY   637844309      126    15465 SH       DEFINED                12,21    15465        0        0
NATIONAL STEEL CORP CL B      EQUITY   637844309        4      500 SH       DEFINED          15,18,21,22        0        0      500
NATIONAL STEEL CORP CL B      EQUITY   637844309       63     7703 SH       DEFINED             18,21,22     3651        0     4051
NATIONAL TECHTEAM INC         EQUITY   638108100       78    13535 SH       DEFINED             18,21,22    12000        0     1535
*** NATIONAL WESTMINISTER BAN EQUITY   638539403      353     2970 SH       DEFINED               -          2970        0        0
*** NATIONAL WESTMINISTER BAN EQUITY   638539403      197     1656 SH       DEFINED          15,18,21,22      787        0      869
*** NATIONAL WESTMINISTER BAN EQUITY   638539403     4697    39469 SH       DEFINED             18,21,22    29545        0     9924
*** NATIONAL WESTMINISTER BAN EQUITY   638539403      405     3400 SH       DEFINED                   25        0     3400        0
*** NATIONAL WESTMINSTER BK   EQUITY   638539882       31     1200 SH       DEFINED               -          1200        0        0
*** NATIONAL WESTMINSTER BK   EQUITY   638539882      559    21701 SH       DEFINED             18,21,22    21701        0        0
*** NATIONAL WESTMINSTER BK   EQUITY   638539882    14806   575000 SH       DEFINED        3,13,28,29,31   575000        0        0
*** NATIONAL WESTMINSTER BK   EQUITY   638539882    30900  1200000 SH       DEFINED           3,13,30,31  1200000        0        0
NATIONWIDE FINANCIAL SERV-A   EQUITY   638612101      235     5400 SH       DEFINED                  4,6        0        0     5400
NATIONWIDE FINANCIAL SERV-A   EQUITY   638612101    27700   637692 SH       DEFINED                12,21   637692        0        0
NATIONWIDE FINANCIAL SERV-A   EQUITY   638612101    24347   560500 SH       DEFINED             16,18,21   560500        0        0
NATIONWIDE FINANCIAL SERV-A   EQUITY   638612101       59     1368 SH       DEFINED             18,21,22      868        0      500
NATIONWIDE FINANCIAL SERV-A   EQUITY   638612101      265     6100 SH       DEFINED                   25        0     6100        0
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104       11      675 SH       DEFINED               -           675        0        0
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104     1800   105863 SH       DEFINED                12,21   105863        0        0
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104        8      450 SH       DEFINED          15,18,21,22        0        0      450
NATIONWIDE HEALTH PPTYS INC   OPTION   638620104        9      500 SH  PUT  DEFINED             18,21,22        0        0      500
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104     1933   113730 SH       DEFINED             18,21,22    94854        0    18876
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104     1927   113364 SH       DEFINED                21,32   113364        0        0
NAVIGATORS GROUP INC          EQUITY   638904102      330    21317 SH       DEFINED             18,21,22    19617        0     1700
NATURES SUNSHINE PRODUCTS INC EQUITY   639027101      900    95400 SH       DEFINED                12,21    95400        0        0
NATURES SUNSHINE PRODUCTS INC EQUITY   639027101       62     6610 SH       DEFINED             18,21,22      202        0     6408
NAUTICA ENTERPRISES INC       EQUITY   639089101      548    32600 SH       DEFINED                12,21    32600        0        0
NAUTICA ENTERPRISES INC       EQUITY   639089101       36     2150 SH       DEFINED          15,18,21,22      175        0     1975
NAUTICA ENTERPRISES INC       EQUITY   639089101       19     1120 SH       DEFINED             16,18,21     1120        0        0
NAUTICA ENTERPRISES INC       EQUITY   639089101      930    55344 SH       DEFINED             18,21,22    46572        0     8772
NAVISTAR INTL CORP NEW        EQUITY   63934E108     9690   217437 SH       DEFINED                12,21   217437        0        0
NAVISTAR INTL CORP NEW        EQUITY   63934E108      370     8314 SH       DEFINED          15,18,21,22     4037        0     4277
NAVISTAR INTL CORP NEW        EQUITY   63934E108      223     5000 SH       DEFINED             16,18,21     5000        0        0
NAVISTAR INTL CORP NEW        EQUITY   63934E108   152387  3419593 SH       DEFINED             18,21,22  3229710        0   189883
NAVISTAR INTL CORP NEW        OPTION   63934E108     1448    32500 SH  CALL DEFINED             18,21,22    30000        0     2500
NAVISTAR INTL CORP NEW        EQUITY   63934E108       85     1907 SH       DEFINED                   25        0     1907        0
NAVISTAR INTL CORP NEW        EQUITY   63934E108      500    11223 SH       DEFINED     3,13,14,27,30,31    11223        0        0
NAVISTAR INTL CORP NEW        EQUITY   63934E108     1602    35940 SH       DEFINED                21,32    35940        0        0
NAVIGANT INTL INC             EQUITY   63935R108        3      300 SH       DEFINED          15,18,21,22        0        0      300
NAVIGANT INTL INC             EQUITY   63935R108      466    54876 SH       DEFINED             18,21,22    33267        0    21609
NEFF CORP                     EQUITY   640094108      160     9600 SH       DEFINED                12,21     9600        0        0
NEFF CORP                     EQUITY   640094108        8      500 SH       DEFINED          15,18,21,22        0        0      500
NEFF CORP                     EQUITY   640094108       17     1000 SH       DEFINED             18,21,22     1000        0        0
NEIMAN MARCUS GROUP INC       EQUITY   640204103      201     8114 SH       DEFINED                12,21     8114        0        0
NEIMAN MARCUS GROUP INC       EQUITY   640204103       20      800 SH       DEFINED             16,18,21      800        0        0
NEIMAN MARCUS GROUP INC       EQUITY   640204103       51     2054 SH       DEFINED             18,21,22        0        0     2054
NEOMAGIC CORP                 EQUITY   640497103      170    18600 SH       DEFINED                12,21    18600        0        0
NEOMAGIC CORP                 EQUITY   640497103       36     3899 SH       DEFINED             18,21,22     2199        0     1700
NEON SYSTEMS INC              EQUITY   640509105      100     3100 SH       DEFINED                  4,6        0        0     3100
NEON SYSTEMS INC              EQUITY   640509105       52     1600 SH       DEFINED                12,21     1600        0        0
NEON SYSTEMS INC              EQUITY   640509105      106     3285 SH       DEFINED          15,18,21,22     2324        0      961
NEON SYSTEMS INC              EQUITY   640509105     1835    56666 SH       DEFINED             18,21,22    47256        0     9410
NEOSE TECHNOLOGIES INC        EQUITY   640522108      106    10520 SH       DEFINED             18,21,22     9090        0     1430
NET BANK INC                  EQUITY   640933107      182     8800 SH       DEFINED                12,21     8800        0        0
NET BANK INC                  EQUITY   640933107       31     1500 SH       DEFINED          15,18,21,22        0        0     1500
NET BANK INC                  EQUITY   640933107       72     3514 SH       DEFINED             18,21,22      839        0     2675
NET BANK INC                  EQUITY   640933107     1576    76400 SH       DEFINED            4,6,23,24    76400        0        0
NETWORKS ASSOCIATES INC CV    CORPBOND 640938AA4     2223  7000000 PRN      DEFINED             18,21,22  7000000        0        0
NETWORKS ASSOCIATES INC CV S/ CORPBOND 640938AB2     1194  3760000 PRN      DEFINED                12,21  3760000        0        0
NETWORKS ASSOCIATES INC CV S/ CORPBOND 640938AB2        3     9000 PRN      DEFINED          15,18,21,22     9000        0        0
NETWORKS ASSOCIATES INC CV S/ CORPBOND 640938AB2    34544  8800000 PRN      DEFINED             16,18,21  8800000        0        0
NETWORKS ASSOCIATES INC CV S/ CORPBOND 640938AB2      854  2691000 PRN      DEFINED             18,21,22  2377000        0   314000
NETWORKS ASSOCIATES INC       EQUITY   640938106      332    18900 SH       DEFINED                  4,6        0        0    18900
NETWORKS ASSOCIATES INC       EQUITY   640938106      701    39925 SH       DEFINED                12,21    39925        0        0
NETWORKS ASSOCIATES INC       EQUITY   640938106      208    11845 SH       DEFINED          15,18,21,22       45        0    11800
NETWORKS ASSOCIATES INC       EQUITY   640938106     1633    92957 SH       DEFINED             18,21,22    53871        0    39086
NETWORKS ASSOCIATES INC       OPTION   640938106        7      400 SH  CALL DEFINED             18,21,22        0        0      400
NETWORKS ASSOCIATES INC       OPTION   640938106      527    30000 SH  PUT  DEFINED             18,21,22    30000        0        0
NETEGRITY INC                 EQUITY   64110P107      644    29266 SH       DEFINED             18,21,22     7243        0    22023
NET GRAVITY INC               EQUITY   641114103      175     8400 SH       DEFINED                12,21     8400        0        0
NET GRAVITY INC               EQUITY   641114103        2      108 SH       DEFINED          15,18,21,22        8        0      100
NET GRAVITY INC               EQUITY   641114103       47     2240 SH       DEFINED             18,21,22      865        0     1375
NETMANAGE INC                 EQUITY   641144100        3     1455 SH       DEFINED                  4,6        0        0     1455
NETMANAGE INC                 EQUITY   641144100        3     1500 SH       DEFINED          15,18,21,22        0        0     1500
NETMANAGE INC                 EQUITY   641144100      150    66855 SH       DEFINED             18,21,22     7076        0    59779
NETWORK APPLIANCE INC         EQUITY   64120L104     6789   117422 SH       DEFINED                  4,6    44910    47947    24565
NETWORK APPLIANCE INC         EQUITY   64120L104       36      615 SH       DEFINED                  6,7        0        0      615
NETWORK APPLIANCE INC         EQUITY   64120L104    24487   423551 SH       DEFINED                12,21   423551        0        0
NETWORK APPLIANCE INC         EQUITY   64120L104     5088    88000 SH       DEFINED             16,18,21    88000        0        0
NETWORK APPLIANCE INC         EQUITY   64120L104     1686    29162 SH       DEFINED             18,21,22     4656        0    24506
NETWORK APPLIANCE INC         OPTION   64120L104    28907   500000 SH  CALL DEFINED             18,21,22   500000        0        0
NETWORK APPLIANCE INC         EQUITY   64120L104     8200   141833 SH       DEFINED                21,32   141833        0        0
NETWORK ACCESS SOLUTIONS CORP EQUITY   64120S109      332    26000 SH       DEFINED             18,21,22        0        0    26000
NETWORK EQUIPMENT TECHNOLOGIE CORPBOND 641208AA1       49    70000 PRN      DEFINED             18,21,22        0        0    70000
NETWORK EQUIPMENT TECHNOLOGIE EQUITY   641208103      177    18260 SH       DEFINED                12,21    18260        0        0
NETWORK EQUIPMENT TECHNOLOGIE EQUITY   641208103      247    25470 SH       DEFINED             18,21,22      113        0    25357
NETWORK SOLUTIONS INC         EQUITY   64121Q102      588     9985 SH       DEFINED                  4,6     3185     4790     2010
NETWORK SOLUTIONS INC         EQUITY   64121Q102        3       50 SH       DEFINED                  6,7        0        0       50
NETWORK SOLUTIONS INC         EQUITY   64121Q102     4062    69000 SH       DEFINED                12,21    69000        0        0
NETWORK SOLUTIONS INC         EQUITY   64121Q102      709    12047 SH       DEFINED             18,21,22     7392        0     4655
NETWORK SOLUTIONS INC         EQUITY   64121Q102      306     5200 SH       DEFINED                21,32     5200        0        0
NETWORK PERIPHERALS INC       EQUITY   64121R100      387    20100 SH       DEFINED             18,21,22     3300        0    16800
NEUROGEN CORP                 EQUITY   64124E106      159     8948 SH       DEFINED                12,21     8948        0        0
NEUROGEN CORP                 EQUITY   64124E106      140     7860 SH       DEFINED             18,21,22     3260        0     4600
NEVADA POWER CO               EQUITY   641423108     2419    91719 SH       DEFINED                12,21    91719        0        0
NEVADA POWER CO               EQUITY   641423108      516    19547 SH       DEFINED             18,21,22    10708        0     8839
NEW CENTURY ENERGIES INC      EQUITY   64352U103       64     1848 SH       DEFINED               -          1848        0        0
NEW CENTURY ENERGIES INC      EQUITY   64352U103      441    12640 SH       DEFINED                  4,6    12000        0      640
NEW CENTURY ENERGIES INC      EQUITY   64352U103     1380    39564 SH       DEFINED                12,21    39564        0        0
NEW CENTURY ENERGIES INC      EQUITY   64352U103       98     2800 SH       DEFINED          15,18,21,22        0        0     2800
NEW CENTURY ENERGIES INC      EQUITY   64352U103     1526    43751 SH       DEFINED             18,21,22    34140        0     9610
NEW CENTURY ENERGIES INC      EQUITY   64352U103      115     3300 SH       DEFINED                   25        0     3300        0
NEW CENTURY ENERGIES INC      EQUITY   64352U103      384    11000 SH       DEFINED     3,13,14,27,30,31    11000        0        0
NEW CENTURY ENERGIES INC      EQUITY   64352U103      251     7193 SH       DEFINED                21,32     7193        0        0
NEW ENGLAND BUSINESS SVC INC  EQUITY   643872104      117     4000 SH       DEFINED               -          4000        0        0
NEW ENGLAND BUSINESS SVC INC  EQUITY   643872104      379    13000 SH       DEFINED                12,21    13000        0        0
NEW ENGLAND BUSINESS SVC INC  EQUITY   643872104        6      200 SH       DEFINED             18,21,22      200        0        0
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109        5      100 SH       DEFINED                  4,6      100        0        0
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109      278     5344 SH       DEFINED                12,21     5344        0        0
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109     1764    33963 SH       DEFINED             18,21,22    15706        0    18257
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109     2081    40075 SH       DEFINED                21,32    40075        0        0
NEW ERA OF NETWORKS INC       EQUITY   644312100     7018   486100 SH       DEFINED                12,21   486100        0        0
NEW ERA OF NETWORKS INC       EQUITY   644312100      138     9572 SH       DEFINED          15,18,21,22     6612        0     2960
NEW ERA OF NETWORKS INC       EQUITY   644312100     1715   118800 SH       DEFINED             16,18,21   118800        0        0
NEW ERA OF NETWORKS INC       EQUITY   644312100     2349   162670 SH       DEFINED             18,21,22   125857        0    36813
NEW ERA OF NETWORKS INC       EQUITY   644312100      828    57351 SH       DEFINED                21,32    57351        0        0
NEW GERMANY FUND INC          EQUITY   644465106       14     1147 SH       DEFINED          15,18,21,22     1147        0        0
NEW GERMANY FUND INC          EQUITY   644465106       93     7446 SH       DEFINED             16,18,21     7446        0        0
NEW GERMANY FUND INC          EQUITY   644465106     1711   137583 SH       DEFINED             18,21,22    62815        0    74768
NEW JERSEY RESOURCES CORP     EQUITY   646025106       12      300 SH       DEFINED               -           300        0        0
NEW JERSEY RESOURCES CORP     EQUITY   646025106     1969    49853 SH       DEFINED                12,21    49853        0        0
NEW JERSEY RESOURCES CORP     EQUITY   646025106        8      200 SH       DEFINED          15,18,21,22        0        0      200
NEW JERSEY RESOURCES CORP     EQUITY   646025106     1329    33641 SH       DEFINED             18,21,22    13694        0    19946
NEW JERSEY RESOURCES CORP     EQUITY   646025106     1366    34580 SH       DEFINED                21,32    34580        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106      429    22962 SH       DEFINED               -         22962        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106       50     2700 SH       DEFINED                  4,6     2700        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106     5247   280790 SH       DEFINED                12,21   280790        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106      122     6517 SH       DEFINED          15,18,21,22     4061        0     2456
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106     1828    97800 SH       DEFINED             16,18,21    97800        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106     5757   308064 SH       DEFINED             18,21,22   163540        0   144524
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053205       86     3220 SH       DEFINED     3,13,14,27,30,31     3220        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053205     2443    91770 SH       DEFINED        3,13,28,29,31    91770        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053205     1758    66010 SH       DEFINED           3,13,30,31    66010        0        0
NEW YORK TIMES CLASS A        EQUITY   650111107       86     2200 SH       DEFINED               -          2200        0        0
NEW YORK TIMES CLASS A        EQUITY   650111107     2661    68025 SH       DEFINED                  4,6      600        0    67425
NEW YORK TIMES CLASS A        EQUITY   650111107      391    10000 SH       DEFINED                5,6,7        0        0    10000
NEW YORK TIMES CLASS A        EQUITY   650111107    20884   533778 SH       DEFINED                12,21   533778        0        0
NEW YORK TIMES CLASS A        EQUITY   650111107      182     4655 SH       DEFINED          15,18,21,22     4190        0      465
NEW YORK TIMES CLASS A        EQUITY   650111107     9162   234184 SH       DEFINED             18,21,22   169435        0    64749
NEW YORK TIMES CLASS A        EQUITY   650111107      193     4942 SH       DEFINED                   25        0     4942        0
NEW YORK TIMES CLASS A        EQUITY   650111107      523    13361 SH       DEFINED     3,13,14,27,30,31    13361        0        0
NEW YORK TIMES CLASS A        EQUITY   650111107      499    12756 SH       DEFINED                21,32    12756        0        0
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101        8      300 SH       DEFINED               -           300        0        0
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101      406    14500 SH       DEFINED                  4,6    12000        0     2500
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101       16      587 SH       DEFINED          15,18,21,22        0        0      587
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101     3881   138612 SH       DEFINED             18,21,22    43735        0    94877
*** NEWBRIDGE NETWORKS CORP   OPTION   650901101       50     1800 SH  CALL DEFINED             18,21,22        0        0     1800
*** NEWCOURT CREDIT GP INC    EQUITY   650905102       25     1610 SH       DEFINED                  4,6        0        0     1610
*** NEWCOURT CREDIT GP INC    EQUITY   650905102    18777  1192200 SH       DEFINED                12,21  1192200        0        0
*** NEWCOURT CREDIT GP INC    EQUITY   650905102       79     5000 SH       DEFINED             16,18,21     5000        0        0
*** NEWCOURT CREDIT GP INC    EQUITY   650905102        4      250 SH       DEFINED             18,21,22        0        0      250
NEWELL RUBBERMAID INC         EQUITY   651229106      495    11552 SH       DEFINED               -         11552        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106      313     7300 SH       DEFINED                  4,6     4000        0     3300
NEWELL RUBBERMAID INC         EQUITY   651229106    41512   968220 SH       DEFINED                12,21   968220        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106     3174    74022 SH       DEFINED          15,18,21,22    41853        0    32169
NEWELL RUBBERMAID INC         EQUITY   651229106       10      236 SH       DEFINED             16,18,21      236        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106   110758  2583279 SH       DEFINED             18,21,22  1543115        0  1040164
NEWELL RUBBERMAID INC         EQUITY   651229106     8039   187500 SH       DEFINED            4,6,23,24   187500        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106      954    22256 SH       DEFINED                   25        0    22256        0
NEWELL RUBBERMAID INC         EQUITY   651229106      635    14800 SH       DEFINED     3,13,14,27,30,31    14800        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106      556    12967 SH       DEFINED                21,32    12967        0        0
NEWFIELD EXPLORATION COMPANY  EQUITY   651290108     8954   320509 SH       DEFINED                12,21   320509        0        0
NEWFIELD EXPLORATION COMPANY  EQUITY   651290108      433    15500 SH       DEFINED             18,21,22        0        0    15500
NEWFIELD EXPLORATION COMPANY  EQUITY   651290108     2839   101628 SH       DEFINED                21,32   101628        0        0
NEWMONT MINING CORP           EQUITY   651639106     3520   192200 SH       DEFINED   2,3,11,13,14,30,31        0   192200        0
NEWMONT MINING CORP           EQUITY   651639106        9      500 SH       DEFINED                  4,6        0        0      500
NEWMONT MINING CORP           EQUITY   651639106      960    52428 SH       DEFINED                12,21    52428        0        0
NEWMONT MINING CORP           EQUITY   651639106      107     5854 SH       DEFINED          15,18,21,22      312        0     5542
NEWMONT MINING CORP           EQUITY   651639106      219    11940 SH       DEFINED             16,18,21    11940        0        0
NEWMONT MINING CORP           EQUITY   651639106     8301   453293 SH       DEFINED             18,21,22   254195        0   199098
NEWMONT MINING CORP           EQUITY   651639106       80     4394 SH       DEFINED                   25        0     4394        0
NEWMONT MINING CORP           EQUITY   651639106      140     7672 SH       DEFINED                21,32     7672        0        0
NEWPARK RESOURCES INC         EQUITY   651718504     1597   173800 SH       DEFINED   2,3,11,13,14,30,31        0   173800        0
NEWPARK RESOURCES INC         EQUITY   651718504     3348   364340 SH       DEFINED                12,21   364340        0        0
NEWPARK RESOURCES INC         EQUITY   651718504     1479   161005 SH       DEFINED          15,18,21,22    38787        0   122218
NEWPARK RESOURCES INC         EQUITY   651718504      488    53122 SH       DEFINED             18,21,22    24135        0    28987
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107        9      283 SH       DEFINED               -           283        0        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107     5201   163800 SH       DEFINED   2,3,11,13,14,30,31        0   163800        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107     4235   133395 SH       DEFINED                12,21   133395        0        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107       70     2211 SH       DEFINED          15,18,21,22     1520        0      691
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107       12      376 SH       DEFINED             16,18,21      376        0        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107     3017    95034 SH       DEFINED             18,21,22    68446        0    26588
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107        3      100 SH       DEFINED     3,13,14,27,30,31      100        0        0
*** NEWS LTD-ADR-NEW          EQUITY   652487703     1197    34557 SH       DEFINED               -         34557        0        0
*** NEWS LTD-ADR-NEW          EQUITY   652487703      104     3000 SH       DEFINED                  4,6        0        0     3000
*** NEWS LTD-ADR-NEW          EQUITY   652487703     7943   229400 SH       DEFINED                12,21   229400        0        0
*** NEWS LTD-ADR-NEW          EQUITY   652487703      198     5723 SH       DEFINED          15,18,21,22     3121        0     2602
*** NEWS LTD-ADR-NEW          OPTION   652487703    12119   350000 SH  CALL DEFINED       17,18,19,20,21   350000        0        0
*** NEWS LTD-ADR-NEW          EQUITY   652487703    14994   433042 SH       DEFINED             18,21,22   204849        0   228192
*** NEWS CORP LTD             EQUITY   652487802       83     2640 SH       DEFINED               -          2640        0        0
*** NEWS CORP LTD             EQUITY   652487802       31     1000 SH       DEFINED                  4,6        0        0     1000
*** NEWS CORP LTD             EQUITY   652487802    72830  2316637 SH       DEFINED                12,21  2316637        0        0
*** NEWS CORP LTD             EQUITY   652487802     4161   132345 SH       DEFINED          15,18,21,22    86510        0    45835
*** NEWS CORP LTD             EQUITY   652487802   106008  3371973 SH       DEFINED             18,21,22  2267016        0  1104957
*** NEWS CORP LTD             EQUITY   652487802      616    19600 SH       DEFINED     3,13,14,27,30,31    19600        0        0
NEXTERA ENTERPRISES INC CL A  EQUITY   65332E101       53     7300 SH       DEFINED                12,21     7300        0        0
NEXTERA ENTERPRISES INC CL A  EQUITY   65332E101       29     4000 SH       DEFINED             18,21,22     4000        0        0
NEXELL THERAPEUTICS INC       EQUITY   65332H104        3     1500 SH       DEFINED          15,18,21,22        0        0     1500
NEXELL THERAPEUTICS INC       EQUITY   65332H104      130    77100 SH       DEFINED             18,21,22      100        0    77000
NEXTCARD INC                  EQUITY   65332K107      109     2978 SH       DEFINED          15,18,21,22     2130        0      848
NEXTCARD INC                  EQUITY   65332K107     2179    59596 SH       DEFINED             18,21,22    49846        0     9750
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103       13      250 SH       DEFINED               -           250        0        0
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103       96     1800 SH       DEFINED                  4,6        0        0     1800
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103    51191   960199 SH       DEFINED                12,21   960199        0        0
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103      105     1975 SH       DEFINED          15,18,21,22      400        0     1575
NEXTEL COMMUNICATIONS INC CL  OPTION   65332V103    95963  1800000 SH  CALL DEFINED       17,18,19,20,21  1800000        0        0
NEXTEL COMMUNICATIONS INC CL  OPTION   65332V103     2053    38500 SH  CALL DEFINED             18,21,22    38500        0        0
NEXTEL COMMUNICATIONS INC CL  OPTION   65332V103     3705    69500 SH  PUT  DEFINED             18,21,22    68500        0     1000
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103    66436  1246148 SH       DEFINED             18,21,22   573195        0   672953
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103      437     8200 SH       DEFINED                   25        0     8200        0
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103     1797    33700 SH       DEFINED     3,13,14,27,30,31    33700        0        0
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103      920    17263 SH       DEFINED                21,32    17263        0        0
NEXSTAR PHARMACEUTICALS INC   CORPBOND 65333BAC0       17    10000 PRN      DEFINED                12,21    10000        0        0
NEXSTAR PHARMACEUTICALS INC   EQUITY   65333B106      726    28057 SH       DEFINED                12,21    28057        0        0
NEXSTAR PHARMACEUTICALS INC   EQUITY   65333B106      100     3878 SH       DEFINED             18,21,22      300        0     3578
NEXSTAR PHARMACEUTICALS INC   EQUITY   65333B106    12702   490900 SH       DEFINED        3,13,30,31,33        0        0   490900
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707       84      800 SH       DEFINED               -           800        0        0
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707     5355    51275 SH       DEFINED                12,21    51275        0        0
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707       10      100 SH       DEFINED          15,18,21,22        0        0      100
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707    10651   101982 SH       DEFINED             18,21,22    84278        0    17704
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707      836     8000 SH       DEFINED     3,13,14,27,30,31     8000        0        0
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707     2193    21000 SH       DEFINED                21,32    21000        0        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106    17322  1078393 SH       DEFINED                12,21  1078393        0        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106      204    12675 SH       DEFINED          15,18,21,22    11675        0     1000
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106     1181    73508 SH       DEFINED             18,21,22    53070        0    20438
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106       84     5208 SH       DEFINED                   25        0     5208        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106      851    53000 SH       DEFINED     3,13,14,27,30,31    53000        0        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106      138     8594 SH       DEFINED                21,32     8594        0        0
NICHOLS RESEARCH CORP         EQUITY   653818104      190     9688 SH       DEFINED                12,21     9688        0        0
NICHOLS RESEARCH CORP         EQUITY   653818104      226    11520 SH       DEFINED          15,18,21,22    10445        0     1075
NICHOLS RESEARCH CORP         EQUITY   653818104     1103    56180 SH       DEFINED             18,21,22    38240        0    17940
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307       10      324 SH       DEFINED               -           324        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307        3       83 SH       DEFINED                  4,6       83        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307    13940   434766 SH       DEFINED                12,21   434766        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307       13      408 SH       DEFINED          15,18,21,22        0        0      408
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307       21      666 SH       DEFINED             16,18,21      666        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307      240     7500 SH       DEFINED                18,21     7500        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307      692    21595 SH       DEFINED             18,21,22    14919        0     6676
NICOR INC                     EQUITY   654086107       67     1729 SH       DEFINED               -          1729        0        0
NICOR INC                     EQUITY   654086107      178     4600 SH       DEFINED                12,21     4600        0        0
NICOR INC                     EQUITY   654086107       86     2217 SH       DEFINED          15,18,21,22      726        0     1491
NICOR INC                     EQUITY   654086107       39     1000 SH       DEFINED             16,18,21     1000        0        0
NICOR INC                     EQUITY   654086107     5328   137931 SH       DEFINED             18,21,22    90199        0    47732
NICOR INC                     EQUITY   654086107       52     1339 SH       DEFINED                   25        0     1339        0
NICOR INC                     EQUITY   654086107      143     3696 SH       DEFINED                21,32     3696        0        0
NIKE INC CL B                 EQUITY   654106103    11009   219636 SH       DEFINED                12,21   219636        0        0
NIKE INC CL B                 EQUITY   654106103       85     1701 SH       DEFINED          15,18,21,22       41        0     1660
NIKE INC CL B                 EQUITY   654106103    17719   353486 SH       DEFINED             18,21,22   211277        0   142208
NIKE INC CL B                 EQUITY   654106103      400     7984 SH       DEFINED                   25        0     7984        0
NIKE INC CL B                 EQUITY   654106103      511    10200 SH       DEFINED     3,13,14,27,30,31    10200        0        0
NIKE INC CL B                 EQUITY   654106103      774    15437 SH       DEFINED                21,32    15437        0        0
NINE WEST GROUP INC SUB NTS   CORPBOND 65440DAC6      501   500000 PRN      DEFINED             18,21,22   500000        0        0
99 CENTS ONLY STORES          EQUITY   65440K106      321     8393 SH       DEFINED                12,21     8393        0        0
99 CENTS ONLY STORES          EQUITY   65440K106      520    13598 SH       DEFINED             18,21,22      440        0    13158
99 CENTS ONLY STORES          EQUITY   65440K106      528    13800 SH       DEFINED                   25        0    13800        0
*** NIPPON TELEPHONE &        EQUITY   654624105      532     8500 SH       DEFINED               -          8500        0        0
*** NIPPON TELEPHONE &        EQUITY   654624105      469     7489 SH       DEFINED          15,18,21,22     3187        0     4302
*** NIPPON TELEPHONE &        EQUITY   654624105      179     2865 SH       DEFINED             16,18,21     2865        0        0
*** NIPPON TELEPHONE &        EQUITY   654624105    11797   188382 SH       DEFINED             18,21,22   144915        0    43467
*** NIPPON TELEPHONE &        EQUITY   654624105      687    10970 SH       DEFINED                   25        0    10970        0
NISOURCE INC                  EQUITY   65473P105       43     1700 SH       DEFINED               -          1700        0        0
NISOURCE INC                  EQUITY   65473P105      199     7850 SH       DEFINED                  4,6     2000        0     5850
NISOURCE INC                  EQUITY   65473P105     3760   148552 SH       DEFINED                12,21   148552        0        0
NISOURCE INC                  EQUITY   65473P105      154     6085 SH       DEFINED          15,18,21,22     6085        0        0
NISOURCE INC                  EQUITY   65473P105     4804   189795 SH       DEFINED             18,21,22    83972        0   105823
NISOURCE INC                  EQUITY   65473P105      506    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
NISOURCE INC                  EQUITY   65473P105     2086    82426 SH       DEFINED                21,32    82426        0        0
*** NISSAN MTR LTD SPONS ADR  EQUITY   654744408      606    53237 SH       DEFINED             18,21,22    40587        0    12650
NOBEL LEARNING COMMUNITIES    EQUITY   654889104      159    30227 SH       DEFINED             18,21,22    16227        0    14000
NOBLE AFFILIATES INC          EQUITY   654894104      240     8284 SH       DEFINED                12,21     8284        0        0
NOBLE AFFILIATES INC          EQUITY   654894104      220     7605 SH       DEFINED          15,18,21,22     5480        0     2125
NOBLE AFFILIATES INC          EQUITY   654894104      928    32067 SH       DEFINED             18,21,22    21108        0    10959
NOBLE AFFILIATES INC          EQUITY   654894104      422    14600 SH       DEFINED                21,32    14600        0        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204     1563    18412 SH       DEFINED               -         18412        0        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    14548   171400 SH       DEFINED                  4,6    19235     7200   144965
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204       48      570 SH       DEFINED                5,6,7        0        0      570
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204      834     9825 SH       DEFINED                  6,7        0        0     9825
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    81013   954500 SH       DEFINED                12,21   954500        0        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    10214   120338 SH       DEFINED          15,18,21,22    71483        0    48855
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    32066   377800 SH       DEFINED             16,18,21   377800        0        0
*** NOKIA CORP SPONSORED ADR  OPTION   654902204      373     4400 SH  CALL DEFINED             18,21,22     2000        0     2400
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204   359049  4230322 SH       DEFINED             18,21,22  2199806        0  2030515
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    12986   153000 SH       DEFINED                   25        0   153000        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    64415   758940 SH       DEFINED     3,13,14,27,30,31   758940        0        0
NOBLE DRILLING CORP           EQUITY   655042109       73     3300 SH       DEFINED               -          3300        0        0
NOBLE DRILLING CORP           EQUITY   655042109     3952   177600 SH       DEFINED   2,3,11,13,14,30,31        0   177600        0
NOBLE DRILLING CORP           EQUITY   655042109      983    44200 SH       DEFINED                  4,6        0    40900     3300
NOBLE DRILLING CORP           EQUITY   655042109     2718   122175 SH       DEFINED                  6,7   122175        0        0
NOBLE DRILLING CORP           EQUITY   655042109     5190   233257 SH       DEFINED                12,21   233257        0        0
NOBLE DRILLING CORP           EQUITY   655042109     1683    75630 SH       DEFINED          15,18,21,22    22199        0    53431
NOBLE DRILLING CORP           EQUITY   655042109    30823  1385318 SH       DEFINED             18,21,22   636259        0   749059
NOBLE DRILLING CORP           EQUITY   655042109      946    42500 SH       DEFINED                   25        0    42500        0
NOBLE DRILLING CORP           EQUITY   655042109      563    25300 SH       DEFINED     3,13,14,27,30,31    25300        0        0
NOBLE DRILLING CORP           EQUITY   655042109      652    29300 SH       DEFINED                21,32    29300        0        0
NOEL GROUP INC                EQUITY   655260107       52    79687 SH       DEFINED             18,21,22    53914        0    25773
NORAM ENERGY CORP CV S/D-REG  CORPBOND 655419AC3      203   225955 PRN      DEFINED             18,21,22    25955        0   200000
NORD RESOURCES CORP           EQUITY   655555100      335   715092 SH       DEFINED             18,21,22   509811        0   205281
NORDSON CORP                  EQUITY   655663102     1658    29877 SH       DEFINED                12,21    29877        0        0
NORDSON CORP                  EQUITY   655663102       15      270 SH       DEFINED          15,18,21,22      270        0        0
NORDSON CORP                  EQUITY   655663102      520     9369 SH       DEFINED             18,21,22     5832        0     3537
NORDSON CORP                  EQUITY   655663102      932    16800 SH       DEFINED                21,32    16800        0        0
NORDSTROM INC                 EQUITY   655664100     1554    48550 SH       DEFINED                  4,6    19050        0    29500
NORDSTROM INC                 EQUITY   655664100     3467   108359 SH       DEFINED                5,6,7        0        0   108359
NORDSTROM INC                 EQUITY   655664100      619    19351 SH       DEFINED                  6,7        0        0    19351
NORDSTROM INC                 EQUITY   655664100     1332    41634 SH       DEFINED                12,21    41634        0        0
NORDSTROM INC                 EQUITY   655664100      232     7240 SH       DEFINED          15,18,21,22     4605        0     2635
NORDSTROM INC                 EQUITY   655664100     8480   265002 SH       DEFINED             18,21,22   173736        0    91265
NORDSTROM INC                 EQUITY   655664100      130     4050 SH       DEFINED                   25        0     4050        0
NORDSTROM INC                 EQUITY   655664100      212     6632 SH       DEFINED                21,32     6632        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108     6333   213770 SH       DEFINED               -        213770        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108      160     5400 SH       DEFINED                  4,6     5400        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108     9508   320947 SH       DEFINED                12,21   320947        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108     1033    34868 SH       DEFINED          15,18,21,22    18990        0    15878
NORFOLK SOUTHERN CORP         EQUITY   655844108      101     3400 SH       DEFINED             16,18,21     3400        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108    30918  1043653 SH       DEFINED             18,21,22   551582        0   492070
NORFOLK SOUTHERN CORP         EQUITY   655844108      317    10686 SH       DEFINED                   25        0    10686        0
NORFOLK SOUTHERN CORP         EQUITY   655844108      939    31700 SH       DEFINED     3,13,14,27,30,31    31700        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108     1016    34282 SH       DEFINED                21,32    34282        0        0
NORRELL CORP GA               EQUITY   656301108     3012   158400 SH       DEFINED                12,21   158400        0        0
NORRELL CORP GA               EQUITY   656301108     1902   100038 SH       DEFINED          15,18,21,22    39787        0    60251
NORRELL CORP GA               EQUITY   656301108      213    11226 SH       DEFINED             18,21,22     2202        0     9024
NORRELL CORP GA               EQUITY   656301108     2555   134400 SH       DEFINED        3,13,30,31,33        0        0   134400
*** NORSK HYDRO A S           EQUITY   656531605       40     1050 SH       DEFINED               -          1050        0        0
*** NORSK HYDRO A S           EQUITY   656531605     4637   120435 SH       DEFINED          15,18,21,22    81960        0    38475
*** NORSK HYDRO A S           EQUITY   656531605    18181   472222 SH       DEFINED             18,21,22   358845        0   113377
*** NORSK HYDRO A S           EQUITY   656531605     1762    45770 SH       DEFINED                   25        0    45770        0
NORTEK INC DEL                EQUITY   656559101      318     8281 SH       DEFINED                12,21     8281        0        0
NORTEK INC DEL                EQUITY   656559101      125     3256 SH       DEFINED             18,21,22     1600        0     1656
NORTEK INC DEL                EQUITY   656559101     1021    26600 SH       DEFINED                   25        0    26600        0
*** NORTEL NETWORKS CORP      EQUITY   656569100      196     2225 SH       DEFINED               -          2225        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100    24582   278944 SH       DEFINED                  4,6   278244        0      700
*** NORTEL NETWORKS CORP      EQUITY   656569100    13491   153094 SH       DEFINED                12,21   153094        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100     1213    13762 SH       DEFINED          15,18,21,22     6228        0     7534
*** NORTEL NETWORKS CORP      EQUITY   656569100     4578    51950 SH       DEFINED             16,18,21    51950        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100      335     3800 SH       DEFINED                18,21     3800        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100       26      300 SH       DEFINED       17,18,19,20,21      300        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100    20054   227562 SH       DEFINED             18,21,22   138752        0    88809
*** NORTEL NETWORKS CORP      EQUITY   656569100     2099    23819 SH       DEFINED                   25        0    23819        0
*** NORTEL NETWORKS CORP      EQUITY   656569100     4424    50200 SH       DEFINED     3,13,14,27,30,31    50200        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100     2762    31342 SH       DEFINED                21,32    31342        0        0
NORTH CAROLINA NATURAL GAS    EQUITY   658221106      294     8835 SH       DEFINED                12,21     8835        0        0
NORTH CAROLINA NATURAL GAS    EQUITY   658221106      609    18263 SH       DEFINED             18,21,22     2926        0    15337
NORTH CAROLINA NATURAL GAS    EQUITY   658221106     2133    64000 SH       DEFINED        3,13,30,31,33        0        0    64000
NORTH EUROPEAN OIL ROYALTY    EQUITY   659310106      180    13068 SH       DEFINED             18,21,22     1001        0    12067
NORTH FORK BANCORPORATION INC EQUITY   659424105        3      130 SH       DEFINED               -           130        0        0
NORTH FORK BANCORPORATION INC EQUITY   659424105     3627   177475 SH       DEFINED                    6   177475        0        0
NORTH FORK BANCORPORATION INC EQUITY   659424105     5091   249091 SH       DEFINED                12,21   249091        0        0
NORTH FORK BANCORPORATION INC EQUITY   659424105      351    17174 SH       DEFINED          15,18,21,22    12369        0     4805
NORTH FORK BANCORPORATION INC EQUITY   659424105    10550   516184 SH       DEFINED             18,21,22   281742        0   234442
NORTH FORK BANCORPORATION INC EQUITY   659424105     2655   129898 SH       DEFINED                21,32   129898        0        0
NORTH PITTSBURG SYS INC       EQUITY   661562108      232    15800 SH       DEFINED                12,21    15800        0        0
NORTHEAST UTILITIES           EQUITY   664397106       22     1152 SH       DEFINED               -          1152        0        0
NORTHEAST UTILITIES           EQUITY   664397106      721    38429 SH       DEFINED                12,21    38429        0        0
NORTHEAST UTILITIES           EQUITY   664397106      662    35284 SH       DEFINED             18,21,22    19104        0    16180
NORTHEAST UTILITIES           EQUITY   664397106      563    30000 SH       DEFINED     3,13,14,27,30,31    30000        0        0
NORTHEAST UTILITIES           EQUITY   664397106      296    15800 SH       DEFINED                21,32    15800        0        0
NORTHERN BORDER PARTNERS-L P  EQUITY   664785102       37     1237 SH       DEFINED               -          1237        0        0
NORTHERN BORDER PARTNERS-L P  EQUITY   664785102     3955   130488 SH       DEFINED             18,21,22    47541        0    82946
NORTHERN STATES POWER CO      EQUITY   665772109       59     2568 SH       DEFINED               -          2568        0        0
NORTHERN STATES POWER CO      EQUITY   665772109      924    40386 SH       DEFINED                12,21    40386        0        0
NORTHERN STATES POWER CO      EQUITY   665772109     1699    74293 SH       DEFINED             18,21,22    37647        0    36645
NORTHERN STATES POWER CO      EQUITY   665772109       96     4188 SH       DEFINED                   25        0     4188        0
NORTHERN STATES POWER CO      EQUITY   665772109      458    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
NORTHERN STATES POWER CO      EQUITY   665772109      162     7079 SH       DEFINED                21,32     7079        0        0
NORTHERN TRUST CORP           EQUITY   665859104      774     9000 SH       DEFINED               -          9000        0        0
NORTHERN TRUST CORP           EQUITY   665859104       52      600 SH       DEFINED                  4,6        0        0      600
NORTHERN TRUST CORP           EQUITY   665859104     6804    79087 SH       DEFINED                12,21    79087        0        0
NORTHERN TRUST CORP           EQUITY   665859104       34      400 SH       DEFINED          15,18,21,22      360        0       40
NORTHERN TRUST CORP           EQUITY   665859104     9713   112906 SH       DEFINED             18,21,22    47828        0    65078
NORTHERN TRUST CORP           EQUITY   665859104      267     3100 SH       DEFINED                   25        0     3100        0
NORTHERN TRUST CORP           EQUITY   665859104      585     6802 SH       DEFINED                21,32     6802        0        0
NORTHFIELD LABORATORIES INC   EQUITY   666135108      185    14675 SH       DEFINED             18,21,22     7850        0     6825
NORTHPOINT COMMUNICATIONS     EQUITY   666610100       22      900 SH       DEFINED                5,6,7        0        0      900
NORTHPOINT COMMUNICATIONS     EQUITY   666610100      444    18255 SH       DEFINED             18,21,22     4100        0    14155
NORTHRIM BK ALASKA            EQUITY   666764105      435    41200 SH       DEFINED   2,3,11,13,14,30,31        0    41200        0
NORTHRIM BK ALASKA            EQUITY   666764105      168    15870 SH       DEFINED             18,21,22        2        0    15867
NORTHROP GRUMMAN CORP         EQUITY   666807102      478     6749 SH       DEFINED                12,21     6749        0        0
NORTHROP GRUMMAN CORP         EQUITY   666807102       60      846 SH       DEFINED          15,18,21,22      290        0      556
NORTHROP GRUMMAN CORP         EQUITY   666807102     7117   100508 SH       DEFINED             18,21,22    69442        0    31066
NORTHROP GRUMMAN CORP         EQUITY   666807102      132     1858 SH       DEFINED                   25        0     1858        0
NORTHROP GRUMMAN CORP         EQUITY   666807102      474     6700 SH       DEFINED     3,13,14,27,30,31     6700        0        0
NORTHROP GRUMMAN CORP         EQUITY   666807102      227     3202 SH       DEFINED                21,32     3202        0        0
NORTHWEST AIRLINES CORP CL A  EQUITY   667280101     1608    50650 SH       DEFINED                  4,6    11000        0    39650
NORTHWEST AIRLINES CORP CL A  EQUITY   667280101       30      950 SH       DEFINED                12,21      950        0        0
NORTHWEST AIRLINES CORP CL A  EQUITY   667280101       16      500 SH       DEFINED          15,18,21,22        0        0      500
NORTHWEST AIRLINES CORP CL A  EQUITY   667280101      670    21112 SH       DEFINED             18,21,22     8603        0    12509
NORTHWEST BANCORP INC         EQUITY   667328108      152    16000 SH       DEFINED                12,21    16000        0        0
NORTHWEST NATURAL GAS CO      EQUITY   667655104      537    20536 SH       DEFINED                12,21    20536        0        0
NORTHWEST NATURAL GAS CO      EQUITY   667655104     2059    78819 SH       DEFINED             18,21,22    32259        0    46560
NORTHWESTERN CORP             EQUITY   668074107     2185    86946 SH       DEFINED                12,21    86946        0        0
NORTHWESTERN CORP             EQUITY   668074107       88     3501 SH       DEFINED             18,21,22     2401        0     1100
NORTHWESTERN CORP             EQUITY   668074107     1698    67589 SH       DEFINED                21,32    67589        0        0
*** NOVA CHEMICALS CORP       EQUITY   66977W109        4      200 SH       DEFINED               -           200        0        0
*** NOVA CHEMICALS CORP       EQUITY   66977W109      207    10500 SH       DEFINED                  4,6    10500        0        0
*** NOVA CHEMICALS CORP       EQUITY   66977W109       15      756 SH       DEFINED             18,21,22      556        0      200
NOVA CORPORATION              EQUITY   669784100        2       55 SH       DEFINED               -            55        0        0
NOVA CORPORATION              EQUITY   669784100     5366   195124 SH       DEFINED                12,21   195124        0        0
NOVA CORPORATION              EQUITY   669784100     1552    56446 SH       DEFINED          15,18,21,22    19881        0    36565
NOVA CORPORATION              EQUITY   669784100    19042   692434 SH       DEFINED             18,21,22   429648        0   262786
NOVACARE EMPLOYEE SERVICES IN EQUITY   66986Q101       46    14900 SH       DEFINED                12,21    14900        0        0
NOVACARE EMPLOYEE SERVICES IN EQUITY   66986Q101        5     1700 SH       DEFINED          15,18,21,22        0        0     1700
NOVACARE INC CONV SUB DEB REG CORPBOND 669930AA7     2024  2277000 PRN      DEFINED             18,21,22   200000        0  2077000
NOVACARE INC                  EQUITY   669930109       44    31698 SH       DEFINED                12,21    31698        0        0
NOVACARE INC                  EQUITY   669930109       19    13588 SH       DEFINED             18,21,22     2808        0    10780
NOVELL INC                    EQUITY   670006105       64     2550 SH       DEFINED               -          2550        0        0
NOVELL INC                    EQUITY   670006105     2040    81200 SH       DEFINED   2,3,11,13,14,30,31        0    81200        0
NOVELL INC                    EQUITY   670006105      749    29800 SH       DEFINED                  6,7    29800        0        0
NOVELL INC                    EQUITY   670006105   103069  4102247 SH       DEFINED                12,21  4102247        0        0
NOVELL INC                    EQUITY   670006105       65     2600 SH       DEFINED          15,18,21,22      980        0     1620
NOVELL INC                    EQUITY   670006105     3593   143000 SH       DEFINED             16,18,21   143000        0        0
NOVELL INC                    EQUITY   670006105    21078   838925 SH       DEFINED             18,21,22   294565        0   544360
NOVELL INC                    OPTION   670006105      543    21600 SH  CALL DEFINED             18,21,22    20000        0     1600
NOVELL INC                    OPTION   670006105       13      500 SH  PUT  DEFINED             18,21,22        0        0      500
NOVELL INC                    EQUITY   670006105      814    32392 SH       DEFINED                   25        0    32392        0
NOVELL INC                    EQUITY   670006105       13      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
NOVELL INC                    EQUITY   670006105      391    15579 SH       DEFINED                21,32    15579        0        0
NOVELLUS SYS INC              EQUITY   670008101     4634    72122 SH       DEFINED                  4,6    20715    33452    17955
NOVELLUS SYS INC              EQUITY   670008101       25      390 SH       DEFINED                  6,7        0        0      390
NOVELLUS SYS INC              EQUITY   670008101     5648    87900 SH       DEFINED                12,21    87900        0        0
NOVELLUS SYS INC              EQUITY   670008101     2630    40935 SH       DEFINED             18,21,22    27991        0    12944
NOVEN PHARMACEUTICALS INC     EQUITY   670009109      147    23100 SH       DEFINED             18,21,22     2100        0    21000
NOVOSTE CORPORATION           EQUITY   67010C100       82     3800 SH       DEFINED                  4,6        0     3800        0
NOVOSTE CORPORATION           EQUITY   67010C100      297    13800 SH       DEFINED                12,21    13800        0        0
NOVOSTE CORPORATION           EQUITY   67010C100       86     4000 SH       DEFINED             18,21,22        0        0     4000
*** NOVO-NORDISK A S ADR      EQUITY   670100205       28      515 SH       DEFINED          15,18,21,22      425        0       90
*** NOVO-NORDISK A S ADR      EQUITY   670100205      414     7523 SH       DEFINED             18,21,22     5931        0     1592
NU SKIN ENTERPRISES INC CL A  EQUITY   67018T105      137    11040 SH       DEFINED                12,21    11040        0        0
NU SKIN ENTERPRISES INC CL A  EQUITY   67018T105        2      130 SH       DEFINED          15,18,21,22        0        0      130
NU SKIN ENTERPRISES INC CL A  EQUITY   67018T105       88     7084 SH       DEFINED             18,21,22      500        0     6584
NUCOR CORP                    EQUITY   670346105       24      500 SH       DEFINED               -           500        0        0
NUCOR CORP                    EQUITY   670346105     3264    67467 SH       DEFINED                  4,6    47867        0    19600
NUCOR CORP                    EQUITY   670346105     2504    51754 SH       DEFINED                12,21    51754        0        0
NUCOR CORP                    EQUITY   670346105      265     5471 SH       DEFINED          15,18,21,22     1738        0     3733
NUCOR CORP                    EQUITY   670346105    12989   268514 SH       DEFINED             18,21,22   110246        0   158268
NUCOR CORP                    EQUITY   670346105      348     7198 SH       DEFINED                   25        0     7198        0
NUCOR CORP                    EQUITY   670346105      196     4043 SH       DEFINED                21,32     4043        0        0
NUEVO ENERGY CO               EQUITY   670509108     3816   246200 SH       DEFINED   2,3,11,13,14,30,31        0   246200        0
NUEVO ENERGY CO               EQUITY   670509108     2830   182600 SH       DEFINED                  4,6        0   182600        0
NUEVO ENERGY CO               EQUITY   670509108      260    16768 SH       DEFINED                12,21    16768        0        0
NUEVO ENERGY CO               EQUITY   670509108      340    21961 SH       DEFINED             18,21,22     9821        0    12140
NUEVO ENERGY CO               OPTION   670509108      116     7500 SH  CALL DEFINED             18,21,22     7500        0        0
NUEVO ENERGY CO               OPTION   670509108      116     7500 SH  PUT  DEFINED             18,21,22     7500        0        0
NVEST L P UNIT LTD PARTNERSHI EQUITY   67065F107     1114    47164 SH       DEFINED             18,21,22     9524        0    37640
NVIDIA CORP                   EQUITY   67066G104      573    28200 SH       DEFINED                12,21    28200        0        0
NVIDIA CORP                   EQUITY   67066G104        2      100 SH       DEFINED          15,18,21,22        0        0      100
*** NYCOMED AMERSHAM PLC SP   EQUITY   67066H102       19      573 SH       DEFINED          15,18,21,22      170        0      403
*** NYCOMED AMERSHAM PLC SP   EQUITY   67066H102      781    23855 SH       DEFINED             18,21,22    21342        0     2513
*** NYCOMED AMERSHAM PLC SP   EQUITY   67066H102     1473    44975 SH       DEFINED                   25        0    44975        0
NUVEEN DIVIDEND ADVANTAGE     EQUITY   67066V101        5      300 SH       DEFINED          15,18,21,22        0        0      300
NUVEEN DIVIDEND ADVANTAGE     EQUITY   67066V101      665    44128 SH       DEFINED             18,21,22     3333        0    40795
O CHARLEYS INC                EQUITY   670823103       34     2200 SH       DEFINED                12,21     2200        0        0
O CHARLEYS INC                EQUITY   670823103        6      375 SH       DEFINED          15,18,21,22      275        0      100
O CHARLEYS INC                EQUITY   670823103      395    25408 SH       DEFINED             18,21,22    19043        0     6365
OEA INC                       EQUITY   670826106      144    16400 SH       DEFINED                12,21    16400        0        0
OEA INC                       EQUITY   670826106       46     5293 SH       DEFINED             18,21,22     1923        0     3370
OEA INC                       OPTION   670826106        4      500 SH  CALL DEFINED             18,21,22        0        0      500
OEA INC                       OPTION   670826106        4      500 SH  PUT  DEFINED             18,21,22        0        0      500
OEC MEDICAL SYSTEMS INC       EQUITY   670828102      905    27779 SH       DEFINED                12,21    27779        0        0
OEC MEDICAL SYSTEMS INC       EQUITY   670828102      364    11186 SH       DEFINED             18,21,22     4640        0     6546
OEC MEDICAL SYSTEMS INC       EQUITY   670828102      625    19200 SH       DEFINED                   25        0    19200        0
OGE ENERGY CORP               EQUITY   670837103       40     1666 SH       DEFINED               -          1666        0        0
OGE ENERGY CORP               EQUITY   670837103       46     1894 SH       DEFINED                  4,6     1894        0        0
OGE ENERGY CORP               EQUITY   670837103      200     8332 SH       DEFINED                12,21     8332        0        0
OGE ENERGY CORP               EQUITY   670837103       50     2064 SH       DEFINED          15,18,21,22        0        0     2064
OGE ENERGY CORP               EQUITY   670837103      890    36971 SH       DEFINED             18,21,22    20022        0    16949
OGE ENERGY CORP               EQUITY   670837103      568    23600 SH       DEFINED                21,32    23600        0        0
OHM CORP CV S/D-REG-          CORPBOND 670839AA7     1126  1192000 PRN      DEFINED             18,21,22    55000        0  1137000
OM GROUP INC                  EQUITY   670872100       21      575 SH       DEFINED               -           575        0        0
OM GROUP INC                  EQUITY   670872100     4191   112700 SH       DEFINED                  4,6    46330    37340    29030
OM GROUP INC                  EQUITY   670872100       17      450 SH       DEFINED                  6,7        0        0      450
OM GROUP INC                  EQUITY   670872100     6702   180230 SH       DEFINED                12,21   180230        0        0
OM GROUP INC                  EQUITY   670872100      492    13232 SH       DEFINED          15,18,21,22     7273        0     5959
OM GROUP INC                  EQUITY   670872100     4920   132300 SH       DEFINED             16,18,21   132300        0        0
OM GROUP INC                  EQUITY   670872100    12210   328319 SH       DEFINED             18,21,22   216991        0   111328
OM GROUP INC                  EQUITY   670872100     1756    47224 SH       DEFINED                21,32    47224        0        0
*** OSHAP TECHNOLOGIES LTD    EQUITY   671039105      272    24000 SH       DEFINED             18,21,22    12000        0    12000
OAK INDUSTRIES INC CV SUB     CORPBOND 671400AL3      957   750000 PRN      DEFINED             18,21,22   750000        0        0
OAK INDUSTRIES INC NEW        EQUITY   671400505       35      800 SH       DEFINED               -           800        0        0
OAK INDUSTRIES INC NEW        EQUITY   671400505     9661   222100 SH       DEFINED                12,21   222100        0        0
OAK INDUSTRIES INC NEW        EQUITY   671400505     1055    24258 SH       DEFINED          15,18,21,22    17949        0     6309
OAK INDUSTRIES INC NEW        EQUITY   671400505     6612   152000 SH       DEFINED             16,18,21   152000        0        0
OAK INDUSTRIES INC NEW        EQUITY   671400505    20593   473400 SH       DEFINED             18,21,22   332087        0   141313
OAK INDUSTRIES INC NEW        EQUITY   671400505      126     2900 SH       DEFINED                   25        0     2900        0
OAK INDUSTRIES INC NEW        EQUITY   671400505       74     1700 SH       DEFINED     3,13,14,27,30,31     1700        0        0
OAK TECHNOLOGY INC            EQUITY   671802106       70    17535 SH       DEFINED                12,21    17535        0        0
OAK TECHNOLOGY INC            EQUITY   671802106        7     1850 SH       DEFINED             18,21,22      200        0     1650
OAKLEY INC                    EQUITY   673662102      216    31100 SH       DEFINED                12,21    31100        0        0
OAKLEY INC                    EQUITY   673662102       15     2115 SH       DEFINED             18,21,22      315        0     1800
OAKLEY INC                    OPTION   673662102        3      500 SH  CALL DEFINED             18,21,22        0        0      500
OAKWOOD HOMES CORP            EQUITY   674098108      421    40538 SH       DEFINED                12,21    40538        0        0
OAKWOOD HOMES CORP            EQUITY   674098108       19     1850 SH       DEFINED          15,18,21,22        0        0     1850
OAKWOOD HOMES CORP            EQUITY   674098108      537    51777 SH       DEFINED             18,21,22    27110        0    24667
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105        2      102 SH       DEFINED               -           102        0        0
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105       14      700 SH       DEFINED                  4,6        0        0      700
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105      681    34037 SH       DEFINED                12,21    34037        0        0
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105       18      920 SH       DEFINED          15,18,21,22       15        0      905
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105     2893   144666 SH       DEFINED             18,21,22    78455        0    66210
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105      194     9723 SH       DEFINED                   25        0     9723        0
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105      354    17724 SH       DEFINED                21,32    17724        0        0
OCCIDENTAL PETE CORP $3.00 CU EQUITY   674599790        5       80 SH       DEFINED          15,18,21,22       80        0        0
OCCIDENTAL PETE CORP $3.00 CU EQUITY   674599790      206     3115 SH       DEFINED             18,21,22     1280        0     1835
*** OCE NV ADR                EQUITY   674627203     6780   319054 SH       DEFINED                  4,6    26600        0   292454
*** OCE NV ADR                EQUITY   674627203      128     6000 SH       DEFINED                5,6,7        0        0     6000
*** OCE NV ADR                EQUITY   674627203     3188   150000 SH       DEFINED                    6   150000        0        0
*** OCE NV ADR                EQUITY   674627203       74     3500 SH       DEFINED                  6,7        0        0     3500
OCEAN ENERGY INC TEX          EQUITY   67481E106    13530  1265920 SH       DEFINED   2,3,11,13,14,30,31        0  1265920        0
OCEAN ENERGY INC TEX          EQUITY   67481E106    29917  2799164 SH       DEFINED                12,21  2799164        0        0
OCEAN ENERGY INC TEX          EQUITY   67481E106        6      594 SH       DEFINED          15,18,21,22      294        0      300
OCEAN ENERGY INC TEX          EQUITY   67481E106    16179  1513731 SH       DEFINED             18,21,22    68927        0  1444804
OCEAN ENERGY INC TEX          EQUITY   67481E106     1084   101400 SH       DEFINED                   25        0   101400        0
OCEAN ENERGY INC TEX          EQUITY   67481E106      276    25864 SH       DEFINED                21,32    25864        0        0
OCEAN FINANCIAL CORP          EQUITY   674904107      181     9798 SH       DEFINED                12,21     9798        0        0
OCEAN FINANCIAL CORP          EQUITY   674904107      216    11656 SH       DEFINED             18,21,22     3596        0     8060
OCEAN FINANCIAL CORP          EQUITY   674904107      163     8800 SH       DEFINED                   25        0     8800        0
OCEANEERING INTERNATIONAL INC EQUITY   675232102        4      250 SH       DEFINED               -           250        0        0
OCEANEERING INTERNATIONAL INC EQUITY   675232102    10091   585000 SH       DEFINED   2,3,11,13,14,30,31        0   585000        0
OCEANEERING INTERNATIONAL INC EQUITY   675232102      294    17029 SH       DEFINED                12,21    17029        0        0
OCEANEERING INTERNATIONAL INC EQUITY   675232102      118     6855 SH       DEFINED          15,18,21,22     3535        0     3320
OCEANEERING INTERNATIONAL INC EQUITY   675232102     3596   208459 SH       DEFINED             18,21,22   157419        0    51040
OCTEL CORP                    EQUITY   675727101      141    11300 SH       DEFINED                12,21    11300        0        0
OCTEL CORP                    EQUITY   675727101        1       57 SH       DEFINED          15,18,21,22       57        0        0
OCTEL CORP                    EQUITY   675727101       19     1487 SH       DEFINED             18,21,22     1079        0      408
OCWEN ASSET INVESTMENT CORP   EQUITY   67574M106       52     9731 SH       DEFINED                12,21     9731        0        0
OCWEN ASSET INVESTMENT CORP   EQUITY   67574M106       36     6800 SH       DEFINED          15,18,21,22        0        0     6800
OCWEN ASSET INVESTMENT CORP   EQUITY   67574M106       67    12619 SH       DEFINED             18,21,22     2692        0     9927
OCULAR SCIENCES INC           EQUITY   675744106      833    42600 SH       DEFINED                12,21    42600        0        0
OCULAR SCIENCES INC           EQUITY   675744106        1       76 SH       DEFINED          15,18,21,22       76        0        0
OCULAR SCIENCES INC           EQUITY   675744106      539    27555 SH       DEFINED             18,21,22    18587        0     8968
OCULAR SCIENCES INC           EQUITY   675744106      538    27500 SH       DEFINED                21,32    27500        0        0
OCWEN FINL CORP               EQUITY   675746101     6902   905117 SH       DEFINED                12,21   905117        0        0
OCWEN FINL CORP               EQUITY   675746101      175    23015 SH       DEFINED          15,18,21,22     6765        0    16250
OCWEN FINL CORP               EQUITY   675746101     2054   269339 SH       DEFINED             18,21,22   149644        0   119695
ODETICS INC CL A              EQUITY   676065204      210    20000 SH       DEFINED             18,21,22        0        0    20000
ODWALLA INC                   EQUITY   676111107      140    20370 SH       DEFINED             18,21,22      270        0    20100
OFFICEMAX INC                 EQUITY   67622M108       25     2400 SH       DEFINED               -          2400        0        0
OFFICEMAX INC                 EQUITY   67622M108     7754   747390 SH       DEFINED                12,21   747390        0        0
OFFICEMAX INC                 EQUITY   67622M108       63     6030 SH       DEFINED          15,18,21,22     6030        0        0
OFFICEMAX INC                 EQUITY   67622M108     2013   194007 SH       DEFINED             18,21,22    62779        0   131228
OFFICEMAX INC                 EQUITY   67622M108      158    15200 SH       DEFINED                21,32    15200        0        0
OFFICE DEPOT INC LIQUID YIELD CORPBOND 676220AB2      111   140000 PRN      DEFINED               -        140000        0        0
OFFICE DEPOT INC LIQUID YIELD CORPBOND 676220AB2      483   607000 PRN      DEFINED          15,18,21,22   265000        0   342000
OFFICE DEPOT INC LIQUID YIELD CORPBOND 676220AB2    11779 14811000 PRN      DEFINED             18,21,22 10407000        0  4404000
OFFICE DEPOT INC   NEW        EQUITY   676220106      528    29862 SH       DEFINED               -         29862        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106     1055    59650 SH       DEFINED                  4,6    30750        0    28900
OFFICE DEPOT INC   NEW        EQUITY   676220106    19397  1096610 SH       DEFINED                12,21  1096610        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106     4054   229178 SH       DEFINED          15,18,21,22    89391        0   139787
OFFICE DEPOT INC   NEW        OPTION   676220106       27     1500 SH  CALL DEFINED          15,18,21,22        0        0     1500
OFFICE DEPOT INC   NEW        EQUITY   676220106     7517   425000 SH       DEFINED             16,18,21   425000        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106      167     9450 SH       DEFINED                18,21     9450        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106    24657  1394003 SH       DEFINED             18,21,22   873724        0   520279
OFFICE DEPOT INC   NEW        EQUITY   676220106     3047   172250 SH       DEFINED     3,13,14,27,30,31   172250        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106      304    17186 SH       DEFINED                21,32    17186        0        0
OFFSHORE LOGISTICS INC        CORPBOND 676255AD4      878  1000000 PRN      DEFINED             18,21,22  1000000        0        0
OFFSHORE LOGISTICS INC        EQUITY   676255102     1888   152600 SH       DEFINED   2,3,11,13,14,30,31        0   152600        0
OFFSHORE LOGISTICS INC        EQUITY   676255102      230    18618 SH       DEFINED                12,21    18618        0        0
OFFSHORE LOGISTICS INC        EQUITY   676255102      174    14050 SH       DEFINED          15,18,21,22        0        0    14050
OFFSHORE LOGISTICS INC        EQUITY   676255102      341    27594 SH       DEFINED             18,21,22     9629        0    17965
OGDEN CORP                    EQUITY   676346109     1383    55031 SH       DEFINED                12,21    55031        0        0
OGDEN CORP                    EQUITY   676346109     1756    69898 SH       DEFINED             18,21,22    21752        0    48146
OHIO CASUALTY CORP            EQUITY   677240103       43     2325 SH       DEFINED                12,21     2325        0        0
OHIO CASUALTY CORP            EQUITY   677240103       12      666 SH       DEFINED             16,18,21      666        0        0
OHIO CASUALTY CORP            EQUITY   677240103     3447   187609 SH       DEFINED             18,21,22   143685        0    43924
OLD KENT FINANCIAL CORP MICH  EQUITY   679833103      193     4715 SH       DEFINED               -          4715        0        0
OLD KENT FINANCIAL CORP MICH  EQUITY   679833103     2996    73287 SH       DEFINED                12,21    73287        0        0
OLD KENT FINANCIAL CORP MICH  EQUITY   679833103     1365    33384 SH       DEFINED             18,21,22     8602        0    24781
OLD KENT FINANCIAL CORP MICH  EQUITY   679833103      223     5460 SH       DEFINED                21,32     5460        0        0
OLD NATL BANKCORP CV S/D-REG  CORPBOND 680033AA5     4190  2000000 PRN      DEFINED        3,13,28,29,31  2000000        0        0
OLD NATL BANKCORP CV S/D-REG  CORPBOND 680033AA5     6285  3000000 PRN      DEFINED           3,13,30,31  3000000        0        0
OLD NATIONAL BANCORP IND      EQUITY   680033107      246     8658 SH       DEFINED               -          8658        0        0
OLD NATIONAL BANCORP IND      EQUITY   680033107      623    21968 SH       DEFINED                12,21    21968        0        0
OLD NATIONAL BANCORP IND      EQUITY   680033107      374    13189 SH       DEFINED             18,21,22     1876        0    11313
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104     2110   126441 SH       DEFINED                12,21   126441        0        0
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104       52     3089 SH       DEFINED          15,18,21,22     1742        0     1347
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104     1151    69000 SH       DEFINED             16,18,21    69000        0        0
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104     2945   176469 SH       DEFINED             18,21,22   107301        0    69167
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104      285    17100 SH       DEFINED                21,32    17100        0        0
OLIN CORP                     EQUITY   680665205        3      200 SH       DEFINED               -           200        0        0
OLIN CORP                     EQUITY   680665205     1498   115200 SH       DEFINED   2,3,11,13,14,30,31        0   115200        0
OLIN CORP                     EQUITY   680665205      123     9475 SH       DEFINED                12,21     9475        0        0
OLIN CORP                     EQUITY   680665205        3      200 SH       DEFINED          15,18,21,22      200        0        0
OLIN CORP                     EQUITY   680665205     1785   137336 SH       DEFINED             18,21,22   100279        0    37057
OLSTEN CORP                   EQUITY   681385100        1      100 SH       DEFINED               -           100        0        0
OLSTEN CORP                   EQUITY   681385100       13     1500 SH       DEFINED                  4,6        0        0     1500
OLSTEN CORP                   EQUITY   681385100      490    55600 SH       DEFINED                12,21    55600        0        0
OLSTEN CORP                   EQUITY   681385100      102    11610 SH       DEFINED             18,21,22     4425        0     7184
OLYMPIC STEEL INC             EQUITY   68162K106       92    14488 SH       DEFINED             18,21,22     1088        0    13400
OMNICARE INC CV S/D-BK/ENTRY  CORPBOND 681904AD0      155   221500 PRN      DEFINED                12,21   221500        0        0
OMNICARE INC CV S/D-BK/ENTRY  CORPBOND 681904AD0    11080 15800000 PRN      DEFINED             16,18,21 15800000        0        0
OMNICARE INC CV S/D-BK/ENTRY  CORPBOND 681904AD0     1143  1630000 PRN      DEFINED             18,21,22  1630000        0        0
OMNICARE INC                  EQUITY   681904108       22     2051 SH       DEFINED                  4,6     2051        0        0
OMNICARE INC                  EQUITY   681904108      965    90795 SH       DEFINED                12,21    90795        0        0
OMNICARE INC                  EQUITY   681904108      105     9905 SH       DEFINED          15,18,21,22     7548        0     2357
OMNICARE INC                  EQUITY   681904108     2792   262786 SH       DEFINED             18,21,22   158272        0   104513
OMNICARE INC                  EQUITY   681904108      221    20800 SH       DEFINED                   25        0    20800        0
OMNICARE INC                  EQUITY   681904108      743    69900 SH       DEFINED                21,32    69900        0        0
OMNICOM GROUP INC             EQUITY   681919106      421     5982 SH       DEFINED               -          5982        0        0
OMNICOM GROUP INC             EQUITY   681919106    54536   775612 SH       DEFINED                  4,6   313750   200317   261545
OMNICOM GROUP INC             EQUITY   681919106      656     9325 SH       DEFINED                  6,7        0        0     9325
OMNICOM GROUP INC             EQUITY   681919106    21287   302740 SH       DEFINED                12,21   302740        0        0
OMNICOM GROUP INC             EQUITY   681919106     6894    98054 SH       DEFINED          15,18,21,22    51039        0    47015
OMNICOM GROUP INC             EQUITY   681919106      114     1616 SH       DEFINED       17,18,19,20,21     1616        0        0
OMNICOM GROUP INC             EQUITY   681919106   199640  2839309 SH       DEFINED             18,21,22  1539254        0  1300055
OMNICOM GROUP INC             EQUITY   681919106      457     6500 SH       DEFINED                   25        0     6500        0
OMNICOM GROUP INC             EQUITY   681919106      155     2200 SH       DEFINED     3,13,14,27,30,31     2200        0        0
OMNICOM GROUP INC             EQUITY   681919106      579     8236 SH       DEFINED                21,32     8236        0        0
OMEGA HEALTHCARE INVESTORS IN CORPBOND 681936AG5     5981  6600000 PRN      DEFINED             18,21,22  6600000        0        0
OMEGA HEALTHCARE INVESTORS IN EQUITY   681936100        6      250 SH       DEFINED               -           250        0        0
OMEGA HEALTHCARE INVESTORS IN EQUITY   681936100      401    17740 SH       DEFINED                12,21    17740        0        0
OMEGA HEALTHCARE INVESTORS IN EQUITY   681936100      182     8066 SH       DEFINED             18,21,22     2352        0     5713
OMEGA FINANCIAL CORP          EQUITY   682092101      258     7750 SH       DEFINED                12,21     7750        0        0
OMEGA PROTEIN CORP            EQUITY   68210P107      822   162300 SH       DEFINED                12,21   162300        0        0
OMEGA PROTEIN CORP            EQUITY   68210P107       20     4000 SH       DEFINED             18,21,22     3000        0     1000
OMNIPOINT CORP                EQUITY   68212D102     7917   182000 SH       DEFINED                12,21   182000        0        0
OMNIPOINT CORP                EQUITY   68212D102        8      185 SH       DEFINED          15,18,21,22      185        0        0
OMNIPOINT CORP                EQUITY   68212D102    12412   285340 SH       DEFINED             16,18,21   285340        0        0
OMNIPOINT CORP                EQUITY   68212D102     1702    39135 SH       DEFINED             18,21,22    15195        0    23940
OMNIPOINT CORP                OPTION   68212D102       44     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
OMNIPOINT CORP                EQUITY   68212D102       52     1200 SH       DEFINED     3,13,14,27,30,31     1200        0        0
ON ASSIGNMENT INC             EQUITY   682159108      485    16300 SH       DEFINED                12,21    16300        0        0
ON ASSIGNMENT INC             EQUITY   682159108       74     2495 SH       DEFINED          15,18,21,22      745        0     1750
ON ASSIGNMENT INC             EQUITY   682159108     1987    66804 SH       DEFINED             18,21,22    45592        0    21212
ON COMMAND CORP               EQUITY   682160106      348    18916 SH       DEFINED                12,21    18916        0        0
ON COMMAND CORP               EQUITY   682160106       17      923 SH       DEFINED             18,21,22      719        0      204
ONE VALLEY BANCORP INC        EQUITY   682419106     1078    27997 SH       DEFINED                12,21    27997        0        0
ONE VALLEY BANCORP INC        EQUITY   682419106      233     6056 SH       DEFINED             18,21,22     3020        0     3035
ONEIDA LTD                    EQUITY   682505102      362    13976 SH       DEFINED                12,21    13976        0        0
ONEIDA LTD                    EQUITY   682505102       67     2585 SH       DEFINED             18,21,22      985        0     1600
ONEMAIN.COM INC               EQUITY   68267P109      536    23800 SH       DEFINED                12,21    23800        0        0
ONEMAIN.COM INC               EQUITY   68267P109       18      801 SH       DEFINED             18,21,22      300        0      501
ONEOK INC NEW                 EQUITY   682680103       94     3000 SH       DEFINED               -          3000        0        0
ONEOK INC NEW                 EQUITY   682680103       15      467 SH       DEFINED                  4,6        0      467        0
ONEOK INC NEW                 EQUITY   682680103      884    28286 SH       DEFINED                12,21    28286        0        0
ONEOK INC NEW                 EQUITY   682680103        8      250 SH       DEFINED          15,18,21,22        0        0      250
ONEOK INC NEW                 EQUITY   682680103      188     6001 SH       DEFINED             18,21,22     2862        0     3139
ONEOK INC NEW                 EQUITY   682680103       27      878 SH       DEFINED                   25        0      878        0
ONEOK INC NEW                 EQUITY   682680103       45     1441 SH       DEFINED                21,32     1441        0        0
ONLINE RESOURCES & COMNS CORP EQUITY   68273G101       58     2900 SH       DEFINED          15,18,21,22     2076        0      824
ONLINE RESOURCES & COMNS CORP EQUITY   68273G101      917    45544 SH       DEFINED             18,21,22    37395        0     8149
ONSALE INC                    EQUITY   682838107        5      300 SH       DEFINED                  4,6        0        0      300
ONSALE INC                    EQUITY   682838107       51     3300 SH       DEFINED                12,21     3300        0        0
ONSALE INC                    EQUITY   682838107       54     3500 SH       DEFINED          15,18,21,22      500        0     3000
ONSALE INC                    EQUITY   682838107      179    11660 SH       DEFINED             18,21,22    11400        0      260
ONYX PHARMACEUTICALS INC      EQUITY   683399109     2250   250000 SH       DEFINED                12,21   250000        0        0
ONYX PHARMACEUTICALS INC      EQUITY   683399109       64     7080 SH       DEFINED             18,21,22      680        0     6400
OPEN MARKET INC               EQUITY   68370M100      314    23800 SH       DEFINED                12,21    23800        0        0
OPEN MARKET INC               EQUITY   68370M100      113     8562 SH       DEFINED          15,18,21,22     5017        0     3545
OPEN MARKET INC               EQUITY   68370M100      369    27981 SH       DEFINED             18,21,22    22125        0     5856
*** VIMPEL COMMUNICATIONS SP  EQUITY   68370R109       29     1600 SH       DEFINED                  4,6        0      600     1000
*** VIMPEL COMMUNICATIONS SP  EQUITY   68370R109      455    25000 SH       DEFINED                12,21    25000        0        0
*** VIMPEL COMMUNICATIONS SP  EQUITY   68370R109      887    48751 SH       DEFINED             18,21,22    15300        0    33451
OPTICAL COATING LABORATORY IN EQUITY   683829105      735    10700 SH       DEFINED                12,21    10700        0        0
OPTICAL COATING LABORATORY IN EQUITY   683829105     2902    42248 SH       DEFINED             18,21,22     2532        0    39716
OPTICAL COATING LABORATORY IN EQUITY   683829105       15      220 SH       DEFINED     3,13,14,27,30,31      220        0        0
*** OPTIMAL ROBOTICS CORP     EQUITY   68388R208      212    16800 SH       DEFINED          15,18,21,22        0        0    16800
*** OPTIMAL ROBOTICS CORP     EQUITY   68388R208       44     3450 SH       DEFINED             18,21,22      950        0     2500
ORACLE CORP                   EQUITY   68389X105      545    14297 SH       DEFINED               -         14297        0        0
ORACLE CORP                   EQUITY   68389X105    10662   279669 SH       DEFINED                  4,6   106734        0   172935
ORACLE CORP                   EQUITY   68389X105     1514    39722 SH       DEFINED                  6,7        0        0    39722
ORACLE CORP                   EQUITY   68389X105    75982  1992962 SH       DEFINED                12,21  1992962        0        0
ORACLE CORP                   EQUITY   68389X105     3092    81106 SH       DEFINED          15,18,21,22    36240        0    44866
ORACLE CORP                   EQUITY   68389X105       37      975 SH       DEFINED             16,18,21      975        0        0
ORACLE CORP                   OPTION   68389X105    38125  1000000 SH  CALL DEFINED       17,18,19,20,21  1000000        0        0
ORACLE CORP                   EQUITY   68389X105    82492  2163727 SH       DEFINED             18,21,22  1186782        0   976945
ORACLE CORP                   OPTION   68389X105      191     5000 SH  CALL DEFINED             18,21,22     1500        0     3500
ORACLE CORP                   OPTION   68389X105    21137   554400 SH  PUT  DEFINED             18,21,22   551500        0     2900
ORACLE CORP                   EQUITY   68389X105     2587    67861 SH       DEFINED                   25        0    67861        0
ORACLE CORP                   EQUITY   68389X105    13922   365165 SH       DEFINED     3,13,14,27,30,31   365165        0        0
ORACLE CORP                   EQUITY   68389X105     3027    79388 SH       DEFINED                21,32    79388        0        0
ORANGE & ROCKLAND UTILITIES   EQUITY   684065105      655    11200 SH       DEFINED                12,21    11200        0        0
ORANGE & ROCKLAND UTILITIES   EQUITY   684065105     1283    21923 SH       DEFINED             18,21,22     8703        0    13220
ORANGE CO INC                 EQUITY   684177108       19     3000 SH       DEFINED               -          3000        0        0
ORANGE CO INC                 EQUITY   684177108      600    96006 SH       DEFINED             18,21,22     4500        0    91506
*** ORANGE PLC ADR-USD        EQUITY   685211104    13356   163000 SH       DEFINED                12,21   163000        0        0
*** ORANGE PLC ADR-USD        EQUITY   685211104      516     6300 SH       DEFINED             18,21,22     6000        0      300
*** ORBITAL ENGINE LTD        EQUITY   685563306       52    18915 SH       DEFINED             18,21,22     8062        0    10853
ORBITAL SCIENCES CORP         EQUITY   685564106        3      100 SH       DEFINED               -           100        0        0
ORBITAL SCIENCES CORP         EQUITY   685564106      286    11088 SH       DEFINED                12,21    11088        0        0
ORBITAL SCIENCES CORP         EQUITY   685564106     3826   148202 SH       DEFINED             18,21,22    51106        0    97096
ORGANOGENESIS INC             EQUITY   685906109      946   100200 SH       DEFINED                  4,6        0        0   100200
ORGANOGENESIS INC             EQUITY   685906109      275    29088 SH       DEFINED                12,21    29088        0        0
ORGANOGENESIS INC             EQUITY   685906109      231    24508 SH       DEFINED             18,21,22     1814        0    22694
OREGON STL MLS INC            EQUITY   686079104    13132  1111640 SH       DEFINED                12,21  1111640        0        0
OREGON STL MLS INC            EQUITY   686079104      142    12050 SH       DEFINED          15,18,21,22     9970        0     2080
OREGON STL MLS INC            EQUITY   686079104     8956   758174 SH       DEFINED             18,21,22   222167        0   536007
O REILLY AUTOMOTIVE INC       EQUITY   686091109     2267    55261 SH       DEFINED                  4,6    19080    25086    11095
O REILLY AUTOMOTIVE INC       EQUITY   686091109       14      330 SH       DEFINED                  6,7        0        0      330
O REILLY AUTOMOTIVE INC       EQUITY   686091109     8416   205102 SH       DEFINED                12,21   205102        0        0
O REILLY AUTOMOTIVE INC       EQUITY   686091109       16      400 SH       DEFINED          15,18,21,22      300        0      100
O REILLY AUTOMOTIVE INC       EQUITY   686091109     3611    88000 SH       DEFINED             16,18,21    88000        0        0
O REILLY AUTOMOTIVE INC       EQUITY   686091109     1340    32653 SH       DEFINED             18,21,22    23946        0     8707
ORIENTAL FINANCIAL GROUP      EQUITY   68618W100     1146    46537 SH       DEFINED                12,21    46537        0        0
ORIENTAL FINANCIAL GROUP      EQUITY   68618W100      229     9291 SH       DEFINED             18,21,22     4210        0     5081
ORIENTAL FINANCIAL GROUP      EQUITY   68618W100      324    13145 SH       DEFINED                21,32    13145        0        0
ORION CAPITAL CORP            EQUITY   686268103    15196   319500 SH       DEFINED                12,21   319500        0        0
ORION CAPITAL CORP            EQUITY   686268103    11422   240146 SH       DEFINED             16,18,21   240146        0        0
ORION CAPITAL CORP            EQUITY   686268103     1213    25512 SH       DEFINED             18,21,22    11927        0    13585
ORLEANS HOMEBUILDERS INC      EQUITY   686588104       30    18200 SH       DEFINED             18,21,22        0        0    18200
ORTEC INTL INC                EQUITY   68749B108        2      200 SH       DEFINED          15,18,21,22        0        0      200
ORTEC INTL INC                EQUITY   68749B108        5      470 SH       DEFINED             18,21,22      470        0        0
ORTEC INTL INC                EQUITY   68749B108     3192   307692 SH       DEFINED        3,13,28,29,31   307692        0        0
ORTHOLOGIC CORP               EQUITY   68750J107     1091   415600 SH       DEFINED                  4,6        0   415600        0
ORTHOLOGIC CORP               EQUITY   68750J107       35    13150 SH       DEFINED             18,21,22     1200        0    11950
ORTHODONTIC CENTERS OF AMERIC EQUITY   68750P103     2535   152500 SH       DEFINED                12,21   152500        0        0
ORTHODONTIC CENTERS OF AMERIC EQUITY   68750P103        8      475 SH       DEFINED          15,18,21,22      350        0      125
ORTHODONTIC CENTERS OF AMERIC EQUITY   68750P103      624    37559 SH       DEFINED             18,21,22    27619        0     9940
ORTHODONTIC CENTERS OF AMERIC EQUITY   68750P103     1255    75500 SH       DEFINED                   25        0    75500        0
OSHKOSH B GOSH INC CL A       EQUITY   688222207     2074   122000 SH       DEFINED   2,3,11,13,14,30,31        0   122000        0
OSHKOSH B GOSH INC CL A       EQUITY   688222207      714    42000 SH       DEFINED                12,21    42000        0        0
OSHKOSH B GOSH INC CL A       EQUITY   688222207      479    28161 SH       DEFINED             18,21,22      301        0    27860
OSHKOSH B GOSH INC CL A       EQUITY   688222207      107     6300 SH       DEFINED                   25        0     6300        0
OSTEOTECH INC                 EQUITY   688582105      124     5500 SH       DEFINED                12,21     5500        0        0
OSTEOTECH INC                 EQUITY   688582105        5      210 SH       DEFINED          15,18,21,22      210        0        0
OSTEOTECH INC                 EQUITY   688582105     1379    60971 SH       DEFINED             18,21,22    41320        0    19651
O'SULLIVAN INDUSTRIES HOLDING EQUITY   688609106      200    12776 SH       DEFINED                12,21    12776        0        0
O'SULLIVAN INDUSTRIES HOLDING EQUITY   688609106     2101   134478 SH       DEFINED             18,21,22   107203        0    27275
O'SULLIVAN INDUSTRIES HOLDING EQUITY   688609106       83     5300 SH       DEFINED                   25        0     5300        0
OTTER TAIL POWER CO           EQUITY   689648103      433     9757 SH       DEFINED                12,21     9757        0        0
OTTER TAIL POWER CO           EQUITY   689648103      117     2642 SH       DEFINED             18,21,22     1602        0     1040
OUTBACK STEAKHOUSE INC        EQUITY   689899102     6621   204112 SH       DEFINED   2,3,11,13,14,30,31        0   204112        0
OUTBACK STEAKHOUSE INC        EQUITY   689899102     2344    72264 SH       DEFINED                12,21    72264        0        0
OUTBACK STEAKHOUSE INC        EQUITY   689899102        3      104 SH       DEFINED          15,18,21,22      104        0        0
OUTBACK STEAKHOUSE INC        EQUITY   689899102      219     6750 SH       DEFINED             16,18,21     6750        0        0
OUTBACK STEAKHOUSE INC        EQUITY   689899102     1769    54535 SH       DEFINED             18,21,22    36767        0    17768
OUTBACK STEAKHOUSE INC        EQUITY   689899102      318     9800 SH       DEFINED                21,32     9800        0        0
OUTDOOR SYSTEMS INC           EQUITY   690057104      494    15212 SH       DEFINED                  4,6     3500        0    11712
OUTDOOR SYSTEMS INC           EQUITY   690057104    84281  2593273 SH       DEFINED                12,21  2593273        0        0
OUTDOOR SYSTEMS INC           EQUITY   690057104      411    12638 SH       DEFINED          15,18,21,22     8429        0     4209
OUTDOOR SYSTEMS INC           EQUITY   690057104     9431   290179 SH       DEFINED             18,21,22   204697        0    85482
OUTDOOR SYSTEMS INC           EQUITY   690057104       13      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
OVERSEAS SHIPHOLDING GROUP IN EQUITY   690368105      481    33604 SH       DEFINED                12,21    33604        0        0
OVERSEAS SHIPHOLDING GROUP IN EQUITY   690368105      166    11600 SH       DEFINED             16,18,21    11600        0        0
OVERSEAS SHIPHOLDING GROUP IN EQUITY   690368105       48     3358 SH       DEFINED             18,21,22     1531        0     1826
OWENS CORNING                 EQUITY   69073F103      168     5254 SH       DEFINED                12,21     5254        0        0
OWENS CORNING                 EQUITY   69073F103      872    27191 SH       DEFINED             18,21,22    23791        0     3400
OWENS CORNING                 EQUITY   69073F103       66     2063 SH       DEFINED                   25        0     2063        0
OWENS CORNING                 EQUITY   69073F103       79     2465 SH       DEFINED                21,32     2465        0        0
OWENS & MINOR INC HLDG CO     EQUITY   690732102     4631   381966 SH       DEFINED                12,21   381966        0        0
OWENS & MINOR INC HLDG CO     EQUITY   690732102        1      100 SH       DEFINED          15,18,21,22        0        0      100
OWENS & MINOR INC HLDG CO     EQUITY   690732102       51     4216 SH       DEFINED             18,21,22      191        0     4025
OWENS & MINOR INC HLDG CO     EQUITY   690732102      205    16900 SH       DEFINED                   25        0    16900        0
OWENS ILLINOIS INC NEW        EQUITY   690768403      483    19100 SH       DEFINED                  4,6    15000        0     4100
OWENS ILLINOIS INC NEW        EQUITY   690768403     1023    40422 SH       DEFINED                12,21    40422        0        0
OWENS ILLINOIS INC NEW        EQUITY   690768403      123     4844 SH       DEFINED          15,18,21,22     1853        0     2991
OWENS ILLINOIS INC NEW        OPTION   690768403    27844  1100000 SH  CALL DEFINED       17,18,19,20,21  1100000        0        0
OWENS ILLINOIS INC NEW        OPTION   690768403    27844  1100000 SH  PUT  DEFINED       17,18,19,20,21  1100000        0        0
OWENS ILLINOIS INC NEW        EQUITY   690768403     3687   145640 SH       DEFINED             18,21,22    71125        0    74515
OWENS ILLINOIS INC NEW        OPTION   690768403    27844  1100000 SH  CALL DEFINED             18,21,22  1100000        0        0
OWENS ILLINOIS INC NEW        OPTION   690768403    27844  1100000 SH  PUT  DEFINED             18,21,22  1100000        0        0
OWENS ILLINOIS INC NEW        EQUITY   690768403      111     4400 SH       DEFINED                   25        0     4400        0
OWENS ILLINOIS INC NEW        EQUITY   690768403       18      700 SH       DEFINED     3,13,14,27,30,31      700        0        0
OWENS ILLINOIS INC NEW        EQUITY   690768403      183     7221 SH       DEFINED                21,32     7221        0        0
OWENS ILLINOIS CV PFD $2.375  EQUITY   690768502      314     8100 SH       DEFINED                  4,6      500        0     7600
OWENS ILLINOIS CV PFD $2.375  EQUITY   690768502      388    10000 SH       DEFINED                12,21    10000        0        0
OWENS ILLINOIS CV PFD $2.375  EQUITY   690768502     4996   128928 SH       DEFINED             18,21,22    69062        0    59866
OXFORD HEALTH PLANS INC       EQUITY   691471106     3092   185275 SH       DEFINED                  4,6    18000        0   167275
OXFORD HEALTH PLANS INC       EQUITY   691471106     1297    77700 SH       DEFINED                12,21    77700        0        0
OXFORD HEALTH PLANS INC       EQUITY   691471106       23     1400 SH       DEFINED          15,18,21,22      400        0     1000
OXFORD HEALTH PLANS INC       EQUITY   691471106     3790   227132 SH       DEFINED             18,21,22    78873        0   148259
OXFORD HEALTH PLANS INC       OPTION   691471106      876    52500 SH  CALL DEFINED             18,21,22    50000        0     2500
OXFORD HEALTH PLANS INC       EQUITY   691471106      192    11500 SH       DEFINED                21,32    11500        0        0
OXFORD INDUSTRIES INC         EQUITY   691497309      121     4831 SH       DEFINED                12,21     4831        0        0
OXFORD INDUSTRIES INC         EQUITY   691497309       13      500 SH       DEFINED          15,18,21,22        0        0      500
OXFORD INDUSTRIES INC         EQUITY   691497309       23      901 SH       DEFINED             18,21,22      301        0      600
OXFORD INDUSTRIES INC         EQUITY   691497309      703    28100 SH       DEFINED                   25        0    28100        0
PBOC HOLDINGS INC             EQUITY   69316G108     1276   118000 SH       DEFINED                  4,6        0   118000        0
PBOC HOLDINGS INC             EQUITY   69316G108       93     8600 SH       DEFINED                12,21     8600        0        0
PBOC HOLDINGS INC             EQUITY   69316G108       22     2020 SH       DEFINED             18,21,22     2020        0        0
PCD INC                       EQUITY   69318P106        3      375 SH       DEFINED          15,18,21,22      275        0      100
PCD INC                       EQUITY   69318P106      191    23550 SH       DEFINED             18,21,22    17825        0     5725
P C QUOTE INC-NEW             EQUITY   693236200       42     6700 SH       DEFINED             18,21,22     1500        0     5200
P C QUOTE INC-NEW             EQUITY   693236200       28     4400 SH       DEFINED        3,13,28,29,31     4400        0        0
P-COM INC                     EQUITY   693262107      211    47300 SH       DEFINED                12,21    47300        0        0
P-COM INC                     EQUITY   693262107       85    19000 SH       DEFINED             18,21,22     7600        0    11400
PECO ENERGY CO                EQUITY   693304107       49     1150 SH       DEFINED               -          1150        0        0
PECO ENERGY CO                EQUITY   693304107     4636   109400 SH       DEFINED   2,3,11,13,14,30,31        0   109400        0
PECO ENERGY CO                EQUITY   693304107    19584   462149 SH       DEFINED                12,21   462149        0        0
PECO ENERGY CO                EQUITY   693304107        6      150 SH       DEFINED          15,18,21,22        0        0      150
PECO ENERGY CO                EQUITY   693304107     1843    43480 SH       DEFINED             18,21,22    33154        0    10326
PECO ENERGY CO                EQUITY   693304107      222     5228 SH       DEFINED                   25        0     5228        0
PECO ENERGY CO                EQUITY   693304107      890    21000 SH       DEFINED     3,13,14,27,30,31    21000        0        0
PECO ENERGY CO                EQUITY   693304107      374     8825 SH       DEFINED                21,32     8825        0        0
P G & E CORPORATION           EQUITY   69331C108       87     2758 SH       DEFINED               -          2758        0        0
P G & E CORPORATION           EQUITY   69331C108      103     3277 SH       DEFINED                  4,6     2277        0     1000
P G & E CORPORATION           EQUITY   69331C108     1186    37660 SH       DEFINED                12,21    37660        0        0
P G & E CORPORATION           EQUITY   69331C108       13      400 SH       DEFINED          15,18,21,22        0        0      400
P G & E CORPORATION           EQUITY   69331C108     3565   113164 SH       DEFINED             18,21,22    80057        0    33107
P G & E CORPORATION           EQUITY   69331C108      340    10780 SH       DEFINED                   25        0    10780        0
P G & E CORPORATION           EQUITY   69331C108      507    16100 SH       DEFINED     3,13,14,27,30,31    16100        0        0
P G & E CORPORATION           EQUITY   69331C108      560    17786 SH       DEFINED                21,32    17786        0        0
PFF BANCORP INC               EQUITY   69331W104      296    14269 SH       DEFINED                12,21    14269        0        0
PFF BANCORP INC               EQUITY   69331W104      585    28178 SH       DEFINED             18,21,22     7470        0    20708
PFF BANCORP INC               EQUITY   69331W104      106     5100 SH       DEFINED                   25        0     5100        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102     1751    32582 SH       DEFINED                12,21    32582        0        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102        3       52 SH       DEFINED          15,18,21,22        0        0       52
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102       54     1000 SH       DEFINED             16,18,21     1000        0        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102      638    11867 SH       DEFINED             18,21,22     7551        0     4316
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102       99     1846 SH       DEFINED                   25        0     1846        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102      127     2356 SH       DEFINED                21,32     2356        0        0
PE CORP COM CELERA GENOMICS   EQUITY   69332S201      535    20350 SH       DEFINED                12,21    20350        0        0
PE CORP COM CELERA GENOMICS   EQUITY   69332S201       91     3443 SH       DEFINED             18,21,22      981        0     2462
PICO HOLDINGS INC -NEW-       EQUITY   693366205      288    13100 SH       DEFINED                12,21    13100        0        0
PIMCO ADVISORS HLDGS L/P      EQUITY   69338P102       53     1533 SH       DEFINED               -          1533        0        0
PIMCO ADVISORS HLDGS L/P      EQUITY   69338P102      123     3588 SH       DEFINED          15,18,21,22      467        0     3121
PIMCO ADVISORS HLDGS L/P      EQUITY   69338P102    11415   333283 SH       DEFINED             18,21,22   186540        0   146743
PIMCO COMMERCIAL MORTGAGE     EQUITY   693388100       43     3264 SH       DEFINED               -          3264        0        0
PIMCO COMMERCIAL MORTGAGE     EQUITY   693388100        7      500 SH       DEFINED          15,18,21,22        0        0      500
PIMCO COMMERCIAL MORTGAGE     EQUITY   693388100     2821   213914 SH       DEFINED             18,21,22   142946        0    70967
PLD TELECOM INC DEL           EQUITY   69340T100        3     1000 SH       DEFINED               -          1000        0        0
PLD TELECOM INC DEL           EQUITY   69340T100     2377   704300 SH       DEFINED                  4,6   100000        0   604300
PLD TELECOM INC DEL           EQUITY   69340T100      101    30000 SH       DEFINED                5,6,7        0        0    30000
PLD TELECOM INC DEL           EQUITY   69340T100     3466  1027000 SH       DEFINED                    6  1027000        0        0
PLD TELECOM INC DEL           EQUITY   69340T100       68    20000 SH       DEFINED                  6,7        0        0    20000
PLD TELECOM INC DEL           EQUITY   69340T100       36    10800 SH       DEFINED                12,21    10800        0        0
PLD TELECOM INC DEL           EQUITY   69340T100       87    25798 SH       DEFINED             18,21,22    17360        0     8438
*** PLC SYS INC -USD-         EQUITY   69341D104       62    15330 SH       DEFINED             18,21,22        0        0    15330
PLX TECHNOLOGY INC            EQUITY   693417107      307    11200 SH       DEFINED                  4,6        0        0    11200
PLX TECHNOLOGY INC            EQUITY   693417107     1150    41900 SH       DEFINED                12,21    41900        0        0
PLX TECHNOLOGY INC            EQUITY   693417107       29     1050 SH       DEFINED             18,21,22       50        0     1000
PMA CAPITAL CORP CL A         EQUITY   693419202      286    14100 SH       DEFINED                12,21    14100        0        0
PMC SIERRA INC                EQUITY   69344F106       22      270 SH       DEFINED               -           270        0        0
PMC SIERRA INC                EQUITY   69344F106     4452    54875 SH       DEFINED                  4,6    28260    15845    10770
PMC SIERRA INC                EQUITY   69344F106       17      210 SH       DEFINED                  6,7        0        0      210
PMC SIERRA INC                EQUITY   69344F106    11422   140800 SH       DEFINED                12,21   140800        0        0
PMC SIERRA INC                EQUITY   69344F106      271     3337 SH       DEFINED          15,18,21,22     2435        0      902
PMC SIERRA INC                EQUITY   69344F106    37865   466751 SH       DEFINED             18,21,22   413665        0    53086
PMC SIERRA INC                EQUITY   69344F106       32      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
PMC SIERRA INC                EQUITY   69344F106     3472    42800 SH       DEFINED                21,32    42800        0        0
PMI GROUP INC                 EQUITY   69344M101     1548    24300 SH       DEFINED                  4,6        0    24300        0
PMI GROUP INC                 EQUITY   69344M101     1621    25449 SH       DEFINED                12,21    25449        0        0
PMI GROUP INC                 OPTION   69344M101    44582   700000 SH  CALL DEFINED       17,18,19,20,21   700000        0        0
PMI GROUP INC                 EQUITY   69344M101     7263   114033 SH       DEFINED             18,21,22     3266        0   110767
PMI GROUP INC                 EQUITY   69344M101      567     8900 SH       DEFINED                21,32     8900        0        0
P N C BANK CORP               EQUITY   693475105      195     3619 SH       DEFINED               -          3619        0        0
P N C BANK CORP               EQUITY   693475105      605    11245 SH       DEFINED                  4,6     6000        0     5245
P N C BANK CORP               EQUITY   693475105     6753   125490 SH       DEFINED                12,21   125490        0        0
P N C BANK CORP               EQUITY   693475105      685    12728 SH       DEFINED          15,18,21,22     9773        0     2955
P N C BANK CORP               EQUITY   693475105    21888   406739 SH       DEFINED             18,21,22   243767        0   162971
P N C BANK CORP               EQUITY   693475105      459     8537 SH       DEFINED                   25        0     8537        0
P N C BANK CORP               EQUITY   693475105      849    15772 SH       DEFINED                21,32    15772        0        0
PP & L RESOURCES INC          EQUITY   693499105       76     2586 SH       DEFINED               -          2586        0        0
PP & L RESOURCES INC          EQUITY   693499105       15      500 SH       DEFINED                  4,6        0        0      500
PP & L RESOURCES INC          EQUITY   693499105      515    17486 SH       DEFINED                12,21    17486        0        0
PP & L RESOURCES INC          EQUITY   693499105     4480   152192 SH       DEFINED             18,21,22    16584        0   135607
PP & L RESOURCES INC          EQUITY   693499105      129     4398 SH       DEFINED                   25        0     4398        0
PP & L RESOURCES INC          EQUITY   693499105      356    12100 SH       DEFINED     3,13,14,27,30,31    12100        0        0
PP & L RESOURCES INC          EQUITY   693499105      247     8380 SH       DEFINED                21,32     8380        0        0
PPG INDUSTRIES INC            EQUITY   693506107    11334   185424 SH       DEFINED               -        185424        0        0
PPG INDUSTRIES INC            EQUITY   693506107     2099    34340 SH       DEFINED                  4,6    28940        0     5400
PPG INDUSTRIES INC            EQUITY   693506107    16565   271000 SH       DEFINED                    6   271000        0        0
PPG INDUSTRIES INC            EQUITY   693506107    50820   831411 SH       DEFINED                12,21   831411        0        0
PPG INDUSTRIES INC            EQUITY   693506107     3010    49247 SH       DEFINED          15,18,21,22    32985        0    16262
PPG INDUSTRIES INC            EQUITY   693506107    81647  1335737 SH       DEFINED             18,21,22   904468        0   431268
PPG INDUSTRIES INC            EQUITY   693506107     1102    18028 SH       DEFINED                   25        0    18028        0
PPG INDUSTRIES INC            EQUITY   693506107      542     8862 SH       DEFINED                21,32     8862        0        0
PRI AUTOMATION INC            EQUITY   69357H106     3483   117066 SH       DEFINED   2,3,11,13,14,30,31        0   117066        0
PRI AUTOMATION INC            EQUITY   69357H106      512    17200 SH       DEFINED                12,21    17200        0        0
PRI AUTOMATION INC            EQUITY   69357H106        6      195 SH       DEFINED          15,18,21,22      195        0        0
PRI AUTOMATION INC            EQUITY   69357H106     2319    77945 SH       DEFINED             18,21,22    45676        0    32269
PRT GROUP INC COM             EQUITY   693579104       28    11650 SH       DEFINED             18,21,22     5200        0     6450
PRT GROUP INC COM             EQUITY   693579104     1502   632540 SH       DEFINED        3,13,28,29,31   632540        0        0
PS BUSINESS PKS INC CALIF     EQUITY   69360J107      522    21100 SH       DEFINED                12,21    21100        0        0
PS BUSINESS PKS INC CALIF     EQUITY   69360J107       10      400 SH       DEFINED             18,21,22      400        0        0
PSC INC                       EQUITY   69361E107      269    28276 SH       DEFINED             18,21,22    23319        0     4957
*** P.T. TRI POLYTA INDONESIA EQUITY   69365B109       12    11000 SH       DEFINED             18,21,22        0        0    11000
PSS WORLD MEDICAL INC         EQUITY   69366A100     1708   158919 SH       DEFINED                12,21   158919        0        0
PSS WORLD MEDICAL INC         EQUITY   69366A100      268    24910 SH       DEFINED          15,18,21,22    19080        0     5830
PSS WORLD MEDICAL INC         EQUITY   69366A100     6084   565936 SH       DEFINED             18,21,22   370810        0   195126
PSS WORLD MEDICAL INC         OPTION   69366A100       22     2000 SH  CALL DEFINED             18,21,22        0        0     2000
PSS WORLD MEDICAL INC         OPTION   69366A100       22     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
PSS WORLD MEDICAL INC         EQUITY   69366A100      639    59425 SH       DEFINED                21,32    59425        0        0
PXRE CORP                     EQUITY   693674103     1626   108394 SH       DEFINED                12,21   108394        0        0
PXRE CORP                     EQUITY   693674103       15     1000 SH       DEFINED             16,18,21     1000        0        0
PXRE CORP                     EQUITY   693674103        2      143 SH       DEFINED             18,21,22      143        0        0
PACCAR INC -DEL-              EQUITY   693718108      170     3000 SH       DEFINED                  4,6        0        0     3000
PACCAR INC -DEL-              EQUITY   693718108    11784   207415 SH       DEFINED                12,21   207415        0        0
PACCAR INC -DEL-              EQUITY   693718108       12      219 SH       DEFINED          15,18,21,22      151        0       68
PACCAR INC -DEL-              EQUITY   693718108     5965   105000 SH       DEFINED             16,18,21   105000        0        0
PACCAR INC -DEL-              EQUITY   693718108     4944    87029 SH       DEFINED             18,21,22    44515        0    42514
PACCAR INC -DEL-              EQUITY   693718108      132     2319 SH       DEFINED                   25        0     2319        0
PACCAR INC -DEL-              EQUITY   693718108      203     3577 SH       DEFINED                21,32     3577        0        0
PACIFIC CAPITAL BANCORP -NEW- EQUITY   69404P101      705    23554 SH       DEFINED                12,21    23554        0        0
PACIFIC CAPITAL BANCORP -NEW- EQUITY   69404P101      251     8392 SH       DEFINED             18,21,22     1337        0     7055
PACIFIC CENTURY FINL CORP     EQUITY   694058108       69     3500 SH       DEFINED                  4,6     3500        0        0
PACIFIC CENTURY FINL CORP     EQUITY   694058108       54     2725 SH       DEFINED                12,21     2725        0        0
PACIFIC CENTURY FINL CORP     EQUITY   694058108      495    24981 SH       DEFINED             18,21,22     4477        0    20504
PACIFIC CENTURY FINL CORP     EQUITY   694058108       38     1931 SH       DEFINED                21,32     1931        0        0
*** PACIFIC DUNLOP LTD ADR    EQUITY   694185208        9     1615 SH       DEFINED          15,18,21,22        0        0     1615
*** PACIFIC DUNLOP LTD ADR    EQUITY   694185208      719   126418 SH       DEFINED             18,21,22   112055        0    14363
*** PACIFIC DUNLOP LTD ADR    EQUITY   694185208      925   162660 SH       DEFINED                   25        0   162660        0
PACIFIC GATEWAY EXCHANGE INC  EQUITY   694327107     7412   303300 SH       DEFINED                12,21   303300        0        0
PACIFIC GATEWAY EXCHANGE INC  EQUITY   694327107       40     1634 SH       DEFINED          15,18,21,22      830        0      804
PACIFIC GATEWAY EXCHANGE INC  EQUITY   694327107     5245   214628 SH       DEFINED             18,21,22    79123        0   135505
PACIFIC GATEWAY EXCHANGE INC  EQUITY   694327107      759    31066 SH       DEFINED                21,32    31066        0        0
PACIFIC GULF PPTYS INC        EQUITY   694396102      321    14414 SH       DEFINED                12,21    14414        0        0
PACIFIC GULF PPTYS INC        EQUITY   694396102      115     5182 SH       DEFINED             18,21,22     4987        0      195
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100       35     1357 SH       DEFINED               -          1357        0        0
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100     7095   275533 SH       DEFINED                12,21   275533        0        0
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100      498    19338 SH       DEFINED          15,18,21,22    12255        0     7083
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100     9186   356746 SH       DEFINED             18,21,22   241582        0   115164
PACIFIC SUNWEAR OF CALIF INC  OPTION   694873100       39     1500 SH  CALL DEFINED             18,21,22        0        0     1500
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100     1759    68325 SH       DEFINED                   25        0    68325        0
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100     4846   188196 SH       DEFINED                21,32   188196        0        0
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112102        3       41 SH       DEFINED          15,18,21,22       41        0        0
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112102     5394    78821 SH       DEFINED             18,21,22    76089        0     2732
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112201       18      275 SH       DEFINED                  4,6        0        0      275
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112201     3725    58033 SH       DEFINED                12,21    58033        0        0
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112201        3       51 SH       DEFINED             18,21,22       51        0        0
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112201       13      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112201     2428    37831 SH       DEFINED                21,32    37831        0        0
PACIFICORP                    EQUITY   695114108       22     1210 SH       DEFINED               -          1210        0        0
PACIFICORP                    EQUITY   695114108       33     1800 SH       DEFINED                  4,6        0        0     1800
PACIFICORP                    EQUITY   695114108     5062   275495 SH       DEFINED                12,21   275495        0        0
PACIFICORP                    EQUITY   695114108      220    11985 SH       DEFINED          15,18,21,22     6925        0     5060
PACIFICORP                    EQUITY   695114108    10440   568180 SH       DEFINED             18,21,22   343398        0   224781
PACIFICORP                    EQUITY   695114108      151     8233 SH       DEFINED                   25        0     8233        0
PACIFICORP                    EQUITY   695114108      254    13848 SH       DEFINED                21,32    13848        0        0
PACKAGED ICE INC              EQUITY   695148106       14     2655 SH       DEFINED          15,18,21,22     2005        0      650
PACKAGED ICE INC              EQUITY   695148106      297    57938 SH       DEFINED             18,21,22    39890        0    18048
PAGEMART WIRELESS INC CL A    EQUITY   69553J104      257    34400 SH       DEFINED                12,21    34400        0        0
PAGEMART WIRELESS INC CL A    EQUITY   69553J104        3      369 SH       DEFINED             18,21,22      269        0      100
PAGING NETWORK INC            EQUITY   695542100     5102   960348 SH       DEFINED                12,21   960348        0        0
PAGING NETWORK INC            EQUITY   695542100    18684  3516722 SH       DEFINED             18,21,22  1633722        0  1883000
PAINE WEBBER GROUP INC        EQUITY   695629105     3506    87931 SH       DEFINED                12,21    87931        0        0
PAINE WEBBER GROUP INC        EQUITY   695629105       24      600 SH       DEFINED          15,18,21,22      150        0      450
PAINE WEBBER GROUP INC        EQUITY   695629105     1646    41275 SH       DEFINED             18,21,22    18272        0    23002
PAINE WEBBER GROUP INC        OPTION   695629105       80     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
PAINE WEBBER GROUP INC        EQUITY   695629105      167     4200 SH       DEFINED                   25        0     4200        0
PAINE WEBBER GROUP INC        EQUITY   695629105        8      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
PAINE WEBBER GROUP INC        EQUITY   695629105      291     7309 SH       DEFINED                21,32     7309        0        0
PAKISTAN INVESTMENT FUND INC  EQUITY   695844100       65    28111 SH       DEFINED             18,21,22     7250        0    20861
PAIRGAIN TECHNOLOGIES INC     EQUITY   695934109      657    71000 SH       DEFINED                12,21    71000        0        0
PAIRGAIN TECHNOLOGIES INC     EQUITY   695934109      601    64936 SH       DEFINED             18,21,22    20430        0    44506
PALATIN TECHNOLOGIES INC (NEW EQUITY   696077304        1      200 SH       DEFINED          15,18,21,22        0        0      200
PALATIN TECHNOLOGIES INC (NEW EQUITY   696077304       57    13000 SH       DEFINED             18,21,22    13000        0        0
PALL CORP                     EQUITY   696429307       36     1700 SH       DEFINED               -          1700        0        0
PALL CORP                     EQUITY   696429307      341    16292 SH       DEFINED                12,21    16292        0        0
PALL CORP                     EQUITY   696429307       74     3521 SH       DEFINED          15,18,21,22     3146        0      375
PALL CORP                     EQUITY   696429307       31     1500 SH       DEFINED             16,18,21     1500        0        0
PALL CORP                     EQUITY   696429307     4211   201111 SH       DEFINED             18,21,22   100074        0   101036
PALL CORP                     EQUITY   696429307       75     3574 SH       DEFINED                   25        0     3574        0
PALL CORP                     EQUITY   696429307      119     5673 SH       DEFINED                21,32     5673        0        0
PALM HARBOR HOMES INC         EQUITY   696639103      379    19947 SH       DEFINED                12,21    19947        0        0
PALM HARBOR HOMES INC         EQUITY   696639103      200    10530 SH       DEFINED             18,21,22     5095        0     5435
PALOMAR MEDICAL TECHNOLOGIES  EQUITY   697529303       52    15299 SH       DEFINED             18,21,22      876        0    14423
PALOMAR MEDICAL TECHNOLOGIES  EQUITY   697529303     1224   362543 SH       DEFINED           3,13,30,31   362543        0        0
PAMIDA HLDGS CORP             EQUITY   697642106    10435   907387 SH       DEFINED                1,4,6   907387        0        0
PAMIDA HLDGS CORP             EQUITY   697642106       12     1000 SH       DEFINED             18,21,22        0        0     1000
PANAMSAT CORP (NEW)           EQUITY   697933109    23548   598975 SH       DEFINED                12,21   598975        0        0
PANAMSAT CORP (NEW)           EQUITY   697933109    24673   627600 SH       DEFINED             16,18,21   627600        0        0
PANAMSAT CORP (NEW)           EQUITY   697933109      158     4018 SH       DEFINED             18,21,22     2918        0     1100
PAN PACIFIC RETAIL PROPERTIES EQUITY   69806L104       10      500 SH       DEFINED               -           500        0        0
PAN PACIFIC RETAIL PROPERTIES EQUITY   69806L104      177     9000 SH       DEFINED                12,21     9000        0        0
PAN PACIFIC RETAIL PROPERTIES EQUITY   69806L104     1508    76585 SH       DEFINED             18,21,22    61356        0    15229
PANERA BREAD CO CL A          EQUITY   69840W108     2603   365385 SH       DEFINED             18,21,22   125500        0   239885
PANTRY INC                    EQUITY   698657103    11210   695200 SH       DEFINED                12,21   695200        0        0
PANTRY INC                    EQUITY   698657103        8      500 SH       DEFINED             18,21,22        0        0      500
PAPA JOHNS INTL INC           EQUITY   698813102     7502   173200 SH       DEFINED   2,3,11,13,14,30,31        0   173200        0
PAPA JOHNS INTL INC           EQUITY   698813102      869    20070 SH       DEFINED                  4,6    19000        0     1070
PAPA JOHNS INTL INC           EQUITY   698813102     2513    58025 SH       DEFINED                12,21    58025        0        0
PAPA JOHNS INTL INC           EQUITY   698813102     1454    33580 SH       DEFINED             18,21,22    13713        0    19867
PAPA JOHNS INTL INC           EQUITY   698813102      411     9500 SH       DEFINED                   25        0     9500        0
PAPA JOHNS INTL INC           EQUITY   698813102        9      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
*** PARADIGM GEOPHYSICAL LTD  EQUITY   69900J104     1814   284500 SH       DEFINED                12,21   284500        0        0
*** PARADIGM GEOPHYSICAL LTD  EQUITY   69900J104     2060   323200 SH       DEFINED             16,18,21   323200        0        0
PARALLEL PETROLEUM CORP-DEL   EQUITY   699157103       35    17560 SH       DEFINED             18,21,22     7160        0    10400
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100       28     2011 SH       DEFINED               -          2011        0        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100       20     1400 SH       DEFINED                  4,6        0        0     1400
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100     1544   109283 SH       DEFINED                12,21   109283        0        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100      236    16702 SH       DEFINED          15,18,21,22    12392        0     4310
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100     7945   562512 SH       DEFINED             18,21,22   387171        0   175341
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100      134     9494 SH       DEFINED                   25        0     9494        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100       27     1916 SH       DEFINED        3,13,28,29,31     1916        0        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100       25     1736 SH       DEFINED           3,13,30,31     1736        0        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100      175    12397 SH       DEFINED                21,32    12397        0        0
PAREXEL INTL CORP             EQUITY   699462107      473    43700 SH       DEFINED                12,21    43700        0        0
PAREXEL INTL CORP             EQUITY   699462107     1098   101568 SH       DEFINED             18,21,22    11166        0    90402
PAREXEL INTL CORP             EQUITY   699462107      260    24000 SH       DEFINED            4,6,23,24    24000        0        0
PAREXEL INTL CORP             EQUITY   699462107      324    30000 SH       DEFINED                   25        0    30000        0
PARK ELECTROCHEMICAL CORP CV  CORPBOND 700416AB6        2     2000 PRN      DEFINED          15,18,21,22     2000        0        0
PARK ELECTROCHEMICAL CORP CV  CORPBOND 700416AB6      514   557000 PRN      DEFINED             18,21,22   373000        0   184000
PARK ELECTROCHEMICAL CORP     EQUITY   700416209     2403    78459 SH       DEFINED                12,21    78459        0        0
PARK ELECTROCHEMICAL CORP     EQUITY   700416209      698    22800 SH       DEFINED                   25        0    22800        0
PARK ELECTROCHEMICAL CORP     EQUITY   700416209     4190   136828 SH       DEFINED                21,32   136828        0        0
PARK NATIONAL CORP OH         EQUITY   700658107      848     8700 SH       DEFINED                12,21     8700        0        0
PARK NATIONAL CORP OH         EQUITY   700658107      115     1178 SH       DEFINED             18,21,22        0        0     1178
PARK OHIO HOLDINGS CORP       EQUITY   700666100       17     1000 SH       DEFINED               -          1000        0        0
PARK OHIO HOLDINGS CORP       EQUITY   700666100      770    46317 SH       DEFINED             18,21,22     6316        0    40001
PARK PL ENTMT CORP            EQUITY   700690100       56     5477 SH       DEFINED                  4,6        0        0     5477
PARK PL ENTMT CORP            EQUITY   700690100      555    53851 SH       DEFINED                12,21    53851        0        0
PARK PL ENTMT CORP            EQUITY   700690100       12     1131 SH       DEFINED          15,18,21,22        0        0     1131
PARK PL ENTMT CORP            EQUITY   700690100     1844   178833 SH       DEFINED             18,21,22    94268        0    84565
PARK PL ENTMT CORP            EQUITY   700690100      268    26000 SH       DEFINED     3,13,14,27,30,31    26000        0        0
PARK PL ENTMT CORP            EQUITY   700690100      345    33461 SH       DEFINED        3,13,28,29,31    33461        0        0
PARK PL ENTMT CORP            EQUITY   700690100      418    40539 SH       DEFINED           3,13,30,31    40539        0        0
PARKER DRILLING CO SUB NTS CN CORPBOND 701081AD3        7    10000 PRN      DEFINED                12,21    10000        0        0
PARKER DRILLING CO SUB NTS CN CORPBOND 701081AD3      203   290000 PRN      DEFINED             18,21,22    35000        0   255000
PARKER DRILLING CO SUB NTS CN CORPBOND 701081AD3     2808  4018000 PRN      DEFINED        3,13,28,29,31  4018000        0        0
PARKER DRILLING CO SUB NTS CN CORPBOND 701081AD3     2014  2882000 PRN      DEFINED           3,13,30,31  2882000        0        0
PARKER DRILLING CO            EQUITY   701081101      186    51295 SH       DEFINED                12,21    51295        0        0
PARKER DRILLING CO            EQUITY   701081101        2      550 SH       DEFINED          15,18,21,22      500        0       50
PARKER DRILLING CO            EQUITY   701081101       76    20875 SH       DEFINED             18,21,22     5925        0    14950
PARKER-HANNIFIN CORP          EQUITY   701094104     1688    35925 SH       DEFINED                  4,6        0      600    35325
PARKER-HANNIFIN CORP          EQUITY   701094104    25889   550833 SH       DEFINED                12,21   550833        0        0
PARKER-HANNIFIN CORP          EQUITY   701094104      461     9805 SH       DEFINED          15,18,21,22     6054        0     3751
PARKER-HANNIFIN CORP          EQUITY   701094104    15703   334099 SH       DEFINED             18,21,22   245327        0    88772
PARKER-HANNIFIN CORP          EQUITY   701094104      614    13065 SH       DEFINED                   25        0    13065        0
PARKER-HANNIFIN CORP          EQUITY   701094104      517    11000 SH       DEFINED     3,13,14,27,30,31    11000        0        0
PARKER-HANNIFIN CORP          EQUITY   701094104      235     5006 SH       DEFINED                21,32     5006        0        0
PARKERVISION INC              EQUITY   701354102      231     6700 SH       DEFINED                12,21     6700        0        0
PARKERVISION INC              EQUITY   701354102       10      300 SH       DEFINED          15,18,21,22        0        0      300
PARKWAY PPTYS INC             EQUITY   70159Q104     2064    62533 SH       DEFINED                12,21    62533        0        0
PARKWAY PPTYS INC             EQUITY   70159Q104       20      600 SH       DEFINED             18,21,22      500        0      100
PARKWAY PPTYS INC             EQUITY   70159Q104     1791    54273 SH       DEFINED                21,32    54273        0        0
PARTY CITY CORP               EQUITY   702145103       19    10700 SH       DEFINED                12,21    10700        0        0
PARTY CITY CORP               EQUITY   702145103        4     2475 SH       DEFINED          15,18,21,22      200        0     2275
PARTY CITY CORP               EQUITY   702145103       50    28329 SH       DEFINED             18,21,22     5454        0    22875
PATHOGENESIS CORP             EQUITY   70321E104      218    15700 SH       DEFINED                12,21    15700        0        0
PATHOGENESIS CORP             EQUITY   70321E104      174    12532 SH       DEFINED             18,21,22     3906        0     8626
PATHOGENESIS CORP             OPTION   70321E104        7      500 SH  PUT  DEFINED             18,21,22        0        0      500
PATRICK INDS INC              EQUITY   703343103     1121    74700 SH       DEFINED                  4,6        0    74700        0
PATRICK INDS INC              EQUITY   703343103       30     2000 SH       DEFINED             18,21,22     2000        0        0
PATRIOT AMERN HOSPITALITY INC EQUITY   703352203        1      249 SH       DEFINED               -           249        0        0
PATRIOT AMERN HOSPITALITY INC EQUITY   703352203       19     4652 SH       DEFINED          15,18,21,22     2550        0     2102
PATRIOT AMERN HOSPITALITY INC EQUITY   703352203      122    30000 SH       DEFINED             16,18,21    30000        0        0
PATRIOT AMERN HOSPITALITY INC EQUITY   703352203     1227   301967 SH       DEFINED             18,21,22   222047        0    79919
PATRIOT NATIONAL BK CONN      EQUITY   70336H100      123    12000 SH       DEFINED             18,21,22        0        0    12000
PATTERSON DENTAL CO           EQUITY   703412106       45     1155 SH       DEFINED               -          1155        0        0
PATTERSON DENTAL CO           EQUITY   703412106     2477    63300 SH       DEFINED                12,21    63300        0        0
PATTERSON DENTAL CO           EQUITY   703412106     2155    55081 SH       DEFINED          15,18,21,22    30477        0    24604
PATTERSON DENTAL CO           EQUITY   703412106    50224  1283681 SH       DEFINED             18,21,22   696739        0   586942
PATTERSON ENERGY INC          EQUITY   703414102     1001   109700 SH       DEFINED                12,21   109700        0        0
PATTERSON ENERGY INC          EQUITY   703414102       22     2403 SH       DEFINED             18,21,22     1403        0     1000
PAXAR CORPORATION             EQUITY   704227107      458    46960 SH       DEFINED                12,21    46960        0        0
PAXAR CORPORATION             EQUITY   704227107       30     3095 SH       DEFINED          15,18,21,22     3095        0        0
PAXAR CORPORATION             EQUITY   704227107      914    93742 SH       DEFINED             18,21,22    61975        0    31767
PAXSON COMMUNICATIONS CORP    EQUITY   704231109      341    29309 SH       DEFINED                12,21    29309        0        0
PAXSON COMMUNICATIONS CORP    EQUITY   704231109      200    17192 SH       DEFINED             18,21,22     9513        0     7679
PAYCHEX INC                   EQUITY   704326107       65     2311 SH       DEFINED               -          2311        0        0
PAYCHEX INC                   EQUITY   704326107     9620   339784 SH       DEFINED                  4,6     2672        0   337112
PAYCHEX INC                   EQUITY   704326107       60     2110 SH       DEFINED                5,6,7        0        0     2110
PAYCHEX INC                   EQUITY   704326107     8433   297861 SH       DEFINED                12,21   297861        0        0
PAYCHEX INC                   EQUITY   704326107     1298    45828 SH       DEFINED          15,18,21,22    31507        0    14321
PAYCHEX INC                   EQUITY   704326107    53483  1888974 SH       DEFINED             18,21,22  1039360        0   849614
PAYCHEX INC                   EQUITY   704326107    12922   456412 SH       DEFINED            4,6,23,24   456412        0        0
PAYCHEX INC                   EQUITY   704326107     4910   173430 SH       DEFINED                   25        0   173430        0
PAYCHEX INC                   EQUITY   704326107      385    13610 SH       DEFINED                21,32    13610        0        0
PAYLESS SHOESOURCE INC        EQUITY   704379106       97     1804 SH       DEFINED                  4,6     1804        0        0
PAYLESS SHOESOURCE INC        EQUITY   704379106     6018   112088 SH       DEFINED                12,21   112088        0        0
PAYLESS SHOESOURCE INC        EQUITY   704379106      115     2150 SH       DEFINED          15,18,21,22      800        0     1350
PAYLESS SHOESOURCE INC        EQUITY   704379106     4295    80000 SH       DEFINED             16,18,21    80000        0        0
PAYLESS SHOESOURCE INC        EQUITY   704379106     1555    28958 SH       DEFINED             18,21,22    16965        0    11993
PAYLESS SHOESOURCE INC        EQUITY   704379106       65     1218 SH       DEFINED                21,32     1218        0        0
PAYMENTECH INC                EQUITY   704384106      570    22400 SH       DEFINED                12,21    22400        0        0
PAYMENTECH INC                EQUITY   704384106       38     1500 SH       DEFINED             18,21,22        0        0     1500
PAYMENTECH INC                EQUITY   704384106      183     7200 SH       DEFINED                   25        0     7200        0
PEAPOD INC                    EQUITY   704718105      894   106688 SH       DEFINED             18,21,22    35563        0    71125
*** PECHINEY SA SPON ADR RPST EQUITY   705151207       20      835 SH       DEFINED          15,18,21,22      305        0      530
*** PECHINEY SA SPON ADR RPST EQUITY   705151207      493    20655 SH       DEFINED             18,21,22    14495        0     6160
PEDIATRIX MEDICAL GROUP INC   EQUITY   705324101      686    35300 SH       DEFINED                12,21    35300        0        0
PEDIATRIX MEDICAL GROUP INC   EQUITY   705324101      622    32015 SH       DEFINED          15,18,21,22    14210        0    17805
PEDIATRIX MEDICAL GROUP INC   EQUITY   705324101     2038   104823 SH       DEFINED             18,21,22    67531        0    37292
PEERLESS SYSTEMS CORP         EQUITY   705536100      170    13500 SH       DEFINED             18,21,22        0        0    13500
PEGASYSTEMS INC               EQUITY   705573103      136    16000 SH       DEFINED                12,21    16000        0        0
PEGASYSTEMS INC               EQUITY   705573103        3      345 SH       DEFINED             18,21,22      345        0        0
PEGASUS COMMUNICATIONS CORP   EQUITY   705904100     5064   127000 SH       DEFINED                12,21   127000        0        0
PEGASUS COMMUNICATIONS CORP   EQUITY   705904100     3441    86300 SH       DEFINED             16,18,21    86300        0        0
PEGASUS COMMUNICATIONS CORP   EQUITY   705904100       10      250 SH       DEFINED             18,21,22      250        0        0
PEGASUS SYS INC               EQUITY   705906105      173     5000 SH       DEFINED                  4,6        0        0     5000
PEGASUS SYS INC               EQUITY   705906105     1107    32100 SH       DEFINED                12,21    32100        0        0
PEGASUS SYS INC               EQUITY   705906105      281     8153 SH       DEFINED          15,18,21,22     5776        0     2377
PEGASUS SYS INC               EQUITY   705906105     5224   151422 SH       DEFINED             18,21,22   126166        0    25256
PEGASUS SYS INC               EQUITY   705906105       10      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
PENFORD CORP                  EQUITY   707051108       48     3500 SH       DEFINED                12,21     3500        0        0
PENFORD CORP                  EQUITY   707051108      133     9740 SH       DEFINED             18,21,22      156        0     9583
PENN-AMERICA GROUP INC        EQUITY   707247102     1381   135600 SH       DEFINED                  4,6        0   135600        0
PENN-AMERICA GROUP INC        EQUITY   707247102      104    10245 SH       DEFINED             18,21,22     5500        0     4745
PENN NATIONAL GAMING INC      EQUITY   707569109      129    13150 SH       DEFINED             18,21,22        0        0    13150
PENN TREATY AMERIAN CORP CV   CORPBOND 707874AC7      125   125000 PRN      DEFINED                12,21   125000        0        0
PENN TREATY AMERICAN CORP     EQUITY   707874103        1       50 SH       DEFINED               -            50        0        0
PENN TREATY AMERICAN CORP     EQUITY   707874103      395    17193 SH       DEFINED                12,21    17193        0        0
PENN TREATY AMERICAN CORP     EQUITY   707874103       27     1169 SH       DEFINED          15,18,21,22      640        0      529
PENN TREATY AMERICAN CORP     EQUITY   707874103     1035    44985 SH       DEFINED             18,21,22    33542        0    11443
PENN VIRGINIA CORP            EQUITY   707882106     1628    77500 SH       DEFINED                12,21    77500        0        0
PENN VIRGINIA CORP            EQUITY   707882106      592    28192 SH       DEFINED             18,21,22    15692        0    12500
PENNCORP FINANCIAL GROUP INC  EQUITY   708094107       23    48622 SH       DEFINED             18,21,22    25895        0    22726
J C PENNEY CO INC             EQUITY   708160106       40      900 SH       DEFINED               -           900        0        0
J C PENNEY CO INC             EQUITY   708160106      314     7080 SH       DEFINED                  4,6     7080        0        0
J C PENNEY CO INC             EQUITY   708160106     1908    43006 SH       DEFINED                12,21    43006        0        0
J C PENNEY CO INC             EQUITY   708160106       20      449 SH       DEFINED          15,18,21,22      225        0      224
J C PENNEY CO INC             EQUITY   708160106     1469    33100 SH       DEFINED             16,18,21    33100        0        0
J C PENNEY CO INC             EQUITY   708160106     8090   182306 SH       DEFINED             18,21,22    85303        0    97003
J C PENNEY CO INC             EQUITY   708160106      328     7392 SH       DEFINED                   25        0     7392        0
J C PENNEY CO INC             EQUITY   708160106      151     3410 SH       DEFINED     3,13,14,27,30,31     3410        0        0
J C PENNEY CO INC             EQUITY   708160106      552    12449 SH       DEFINED                21,32    12449        0        0
PENNFED FINANCIAL SVCS INC    EQUITY   708167101      312    18502 SH       DEFINED             18,21,22        2        0    18500
PENNSYLVANIA ENTERPRISES INC  EQUITY   708720107       62     2000 SH       DEFINED               -          2000        0        0
PENNSYLVANIA ENTERPRISES INC  EQUITY   708720107      295     9603 SH       DEFINED                12,21     9603        0        0
PENNSYLVANIA ENTERPRISES INC  EQUITY   708720107      592    19249 SH       DEFINED             18,21,22    12538        0     6711
PENNSYLVANIA REAL ESTATE      EQUITY   709102107      231    11500 SH       DEFINED                12,21    11500        0        0
PENNSYLVANIA REAL ESTATE      EQUITY   709102107     1211    60335 SH       DEFINED             18,21,22    17527        0    42808
PENNZENERGY COMPANY           EQUITY   70931Q109     3057   188817 SH       DEFINED                12,21   188817        0        0
PENNZENERGY COMPANY           EQUITY   70931Q109       16     1000 SH       DEFINED          15,18,21,22     1000        0        0
PENNZENERGY COMPANY           EQUITY   70931Q109     2833   175000 SH       DEFINED             16,18,21   175000        0        0
PENNZENERGY COMPANY           EQUITY   70931Q109     5959   368090 SH       DEFINED             18,21,22   119052        0   249037
PENNZENERGY COMPANY           EQUITY   70931Q109       89     5500 SH       DEFINED                21,32     5500        0        0
PENNZOIL QUAKER ST            EQUITY   709323109     2746   186925 SH       DEFINED                12,21   186925        0        0
PENNZOIL QUAKER ST            EQUITY   709323109       32     2157 SH       DEFINED          15,18,21,22     1000        0     1157
PENNZOIL QUAKER ST            EQUITY   709323109     4510   307041 SH       DEFINED             18,21,22    34779        0   272262
PENSKE MOTORSPORTS INC        EQUITY   709598106       51     1000 SH       DEFINED                  4,6        0        0     1000
PENSKE MOTORSPORTS INC        EQUITY   709598106      284     5600 SH       DEFINED                12,21     5600        0        0
PENSKE MOTORSPORTS INC        EQUITY   709598106       26      504 SH       DEFINED             18,21,22      103        0      401
PENSKE MOTORSPORTS INC        EQUITY   709598106       20      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
PENTAIR INC                   EQUITY   709631105        2       45 SH       DEFINED               -            45        0        0
PENTAIR INC                   EQUITY   709631105     1575    36838 SH       DEFINED                12,21    36838        0        0
PENTAIR INC                   EQUITY   709631105      210     4904 SH       DEFINED          15,18,21,22     3074        0     1830
PENTAIR INC                   EQUITY   709631105     6406   149854 SH       DEFINED             18,21,22   102112        0    47741
PENTAIR INC                   EQUITY   709631105      445    10400 SH       DEFINED                21,32    10400        0        0
PENTON MEDIA INC              EQUITY   709668107     4435   226000 SH       DEFINED   2,3,11,13,14,30,31        0   226000        0
PENTON MEDIA INC              EQUITY   709668107      366    18625 SH       DEFINED                12,21    18625        0        0
PENTON MEDIA INC              EQUITY   709668107      458    23330 SH       DEFINED             18,21,22    12870        0    10460
PENWEST PHARMACEUTICALS CO    EQUITY   709754105      112    15173 SH       DEFINED             18,21,22     1000        0    14173
PEOPLES BANCORP INC           EQUITY   709909105      330    33700 SH       DEFINED                12,21    33700        0        0
PEOPLES BANCORP INC           EQUITY   709909105      109    11153 SH       DEFINED             18,21,22     3143        0     8010
PEOPLES BANCORP INC           EQUITY   709909105      150    15300 SH       DEFINED        3,13,30,31,33        0        0    15300
PEOPLES BANK BRIDGEPORT CONN  EQUITY   710198102        9      300 SH       DEFINED               -           300        0        0
PEOPLES BANK BRIDGEPORT CONN  EQUITY   710198102     1034    35825 SH       DEFINED                12,21    35825        0        0
PEOPLES BANK BRIDGEPORT CONN  EQUITY   710198102        4      150 SH       DEFINED          15,18,21,22      150        0        0
PEOPLES BANK BRIDGEPORT CONN  EQUITY   710198102      382    13212 SH       DEFINED             18,21,22     3619        0     9593
PEOPLES ENERGY CORP           EQUITY   711030106        7      200 SH       DEFINED               -           200        0        0
PEOPLES ENERGY CORP           EQUITY   711030106     2232    60843 SH       DEFINED                12,21    60843        0        0
PEOPLES ENERGY CORP           EQUITY   711030106      957    26094 SH       DEFINED             18,21,22    12661        0    13433
PEOPLES ENERGY CORP           EQUITY   711030106       33      899 SH       DEFINED                   25        0      899        0
PEOPLES ENERGY CORP           EQUITY   711030106       62     1689 SH       DEFINED                21,32     1689        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108     5575   298302 SH       DEFINED                  4,6   100140   135297    62865
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108       93     5000 SH       DEFINED                    6     5000        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108       28     1500 SH       DEFINED                  6,7        0        0     1500
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108    10632   568933 SH       DEFINED                12,21   568933        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108      175     9370 SH       DEFINED          15,18,21,22     5530        0     3840
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108     5391   288500 SH       DEFINED             16,18,21   288500        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108     5668   303310 SH       DEFINED             18,21,22   177155        0   126155
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108     3003   160670 SH       DEFINED                21,32   160670        0        0
PEOPLESOFT INC                EQUITY   712713106     7001   516180 SH       DEFINED                  4,6   236515    72700   206965
PEOPLESOFT INC                EQUITY   712713106     1242    91540 SH       DEFINED                  6,7    83590        0     7950
PEOPLESOFT INC                EQUITY   712713106     2023   149173 SH       DEFINED                12,21   149173        0        0
PEOPLESOFT INC                EQUITY   712713106      183    13515 SH       DEFINED          15,18,21,22        0        0    13515
PEOPLESOFT INC                EQUITY   712713106     3000   221172 SH       DEFINED             18,21,22   127179        0    93993
PEOPLESOFT INC                OPTION   712713106      949    70000 SH  CALL DEFINED             18,21,22    70000        0        0
PEOPLESOFT INC                EQUITY   712713106      114     8400 SH       DEFINED                   25        0     8400        0
PEOPLESOFT INC                EQUITY   712713106     1259    92847 SH       DEFINED                21,32    92847        0        0
PEP BOYS MANNY MOE & JACK     CORPBOND 713278AG4       44    44000 PRN      DEFINED             18,21,22    35000        0     9000
PEP BOYS MANNY MOE & JACK     EQUITY   713278109      414    24432 SH       DEFINED                12,21    24432        0        0
PEP BOYS MANNY MOE & JACK     EQUITY   713278109       70     4159 SH       DEFINED          15,18,21,22      250        0     3909
PEP BOYS MANNY MOE & JACK     EQUITY   713278109      253    14925 SH       DEFINED             18,21,22     8813        0     6111
PEP BOYS MANNY MOE & JACK     EQUITY   713278109       23     1372 SH       DEFINED                   25        0     1372        0
PEP BOYS MANNY MOE & JACK     EQUITY   713278109       39     2312 SH       DEFINED                21,32     2312        0        0
PEPSI BOTTLING GROUP INC      EQUITY   713409100    36790  1590900 SH       DEFINED                12,21  1590900        0        0
PEPSI BOTTLING GROUP INC      EQUITY   713409100       16      700 SH       DEFINED          15,18,21,22        0        0      700
PEPSI BOTTLING GROUP INC      EQUITY   713409100    21932   948400 SH       DEFINED             16,18,21   948400        0        0
PEPSI BOTTLING GROUP INC      EQUITY   713409100      685    29617 SH       DEFINED             18,21,22    11991        0    17626
PEPSI BOTTLING GROUP INC      EQUITY   713409100      645    27900 SH       DEFINED            4,6,23,24    27900        0        0
PEPSI BOTTLING GROUP INC      EQUITY   713409100      578    25000 SH       DEFINED     3,13,14,27,30,31    25000        0        0
PEPSI-COLA PUERTO RICO        EQUITY   713434108      331    58150 SH       DEFINED                12,21    58150        0        0
PEPSI-COLA PUERTO RICO        EQUITY   713434108       31     5527 SH       DEFINED             18,21,22       27        0     5500
PEPSI-COLA PUERTO RICO        EQUITY   713434108      165    29075 SH       DEFINED                21,32    29075        0        0
PEPSICO INC                   EQUITY   713448108    13495   349955 SH       DEFINED               -        349955        0        0
PEPSICO INC                   EQUITY   713448108     4670   121100 SH       DEFINED   2,3,11,13,14,30,31        0   121100        0
PEPSICO INC                   EQUITY   713448108    18960   491671 SH       DEFINED                  4,6   148832   227550   115289
PEPSICO INC                   EQUITY   713448108     1180    30600 SH       DEFINED                  6,7    25600        0     5000
PEPSICO INC                   EQUITY   713448108   316618  8210405 SH       DEFINED                12,21  8210405        0        0
PEPSICO INC                   EQUITY   713448108    10807   280237 SH       DEFINED          15,18,21,22   144304        0   135933
PEPSICO INC                   EQUITY   713448108    30816   799100 SH       DEFINED             16,18,21   799100        0        0
PEPSICO INC                   EQUITY   713448108   579127 15017691 SH       DEFINED             18,21,22  5496584        0  9521107
PEPSICO INC                   OPTION   713448108      578    15000 SH  CALL DEFINED             18,21,22        0        0    15000
PEPSICO INC                   OPTION   713448108        8      200 SH  PUT  DEFINED             18,21,22        0        0      200
PEPSICO INC                   EQUITY   713448108     2492    64622 SH       DEFINED                   25        0    64622        0
PEPSICO INC                   EQUITY   713448108     1226    31780 SH       DEFINED     3,13,14,27,30,31    31780        0        0
PEPSICO INC                   EQUITY   713448108     3217    83433 SH       DEFINED                21,32    83433        0        0
PERCLOSE INC                  EQUITY   71361C107      364     7100 SH       DEFINED                12,21     7100        0        0
PERCLOSE INC                  EQUITY   71361C107      316     6173 SH       DEFINED          15,18,21,22     4378        0     1795
PERCLOSE INC                  EQUITY   71361C107     5479   106903 SH       DEFINED             18,21,22    89437        0    17466
PEREGRINE SYSTEMS             EQUITY   71366Q101     2387    78600 SH       DEFINED                12,21    78600        0        0
PEREGRINE SYSTEMS             EQUITY   71366Q101      123     4043 SH       DEFINED          15,18,21,22     2877        0     1166
PEREGRINE SYSTEMS             EQUITY   71366Q101     2160    71125 SH       DEFINED             18,21,22    59926        0    11199
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106     2516    93178 SH       DEFINED                12,21    93178        0        0
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106      526    19466 SH       DEFINED          15,18,21,22     7409        0    12057
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106     6292   233027 SH       DEFINED             18,21,22   159572        0    73455
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106     1669    61800 SH       DEFINED                   25        0    61800        0
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106      743    27500 SH       DEFINED                21,32    27500        0        0
PERINI CORP                   EQUITY   713839108      718   136800 SH       DEFINED                  4,6        0   136800        0
PERINI CORP                   EQUITY   713839108       29     5500 SH       DEFINED             18,21,22     2000        0     3500
PERIPHONICS CORP              EQUITY   714005105      461    21700 SH       DEFINED             18,21,22      100        0    21600
PEROT SYS CORP CLASS A        EQUITY   714265105      332    14600 SH       DEFINED          15,18,21,22    14600        0        0
PEROT SYS CORP CLASS A        EQUITY   714265105      249    10924 SH       DEFINED             18,21,22     2346        0     8578
PERRIGO COMPANY               EQUITY   714290103      476    55582 SH       DEFINED                12,21    55582        0        0
PERRIGO COMPANY               EQUITY   714290103      210    24500 SH       DEFINED          15,18,21,22    20645        0     3855
PERRIGO COMPANY               EQUITY   714290103     3066   358004 SH       DEFINED             18,21,22   253814        0   104190
PERSONNEL GROUP OF AMERICA    CORPBOND 715338AE9        9    11000 PRN      DEFINED                12,21    11000        0        0
PERSONNEL GROUP OF AMERICA    CORPBOND 715338AE9     1907  2305000 PRN      DEFINED             18,21,22  2305000        0        0
PERSONNEL GROUP OF AMERICA IN EQUITY   715338109      256    26618 SH       DEFINED                12,21    26618        0        0
PERSONNEL GROUP OF AMERICA IN EQUITY   715338109      488    50686 SH       DEFINED          15,18,21,22    14270        0    36416
PERSONNEL GROUP OF AMERICA IN EQUITY   715338109     5922   615294 SH       DEFINED             18,21,22   357242        0   258052
PERSONNEL GROUP OF AMERICA IN OPTION   715338109      842    87518 SH  CALL DEFINED             18,21,22    87518        0        0
PERSONNEL GROUP OF AMERICA IN OPTION   715338109      842    87518 SH  PUT  DEFINED             18,21,22    87518        0        0
*** PERUSAHAAN PERSEROAN      EQUITY   715680104      159    10000 SH       DEFINED                  4,6        0    10000        0
*** PERUSAHAAN PERSEROAN      EQUITY   715680104       30     1900 SH       DEFINED                12,21     1900        0        0
*** PERUSAHAAN PERSEROAN      EQUITY   715680104      153     9635 SH       DEFINED             18,21,22     4910        0     4725
*** PT TELEKOMUNAKASI         EQUITY   715684106     5332   561288 SH       DEFINED                  4,6   560088     1200        0
*** PT TELEKOMUNAKASI         EQUITY   715684106     1844   194100 SH       DEFINED                  6,7        0        0   194100
*** PT TELEKOMUNAKASI         EQUITY   715684106       19     2000 SH       DEFINED          15,18,21,22        0        0     2000
*** PT TELEKOMUNAKASI         EQUITY   715684106      384    40445 SH       DEFINED             18,21,22    17125        0    23320
PERVASIVE SOFTWARE INC        EQUITY   715710109      253    11200 SH       DEFINED                12,21    11200        0        0
PERVASIVE SOFTWARE INC        EQUITY   715710109       65     2892 SH       DEFINED          15,18,21,22     2026        0      866
PERVASIVE SOFTWARE INC        EQUITY   715710109     1187    52454 SH       DEFINED             18,21,22    44061        0     8393
PETCO ANIMAL SUPPLIES INC     EQUITY   716016100      499    32700 SH       DEFINED                12,21    32700        0        0
PETCO ANIMAL SUPPLIES INC     EQUITY   716016100     4519   296304 SH       DEFINED             18,21,22   116206        0   180098
*** PETRO-CANADA              EQUITY   71644E102      167    11351 SH       DEFINED             18,21,22        0        0    11351
PETROLEUM & RESOURCES CORP    EQUITY   716549100     1214    35110 SH       DEFINED             18,21,22    19816        0    15293
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109      240    12100 SH       DEFINED               -         12100        0        0
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     2465   124400 SH       DEFINED   2,3,11,13,14,30,31        0   124400        0
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     5305   267750 SH       DEFINED                  4,6    86235   123570    57945
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109       29     1445 SH       DEFINED                  6,7        0        0     1445
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109       37     1850 SH       DEFINED          15,18,21,22     1580        0      270
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     2911   146912 SH       DEFINED             18,21,22    96892        0    50020
PETSMART INC - SUB NOTES CONV CORPBOND 716768AB2        8     8000 PRN      DEFINED                12,21     8000        0        0
PETSMART INC - SUB NOTES CONV CORPBOND 716768AB2      227   218000 PRN      DEFINED             18,21,22   138000        0    80000
PETSMART INC                  EQUITY   716768106        8     1000 SH       DEFINED                  4,6        0        0     1000
PETSMART INC                  EQUITY   716768106      885   118000 SH       DEFINED                12,21   118000        0        0
PETSMART INC                  EQUITY   716768106      159    21200 SH       DEFINED          15,18,21,22    14847        0     6353
PETSMART INC                  EQUITY   716768106     4231   564138 SH       DEFINED             18,21,22   389190        0   174948
PETSMART INC                  OPTION   716768106       19     2500 SH  PUT  DEFINED             18,21,22        0        0     2500
PHARMACYCLICS INC             EQUITY   716933106      333    11900 SH       DEFINED                12,21    11900        0        0
PHARMACYCLICS INC             EQUITY   716933106      614    21943 SH       DEFINED             18,21,22    21893        0       50
PHARMACIA & UPJOHN INC        EQUITY   716941109     2044    38112 SH       DEFINED               -         38112        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109     9978   186065 SH       DEFINED                  4,6     7900   146375    31790
PHARMACIA & UPJOHN INC        EQUITY   716941109   127610  2379666 SH       DEFINED                12,21  2379666        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109     3710    69177 SH       DEFINED          15,18,21,22    38906        0    30271
PHARMACIA & UPJOHN INC        EQUITY   716941109    79100  1475063 SH       DEFINED             16,18,21  1475063        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109   347239  6475323 SH       DEFINED             18,21,22  2116979        0  4358344
PHARMACIA & UPJOHN INC        OPTION   716941109     3620    67500 SH  CALL DEFINED             18,21,22    25000        0    42500
PHARMACIA & UPJOHN INC        OPTION   716941109       27      500 SH  PUT  DEFINED             18,21,22        0        0      500
PHARMACIA & UPJOHN INC        EQUITY   716941109     1596    29760 SH       DEFINED                   25        0    29760        0
PHARMACIA & UPJOHN INC        EQUITY   716941109     1122    20921 SH       DEFINED     3,13,14,27,30,31    20921        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109     1473    27468 SH       DEFINED                21,32    27468        0        0
PFIZER INC                    EQUITY   717081103     1671    48333 SH       DEFINED               -         48333        0        0
PFIZER INC                    EQUITY   717081103    52837  1528710 SH       DEFINED                  4,6   532339   203367   793004
PFIZER INC                    EQUITY   717081103      664    19205 SH       DEFINED                5,6,7        0        0    19205
PFIZER INC                    EQUITY   717081103     6386   184770 SH       DEFINED                  6,7   166250        0    18520
PFIZER INC                    EQUITY   717081103   105069  3039922 SH       DEFINED                12,21  3039922        0        0
PFIZER INC                    EQUITY   717081103     6652   192464 SH       DEFINED          15,18,21,22   116964        0    75499
PFIZER INC                    OPTION   717081103       90     2600 SH  CALL DEFINED          15,18,21,22        0        0     2600
PFIZER INC                    OPTION   717081103       35     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
PFIZER INC                    EQUITY   717081103     3221    93200 SH       DEFINED             16,18,21    93200        0        0
PFIZER INC                    EQUITY   717081103      200     5801 SH       DEFINED       17,18,19,20,21     5801        0        0
PFIZER INC                    EQUITY   717081103   235685  6819010 SH       DEFINED             18,21,22  3668688        0  3150322
PFIZER INC                    OPTION   717081103      176     5100 SH  CALL DEFINED             18,21,22     2200        0     2900
PFIZER INC                    OPTION   717081103       69     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
PFIZER INC                    EQUITY   717081103     6051   175086 SH       DEFINED                   25        0   175086        0
PFIZER INC                    EQUITY   717081103    10192   294889 SH       DEFINED     3,13,14,27,30,31   294889        0        0
PFIZER INC                    EQUITY   717081103     2387    69049 SH       DEFINED                21,32    69049        0        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101       23      905 SH       DEFINED               -           905        0        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101     5579   215600 SH       DEFINED   2,3,11,13,14,30,31        0   215600        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101      437    16905 SH       DEFINED                12,21    16905        0        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101      401    15480 SH       DEFINED          15,18,21,22    11275        0     4205
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101     9507   367402 SH       DEFINED             18,21,22   244315        0   123087
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101     1462    56500 SH       DEFINED                   25        0    56500        0
PHARMACEUTICAL RES INC        EQUITY   717125108       30     4000 SH       DEFINED                12,21     4000        0        0
PHARMACEUTICAL RES INC        EQUITY   717125108      883   116807 SH       DEFINED             18,21,22     1700        0   115107
PHELPS DODGE CORP             EQUITY   717265102       15      250 SH       DEFINED               -           250        0        0
PHELPS DODGE CORP             EQUITY   717265102      102     1714 SH       DEFINED                  4,6        0        0     1714
PHELPS DODGE CORP             EQUITY   717265102     1558    26268 SH       DEFINED                12,21    26268        0        0
PHELPS DODGE CORP             EQUITY   717265102     5292    89229 SH       DEFINED          15,18,21,22    60341        0    28888
PHELPS DODGE CORP             EQUITY   717265102    21815   367789 SH       DEFINED             18,21,22   270522        0    97266
PHELPS DODGE CORP             EQUITY   717265102      509     8578 SH       DEFINED                   25        0     8578        0
PHELPS DODGE CORP             EQUITY   717265102      184     3100 SH       DEFINED     3,13,14,27,30,31     3100        0        0
PHELPS DODGE CORP             EQUITY   717265102      255     4306 SH       DEFINED                21,32     4306        0        0
PHILADELPHIA CONSOLIDATED HLD EQUITY   717528103      319    15000 SH       DEFINED               -         15000        0        0
PHILADELPHIA CONSOLIDATED HLD EQUITY   717528103       94     4400 SH       DEFINED                12,21     4400        0        0
PHILADELPHIA CONSOLIDATED HLD EQUITY   717528103      138     6500 SH       DEFINED                   25        0     6500        0
PHILADELPHIA SUBURBAN CORP-NE EQUITY   718009608      670    29129 SH       DEFINED                12,21    29129        0        0
PHILADELPHIA SUBURBAN CORP-NE EQUITY   718009608      363    15782 SH       DEFINED             18,21,22     9006        0     6775
PHILADELPHIA SUBURBAN CORP-NE EQUITY   718009608     1119    48661 SH       DEFINED                21,32    48661        0        0
PHILIP MORRIS COS INC         EQUITY   718154107     7143   191446 SH       DEFINED               -        191446        0        0
PHILIP MORRIS COS INC         EQUITY   718154107    11516   308629 SH       DEFINED                  4,6   188205    20350   100074
PHILIP MORRIS COS INC         EQUITY   718154107    81614  2187284 SH       DEFINED                  6,7  2187284        0        0
PHILIP MORRIS COS INC         EQUITY   718154107   157910  4232042 SH       DEFINED                12,21  4232042        0        0
PHILIP MORRIS COS INC         EQUITY   718154107    18321   491002 SH       DEFINED          15,18,21,22   338077        0   152924
PHILIP MORRIS COS INC         OPTION   718154107      112     3000 SH  CALL DEFINED          15,18,21,22        0        0     3000
PHILIP MORRIS COS INC         EQUITY   718154107    86635  2321850 SH       DEFINED             16,18,21  2321850        0        0
PHILIP MORRIS COS INC         EQUITY   718154107      685    18360 SH       DEFINED       17,18,19,20,21    18360        0        0
PHILIP MORRIS COS INC         OPTION   718154107    14925   400000 SH  CALL DEFINED       17,18,19,20,21   400000        0        0
PHILIP MORRIS COS INC         EQUITY   718154107   306156  8205076 SH       DEFINED             18,21,22  5126331        0  3078745
PHILIP MORRIS COS INC         OPTION   718154107    30362   813700 SH  CALL DEFINED             18,21,22   800000        0    13700
PHILIP MORRIS COS INC         OPTION   718154107      653    17500 SH  PUT  DEFINED             18,21,22    15000        0     2500
PHILIP MORRIS COS INC         EQUITY   718154107     5551   148767 SH       DEFINED                   25        0   148767        0
PHILIP MORRIS COS INC         EQUITY   718154107     2258    60515 SH       DEFINED     3,13,14,27,30,31    60515        0        0
PHILIP MORRIS COS INC         EQUITY   718154107     5366   143822 SH       DEFINED                21,32   143822        0        0
*** PHILLIPPINE LONG DISTANCE EQUITY   718252604     6242   217109 SH       DEFINED                  4,6     7575        0   209534
*** PHILLIPPINE LONG DISTANCE EQUITY   718252604     6325   220000 SH       DEFINED                    6   220000        0        0
*** PHILLIPPINE LONG DISTANCE EQUITY   718252604        2       86 SH       DEFINED          15,18,21,22       51        0       35
*** PHILLIPPINE LONG DISTANCE EQUITY   718252604      144     5000 SH       DEFINED       17,18,19,20,21     5000        0        0
*** PHILLIPPINE LONG DISTANCE EQUITY   718252604      676    23515 SH       DEFINED             18,21,22    17891        0     5623
*** PHILLIPINE LONG DIST TEL  EQUITY   718252703     1799    35800 SH       DEFINED             18,21,22    35800        0        0
PHILLIPS PETROLEUM CO         EQUITY   718507106      298     5907 SH       DEFINED               -          5907        0        0
PHILLIPS PETROLEUM CO         EQUITY   718507106      136     2699 SH       DEFINED                  4,6     1092      657      950
PHILLIPS PETROLEUM CO         EQUITY   718507106     8251   163378 SH       DEFINED                12,21   163378        0        0
PHILLIPS PETROLEUM CO         EQUITY   718507106       26      512 SH       DEFINED          15,18,21,22      381        0      131
PHILLIPS PETROLEUM CO         EQUITY   718507106       56     1100 SH       DEFINED             16,18,21     1100        0        0
PHILLIPS PETROLEUM CO         EQUITY   718507106    40112   794306 SH       DEFINED             18,21,22   281766        0   512539
PHILLIPS PETROLEUM CO         EQUITY   718507106      361     7154 SH       DEFINED                   25        0     7154        0
PHILLIPS PETROLEUM CO         EQUITY   718507106      587    11622 SH       DEFINED                21,32    11622        0        0
PHILLIPS-VAN HEUSEN CORP      EQUITY   718592108      144    17359 SH       DEFINED                12,21    17359        0        0
PHILLIPS-VAN HEUSEN CORP      EQUITY   718592108       12     1400 SH       DEFINED             16,18,21     1400        0        0
PHILLIPS-VAN HEUSEN CORP      EQUITY   718592108        6      753 SH       DEFINED             18,21,22        3        0      750
PHYMATRIX CORP CV S/D-BK/ENTR CORPBOND 718925AC4      139   275000 PRN      DEFINED             18,21,22        0        0   275000
PHOENIX INVT PARTNERS LTD     EQUITY   719085102      329    37890 SH       DEFINED                12,21    37890        0        0
PHOENIX INVT PARTNERS LTD     EQUITY   719085102       54     6257 SH       DEFINED             18,21,22     4494        0     1762
PHONE.COM INC                 EQUITY   71920Q100      231     4400 SH       DEFINED                  4,6        0        0     4400
PHONE.COM INC                 EQUITY   71920Q100       37      700 SH       DEFINED                12,21      700        0        0
PHOSPHATE RESOURCES PARTNERS  EQUITY   719217101       10      950 SH       DEFINED               -           950        0        0
PHOSPHATE RESOURCES PARTNERS  EQUITY   719217101      737    72804 SH       DEFINED             18,21,22    39502        0    33302
PHYCOR INC CV S/D-REG         CORPBOND 71940FAB6       74   100000 PRN      DEFINED                  4,6        0        0   100000
PHYCOR INC CV S/D-REG         CORPBOND 71940FAB6      114   155000 PRN      DEFINED             18,21,22        0        0   155000
PHYCOR INC                    EQUITY   71940F100      279    65600 SH       DEFINED                12,21    65600        0        0
PHYCOR INC                    EQUITY   71940F100        3      650 SH       DEFINED          15,18,21,22        0        0      650
PHYCOR INC                    EQUITY   71940F100      468   110112 SH       DEFINED             18,21,22    22310        0    87802
PHOTRONICS INC CONV SUB NOTES CORPBOND 719405AA0      118   100000 PRN      DEFINED                12,21   100000        0        0
PHOTRONICS INC CONV SUB NOTES CORPBOND 719405AA0    17015 14450000 PRN      DEFINED             16,18,21 14450000        0        0
PHOTRONICS INC                EQUITY   719405102        3      120 SH       DEFINED               -           120        0        0
PHOTRONICS INC                EQUITY   719405102     1811    65100 SH       DEFINED                12,21    65100        0        0
PHOTRONICS INC                EQUITY   719405102       85     3062 SH       DEFINED          15,18,21,22     1822        0     1240
PHOTRONICS INC                EQUITY   719405102     3729   134074 SH       DEFINED             18,21,22   102527        0    31547
PHOTRONICS INC                EQUITY   719405102       13      470 SH       DEFINED     3,13,14,27,30,31      470        0        0
PICCADILLY CAFETERIAS INC     EQUITY   719567109      248    30050 SH       DEFINED             18,21,22        0        0    30050
PICTURETEL CORP NEW           EQUITY   720035302      222    36649 SH       DEFINED                12,21    36649        0        0
PICTURETEL CORP NEW           EQUITY   720035302     3597   593274 SH       DEFINED             18,21,22    49869        0   543405
PIEDMONT NATURAL GAS          EQUITY   720186105       34     1000 SH       DEFINED               -          1000        0        0
PIEDMONT NATURAL GAS          EQUITY   720186105      873    25808 SH       DEFINED                12,21    25808        0        0
PIEDMONT NATURAL GAS          EQUITY   720186105     1259    37231 SH       DEFINED             18,21,22    25292        0    11939
PIER 1 IMPORTS INC-DEL        EQUITY   720279108        6      580 SH       DEFINED               -           580        0        0
PIER 1 IMPORTS INC-DEL        EQUITY   720279108     6986   730547 SH       DEFINED                12,21   730547        0        0
PIER 1 IMPORTS INC-DEL        EQUITY   720279108      142    14890 SH       DEFINED          15,18,21,22     7130        0     7760
PIER 1 IMPORTS INC-DEL        EQUITY   720279108      136    14175 SH       DEFINED             16,18,21    14175        0        0
PIER 1 IMPORTS INC-DEL        EQUITY   720279108     6693   699844 SH       DEFINED             18,21,22   536789        0   163055
PIERCE LEAHY CORP             EQUITY   720722107      235     9275 SH       DEFINED               -          9275        0        0
PIERCE LEAHY CORP             EQUITY   720722107      221     8700 SH       DEFINED                12,21     8700        0        0
PIERCE LEAHY CORP             EQUITY   720722107       79     3128 SH       DEFINED          15,18,21,22     1682        0     1446
PIERCE LEAHY CORP             EQUITY   720722107     2102    82822 SH       DEFINED             18,21,22    49264        0    33558
PILGRIMS PRIDE CORP           EQUITY   721467108     2721   208334 SH       DEFINED                12,21   208334        0        0
PILGRIMS PRIDE CORP           EQUITY   721467108       86     6605 SH       DEFINED             18,21,22     2375        0     4230
PILGRIMS PRIDE CORP           EQUITY   721467108     1352   103525 SH       DEFINED                21,32   103525        0        0
PILLOWTEX CORP                EQUITY   721501104      537    34520 SH       DEFINED                12,21    34520        0        0
PILLOWTEX CORP                EQUITY   721501104       17     1065 SH       DEFINED          15,18,21,22     1065        0        0
PILLOWTEX CORP                EQUITY   721501104      829    53274 SH       DEFINED             18,21,22    24196        0    29078
PILLOWTEX CORP                EQUITY   721501104      216    13900 SH       DEFINED                   25        0    13900        0
PINNACLE HOLDINGS INC         EQUITY   72346N101     5768   233067 SH       DEFINED                  4,6    71885   111042    50140
PINNACLE HOLDINGS INC         EQUITY   72346N101       32     1295 SH       DEFINED                  6,7        0        0     1295
PINNACLE HOLDINGS INC         EQUITY   72346N101     2423    97900 SH       DEFINED                12,21    97900        0        0
PINNACLE HOLDINGS INC         EQUITY   72346N101       81     3290 SH       DEFINED             18,21,22     1465        0     1825
PINNACLE SYSTEMS INC          EQUITY   723481107     2214    80500 SH       DEFINED                12,21    80500        0        0
PINNACLE SYSTEMS INC          EQUITY   723481107      405    14720 SH       DEFINED             18,21,22     7477        0     7243
PINNACLE WEST CAP CORP        EQUITY   723484101        9      225 SH       DEFINED               -           225        0        0
PINNACLE WEST CAP CORP        EQUITY   723484101    16292   411801 SH       DEFINED                12,21   411801        0        0
PINNACLE WEST CAP CORP        EQUITY   723484101      502    12695 SH       DEFINED          15,18,21,22    10828        0     1867
PINNACLE WEST CAP CORP        EQUITY   723484101     9891   250000 SH       DEFINED             16,18,21   250000        0        0
PINNACLE WEST CAP CORP        EQUITY   723484101     9651   243939 SH       DEFINED             18,21,22   183705        0    60233
PINNACLE WEST CAP CORP        EQUITY   723484101      989    25000 SH       DEFINED     3,13,14,27,30,31    25000        0        0
PINNACLE WEST CAP CORP        EQUITY   723484101      760    19200 SH       DEFINED                21,32    19200        0        0
PIONEER GROUP INC             EQUITY   723684106     1273    73260 SH       DEFINED                12,21    73260        0        0
PIONEER GROUP INC             EQUITY   723684106      952    54800 SH       DEFINED             16,18,21    54800        0        0
PIONEER GROUP INC             EQUITY   723684106       17      973 SH       DEFINED             18,21,22      973        0        0
PIONEER HI-BRED INTL INC      EQUITY   723686101     3422    88170 SH       DEFINED                12,21    88170        0        0
PIONEER HI-BRED INTL INC      EQUITY   723686101       12      300 SH       DEFINED          15,18,21,22        0        0      300
PIONEER HI-BRED INTL INC      EQUITY   723686101     3006    77437 SH       DEFINED             18,21,22    57467        0    19969
PIONEER HI-BRED INTL INC      EQUITY   723686101      266     6862 SH       DEFINED                   25        0     6862        0
PIONEER HI-BRED INTL INC      EQUITY   723686101      472    12171 SH       DEFINED                21,32    12171        0        0
PIONEER NATURAL RESOURCES CO  EQUITY   723787107     3267   287200 SH       DEFINED   2,3,11,13,14,30,31        0   287200        0
PIONEER NATURAL RESOURCES CO  EQUITY   723787107      388    34075 SH       DEFINED                12,21    34075        0        0
PIONEER NATURAL RESOURCES CO  EQUITY   723787107     2104   185000 SH       DEFINED             18,21,22   117095        0    67904
PIONEER-STANDARD ELECTRONICS  EQUITY   723877106      276    21754 SH       DEFINED                12,21    21754        0        0
PIONEER-STANDARD ELECTRONICS  EQUITY   723877106        3      202 SH       DEFINED             18,21,22        2        0      200
PITNEY BOWES INC              EQUITY   724479100     2899    46613 SH       DEFINED               -         46613        0        0
PITNEY BOWES INC              EQUITY   724479100    12900   207435 SH       DEFINED                  4,6     2600   168875    35960
PITNEY BOWES INC              EQUITY   724479100    68200  1096668 SH       DEFINED                12,21  1096668        0        0
PITNEY BOWES INC              EQUITY   724479100    21679   348611 SH       DEFINED          15,18,21,22   216258        0   132352
PITNEY BOWES INC              EQUITY   724479100     8818   141800 SH       DEFINED             16,18,21   141800        0        0
PITNEY BOWES INC              EQUITY   724479100   549148  8830456 SH       DEFINED             18,21,22  3131961        0  5698495
PITNEY BOWES INC              EQUITY   724479100      800    12872 SH       DEFINED                   25        0    12872        0
PITNEY BOWES INC              EQUITY   724479100      609     9800 SH       DEFINED     3,13,14,27,30,31     9800        0        0
PITNEY BOWES INC              EQUITY   724479100      826    13285 SH       DEFINED                21,32    13285        0        0
PITTSTON BRINK'S GROUP        EQUITY   725701106     8275   318285 SH       DEFINED                12,21   318285        0        0
PITTSTON BRINK'S GROUP        EQUITY   725701106      201     7748 SH       DEFINED          15,18,21,22     5533        0     2215
PITTSTON BRINK'S GROUP        EQUITY   725701106        8      300 SH       DEFINED             16,18,21      300        0        0
PITTSTON BRINK'S GROUP        EQUITY   725701106     9023   347036 SH       DEFINED             18,21,22   244407        0   102629
PITTSTON BAX GROUP            EQUITY   725701882      175    17162 SH       DEFINED                12,21    17162        0        0
PITTSTON BAX GROUP            EQUITY   725701882       96     9402 SH       DEFINED          15,18,21,22     6832        0     2570
PITTSTON BAX GROUP            EQUITY   725701882        2      150 SH       DEFINED             16,18,21      150        0        0
PITTSTON BAX GROUP            EQUITY   725701882     1746   171384 SH       DEFINED             18,21,22   124390        0    46994
PITTWAY CORP DEL CL A         EQUITY   725790208      670    20295 SH       DEFINED                  4,6    13000        0     7295
PITTWAY CORP DEL CL A         EQUITY   725790208       79     2400 SH       DEFINED                12,21     2400        0        0
PITTWAY CORP DEL CL A         EQUITY   725790208      766    23200 SH       DEFINED             18,21,22    11100        0    12100
PITTWAY CORP DEL CL A         EQUITY   725790208     1617    49000 SH       DEFINED                   25        0    49000        0
PIXAR INC                     EQUITY   725811103     1461    38435 SH       DEFINED                12,21    38435        0        0
PIXAR INC                     EQUITY   725811103      206     5418 SH       DEFINED             18,21,22      215        0     5203
*** PLACER DOME INC -USD-     EQUITY   725906101      497    50000 SH       DEFINED                  4,6    50000        0        0
*** PLACER DOME INC -USD-     EQUITY   725906101      197    19820 SH       DEFINED                12,21    19820        0        0
*** PLACER DOME INC -USD-     EQUITY   725906101     1414   142285 SH       DEFINED             18,21,22    84681        0    57603
*** PLACER DOME INC -USD-     OPTION   725906101       13     1300 SH  CALL DEFINED             18,21,22        0        0     1300
*** PLACER DOME INC -USD-     OPTION   725906101        8      800 SH  PUT  DEFINED             18,21,22        0        0      800
*** PLACER DOME INC -USD-     EQUITY   725906101       87     8776 SH       DEFINED                   25        0     8776        0
*** PLACER DOME INC -USD-     EQUITY   725906101      151    15174 SH       DEFINED                21,32    15174        0        0
PLAINS ALL AMERN PIPELINE L P EQUITY   726503105     2449   128445 SH       DEFINED             18,21,22    82795        0    45650
PLAINS RES INC PAR $0.10      EQUITY   726540503      704    37313 SH       DEFINED                12,21    37313        0        0
PLAINS RES INC PAR $0.10      EQUITY   726540503       40     2113 SH       DEFINED             18,21,22      863        0     1250
PLANAR SYSTEMS INC            EQUITY   726900103      468    68100 SH       DEFINED             18,21,22      200        0    67900
PLANTRONICS INC NEW           EQUITY   727493108       26      370 SH       DEFINED               -           370        0        0
PLANTRONICS INC NEW           EQUITY   727493108   319308  4509168 SH       DEFINED               4,6,10  4509168        0        0
PLANTRONICS INC NEW           EQUITY   727493108    16067   226900 SH       DEFINED                12,21   226900        0        0
PLANTRONICS INC NEW           EQUITY   727493108      244     3445 SH       DEFINED          15,18,21,22     2420        0     1025
PLANTRONICS INC NEW           EQUITY   727493108    13610   192200 SH       DEFINED             16,18,21   192200        0        0
PLANTRONICS INC NEW           EQUITY   727493108     8268   116760 SH       DEFINED             18,21,22    64065        0    52695
PLANTRONICS INC NEW           EQUITY   727493108      928    13100 SH       DEFINED                   25        0    13100        0
PLAYERS INTERNATIONAL INC     EQUITY   727903106      107    15500 SH       DEFINED             18,21,22     3000        0    12500
PLAYBOY ENTERPRISES INC CL A  EQUITY   728117201      368    17300 SH       DEFINED             16,18,21    17300        0        0
PLAYBOY ENTERPRISES INC CL A  EQUITY   728117201        3      152 SH       DEFINED             18,21,22        0        0      152
PLAYBOY ENTERPRISES INC CL B  EQUITY   728117300       24     1000 SH       DEFINED                  4,6        0     1000        0
PLAYBOY ENTERPRISES INC CL B  EQUITY   728117300     1508    62200 SH       DEFINED                12,21    62200        0        0
PLAYBOY ENTERPRISES INC CL B  EQUITY   728117300       18      740 SH       DEFINED             18,21,22      168        0      572
PLAYTEX PRODUCTS INC          EQUITY   72813P100      504    31741 SH       DEFINED                12,21    31741        0        0
PLAYTEX PRODUCTS INC          EQUITY   72813P100     1555    97956 SH       DEFINED             18,21,22    27813        0    70143
PLEXUS CORP                   EQUITY   729132100       21      675 SH       DEFINED               -           675        0        0
PLEXUS CORP                   EQUITY   729132100     1107    35700 SH       DEFINED                12,21    35700        0        0
PLEXUS CORP                   EQUITY   729132100      176     5680 SH       DEFINED          15,18,21,22     4045        0     1635
PLEXUS CORP                   EQUITY   729132100     5224   168500 SH       DEFINED             18,21,22   124385        0    44115
PLEXUS CORP                   EQUITY   729132100      369    11900 SH       DEFINED                   25        0    11900        0
PLUM CREEK TIMBER CO L P      EQUITY   729237107       50     1700 SH       DEFINED               -          1700        0        0
PLUM CREEK TIMBER CO L P      EQUITY   729237107      182     6185 SH       DEFINED          15,18,21,22     2290        0     3895
PLUM CREEK TIMBER CO L P      EQUITY   729237107     8048   272810 SH       DEFINED             18,21,22   164191        0   108618
POGO TRUST 1 6.50% QUIPS      EQUITY   73044P208     3376    67175 SH       DEFINED                12,21    67175        0        0
POGO TRUST 1 6.50% QUIPS      EQUITY   73044P208    15703   312500 SH       DEFINED             16,18,21   312500        0        0
POGO TRUST 1 6.50% QUIPS      EQUITY   73044P208     1005    20000 SH       DEFINED           3,13,30,31    20000        0        0
POGO PRODUCING CO CV SUB NOTE CORPBOND 730448AE7      399   500000 PRN      DEFINED                12,21   500000        0        0
POGO PRODUCING CO CV SUB NOTE CORPBOND 730448AE7    20488 25650000 PRN      DEFINED             16,18,21 25650000        0        0
POGO PRODUCING CO CV SUB NOTE CORPBOND 730448AE7       85   106000 PRN      DEFINED             18,21,22   101000        0     5000
POGO PRODUCING CO             EQUITY   730448107       11      600 SH       DEFINED               -           600        0        0
POGO PRODUCING CO             EQUITY   730448107     1037    54600 SH       DEFINED                12,21    54600        0        0
POGO PRODUCING CO             EQUITY   730448107      101     5290 SH       DEFINED          15,18,21,22     4011        0     1279
POGO PRODUCING CO             EQUITY   730448107      319    16800 SH       DEFINED             16,18,21    16800        0        0
POGO PRODUCING CO             EQUITY   730448107     2225   117086 SH       DEFINED             18,21,22    80359        0    36727
POGO PRODUCING CO             EQUITY   730448107     7972   419563 SH       DEFINED        3,13,28,29,31   419563        0        0
POGO PRODUCING CO             EQUITY   730448107     1993   104890 SH       DEFINED           3,13,30,31   104890        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103       47     1345 SH       DEFINED               -          1345        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103     5156   146800 SH       DEFINED                  4,6   146800        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103     1658    47200 SH       DEFINED                  6,7        0        0    47200
*** POHANG IRON & STEEL CO LT EQUITY   730450103     6352   180848 SH       DEFINED                12,21   180848        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103      314     8926 SH       DEFINED          15,18,21,22     1672        0     7254
*** POHANG IRON & STEEL CO LT EQUITY   730450103     3992   113650 SH       DEFINED             16,18,21   113650        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103      703    20000 SH       DEFINED       17,18,19,20,21    20000        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103     5358   152543 SH       DEFINED             18,21,22   112787        0    39756
*** POHANG IRON & STEEL CO LT EQUITY   730450103     1868    53180 SH       DEFINED                   25        0    53180        0
POLARIS INDS INC              EQUITY   731068102      998    25722 SH       DEFINED                12,21    25722        0        0
POLARIS INDS INC              EQUITY   731068102     1953    50310 SH       DEFINED             18,21,22    22626        0    27684
POLAROID CORP                 EQUITY   731095105      522    22092 SH       DEFINED                12,21    22092        0        0
POLAROID CORP                 EQUITY   731095105      980    41463 SH       DEFINED          15,18,21,22    19529        0    21934
POLAROID CORP                 EQUITY   731095105     7516   318148 SH       DEFINED             18,21,22   133844        0   184304
POLAROID CORP                 OPTION   731095105     1800    76200 SH  CALL DEFINED             18,21,22    76200        0        0
POLAROID CORP                 EQUITY   731095105       31     1326 SH       DEFINED                   25        0     1326        0
POLAROID CORP                 EQUITY   731095105       48     2034 SH       DEFINED                21,32     2034        0        0
POLICY MANAGEMENT SYSTEMS COR EQUITY   731108106        2       65 SH       DEFINED               -            65        0        0
POLICY MANAGEMENT SYSTEMS COR EQUITY   731108106     6656   216012 SH       DEFINED                12,21   216012        0        0
POLICY MANAGEMENT SYSTEMS COR EQUITY   731108106      155     5017 SH       DEFINED          15,18,21,22     2963        0     2054
POLICY MANAGEMENT SYSTEMS COR EQUITY   731108106     6373   206817 SH       DEFINED             18,21,22   156104        0    50713
POLO RALPH LAUREN CORP CL A   EQUITY   731572103      267    13703 SH       DEFINED                12,21    13703        0        0
POLO RALPH LAUREN CORP CL A   EQUITY   731572103      528    27055 SH       DEFINED          15,18,21,22     7915        0    19140
POLO RALPH LAUREN CORP CL A   EQUITY   731572103     1051    53904 SH       DEFINED             18,21,22    25115        0    28789
POLYCOM INC                   EQUITY   73172K104      211     6335 SH       DEFINED               -          6335        0        0
POLYCOM INC                   EQUITY   73172K104     5991   180170 SH       DEFINED                12,21   180170        0        0
POLYCOM INC                   EQUITY   73172K104       16      470 SH       DEFINED          15,18,21,22      420        0       50
POLYCOM INC                   EQUITY   73172K104     1796    54000 SH       DEFINED             16,18,21    54000        0        0
POLYCOM INC                   EQUITY   73172K104     3702   111335 SH       DEFINED             18,21,22    64681        0    46654
POLYCOM INC                   EQUITY   73172K104     2228    66999 SH       DEFINED                21,32    66999        0        0
POLYMER GROUP INC             EQUITY   731745105      253    21400 SH       DEFINED                12,21    21400        0        0
POLYMER GROUP INC             EQUITY   731745105       41     3450 SH       DEFINED          15,18,21,22     2970        0      480
POLYMER GROUP INC             EQUITY   731745105     1079    91339 SH       DEFINED             18,21,22    59500        0    31839
POMEROY COMPUTER RES INC      EQUITY   731822102     1220    85600 SH       DEFINED                12,21    85600        0        0
POMEROY COMPUTER RES INC      EQUITY   731822102       29     2050 SH       DEFINED             18,21,22     1000        0     1050
POOL ENERGY SVCS CO           EQUITY   732788104      384    18302 SH       DEFINED                12,21    18302        0        0
POOL ENERGY SVCS CO           EQUITY   732788104       11      500 SH       DEFINED          15,18,21,22      500        0        0
POOL ENERGY SVCS CO           EQUITY   732788104      244    11628 SH       DEFINED             18,21,22     2636        0     8992
POPULAR INC                   EQUITY   733174106    21004   724275 SH       DEFINED                12,21   724275        0        0
POPULAR INC                   EQUITY   733174106     3857   133000 SH       DEFINED             16,18,21   133000        0        0
POPULAR INC                   EQUITY   733174106     1338    46125 SH       DEFINED             18,21,22    39295        0     6830
POPULAR INC                   OPTION   733174106     2900   100000 SH  CALL DEFINED             18,21,22   100000        0        0
POPULAR INC                   OPTION   733174106     2900   100000 SH  PUT  DEFINED             18,21,22   100000        0        0
POPULAR INC                   EQUITY   733174106     4804   165650 SH       DEFINED                21,32   165650        0        0
PORTAL SOFTWARE               EQUITY   736126103      200     5000 SH       DEFINED                  4,6        0        0     5000
PORTAL SOFTWARE               EQUITY   736126103       52     1303 SH       DEFINED             18,21,22     1303        0        0
PORTUGAL FUND INC             EQUITY   737265108       16     1125 SH       DEFINED          15,18,21,22       56        0     1069
PORTUGAL FUND INC             EQUITY   737265108      402    28450 SH       DEFINED             18,21,22    16491        0    11959
*** PORTUGAL TELECOM SA       EQUITY   737273102      246     5715 SH       DEFINED          15,18,21,22     2386        0     3329
*** PORTUGAL TELECOM SA       EQUITY   737273102      358     8300 SH       DEFINED       17,18,19,20,21     8300        0        0
*** PORTUGAL TELECOM SA       EQUITY   737273102     4447   103109 SH       DEFINED             18,21,22    69872        0    33237
*** PORTUGAL TELECOM SA       EQUITY   737273102      405     9400 SH       DEFINED                   25        0     9400        0
POSSIS MEDICAL INC            EQUITY   737407106      377    35928 SH       DEFINED             18,21,22    14555        0    21373
POST PROPERTIES INC           EQUITY   737464107       30      760 SH       DEFINED               -           760        0        0
POST PROPERTIES INC           EQUITY   737464107      107     2688 SH       DEFINED                12,21     2688        0        0
POST PROPERTIES INC           EQUITY   737464107      742    18603 SH       DEFINED          15,18,21,22     6312        0    12291
POST PROPERTIES INC           EQUITY   737464107     1062    26632 SH       DEFINED             18,21,22    12842        0    13790
*** POTASH CORP SASK INC-USD- EQUITY   73755L107       15      275 SH       DEFINED               -           275        0        0
*** POTASH CORP SASK INC-USD- EQUITY   73755L107     2175    40800 SH       DEFINED   2,3,11,13,14,30,31        0    40800        0
*** POTASH CORP SASK INC-USD- EQUITY   73755L107      736    13800 SH       DEFINED                  4,6     3000        0    10800
*** POTASH CORP SASK INC-USD- EQUITY   73755L107     6936   130095 SH       DEFINED             18,21,22   118452        0    11643
*** POTASH CORP SASK INC-USD- OPTION   73755L107       16      300 SH  CALL DEFINED             18,21,22        0        0      300
POTLATCH CORP                 EQUITY   737628107     2858    69814 SH       DEFINED                12,21    69814        0        0
POTLATCH CORP                 EQUITY   737628107     1772    43284 SH       DEFINED             18,21,22     6778        0    36506
POTLATCH CORP                 EQUITY   737628107      196     4780 SH       DEFINED                   25        0     4780        0
POTLATCH CORP                 EQUITY   737628107     3524    86086 SH       DEFINED                21,32    86086        0        0
POTOMAC ELEC POWER CO CONV DE CORPBOND 737679BT6       10    10000 PRN      DEFINED                12,21    10000        0        0
POTOMAC ELEC POWER CO CONV DE CORPBOND 737679BT6       12    12000 PRN      DEFINED             18,21,22     7000        0     5000
POTOMAC ELEC POWER CO CONV DE CORPBOND 737679BT6       58    60000 PRN      DEFINED     3,13,14,27,30,31    60000        0        0
POTOMAC ELEC POWER CO CONV DE CORPBOND 737679BT6     9988 10350000 PRN      DEFINED        3,13,28,29,31 10350000        0        0
POTOMAC ELEC POWER CO CONV DE CORPBOND 737679BT6     2075  2150000 PRN      DEFINED           3,13,30,31  2150000        0        0
POTOMAC ELECTRIC POWER CO     EQUITY   737679100      181     6200 SH       DEFINED               -          6200        0        0
POTOMAC ELECTRIC POWER CO     EQUITY   737679100      114     3925 SH       DEFINED                12,21     3925        0        0
POTOMAC ELECTRIC POWER CO     EQUITY   737679100        3      100 SH       DEFINED          15,18,21,22        0        0      100
POTOMAC ELECTRIC POWER CO     EQUITY   737679100     2369    81338 SH       DEFINED             18,21,22    26727        0    54610
*** POWERGEN PLC SPONSORED AD EQUITY   738905405       30      765 SH       DEFINED               -           765        0        0
*** POWERGEN PLC SPONSORED AD EQUITY   738905405      111     2865 SH       DEFINED          15,18,21,22     1890        0      975
*** POWERGEN PLC SPONSORED AD EQUITY   738905405     2037    52572 SH       DEFINED             18,21,22    41810        0    10762
*** POWERGEN PLC SPONSORED AD EQUITY   738905405     1039    26805 SH       DEFINED                   25        0    26805        0
POWER INTEGRATIONS INC        EQUITY   739276103       14      240 SH       DEFINED               -           240        0        0
POWER INTEGRATIONS INC        EQUITY   739276103       40      700 SH       DEFINED                12,21      700        0        0
POWER INTEGRATIONS INC        EQUITY   739276103      210     3652 SH       DEFINED          15,18,21,22     2226        0     1426
POWER INTEGRATIONS INC        EQUITY   739276103     9321   162271 SH       DEFINED             18,21,22    98871        0    63400
POWER-ONE INC                 EQUITY   739308104     2740   107700 SH       DEFINED                12,21   107700        0        0
POWER-ONE INC                 EQUITY   739308104        3      100 SH       DEFINED             18,21,22        0        0      100
POWERTEL INC                  EQUITY   73936C109      882    23786 SH       DEFINED                12,21    23786        0        0
POWERTEL INC                  EQUITY   73936C109      681    18386 SH       DEFINED          15,18,21,22     5760        0    12626
POWERTEL INC                  EQUITY   73936C109     7020   189408 SH       DEFINED             18,21,22    84648        0   104760
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109     1360    38055 SH       DEFINED                  4,6    12480    16725     8850
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109        8      225 SH       DEFINED                  6,7        0        0      225
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109     2181    61000 SH       DEFINED                12,21    61000        0        0
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109       36     1000 SH       DEFINED          15,18,21,22     1000        0        0
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109     1676    46895 SH       DEFINED             18,21,22     2470        0    44425
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109       18      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109      808    22600 SH       DEFINED                21,32    22600        0        0
PREMIER BANCSHARES INC GA     EQUITY   739909109     1164    65100 SH       DEFINED                12,21    65100        0        0
PREMIER BANCSHARES INC GA     EQUITY   739909109       26     1450 SH       DEFINED          15,18,21,22      750        0      700
PREMIER BANCSHARES INC GA     EQUITY   739909109      163     9132 SH       DEFINED             18,21,22     7375        0     1757
PREMIER BANCSHARES INC GA     EQUITY   739909109      479    26800 SH       DEFINED                21,32    26800        0        0
PRAXAIR INC                   EQUITY   74005P104       84     1810 SH       DEFINED               -          1810        0        0
PRAXAIR INC                   EQUITY   74005P104      227     4900 SH       DEFINED                  4,6        0        0     4900
PRAXAIR INC                   EQUITY   74005P104     5000   107813 SH       DEFINED                12,21   107813        0        0
PRAXAIR INC                   EQUITY   74005P104     3068    66162 SH       DEFINED          15,18,21,22    40495        0    25667
PRAXAIR INC                   EQUITY   74005P104    85654  1846990 SH       DEFINED             18,21,22  1276870        0   570119
PRAXAIR INC                   EQUITY   74005P104     1368    29497 SH       DEFINED                   25        0    29497        0
PRAXAIR INC                   EQUITY   74005P104      371     8000 SH       DEFINED     3,13,14,27,30,31     8000        0        0
PRAXAIR INC                   EQUITY   74005P104      337     7263 SH       DEFINED                21,32     7263        0        0
PREPAID LEGAL SERVICES INC    EQUITY   740065107     1325    43185 SH       DEFINED                12,21    43185        0        0
PREPAID LEGAL SERVICES INC    EQUITY   740065107      176     5735 SH       DEFINED          15,18,21,22     4345        0     1390
PREPAID LEGAL SERVICES INC    EQUITY   740065107     4954   161422 SH       DEFINED             18,21,22    90255        0    71167
PRECISION CASTPARTS CORP      EQUITY   740189105    11855   303478 SH       DEFINED                12,21   303478        0        0
PRECISION CASTPARTS CORP      EQUITY   740189105      408    10444 SH       DEFINED          15,18,21,22     5519        0     4925
PRECISION CASTPARTS CORP      EQUITY   740189105     8214   210263 SH       DEFINED             18,21,22    73722        0   136541
PRECISION CASTPARTS CORP      OPTION   740189105       20      500 SH  PUT  DEFINED             18,21,22        0        0      500
PRECISION CASTPARTS CORP      EQUITY   740189105      102     2600 SH       DEFINED                   25        0     2600        0
PRECISION CASTPARTS CORP      EQUITY   740189105      348     8900 SH       DEFINED                21,32     8900        0        0
*** PRECISION DRILLING CORP   EQUITY   74022D100     2075    87600 SH       DEFINED   2,3,11,13,14,30,31        0    87600        0
*** PRECISION DRILLING CORP   EQUITY   74022D100     4918   207600 SH       DEFINED                12,21   207600        0        0
PREMARK INTERNATIONAL INC     EQUITY   740459102        4      114 SH       DEFINED               -           114        0        0
PREMARK INTERNATIONAL INC     EQUITY   740459102     8686   230092 SH       DEFINED                12,21   230092        0        0
PREMARK INTERNATIONAL INC     EQUITY   740459102     8494   225000 SH       DEFINED             16,18,21   225000        0        0
PREMARK INTERNATIONAL INC     EQUITY   740459102      424    11221 SH       DEFINED             18,21,22     2328        0     8893
PREMARK INTERNATIONAL INC     EQUITY   740459102      536    14200 SH       DEFINED                21,32    14200        0        0
PREMIER NATL BANCORP INC      EQUITY   74053F107       43     2300 SH       DEFINED                12,21     2300        0        0
PREMIER NATL BANCORP INC      EQUITY   74053F107     1660    87941 SH       DEFINED             18,21,22    31303        0    56637
PREMIER PARKS INC NEW         EQUITY   740540208     9454   248796 SH       DEFINED   2,3,11,13,14,30,31        0   248796        0
PREMIER PARKS INC NEW         EQUITY   740540208     5291   139246 SH       DEFINED                  4,6    45685    64961    28600
PREMIER PARKS INC NEW         EQUITY   740540208       26      695 SH       DEFINED                  6,7        0        0      695
PREMIER PARKS INC NEW         EQUITY   740540208    26076   686200 SH       DEFINED                12,21   686200        0        0
PREMIER PARKS INC NEW         EQUITY   740540208      524    13785 SH       DEFINED          15,18,21,22    10480        0     3305
PREMIER PARKS INC NEW         EQUITY   740540208     8185   215400 SH       DEFINED             16,18,21   215400        0        0
PREMIER PARKS INC NEW         EQUITY   740540208    14748   388116 SH       DEFINED             18,21,22   218815        0   169301
PREMIER PARKS INC NEW         EQUITY   740540208       15      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
PREMIER RESEARCH WORLDWIDE IN EQUITY   740568100       94    15000 SH       DEFINED             18,21,22        0        0    15000
PREMIERE TECHNOLOGIES - SUB   CORPBOND 74058FAC6       10    15000 PRN      DEFINED          15,18,21,22        0        0    15000
PREMIERE TECHNOLOGIES - SUB   CORPBOND 74058FAC6        7    10000 PRN      DEFINED             18,21,22    10000        0        0
PREMIERE TECHNOLOGIES - SUB   CORPBOND 74058FAC6     2655  4000000 PRN      DEFINED        3,13,30,31,33        0        0  4000000
PREMIER TECHNOLOGIES INC      EQUITY   74058F102      286    36900 SH       DEFINED                12,21    36900        0        0
PREMIER TECHNOLOGIES INC      EQUITY   74058F102      735    94901 SH       DEFINED          15,18,21,22    10747        0    84154
PREMIER TECHNOLOGIES INC      EQUITY   74058F102       12     1514 SH       DEFINED             16,18,21     1514        0        0
PREMIER TECHNOLOGIES INC      EQUITY   74058F102      446    57503 SH       DEFINED             18,21,22    42533        0    14970
PREMIER TECHNOLOGIES INC      EQUITY   74058F102        8     1000 SH       DEFINED     3,13,14,27,30,31     1000        0        0
PREMISYS COMMUNICATONS INC    EQUITY   740584107     1602   222900 SH       DEFINED                12,21   222900        0        0
PREMISYS COMMUNICATONS INC    EQUITY   740584107      148    20584 SH       DEFINED             18,21,22     6150        0    14434
PRENTISS PPTYS TRUST          EQUITY   740706106       18      805 SH       DEFINED               -           805        0        0
PRENTISS PPTYS TRUST          EQUITY   740706106     3912   171022 SH       DEFINED                12,21   171022        0        0
PRENTISS PPTYS TRUST          EQUITY   740706106      157     6867 SH       DEFINED          15,18,21,22     5497        0     1370
PRENTISS PPTYS TRUST          EQUITY   740706106      412    18000 SH       DEFINED             16,18,21    18000        0        0
PRENTISS PPTYS TRUST          EQUITY   740706106    19865   868410 SH       DEFINED             18,21,22   786607        0    81803
PRESIDENTIAL LIFE CORP        EQUITY   740884101     3521   179400 SH       DEFINED                  4,6        0   179400        0
PRESIDENTIAL LIFE CORP        EQUITY   740884101     3626   184771 SH       DEFINED                12,21   184771        0        0
PRESIDENTIAL LIFE CORP        EQUITY   740884101       91     4629 SH       DEFINED             18,21,22      500        0     4128
PRESIDENTIAL LIFE CORP        EQUITY   740884101      116     5900 SH       DEFINED                   25        0     5900        0
PRESSTEK INC                  EQUITY   741113104      164    27100 SH       DEFINED                12,21    27100        0        0
PRESSTEK INC                  EQUITY   741113104        2      400 SH       DEFINED          15,18,21,22        0        0      400
PRESSTEK INC                  EQUITY   741113104       26     4294 SH       DEFINED             18,21,22     1705        0     2589
PREVIEW TRAVEL INC            EQUITY   74137R101       21     1000 SH       DEFINED                  4,6        0        0     1000
PREVIEW TRAVEL INC            EQUITY   74137R101      257    12400 SH       DEFINED                12,21    12400        0        0
PREVIEW TRAVEL INC            EQUITY   74137R101      196     9435 SH       DEFINED             18,21,22     1380        0     8055
PRICE COMMUNICATIONS CORP     EQUITY   741437305      207    11400 SH       DEFINED                12,21    11400        0        0
PRICE COMMUNICATIONS CORP     EQUITY   741437305    21685  1196433 SH       DEFINED             18,21,22  1161712        0    34721
PRICE T ROWE & ASSOC INC      EQUITY   741477103       82     2400 SH       DEFINED               -          2400        0        0
PRICE T ROWE & ASSOC INC      EQUITY   741477103     2555    74667 SH       DEFINED                12,21    74667        0        0
PRICE T ROWE & ASSOC INC      EQUITY   741477103     1237    36157 SH       DEFINED             18,21,22    18674        0    17482
PRICE T ROWE & ASSOC INC      OPTION   741477103       10      300 SH  PUT  DEFINED             18,21,22        0        0      300
PRICE T ROWE & ASSOC INC      EQUITY   741477103      638    18642 SH       DEFINED                21,32    18642        0        0
PRICELINE.COM INC             EQUITY   741503106     1876    24200 SH       DEFINED                12,21    24200        0        0
PRICELINE.COM INC             EQUITY   741503106        5       69 SH       DEFINED          15,18,21,22       50        0       19
PRICELINE.COM INC             EQUITY   741503106      497     6413 SH       DEFINED             18,21,22     1491        0     4922
PRIMEDIA INC                  EQUITY   74157K101      460    29697 SH       DEFINED                12,21    29697        0        0
PRIMEDIA INC                  EQUITY   74157K101       28     1800 SH       DEFINED             18,21,22        0        0     1800
PRIME RETAIL INC              EQUITY   741570105     1032   122342 SH       DEFINED                12,21   122342        0        0
PRIME RETAIL INC              EQUITY   741570105      244    28880 SH       DEFINED             18,21,22    12679        0    16200
PRIME RETAIL INC              EQUITY   741570105      715    84714 SH       DEFINED                21,32    84714        0        0
PRIME GROUP REALTY TRUST      EQUITY   74158J103       72     4300 SH       DEFINED                12,21     4300        0        0
PRIME GROUP REALTY TRUST      EQUITY   74158J103      162     9690 SH       DEFINED             18,21,22      320        0     9370
PRIMEX TECHNOLOGIES INC       EQUITY   741597108     1326    62033 SH       DEFINED                12,21    62033        0        0
PRIMEX TECHNOLOGIES INC       EQUITY   741597108       15      699 SH       DEFINED             18,21,22      165        0      534
PRIMEX TECHNOLOGIES INC       EQUITY   741597108      137     6400 SH       DEFINED                   25        0     6400        0
PRIMEX TECHNOLOGIES INC       EQUITY   741597108     1199    56082 SH       DEFINED                21,32    56082        0        0
PRIMARK CORP                  EQUITY   741903108        9      374 SH       DEFINED                  4,6      374        0        0
PRIMARK CORP                  EQUITY   741903108      414    16626 SH       DEFINED                12,21    16626        0        0
PRIMARK CORP                  EQUITY   741903108      262    10530 SH       DEFINED          15,18,21,22     8000        0     2530
PRIMARK CORP                  EQUITY   741903108        4      150 SH       DEFINED             16,18,21      150        0        0
PRIMARK CORP                  EQUITY   741903108     5830   234370 SH       DEFINED             18,21,22   158781        0    75589
PRIME BANCORP INC PENN        EQUITY   741914105      200     8000 SH       DEFINED               -          8000        0        0
PRIME BANCORP INC PENN        EQUITY   741914105      213     8500 SH       DEFINED                12,21     8500        0        0
PRIME BANCORP INC PENN        EQUITY   741914105       18      726 SH       DEFINED             18,21,22        0        0      726
PRIME HOSPITALITY CORP        EQUITY   741917108      458    44152 SH       DEFINED                12,21    44152        0        0
PRIME HOSPITALITY CORP        EQUITY   741917108      113    10876 SH       DEFINED             18,21,22     2591        0     8285
PRIMUS TELECOMMUNICATIONS GP  EQUITY   741929103      357    20680 SH       DEFINED                12,21    20680        0        0
PRIMUS TELECOMMUNICATIONS GP  EQUITY   741929103      173    10004 SH       DEFINED             18,21,22     8000        0     2004
PRIDE INTL INC SUB DEB CONV   CORPBOND 741932AB3     1783  5639000 PRN      DEFINED             18,21,22  5514000        0   125000
PRIDE INT'L INC               EQUITY   741932107       17     1500 SH       DEFINED               -          1500        0        0
PRIDE INT'L INC               EQUITY   741932107     4772   417200 SH       DEFINED   2,3,11,13,14,30,31        0   417200        0
PRIDE INT'L INC               EQUITY   741932107      516    45100 SH       DEFINED                12,21    45100        0        0
PRIDE INT'L INC               EQUITY   741932107      514    44901 SH       DEFINED             18,21,22    10765        0    34136
PRIDE INT'L INC               EQUITY   741932107       98     8600 SH       DEFINED        3,13,30,31,33        0        0     8600
PRISON REALTY TRUST INC       EQUITY   74264N105      805    59900 SH       DEFINED                12,21    59900        0        0
PRISON REALTY TRUST INC       EQUITY   74264N105       75     5612 SH       DEFINED          15,18,21,22        0        0     5612
PRISON REALTY TRUST INC       OPTION   74264N105       15     1100 SH  PUT  DEFINED             18,21,22        0        0     1100
PRISON REALTY TRUST INC       EQUITY   74264N105      324    24146 SH       DEFINED             18,21,22     4647        0    19499
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102        6      133 SH       DEFINED               -           133        0        0
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102      656    15043 SH       DEFINED                  4,6       62        0    14981
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102     3857    88403 SH       DEFINED                12,21    88403        0        0
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102        7      150 SH       DEFINED          15,18,21,22      150        0        0
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102     3389    77681 SH       DEFINED             18,21,22    44600        0    33081
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102     1865    42753 SH       DEFINED                21,32    42753        0        0
PRIVATE BUSINESS INC          EQUITY   74267D104      689    76600 SH       DEFINED   2,3,11,13,14,30,31        0    76600        0
PRIVATE BUSINESS INC          EQUITY   74267D104      121    13419 SH       DEFINED             18,21,22    13119        0      300
PROBUSINESS SERVICES INC      EQUITY   742674104     1629    51006 SH       DEFINED                  4,6    18371    23122     9513
PROBUSINESS SERVICES INC      EQUITY   742674104       10      325 SH       DEFINED                  6,7        0        0      325
PROBUSINESS SERVICES INC      EQUITY   742674104     4764   149150 SH       DEFINED                12,21   149150        0        0
PROBUSINESS SERVICES INC      EQUITY   742674104       46     1447 SH       DEFINED          15,18,21,22     1023        0      424
PROBUSINESS SERVICES INC      EQUITY   742674104      832    26039 SH       DEFINED             18,21,22    21710        0     4329
PROCTER & GAMBLE CO           EQUITY   742718109     9166   101705 SH       DEFINED               -        101705        0        0
PROCTER & GAMBLE CO           EQUITY   742718109    84087   933009 SH       DEFINED                  4,6   410007   256074   266928
PROCTER & GAMBLE CO           EQUITY   742718109      167     1850 SH       DEFINED                5,6,7        0        0     1850
PROCTER & GAMBLE CO           EQUITY   742718109     3801    42180 SH       DEFINED                  6,7    35000        0     7180
PROCTER & GAMBLE CO           EQUITY   742718109   224402  2489902 SH       DEFINED                12,21  2489902        0        0
PROCTER & GAMBLE CO           EQUITY   742718109    13451   149242 SH       DEFINED          15,18,21,22    98908        0    50334
PROCTER & GAMBLE CO           EQUITY   742718109    11487   127458 SH       DEFINED             16,18,21   127458        0        0
PROCTER & GAMBLE CO           EQUITY   742718109   428160  4750737 SH       DEFINED             18,21,22  2641408        0  2109329
PROCTER & GAMBLE CO           OPTION   742718109       90     1000 SH  CALL DEFINED             18,21,22        0        0     1000
PROCTER & GAMBLE CO           EQUITY   742718109     5863    65050 SH       DEFINED                   25        0    65050        0
PROCTER & GAMBLE CO           EQUITY   742718109     1761    19542 SH       DEFINED     3,13,14,27,30,31    19542        0        0
PROCTER & GAMBLE CO           EQUITY   742718109     6287    69764 SH       DEFINED                21,32    69764        0        0
PRODIGY COMMUNICATIONS CORP   EQUITY   74283P107        2      100 SH       DEFINED             16,18,21      100        0        0
PRODIGY COMMUNICATIONS CORP   EQUITY   74283P107      326    14902 SH       DEFINED             18,21,22     7425        0     7477
PROFESSIONAL GROUP INC (NEW)  EQUITY   742954100        3      103 SH       DEFINED               -           103        0        0
PROFESSIONAL GROUP INC (NEW)  EQUITY   742954100     2675    84600 SH       DEFINED                  4,6        0    84600        0
PROFESSIONAL GROUP INC (NEW)  EQUITY   742954100        3      103 SH       DEFINED             18,21,22        0        0      103
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     3766    74843 SH       DEFINED                  4,6    23870    31723    19250
PROFIT RECOVERY GROUP INTL    EQUITY   743168106       17      340 SH       DEFINED                  6,7        0        0      340
PROFIT RECOVERY GROUP INTL    EQUITY   743168106    18798   373625 SH       DEFINED                12,21   373625        0        0
PROFIT RECOVERY GROUP INTL    EQUITY   743168106      297     5904 SH       DEFINED          15,18,21,22     4435        0     1469
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     7899   157000 SH       DEFINED             16,18,21   157000        0        0
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     2586    51403 SH       DEFINED             18,21,22    37842        0    13561
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     1932    38400 SH       DEFINED                   25        0    38400        0
PROGRESS SOFTWARE CORP        EQUITY   743312100     3420   125211 SH       DEFINED                12,21   125211        0        0
PROGRESS SOFTWARE CORP        EQUITY   743312100       74     2697 SH       DEFINED             18,21,22     2045        0      652
PROGRESS SOFTWARE CORP        EQUITY   743312100      242     8850 SH       DEFINED                   25        0     8850        0
PROGRESS SOFTWARE CORP        EQUITY   743312100     2884   105589 SH       DEFINED                21,32   105589        0        0
PROGRESSIVE CORP-OHIO-        EQUITY   743315103     2216    17439 SH       DEFINED                12,21    17439        0        0
PROGRESSIVE CORP-OHIO-        EQUITY   743315103        6       50 SH       DEFINED          15,18,21,22        0        0       50
PROGRESSIVE CORP-OHIO-        EQUITY   743315103     3529    27773 SH       DEFINED             18,21,22     7224        0    20549
PROGRESSIVE CORP-OHIO-        EQUITY   743315103      254     2000 SH       DEFINED                   25        0     2000        0
PROGRESSIVE CORP-OHIO-        EQUITY   743315103      427     3359 SH       DEFINED                21,32     3359        0        0
PROJECT SOFTWARE & DEV INC    EQUITY   74339P101      304     7100 SH       DEFINED                12,21     7100        0        0
PROLOGIS TR SH BEN INT        EQUITY   743410102        6      315 SH       DEFINED               -           315        0        0
PROLOGIS TR SH BEN INT        EQUITY   743410102      528    27175 SH       DEFINED                12,21    27175        0        0
PROLOGIS TR SH BEN INT        EQUITY   743410102      329    16930 SH       DEFINED          15,18,21,22    11495        0     5435
PROLOGIS TR SH BEN INT        OPTION   743410102       10      500 SH  PUT  DEFINED             18,21,22        0        0      500
PROLOGIS TR SH BEN INT        EQUITY   743410102     8440   434178 SH       DEFINED             18,21,22   305218        0   128960
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300       71     2890 SH       DEFINED          15,18,21,22     1895        0      995
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300     8276   336080 SH       DEFINED             18,21,22   312550        0    23530
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300     3078   125000 SH       DEFINED        3,13,28,29,31   125000        0        0
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300     2463   100000 SH       DEFINED           3,13,30,31   100000        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106        5      185 SH       DEFINED               -           185        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106      547    20806 SH       DEFINED                12,21    20806        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106       34     1299 SH       DEFINED          15,18,21,22        0        0     1299
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106        9      354 SH       DEFINED             16,18,21      354        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106      746    28354 SH       DEFINED             18,21,22     7539        0    20815
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106       17      657 SH       DEFINED     3,13,14,27,30,31      657        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106      324    12316 SH       DEFINED                21,32    12316        0        0
PROTECTION ONE INC            EQUITY   743663304      127    24100 SH       DEFINED                12,21    24100        0        0
PROTECTION ONE INC            EQUITY   743663304       71    13500 SH       DEFINED             18,21,22    13000        0      500
PROTECTIVE LIFE CORP          EQUITY   743674103        2       65 SH       DEFINED               -            65        0        0
PROTECTIVE LIFE CORP          EQUITY   743674103     1396    38770 SH       DEFINED                  4,6    23700        0    15070
PROTECTIVE LIFE CORP          EQUITY   743674103    20282   563390 SH       DEFINED                12,21   563390        0        0
PROTECTIVE LIFE CORP          EQUITY   743674103     6164   171216 SH       DEFINED          15,18,21,22    72463        0    98753
PROTECTIVE LIFE CORP          EQUITY   743674103    10267   285200 SH       DEFINED             16,18,21   285200        0        0
PROTECTIVE LIFE CORP          EQUITY   743674103    11216   311548 SH       DEFINED             18,21,22   209810        0   101737
PROTECTIVE LIFE CORP          EQUITY   743674103     1830    50835 SH       DEFINED                21,32    50835        0        0
PROTEIN DESIGN LABS INC       EQUITY   74369L103     2358    84215 SH       DEFINED                12,21    84215        0        0
PROTEIN DESIGN LABS INC       EQUITY   74369L103       71     2550 SH       DEFINED             18,21,22      650        0     1900
PROTEIN DESIGN LABS INC       EQUITY   74369L103     1872    66867 SH       DEFINED                21,32    66867        0        0
PROTEIN POLYMER TECH INC      EQUITY   743697104       11    28000 SH       DEFINED             18,21,22        0        0    28000
PROVIDENCE ENERGY CORP        EQUITY   743743106      284     9581 SH       DEFINED             18,21,22     3201        0     6380
PROVIDENT AMERICAN CORP       EQUITY   743832107      153     6100 SH       DEFINED                12,21     6100        0        0
PROVIDENT AMERICAN CORP       EQUITY   743832107      137     5479 SH       DEFINED          15,18,21,22     3902        0     1577
PROVIDENT AMERICAN CORP       EQUITY   743832107     2404    96161 SH       DEFINED             18,21,22    80365        0    15796
PROVIDENT BANKSHARES CORP     EQUITY   743859100      535    22649 SH       DEFINED                12,21    22649        0        0
PROVIDENT BANKSHARES CORP     EQUITY   743859100       26     1085 SH       DEFINED          15,18,21,22        0        0     1085
PROVIDENT BANKSHARES CORP     EQUITY   743859100       74     3142 SH       DEFINED             18,21,22     1815        0     1327
PROVIDENT COS INC             EQUITY   743862104      910    23500 SH       DEFINED                  4,6    18300        0     5200
PROVIDENT COS INC             EQUITY   743862104    54890  1417031 SH       DEFINED                12,21  1417031        0        0
PROVIDENT COS INC             EQUITY   743862104     1766    45586 SH       DEFINED          15,18,21,22    18767        0    26819
PROVIDENT COS INC             EQUITY   743862104    37992   980800 SH       DEFINED             16,18,21   980800        0        0
PROVIDENT COS INC             EQUITY   743862104    29433   759831 SH       DEFINED             18,21,22   514855        0   244976
PROVIDENT COS INC             EQUITY   743862104      926    23900 SH       DEFINED                   25        0    23900        0
PROVIDENT COS INC             EQUITY   743862104      457    11800 SH       DEFINED     3,13,14,27,30,31    11800        0        0
PROVIDENT COS INC             EQUITY   743862104      239     6165 SH       DEFINED                21,32     6165        0        0
PROVIDENT FINANCIAL GP INC    EQUITY   743866105     1116    25800 SH       DEFINED                12,21    25800        0        0
PROVIDENT FINANCIAL GP INC    EQUITY   743866105     1941    44886 SH       DEFINED             18,21,22     5602        0    39284
PROVINCE HEALTHCARE CO        EQUITY   743977100     5404   308784 SH       DEFINED   2,3,11,13,14,30,31        0   308784        0
PROVINCE HEALTHCARE CO        EQUITY   743977100      196    11200 SH       DEFINED                12,21    11200        0        0
PROVINCE HEALTHCARE CO        EQUITY   743977100      223    12754 SH       DEFINED          15,18,21,22     8350        0     4404
PROVINCE HEALTHCARE CO        EQUITY   743977100     3807   217546 SH       DEFINED             18,21,22   163202        0    54344
PROVINCE HEALTHCARE CO        EQUITY   743977100        5      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102      163     1800 SH       DEFINED               -          1800        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102    97873  1078488 SH       DEFINED                12,21  1078488        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102     1622    17876 SH       DEFINED          15,18,21,22    10393        0     7483
PROVIDIAN FINL CORP           OPTION   74406A102    81675   900000 SH  CALL DEFINED       17,18,19,20,21   900000        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102    84822   934674 SH       DEFINED             18,21,22   509280        0   425394
PROVIDIAN FINL CORP           OPTION   74406A102    14293   157500 SH  PUT  DEFINED             18,21,22   157500        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102     4695    51741 SH       DEFINED                   25        0    51741        0
PROVIDIAN FINL CORP           EQUITY   74406A102      735     8100 SH       DEFINED     3,13,14,27,30,31     8100        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102      834     9185 SH       DEFINED                21,32     9185        0        0
PROXICOM INC                  EQUITY   744282104      139     4000 SH       DEFINED                12,21     4000        0        0
PROXICOM INC                  EQUITY   744282104       85     2458 SH       DEFINED          15,18,21,22     1737        0      721
PROXICOM INC                  EQUITY   744282104     1483    42677 SH       DEFINED             18,21,22    35335        0     7342
PROXIM INC                    EQUITY   744284100      189     3700 SH       DEFINED                12,21     3700        0        0
PROXIM INC                    EQUITY   744284100      582    11409 SH       DEFINED             18,21,22     5783        0     5626
PROXYMED INC                  EQUITY   744290107       94     7400 SH       DEFINED                12,21     7400        0        0
PROXYMED INC                  EQUITY   744290107       51     4050 SH       DEFINED             18,21,22        0        0     4050
PSINET INC                    EQUITY   74437C101     5464   109000 SH       DEFINED   2,3,11,13,14,30,31        0   109000        0
PSINET INC                    EQUITY   74437C101     1689    33700 SH       DEFINED                12,21    33700        0        0
PSINET INC                    EQUITY   74437C101       18      350 SH       DEFINED          15,18,21,22        0        0      350
PSINET INC                    EQUITY   74437C101     2012    40140 SH       DEFINED             18,21,22    29487        0    10653
PSINET INC 6.75% SER C        EQUITY   74437C309      149     3000 SH       DEFINED                12,21     3000        0        0
PSINET INC 6.75% SER C        EQUITY   74437C309      139     2810 SH       DEFINED          15,18,21,22      870        0     1940
PSINET INC 6.75% SER C        EQUITY   74437C309     2086    42095 SH       DEFINED             18,21,22    28600        0    13495
PSINET INC 6.75% SER C        EQUITY   74437C309     3469    70000 SH       DEFINED           3,13,30,31    70000        0        0
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104    10361   521332 SH       DEFINED                12,21   521332        0        0
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104     6758   340000 SH       DEFINED             16,18,21   340000        0        0
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104       42     2116 SH       DEFINED             18,21,22      411        0     1705
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104     1258    63300 SH       DEFINED                   25        0    63300        0
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104      499    25100 SH       DEFINED                21,32    25100        0        0
PUBLIC SVC CO OF NO CAROLINA  EQUITY   744516105      683    22813 SH       DEFINED                12,21    22813        0        0
PUBLIC SVC CO OF NO CAROLINA  EQUITY   744516105     1191    39766 SH       DEFINED             18,21,22    35629        0     4137
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106       98     2422 SH       DEFINED               -          2422        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106     2622    64935 SH       DEFINED                  4,6     9450      600    54885
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106     3169    78493 SH       DEFINED                12,21    78493        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106       25      625 SH       DEFINED             16,18,21      625        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      153     3800 SH       DEFINED                18,21     3800        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106     2718    67313 SH       DEFINED             18,21,22    42285        0    25027
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      243     6026 SH       DEFINED                   25        0     6026        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      824    20400 SH       DEFINED     3,13,14,27,30,31    20400        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      459    11372 SH       DEFINED                21,32    11372        0        0
PUBLIC STORAGE INC            EQUITY   74460D109       24      923 SH       DEFINED               -           923        0        0
PUBLIC STORAGE INC            EQUITY   74460D109      116     4550 SH       DEFINED                12,21     4550        0        0
PUBLIC STORAGE INC            EQUITY   74460D109      281    11012 SH       DEFINED          15,18,21,22     8302        0     2710
PUBLIC STORAGE INC            EQUITY   74460D109    25177   987320 SH       DEFINED             18,21,22   862169        0   125151
PUBLIC STORAGE INC DEP SHS RE EQUITY   74460D885       65     2600 SH       DEFINED               -          2600        0        0
PUBLIC STORAGE INC DEP SHS RE EQUITY   74460D885      180     7270 SH       DEFINED          15,18,21,22     2995        0     4275
PUBLIC STORAGE INC DEP SHS RE EQUITY   74460D885     1668    67215 SH       DEFINED             18,21,22    22786        0    44429
PUBLICARD INC                 EQUITY   744627100       18     2500 SH       DEFINED                12,21     2500        0        0
PUBLICARD INC                 EQUITY   744627100      158    21406 SH       DEFINED             18,21,22      406        0    21000
PUERTO RICAN CEMENT CO INC    EQUITY   745075101      661    17696 SH       DEFINED                12,21    17696        0        0
PUERTO RICAN CEMENT CO INC    EQUITY   745075101       22      588 SH       DEFINED             18,21,22       54        0      534
PUERTO RICAN CEMENT CO INC    EQUITY   745075101      304     8125 SH       DEFINED                21,32     8125        0        0
PUGET SOUND ENERGY CO         EQUITY   745332106       25     1060 SH       DEFINED               -          1060        0        0
PUGET SOUND ENERGY CO         EQUITY   745332106       77     3300 SH       DEFINED                  4,6        0     3000      300
PUGET SOUND ENERGY CO         EQUITY   745332106       67     2875 SH       DEFINED                12,21     2875        0        0
PUGET SOUND ENERGY CO         EQUITY   745332106       47     2013 SH       DEFINED          15,18,21,22     1344        0      669
PUGET SOUND ENERGY CO         EQUITY   745332106     2851   121654 SH       DEFINED             18,21,22    51899        0    69755
PULITZER INC                  EQUITY   745769109      336     7477 SH       DEFINED                12,21     7477        0        0
PULITZER INC                  EQUITY   745769109       64     1430 SH       DEFINED             18,21,22      228        0     1202
PULITZER INC                  EQUITY   745769109      162     3600 SH       DEFINED                   25        0     3600        0
PULTE CORP                    EQUITY   745867101      602    25902 SH       DEFINED                12,21    25902        0        0
PULTE CORP                    EQUITY   745867101       14      600 SH       DEFINED          15,18,21,22      600        0        0
PULTE CORP                    EQUITY   745867101      520    22386 SH       DEFINED             18,21,22     9780        0    12606
PULTE CORP                    EQUITY   745867101      131     5624 SH       DEFINED                   25        0     5624        0
PULTE CORP                    EQUITY   745867101      238    10231 SH       DEFINED     3,13,14,27,30,31    10231        0        0
PULTE CORP                    EQUITY   745867101       70     2998 SH       DEFINED                21,32     2998        0        0
QMS INC                       EQUITY   74726G102       45    10400 SH       DEFINED             18,21,22        0        0    10400
QRS CORP                      EQUITY   74726X105       53     1000 SH       DEFINED                  4,6        0        0     1000
QRS CORP                      EQUITY   74726X105     1034    19700 SH       DEFINED                12,21    19700        0        0
QRS CORP                      EQUITY   74726X105      392     7459 SH       DEFINED          15,18,21,22     5436        0     2023
QRS CORP                      EQUITY   74726X105       79     1500 SH       DEFINED             16,18,21     1500        0        0
QRS CORP                      EQUITY   74726X105     1198    22813 SH       DEFINED             18,21,22    13757        0     9056
QAD INC                       EQUITY   74727D108        2      500 SH       DEFINED          15,18,21,22        0        0      500
QAD INC                       EQUITY   74727D108       32    10581 SH       DEFINED             18,21,22     3331        0     7250
Q.E.P. CO INC                 EQUITY   74727K102       86    10500 SH       DEFINED             18,21,22        0        0    10500
QLOGIC CORP                   EQUITY   747277101       28      340 SH       DEFINED               -           340        0        0
QLOGIC CORP                   EQUITY   747277101      338     4100 SH       DEFINED                  4,6     1000        0     3100
QLOGIC CORP                   EQUITY   747277101     1837    22300 SH       DEFINED                12,21    22300        0        0
QLOGIC CORP                   EQUITY   747277101        5       60 SH       DEFINED          15,18,21,22       60        0        0
QLOGIC CORP                   EQUITY   747277101     1561    18954 SH       DEFINED             18,21,22    12132        0     6822
QLOGIC CORP                   EQUITY   747277101      807     9800 SH       DEFINED                21,32     9800        0        0
QUADRAMED CORP CV S/D-BK/ENTR CORPBOND 74730WAC5     2385  4000000 PRN      DEFINED             18,21,22  4000000        0        0
QUADRAMED CORPORATION         EQUITY   74730W101       10     1000 SH       DEFINED               -          1000        0        0
QUADRAMED CORPORATION         EQUITY   74730W101      184    18400 SH       DEFINED                12,21    18400        0        0
QUADRAMED CORPORATION         EQUITY   74730W101       16     1606 SH       DEFINED          15,18,21,22      356        0     1250
QUADRAMED CORPORATION         EQUITY   74730W101     1586   158598 SH       DEFINED             18,21,22    79352        0    79246
QUAKER CHEMICAL CORP          EQUITY   747316107      173    10662 SH       DEFINED             18,21,22     1005        0     9656
QUAKER FABRIC CORP NEW        EQUITY   747399103       23     4650 SH       DEFINED                12,21     4650        0        0
QUAKER FABRIC CORP NEW        EQUITY   747399103        4      750 SH       DEFINED          15,18,21,22        0        0      750
QUAKER FABRIC CORP NEW        EQUITY   747399103       63    12564 SH       DEFINED             18,21,22     6764        0     5800
QUAKER OATS CO                EQUITY   747402105      145     2106 SH       DEFINED               -          2106        0        0
QUAKER OATS CO                EQUITY   747402105      418     6071 SH       DEFINED                  4,6     6071        0        0
QUAKER OATS CO                EQUITY   747402105    12018   174486 SH       DEFINED                12,21   174486        0        0
QUAKER OATS CO                EQUITY   747402105      765    11107 SH       DEFINED          15,18,21,22     9324        0     1783
QUAKER OATS CO                EQUITY   747402105    16544   240197 SH       DEFINED             18,21,22   171366        0    68831
QUAKER OATS CO                EQUITY   747402105      335     4871 SH       DEFINED                   25        0     4871        0
QUAKER OATS CO                EQUITY   747402105      431     6261 SH       DEFINED                21,32     6261        0        0
QUALCOMM INC                  EQUITY   747525103        9       60 SH       DEFINED               -            60        0        0
QUALCOMM INC                  EQUITY   747525103     5597    36700 SH       DEFINED                  4,6     5000    31000      700
QUALCOMM INC                  EQUITY   747525103    11746    77024 SH       DEFINED                12,21    77024        0        0
QUALCOMM INC                  EQUITY   747525103      661     4337 SH       DEFINED          15,18,21,22     1694        0     2643
QUALCOMM INC                  EQUITY   747525103    70160   460065 SH       DEFINED             18,21,22   185028        0   275037
QUALCOMM INC                  OPTION   747525103       31      200 SH  CALL DEFINED             18,21,22        0        0      200
QUALCOMM INC                  EQUITY   747525103     7107    46600 SH       DEFINED     3,13,14,27,30,31    46600        0        0
QUALCOMM INC                  EQUITY   747525103    10115    66325 SH       DEFINED                21,32    66325        0        0
QUANTA SERVICES INC           EQUITY   74762E102      890    27500 SH       DEFINED                  4,6     5700        0    21800
QUANTA SERVICES INC           EQUITY   74762E102      230     7100 SH       DEFINED                12,21     7100        0        0
QUANTA SERVICES INC           EQUITY   74762E102      509    15735 SH       DEFINED             18,21,22     8520        0     7215
QUANTA SERVICES INC           EQUITY   74762E102       16      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
QUANEX CORP CV DEBS-REG       CORPBOND 747620AC6      147   143511 PRN      DEFINED             18,21,22    68511        0    75000
QUANEX CORP                   EQUITY   747620102        3      130 SH       DEFINED               -           130        0        0
QUANEX CORP                   EQUITY   747620102      716    27673 SH       DEFINED                12,21    27673        0        0
QUANEX CORP                   EQUITY   747620102       72     2800 SH       DEFINED          15,18,21,22     1660        0     1140
QUANEX CORP                   EQUITY   747620102     3645   140854 SH       DEFINED             18,21,22   101048        0    39806
QUANEX CORP                   EQUITY   747620102      290    11200 SH       DEFINED                   25        0    11200        0
QUANTUM CORP DEL CV           CORPBOND 747906AC9      551   605000 PRN      DEFINED                12,21   605000        0        0
QUANTUM CORP DEL CV           CORPBOND 747906AC9    36912 40563000 PRN      DEFINED             16,18,21 40563000        0        0
QUANTUM CORP DEL CV           CORPBOND 747906AC9      847   931000 PRN      DEFINED             18,21,22   441000        0   490000
QUANTUM CORP DELAWARE         EQUITY   747906105      490    21310 SH       DEFINED               -         21310        0        0
QUANTUM CORP DELAWARE         EQUITY   747906105    52956  2302445 SH       DEFINED                12,21  2302445        0        0
QUANTUM CORP DELAWARE         EQUITY   747906105     1765    76743 SH       DEFINED          15,18,21,22    42974        0    33769
QUANTUM CORP DELAWARE         EQUITY   747906105     1725    75000 SH       DEFINED             16,18,21    75000        0        0
QUANTUM CORP DELAWARE         EQUITY   747906105    57988  2521231 SH       DEFINED             18,21,22  1339813        0  1181418
QUANTUM CORP DELAWARE         EQUITY   747906105     1086    47200 SH       DEFINED                21,32    47200        0        0
Q MED INC                     EQUITY   747914109     1120   229650 SH       DEFINED             18,21,22     1150        0   228500
*** QUEBECOR PRINTING INC SUB EQUITY   747922102      487    20125 SH       DEFINED             18,21,22    20125        0        0
QUEENS COUNTY BANCORP INC     EQUITY   748242104      118     3750 SH       DEFINED                  4,6        0        0     3750
QUEENS COUNTY BANCORP INC     EQUITY   748242104     4261   135000 SH       DEFINED                    6   135000        0        0
QUEENS COUNTY BANCORP INC     EQUITY   748242104      893    28282 SH       DEFINED                12,21    28282        0        0
QUEENS COUNTY BANCORP INC     EQUITY   748242104       70     2226 SH       DEFINED             18,21,22     1871        0      355
QUEENS COUNTY BANCORP INC     EQUITY   748242104     1382    43800 SH       DEFINED                   25        0    43800        0
QUEST DIAGNOSTICS INC         EQUITY   74834L100        1       37 SH       DEFINED                  4,6       37        0        0
QUEST DIAGNOSTICS INC         EQUITY   74834L100      604    23752 SH       DEFINED                12,21    23752        0        0
QUEST DIAGNOSTICS INC         EQUITY   74834L100        9      349 SH       DEFINED             16,18,21      349        0        0
QUEST DIAGNOSTICS INC         EQUITY   74834L100       56     2197 SH       DEFINED             18,21,22      681        0     1516
QUEST DIAGNOSTICS INC         EQUITY   74834L100      242     9500 SH       DEFINED                   25        0     9500        0
QUEST EDUCATION CORP          EQUITY   74835F102      379    39326 SH       DEFINED             18,21,22    19286        0    20040
QUESTAR CORP                  EQUITY   748356102       51     2750 SH       DEFINED                12,21     2750        0        0
QUESTAR CORP                  EQUITY   748356102      112     6000 SH       DEFINED             16,18,21     6000        0        0
QUESTAR CORP                  EQUITY   748356102     1286    69062 SH       DEFINED             18,21,22    26801        0    42261
QUIKSILVER INC                EQUITY   74838C106     3783   153993 SH       DEFINED                12,21   153993        0        0
QUIKSILVER INC                EQUITY   74838C106      101     4093 SH       DEFINED          15,18,21,22     3839        0      254
QUIKSILVER INC                EQUITY   74838C106     1371    55806 SH       DEFINED             18,21,22    40667        0    15139
QUIKSILVER INC                EQUITY   74838C106      822    33450 SH       DEFINED                   25        0    33450        0
QUIKSILVER INC                EQUITY   74838C106       11      450 SH       DEFINED     3,13,14,27,30,31      450        0        0
*** QUILMES INDL QUINSA       EQUITY   74838Y108       42     4000 SH       DEFINED               -          4000        0        0
*** QUILMES INDL QUINSA       EQUITY   74838Y108      304    29117 SH       DEFINED             18,21,22    17436        0    11681
QUINTILES TRANSNATIONAL CORP  CORPBOND 748767AC4       47    44000 PRN      DEFINED             18,21,22    11000        0    33000
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100        2       45 SH       DEFINED               -            45        0        0
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100     6198   167525 SH       DEFINED                  4,6     3515        0   164010
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100       32      875 SH       DEFINED                5,6,7        0        0      875
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100     2804    75791 SH       DEFINED                12,21    75791        0        0
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100      139     3745 SH       DEFINED          15,18,21,22     1670        0     2075
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100     5892   159254 SH       DEFINED             18,21,22   117873        0    41381
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100     1643    44400 SH       DEFINED                21,32    44400        0        0
QUORUM HEALTH GROUP INC       EQUITY   749084109     6029   606700 SH       DEFINED                12,21   606700        0        0
QUORUM HEALTH GROUP INC       EQUITY   749084109       60     6007 SH       DEFINED          15,18,21,22     6007        0        0
QUORUM HEALTH GROUP INC       EQUITY   749084109     1377   138560 SH       DEFINED             18,21,22    80294        0    58266
R & B FALCON CORP             EQUITY   74912E101       11     1100 SH       DEFINED               -          1100        0        0
R & B FALCON CORP             EQUITY   74912E101     7096   727841 SH       DEFINED                  4,6   144660   316500   266681
R & B FALCON CORP             EQUITY   74912E101     1212   124310 SH       DEFINED                  6,7   122175        0     2135
R & B FALCON CORP             EQUITY   74912E101      858    88048 SH       DEFINED                12,21    88048        0        0
R & B FALCON CORP             EQUITY   74912E101       23     2335 SH       DEFINED          15,18,21,22      960        0     1375
R & B FALCON CORP             EQUITY   74912E101     1156   118587 SH       DEFINED             18,21,22    52706        0    65881
R & B FALCON CORP             EQUITY   74912E101      430    44100 SH       DEFINED                21,32    44100        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109      262     8987 SH       DEFINED               -          8987        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109     1187    40662 SH       DEFINED                  4,6    11660    23320     5682
QWEST COMMUNICATIONS INTL     EQUITY   749121109    35159  1204574 SH       DEFINED                12,21  1204574        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109    15030   514937 SH       DEFINED          15,18,21,22   164023        0   350914
QWEST COMMUNICATIONS INTL     OPTION   749121109       73     2500 SH  CALL DEFINED          15,18,21,22        0        0     2500
QWEST COMMUNICATIONS INTL     EQUITY   749121109    84241  2886141 SH       DEFINED             18,21,22  1564885        0  1321256
QWEST COMMUNICATIONS INTL     OPTION   749121109     5406   185200 SH  CALL DEFINED             18,21,22   181000        0     4200
QWEST COMMUNICATIONS INTL     OPTION   749121109     7087   242800 SH  PUT  DEFINED             18,21,22   240000        0     2800
QWEST COMMUNICATIONS INTL     EQUITY   749121109    13435   460290 SH       DEFINED     3,13,14,27,30,31   460290        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109      382    13090 SH       DEFINED                21,32    13090        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109     5838   200000 SH       DEFINED        3,13,30,31,33        0        0   200000
R&G FINANCIAL CORP CLASS B    EQUITY   749136107     1711   108650 SH       DEFINED                12,21   108650        0        0
R&G FINANCIAL CORP CLASS B    EQUITY   749136107      566    35925 SH       DEFINED                21,32    35925        0        0
RCM STRATEGIC GLOBAL          EQUITY   74936A101      109    11307 SH       DEFINED               -         11307        0        0
RCM STRATEGIC GLOBAL          EQUITY   74936A101       81     8421 SH       DEFINED          15,18,21,22     8179        0      241
RCM STRATEGIC GLOBAL          EQUITY   74936A101    13653  1418518 SH       DEFINED             18,21,22   709142        0   709375
RCN CORP                      EQUITY   749361101      901    22320 SH       DEFINED                12,21    22320        0        0
RCN CORP                      EQUITY   749361101     6972   172676 SH       DEFINED             18,21,22    71888        0   100788
RFS HOTEL INVTS INC           EQUITY   74955J108      228    18600 SH       DEFINED                12,21    18600        0        0
RFS HOTEL INVTS INC           EQUITY   74955J108      110     8967 SH       DEFINED          15,18,21,22     3925        0     5042
RFS HOTEL INVTS INC           EQUITY   74955J108      607    49575 SH       DEFINED             18,21,22    27804        0    21770
R H DONNELLEY CORP (NEW)      EQUITY   74955W307        1       74 SH       DEFINED               -            74        0        0
R H DONNELLEY CORP (NEW)      EQUITY   74955W307        5      250 SH       DEFINED                  4,6      190       60        0
R H DONNELLEY CORP (NEW)      EQUITY   74955W307      429    23650 SH       DEFINED                12,21    23650        0        0
R H DONNELLEY CORP (NEW)      EQUITY   74955W307       17      960 SH       DEFINED          15,18,21,22      680        0      280
R H DONNELLEY CORP (NEW)      EQUITY   74955W307        7      400 SH       DEFINED             16,18,21      400        0        0
R H DONNELLEY CORP (NEW)      EQUITY   74955W307      927    51140 SH       DEFINED             18,21,22    36996        0    14143
RLI CORP                      EQUITY   749607107      247     6712 SH       DEFINED                12,21     6712        0        0
RLI CORP                      EQUITY   749607107       73     1985 SH       DEFINED             18,21,22      101        0     1884
R O C TAIWAN FD SBI           EQUITY   749651105        7     1031 SH       DEFINED          15,18,21,22      610        0      421
R O C TAIWAN FD SBI           EQUITY   749651105     1676   245930 SH       DEFINED             18,21,22   175233        0    70697
RPC INC                       EQUITY   749660106       87    12276 SH       DEFINED                12,21    12276        0        0
RPC INC                       EQUITY   749660106        9     1305 SH       DEFINED             18,21,22      305        0     1000
RPM INC -OHIO-                EQUITY   749685103      104     6937 SH       DEFINED               -          6937        0        0
RPM INC -OHIO-                EQUITY   749685103     1879   125800 SH       DEFINED                  4,6        0   125800        0
RPM INC -OHIO-                EQUITY   749685103    12006   803725 SH       DEFINED                12,21   803725        0        0
RPM INC -OHIO-                EQUITY   749685103     2759   184698 SH       DEFINED          15,18,21,22    93255        0    91443
RPM INC -OHIO-                EQUITY   749685103    61052  4086994 SH       DEFINED             18,21,22  2122992        0  1964002
RPM INC -OHIO-                EQUITY   749685103      299    20000 SH       DEFINED                   25        0    20000        0
RTI INTL METALS INC           EQUITY   74973W107    15673  1253812 SH       DEFINED                12,21  1253812        0        0
RTI INTL METALS INC           EQUITY   74973W107      172    13738 SH       DEFINED          15,18,21,22    10384        0     3354
RTI INTL METALS INC           EQUITY   74973W107    11535   922799 SH       DEFINED             18,21,22   219375        0   703424
RWD TECHNOLOGIES INC          EQUITY   74975B101      526    54600 SH       DEFINED                12,21    54600        0        0
RWD TECHNOLOGIES INC          EQUITY   74975B101      474    49200 SH       DEFINED                21,32    49200        0        0
RF MICRO DEVICES INC          EQUITY   749941100       41      520 SH       DEFINED               -           520        0        0
RF MICRO DEVICES INC          EQUITY   749941100     2193    27800 SH       DEFINED                12,21    27800        0        0
RF MICRO DEVICES INC          EQUITY   749941100      360     4565 SH       DEFINED          15,18,21,22     2600        0     1965
RF MICRO DEVICES INC          EQUITY   749941100    15388   195098 SH       DEFINED             18,21,22   117931        0    77167
RF MICRO DEVICES INC          EQUITY   749941100       17      210 SH       DEFINED     3,13,14,27,30,31      210        0        0
RACING CHAMPIONS CORP         EQUITY   750069106       44     6300 SH       DEFINED                12,21     6300        0        0
RACING CHAMPIONS CORP         EQUITY   750069106      146    20735 SH       DEFINED             18,21,22        0        0    20735
RADIAN GROUP INC              EQUITY   750236101    22235   437052 SH       DEFINED                12,21   437052        0        0
RADIAN GROUP INC              EQUITY   750236101      358     7039 SH       DEFINED          15,18,21,22     5286        0     1753
RADIAN GROUP INC              EQUITY   750236101    13318   261776 SH       DEFINED             18,21,22   106449        0   155327
RADIAN GROUP INC              EQUITY   750236101      244     4800 SH       DEFINED                   25        0     4800        0
RADIAN GROUP INC              EQUITY   750236101     2504    49226 SH       DEFINED                21,32    49226        0        0
RADIANT SYSTEMS INC           EQUITY   75025N102      125     7700 SH       DEFINED                12,21     7700        0        0
RADIANT SYSTEMS INC           EQUITY   75025N102      361    22300 SH       DEFINED          15,18,21,22    20100        0     2200
RADIANT SYSTEMS INC           EQUITY   75025N102       24     1509 SH       DEFINED             18,21,22     1509        0        0
RADIO ONE INC CL A            EQUITY   75040P108      190     4300 SH       DEFINED                12,21     4300        0        0
RADIO ONE INC CL A            EQUITY   75040P108       66     1488 SH       DEFINED          15,18,21,22     1002        0      486
RADIO ONE INC CL A            EQUITY   75040P108     3510    79539 SH       DEFINED             18,21,22    66006        0    13533
RADISYS CORP                  EQUITY   750459109      157     3800 SH       DEFINED                12,21     3800        0        0
RADISYS CORP                  EQUITY   750459109       48     1160 SH       DEFINED             18,21,22        0        0     1160
RAINFOREST CAFE INC           EQUITY   75086K104       86    12300 SH       DEFINED                12,21    12300        0        0
RAINFOREST CAFE INC           EQUITY   75086K104        4      525 SH       DEFINED          15,18,21,22        0        0      525
RAINFOREST CAFE INC           EQUITY   75086K104        6      917 SH       DEFINED             18,21,22      842        0       75
RAMBUS INC                    EQUITY   750917106      299     3540 SH       DEFINED                  4,6        0        0     3540
RAMBUS INC                    EQUITY   750917106       84     1000 SH       DEFINED                  6,7     1000        0        0
RAMBUS INC                    EQUITY   750917106      754     8940 SH       DEFINED                12,21     8940        0        0
RAMBUS INC                    EQUITY   750917106     2098    24863 SH       DEFINED             18,21,22     5629        0    19234
RALCORP HLDGS INC NEW         EQUITY   751028101     2705   162100 SH       DEFINED                12,21   162100        0        0
RALCORP HLDGS INC NEW         EQUITY   751028101      250    14964 SH       DEFINED          15,18,21,22    12833        0     2131
RALCORP HLDGS INC NEW         EQUITY   751028101        8      466 SH       DEFINED             16,18,21      466        0        0
RALCORP HLDGS INC NEW         EQUITY   751028101     3720   222894 SH       DEFINED             18,21,22   164762        0    58132
RALCORP HLDGS INC NEW         EQUITY   751028101      310    18600 SH       DEFINED                   25        0    18600        0
RALLYS HAMBURGERS INC         EQUITY   751203100        7    12000 SH       DEFINED               -         12000        0        0
RALLYS HAMBURGERS INC         EQUITY   751203100        2     3642 SH       DEFINED             18,21,22     3192        0      450
RALLYS HAMBURGERS INC         EQUITY   751203100      407   723187 SH       DEFINED        3,13,28,29,31   723187        0        0
RALLYS HAMBURGERS INC         EQUITY   751203100       53    94000 SH       DEFINED           3,13,30,31    94000        0        0
WTS RALLYS HAMBURGERS INC     EQUITY   751203126       68   866787 SH       DEFINED        3,13,28,29,31   866787        0        0
RALSTON PURINA GROUP          EQUITY   751277302       38     1281 SH       DEFINED               -          1281        0        0
RALSTON PURINA GROUP          EQUITY   751277302      273     9114 SH       DEFINED                  4,6     9114        0        0
RALSTON PURINA GROUP          EQUITY   751277302    62099  2069962 SH       DEFINED                12,21  2069962        0        0
RALSTON PURINA GROUP          EQUITY   751277302      348    11611 SH       DEFINED          15,18,21,22    10418        0     1193
RALSTON PURINA GROUP          EQUITY   751277302    18357   611900 SH       DEFINED             16,18,21   611900        0        0
RALSTON PURINA GROUP          EQUITY   751277302    31103  1036782 SH       DEFINED             18,21,22   780437        0   256345
RALSTON PURINA GROUP          EQUITY   751277302     1116    37199 SH       DEFINED                   25        0    37199        0
RALSTON PURINA GROUP          EQUITY   751277302      449    14957 SH       DEFINED                21,32    14957        0        0
*** RANGER OIL LTD            EQUITY   752805101       63    15025 SH       DEFINED             18,21,22     2335        0    12690
RANGE RESOURCES CORP          EQUITY   75281A109       61    10195 SH       DEFINED                12,21    10195        0        0
RANGE RESOURCES CORP          EQUITY   75281A109       34     5769 SH       DEFINED             18,21,22       69        0     5700
RARE MEDIUM GROUP INC         EQUITY   75382N109      189    19300 SH       DEFINED                12,21    19300        0        0
RARE MEDIUM GROUP INC         EQUITY   75382N109      171    17474 SH       DEFINED             18,21,22    10689        0     6785
RARE HOSPITALITY INTL INC     EQUITY   753820109       86     3900 SH       DEFINED                12,21     3900        0        0
RARE HOSPITALITY INTL INC     EQUITY   753820109       67     3036 SH       DEFINED          15,18,21,22     3036        0        0
RARE HOSPITALITY INTL INC     EQUITY   753820109       57     2587 SH       DEFINED             18,21,22      825        0     1762
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202       10      325 SH       DEFINED               -           325        0        0
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202     3296   102611 SH       DEFINED                  4,6    28870    39891    33850
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202       17      530 SH       DEFINED                  6,7        0        0      530
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202     3572   111182 SH       DEFINED                12,21   111182        0        0
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202     2277    70872 SH       DEFINED             18,21,22    63279        0     7593
RATIONAL SOFTWARE CORP NEW    OPTION   75409P202     4176   130000 SH  CALL DEFINED             18,21,22   130000        0        0
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202     1847    57500 SH       DEFINED                21,32    57500        0        0
*** RAUMA OY                  EQUITY   754183101      164    12325 SH       DEFINED             18,21,22    10345        0     1980
RAVEN INDUSTRIES INC          EQUITY   754212108      180    10764 SH       DEFINED             18,21,22     7598        0     3165
RAVENSWOOD WINERY INC         EQUITY   754438109      525    50000 SH       DEFINED   2,3,11,13,14,30,31        0    50000        0
RAYCHEM CORP                  EQUITY   754603108       77     2000 SH       DEFINED                  4,6     2000        0        0
RAYCHEM CORP                  EQUITY   754603108      905    23534 SH       DEFINED                12,21    23534        0        0
RAYCHEM CORP                  EQUITY   754603108    16796   436951 SH       DEFINED             18,21,22   410073        0    26877
RAYCHEM CORP                  EQUITY   754603108       84     2182 SH       DEFINED                   25        0     2182        0
RAYCHEM CORP                  EQUITY   754603108      140     3638 SH       DEFINED                21,32     3638        0        0
RAYCHEM CORP                  EQUITY   754603108    11531   300000 SH       DEFINED        3,13,30,31,33        0        0   300000
RAYMOND JAMES FINANCIAL CORP  EQUITY   754730109       21     1000 SH       DEFINED               -          1000        0        0
RAYMOND JAMES FINANCIAL CORP  EQUITY   754730109     3221   150675 SH       DEFINED                12,21   150675        0        0
RAYMOND JAMES FINANCIAL CORP  EQUITY   754730109       94     4411 SH       DEFINED             18,21,22     1610        0     2801
RAYONIER INC                  EQUITY   754907103        5      100 SH       DEFINED               -           100        0        0
RAYONIER INC                  EQUITY   754907103        4       76 SH       DEFINED                  4,6        0        0       76
RAYONIER INC                  EQUITY   754907103     2467    51400 SH       DEFINED                12,21    51400        0        0
RAYONIER INC                  EQUITY   754907103     1408    29341 SH       DEFINED             16,18,21    29341        0        0
RAYONIER INC                  EQUITY   754907103      137     2855 SH       DEFINED             18,21,22     1768        0     1087
RAYOVAC CORP                  EQUITY   755081106      628    30000 SH       DEFINED                12,21    30000        0        0
RAYOVAC CORP                  EQUITY   755081106      242    11551 SH       DEFINED             18,21,22     2413        0     9138
RAYTHEON CO CLASS A           EQUITY   755111309     1252    17961 SH       DEFINED               -         17961        0        0
RAYTHEON CO CLASS A           EQUITY   755111309     3942    56570 SH       DEFINED                  4,6     2002    53577      991
RAYTHEON CO CLASS A           EQUITY   755111309    69723  1000506 SH       DEFINED                12,21  1000506        0        0
RAYTHEON CO CLASS A           EQUITY   755111309     3163    45388 SH       DEFINED          15,18,21,22    23756        0    21631
RAYTHEON CO CLASS A           EQUITY   755111309    17037   244480 SH       DEFINED             16,18,21   244480        0        0
RAYTHEON CO CLASS A           OPTION   755111309        7      100 SH  PUT  DEFINED             18,21,22        0        0      100
RAYTHEON CO CLASS A           EQUITY   755111309   296680  4257254 SH       DEFINED             18,21,22  1465766        0  2791487
RAYTHEON CO CLASS A           EQUITY   755111309      139     2000 SH       DEFINED                   25        0     2000        0
RAYTHEON CO CLASS A           EQUITY   755111309      418     6002 SH       DEFINED     3,13,14,27,30,31     6002        0        0
RAYTHEON CO CLASS B           EQUITY   755111408      381     5394 SH       DEFINED               -          5394        0        0
RAYTHEON CO CLASS B           EQUITY   755111408     8884   125899 SH       DEFINED                  4,6     8500    66870    50529
RAYTHEON CO CLASS B           EQUITY   755111408    14916   211380 SH       DEFINED                12,21   211380        0        0
RAYTHEON CO CLASS B           EQUITY   755111408    15851   224640 SH       DEFINED          15,18,21,22   150446        0    74194
RAYTHEON CO CLASS B           EQUITY   755111408     7056   100000 SH       DEFINED             16,18,21   100000        0        0
RAYTHEON CO CLASS B           EQUITY   755111408       71     1000 SH       DEFINED                18,21     1000        0        0
RAYTHEON CO CLASS B           EQUITY   755111408   174438  2472093 SH       DEFINED             18,21,22  1083126        0  1388967
RAYTHEON CO CLASS B           EQUITY   755111408      874    12386 SH       DEFINED                   25        0    12386        0
RAYTHEON CO CLASS B           EQUITY   755111408      364     5163 SH       DEFINED     3,13,14,27,30,31     5163        0        0
RAYTHEON CO CLASS B           EQUITY   755111408     1257    17815 SH       DEFINED                21,32    17815        0        0
RAZORFISH INC CL A            EQUITY   755236106      244     7800 SH       DEFINED                12,21     7800        0        0
RAZORFISH INC CL A            EQUITY   755236106      244     7800 SH       DEFINED             16,18,21     7800        0        0
RAZORFISH INC CL A            EQUITY   755236106       10      335 SH       DEFINED             18,21,22      100        0      235
READ-RITE CORP CNV            CORPBOND 755246AA3     1007  2565000 PRN      DEFINED             18,21,22   376000        0  2189000
READ RITE CORP                EQUITY   755246105        4      700 SH       DEFINED               -           700        0        0
READ RITE CORP                EQUITY   755246105      508   100325 SH       DEFINED                12,21   100325        0        0
READ RITE CORP                EQUITY   755246105       15     2880 SH       DEFINED          15,18,21,22     1885        0      995
READ RITE CORP                EQUITY   755246105     1742   343988 SH       DEFINED             18,21,22    99163        0   244825
READ RITE CORP                EQUITY   755246105      315    62300 SH       DEFINED                21,32    62300        0        0
READERS DIGEST ASSN INC CL A  EQUITY   755267101     9594   288000 SH       DEFINED   2,3,11,13,14,30,31        0   288000        0
READERS DIGEST ASSN INC CL A  EQUITY   755267101    14709   441525 SH       DEFINED                12,21   441525        0        0
READERS DIGEST ASSN INC CL A  EQUITY   755267101      120     3612 SH       DEFINED          15,18,21,22     1697        0     1915
READERS DIGEST ASSN INC CL A  EQUITY   755267101    10956   328870 SH       DEFINED             18,21,22   169078        0   159792
READERS DIGEST ASSN INC CL A  EQUITY   755267101     1039    31200 SH       DEFINED     3,13,14,27,30,31    31200        0        0
READERS DIGEST ASSN INC CL A  EQUITY   755267101      576    17300 SH       DEFINED                21,32    17300        0        0
REALNETWORKS INC              EQUITY   75605L104     6638    90500 SH       DEFINED                12,21    90500        0        0
REALNETWORKS INC              EQUITY   75605L104     4722    64387 SH       DEFINED             18,21,22    35725        0    28662
REALNETWORKS INC              OPTION   75605L104       73     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
REALNETWORKS INC              EQUITY   75605L104      367     5000 SH       DEFINED                21,32     5000        0        0
REALTY INCOME CORP  -DEL-     EQUITY   756109104      573    23821 SH       DEFINED                12,21    23821        0        0
REALTY INCOME CORP  -DEL-     EQUITY   756109104      184     7657 SH       DEFINED             18,21,22     2227        0     5429
REALTY INFORMATION GR INC     EQUITY   75612B107       12      310 SH       DEFINED               -           310        0        0
REALTY INFORMATION GR INC     EQUITY   75612B107       63     1700 SH       DEFINED                12,21     1700        0        0
REALTY INFORMATION GR INC     EQUITY   75612B107       82     2190 SH       DEFINED          15,18,21,22     1660        0      530
REALTY INFORMATION GR INC     EQUITY   75612B107     1795    48200 SH       DEFINED             18,21,22    33010        0    15190
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106        2      110 SH       DEFINED               -           110        0        0
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106     3665   166094 SH       DEFINED                12,21   166094        0        0
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106       56     2520 SH       DEFINED          15,18,21,22     1377        0     1143
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106     2147    97292 SH       DEFINED             18,21,22    69900        0    27392
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106     3351   151894 SH       DEFINED                21,32   151894        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205      297    13900 SH       DEFINED                12,21    13900        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205     1283    60000 SH       DEFINED             16,18,21    60000        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205      212     9900 SH       DEFINED             18,21,22     9700        0      200
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205      192     9000 SH       DEFINED     3,13,14,27,30,31     9000        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205     2971   139000 SH       DEFINED        3,13,28,29,31   139000        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205     2794   130700 SH       DEFINED           3,13,30,31   130700        0        0
RECKSON ASSOCS RLTY CORP CL B EQUITY   75621K304       64     2848 SH       DEFINED                12,21     2848        0        0
RECKSON ASSOCS RLTY CORP CL B EQUITY   75621K304      170     7555 SH       DEFINED             18,21,22     2830        0     4725
RED ROOF INNS INC             EQUITY   757005103      513    22556 SH       DEFINED                12,21    22556        0        0
RED ROOF INNS INC             EQUITY   757005103     1593    70002 SH       DEFINED             18,21,22    57679        0    12323
REDBACK NETWORKS INC          EQUITY   757209101      825     5000 SH       DEFINED                  4,6        0        0     5000
REDBACK NETWORKS INC          EQUITY   757209101        8       50 SH       DEFINED                12,21       50        0        0
REDBACK NETWORKS INC          EQUITY   757209101        4       25 SH       DEFINED          15,18,21,22        0        0       25
REDBACK NETWORKS INC          EQUITY   757209101      405     2455 SH       DEFINED             18,21,22      990        0     1465
REDBACK NETWORKS INC          EQUITY   757209101       33      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
REDHOOK ALE BREWERY INC       EQUITY   757473103       56    16842 SH       DEFINED             18,21,22    11891        0     4951
REDWOOD TRUST INC             EQUITY   758075402      125     7500 SH       DEFINED                12,21     7500        0        0
REDWOOD TRUST INC             EQUITY   758075402      234    14081 SH       DEFINED             18,21,22    13049        0     1032
REEBOK INTL LTD               EQUITY   758110100      231    18231 SH       DEFINED                12,21    18231        0        0
REEBOK INTL LTD               EQUITY   758110100        6      441 SH       DEFINED          15,18,21,22      441        0        0
REEBOK INTL LTD               EQUITY   758110100      619    48793 SH       DEFINED             18,21,22    35011        0    13782
REEBOK INTL LTD               EQUITY   758110100       20     1609 SH       DEFINED                   25        0     1609        0
REEBOK INTL LTD               EQUITY   758110100       32     2532 SH       DEFINED                21,32     2532        0        0
*** REED INTERNATIONAL PLC    EQUITY   758212872     2122    70000 SH       DEFINED                   25        0    70000        0
REFAC                         EQUITY   758653109       93    15828 SH       DEFINED             18,21,22        0        0    15828
REGAL-BELOIT CORP             EQUITY   758750103      412    19257 SH       DEFINED                12,21    19257        0        0
REGAL-BELOIT CORP             EQUITY   758750103      161     7520 SH       DEFINED          15,18,21,22     6270        0     1250
REGAL-BELOIT CORP             EQUITY   758750103     2228   104254 SH       DEFINED             18,21,22    75546        0    28708
REGENERON PHARMACEUTICALS INC EQUITY   75886F107      152    17630 SH       DEFINED                12,21    17630        0        0
REGENERON PHARMACEUTICALS INC EQUITY   75886F107      128    14832 SH       DEFINED             18,21,22     1437        0    13395
REGIS CORPORATION  MINNESOTA  EQUITY   758932107       21     1035 SH       DEFINED               -          1035        0        0
REGIS CORPORATION  MINNESOTA  EQUITY   758932107     1684    82140 SH       DEFINED                12,21    82140        0        0
REGIS CORPORATION  MINNESOTA  EQUITY   758932107      225    10999 SH       DEFINED          15,18,21,22     7609        0     3390
REGIS CORPORATION  MINNESOTA  EQUITY   758932107     6002   292789 SH       DEFINED             18,21,22   194622        0    98167
REGIS CORPORATION  MINNESOTA  EQUITY   758932107     1142    55700 SH       DEFINED                   25        0    55700        0
REGIS CORPORATION  MINNESOTA  EQUITY   758932107      557    27150 SH       DEFINED                21,32    27150        0        0
REGENCY REALTY CORP           EQUITY   758939102       24     1150 SH       DEFINED               -          1150        0        0
REGENCY REALTY CORP           EQUITY   758939102     1451    68503 SH       DEFINED                12,21    68503        0        0
REGENCY REALTY CORP           EQUITY   758939102      113     5309 SH       DEFINED             18,21,22     2523        0     2786
REGENCY REALTY CORP           EQUITY   758939102     1416    66810 SH       DEFINED                21,32    66810        0        0
REGIONS FINANCIAL CORP        EQUITY   758940100      777    21803 SH       DEFINED                12,21    21803        0        0
REGIONS FINANCIAL CORP        EQUITY   758940100     2126    59678 SH       DEFINED          15,18,21,22    19712        0    39965
REGIONS FINANCIAL CORP        EQUITY   758940100     2508    70396 SH       DEFINED             18,21,22    39711        0    30685
REGIONS FINANCIAL CORP        EQUITY   758940100      221     6200 SH       DEFINED                   25        0     6200        0
REGIONS FINANCIAL CORP        EQUITY   758940100      437    12268 SH       DEFINED                21,32    12268        0        0
REINSURANCE GROUP OF AMERICA  EQUITY   759351109        2       45 SH       DEFINED               -            45        0        0
REINSURANCE GROUP OF AMERICA  EQUITY   759351109     7138   194572 SH       DEFINED                12,21   194572        0        0
REINSURANCE GROUP OF AMERICA  EQUITY   759351109       92     2508 SH       DEFINED          15,18,21,22     1015        0     1493
REINSURANCE GROUP OF AMERICA  EQUITY   759351109     2302    62742 SH       DEFINED             18,21,22    45835        0    16907
REINSURANCE GROUP AMER INC    EQUITY   759351208     8318   233500 SH       DEFINED                12,21   233500        0        0
REINSURANCE GROUP AMER INC    EQUITY   759351208     5100   143150 SH       DEFINED             16,18,21   143150        0        0
RELIANCE BANCORP INC          EQUITY   759451107     3039   110000 SH       DEFINED                    6   110000        0        0
RELIANCE BANCORP INC          EQUITY   759451107      224     8092 SH       DEFINED                12,21     8092        0        0
RELIANCE BANCORP INC          EQUITY   759451107      245     8859 SH       DEFINED             18,21,22      659        0     8200
RELIANCE BANCORP INC          EQUITY   759451107      309    11200 SH       DEFINED                   25        0    11200        0
RELIANCE GROUP HLDGS INC      EQUITY   759464100       15     2500 SH       DEFINED                  4,6     2500        0        0
RELIANCE GROUP HLDGS INC      EQUITY   759464100      122    20825 SH       DEFINED                12,21    20825        0        0
RELIANCE GROUP HLDGS INC      EQUITY   759464100       59    10000 SH       DEFINED          15,18,21,22        0        0    10000
RELIANCE GROUP HLDGS INC      EQUITY   759464100       24     4000 SH       DEFINED             16,18,21     4000        0        0
RELIANCE GROUP HLDGS INC      EQUITY   759464100      238    40473 SH       DEFINED             18,21,22     1338        0    39135
RELIANCE GROUP HLDGS INC      OPTION   759464100        3      500 SH  PUT  DEFINED             18,21,22        0        0      500
RELIANCE STEEL & ALUM CO      EQUITY   759509102     3281    94749 SH       DEFINED                12,21    94749        0        0
RELIANCE STEEL & ALUM CO      EQUITY   759509102      114     3288 SH       DEFINED             18,21,22      425        0     2863
RELIANCE STEEL & ALUM CO      EQUITY   759509102      267     7700 SH       DEFINED                   25        0     7700        0
RELIANCE STEEL & ALUM CO      EQUITY   759509102     2519    72762 SH       DEFINED                21,32    72762        0        0
RELIANT ENERGY INC            EQUITY   75952J108       90     3250 SH       DEFINED               -          3250        0        0
RELIANT ENERGY INC            EQUITY   75952J108     5481   197062 SH       DEFINED                  4,6    36000        0   161062
RELIANT ENERGY INC            EQUITY   75952J108     2895   104075 SH       DEFINED                5,6,7        0        0   104075
RELIANT ENERGY INC            EQUITY   75952J108       69     2478 SH       DEFINED                  6,7        0        0     2478
RELIANT ENERGY INC            EQUITY   75952J108     5816   209117 SH       DEFINED                12,21   209117        0        0
RELIANT ENERGY INC            EQUITY   75952J108      163     5870 SH       DEFINED          15,18,21,22     3135        0     2735
RELIANT ENERGY INC            EQUITY   75952J108     5424   195000 SH       DEFINED             16,18,21   195000        0        0
RELIANT ENERGY INC            EQUITY   75952J108    22596   812418 SH       DEFINED             18,21,22   683315        0   129103
RELIANT ENERGY INC            EQUITY   75952J108      228     8192 SH       DEFINED                   25        0     8192        0
RELIANT ENERGY INC            EQUITY   75952J108      673    24200 SH       DEFINED     3,13,14,27,30,31    24200        0        0
RELIANT ENERGY INC            EQUITY   75952J108      413    14846 SH       DEFINED                21,32    14846        0        0
RELIV INTL INC                EQUITY   75952R100       35    24094 SH       DEFINED             18,21,22     1104        0    22990
RELIASTAR FINL CORP           EQUITY   75952U103    10928   235637 SH       DEFINED                12,21   235637        0        0
RELIASTAR FINL CORP           EQUITY   75952U103     6645   143281 SH       DEFINED          15,18,21,22    52390        0    90890
RELIASTAR FINL CORP           OPTION   75952U103       60     1300 SH  CALL DEFINED          15,18,21,22        0        0     1300
RELIASTAR FINL CORP           EQUITY   75952U103     4193    90416 SH       DEFINED             16,18,21    90416        0        0
RELIASTAR FINL CORP           EQUITY   75952U103    29199   629628 SH       DEFINED             18,21,22   352861        0   276767
RELIASTAR FINL CORP           OPTION   75952U103       46     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
RELIASTAR FINL CORP           EQUITY   75952U103      429     9240 SH       DEFINED                21,32     9240        0        0
REMEC INC                     EQUITY   759543101     3210   256800 SH       DEFINED   2,3,11,13,14,30,31        0   256800        0
REMEC INC                     EQUITY   759543101      213    17050 SH       DEFINED                12,21    17050        0        0
REMEC INC                     EQUITY   759543101       39     3150 SH       DEFINED             18,21,22      500        0     2650
REMEDY CORP                   EQUITY   759548100      455    21600 SH       DEFINED                12,21    21600        0        0
REMEDY CORP                   EQUITY   759548100     3173   150621 SH       DEFINED             18,21,22   149549        0     1072
REMEDYTEMP INC CLASS A        EQUITY   759549108      202    11400 SH       DEFINED                12,21    11400        0        0
REMEDYTEMP INC CLASS A        EQUITY   759549108      160     9028 SH       DEFINED          15,18,21,22     8478        0      550
REMEDYTEMP INC CLASS A        EQUITY   759549108     1213    68334 SH       DEFINED             18,21,22    39864        0    28470
REMINGTON OIL & GAS CORP SUB  CORPBOND 759594AA2       56    63500 PRN      DEFINED             18,21,22    48000        0    15500
REMINGTON OIL & GAS CORP      EQUITY   759594302       26     5000 SH       DEFINED               -          5000        0        0
REMINGTON OIL & GAS CORP      EQUITY   759594302      242    47300 SH       DEFINED             18,21,22    30000        0    17300
REMINGTON OIL & GAS CORP      EQUITY   759594302       87    17000 SH       DEFINED        3,13,28,29,31    17000        0        0
REMINGTON OIL & GAS CORP      EQUITY   759594302      259    50500 SH       DEFINED           3,13,30,31    50500        0        0
RENAISSANCE WORLDWIDE INC     EQUITY   75968A109      179    28680 SH       DEFINED                12,21    28680        0        0
RENAISSANCE WORLDWIDE INC     EQUITY   75968A109        4      700 SH       DEFINED             18,21,22        0        0      700
REPUBLIC BANCSHARES INC       EQUITY   759929102       72     4400 SH       DEFINED                12,21     4400        0        0
REPUBLIC BANCSHARES INC       EQUITY   759929102      213    13133 SH       DEFINED             18,21,22     9133        0     4000
RENAL CARE GROUP INC          EQUITY   759930100     4043   171358 SH       DEFINED                12,21   171358        0        0
RENAL CARE GROUP INC          EQUITY   759930100      109     4615 SH       DEFINED          15,18,21,22     3550        0     1065
RENAL CARE GROUP INC          EQUITY   759930100     2383   100990 SH       DEFINED             18,21,22    68585        0    32405
RENAL CARE GROUP INC          EQUITY   759930100     1771    75050 SH       DEFINED                   25        0    75050        0
RENAL CARE GROUP INC          EQUITY   759930100     1730    73336 SH       DEFINED                21,32    73336        0        0
RENT-A-CENTER INC             EQUITY   76009N100     5675   274298 SH       DEFINED   2,3,11,13,14,30,31        0   274298        0
RENT-A-CENTER INC             EQUITY   76009N100      896    43300 SH       DEFINED                12,21    43300        0        0
RENT-A-CENTER INC             EQUITY   76009N100      544    26304 SH       DEFINED          15,18,21,22    19366        0     6938
RENT-A-CENTER INC             EQUITY   76009N100     3894   188228 SH       DEFINED             18,21,22   136731        0    51497
RENT-A-CENTER INC             EQUITY   76009N100      124     6000 SH       DEFINED                   25        0     6000        0
RENT-WAY INC                  EQUITY   76009U104     3398   162790 SH       DEFINED                12,21   162790        0        0
RENT-WAY INC                  EQUITY   76009U104        8      400 SH       DEFINED          15,18,21,22      300        0      100
RENT-WAY INC                  EQUITY   76009U104      815    39049 SH       DEFINED             18,21,22    32549        0     6500
RENT-WAY INC                  EQUITY   76009U104      411    19700 SH       DEFINED                   25        0    19700        0
RENTAL SERVICE CORP           EQUITY   76009V102     6391   221324 SH       DEFINED   2,3,11,13,14,30,31        0   221324        0
RENTAL SERVICE CORP           EQUITY   76009V102     3235   112030 SH       DEFINED                  4,6    50435        0    61595
RENTAL SERVICE CORP           EQUITY   76009V102       39     1345 SH       DEFINED                  6,7        0        0     1345
RENTAL SERVICE CORP           EQUITY   76009V102     2183    75600 SH       DEFINED                12,21    75600        0        0
RENTAL SERVICE CORP           EQUITY   76009V102        6      203 SH       DEFINED          15,18,21,22      203        0        0
RENTAL SERVICE CORP           EQUITY   76009V102       92     3200 SH       DEFINED                18,21     3200        0        0
RENTAL SERVICE CORP           EQUITY   76009V102     1258    43577 SH       DEFINED             18,21,22    35440        0     8137
RENTAL SERVICE CORP           EQUITY   76009V102      433    15000 SH       DEFINED                   25        0    15000        0
RENTAL SERVICE CORP           EQUITY   76009V102     9298   322000 SH       DEFINED        3,13,30,31,33        0        0   322000
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205       63     3095 SH       DEFINED               -          3095        0        0
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205     7682   375881 SH       DEFINED          15,18,21,22   255094        0   120786
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205    33167  1622793 SH       DEFINED             18,21,22  1218360        0   404433
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205     2421   118470 SH       DEFINED                   25        0   118470        0
REPUBLIC BANCORP INC          EQUITY   760282103     1976   141172 SH       DEFINED                12,21   141172        0        0
REPUBLIC BANCORP INC          EQUITY   760282103      123     8814 SH       DEFINED             18,21,22     4482        0     4332
REPUBLIC BANCORP INC          EQUITY   760282103     2549   182053 SH       DEFINED                21,32   182053        0        0
REPUBLIC BANKING CORP         EQUITY   760322107      116     6000 SH       DEFINED               -          6000        0        0
REPUBLIC BANKING CORP         EQUITY   760322107      179     9300 SH       DEFINED                12,21     9300        0        0
REPUBLIC BANKING CORP         EQUITY   760322107     1925   100000 SH       DEFINED        3,13,30,31,33        0        0   100000
REPUBLIC GROUP INC            EQUITY   760473108      184    10200 SH       DEFINED                12,21    10200        0        0
REPUBLIC GROUP INC            EQUITY   760473108        2      100 SH       DEFINED             18,21,22      100        0        0
REPUBLIC NEW YORK CORP        EQUITY   760719104      326     4650 SH       DEFINED                  4,6     4650        0        0
REPUBLIC NEW YORK CORP        EQUITY   760719104    13868   197933 SH       DEFINED                12,21   197933        0        0
REPUBLIC NEW YORK CORP        EQUITY   760719104    13137   187500 SH       DEFINED             16,18,21   187500        0        0
REPUBLIC NEW YORK CORP        EQUITY   760719104     9361   133609 SH       DEFINED             18,21,22    25697        0   107912
REPUBLIC NEW YORK CORP        EQUITY   760719104      199     2844 SH       DEFINED                   25        0     2844        0
REPUBLIC NEW YORK CORP        EQUITY   760719104      341     4860 SH       DEFINED                21,32     4860        0        0
REPUBLIC SECURITY FINL CORP   EQUITY   760758102      419    43827 SH       DEFINED                12,21    43827        0        0
REPUBLIC SECURITY FINL CORP   EQUITY   760758102      409    42718 SH       DEFINED             18,21,22    20996        0    21722
REPUBLIC SVCS INC             EQUITY   760759100     4369   219800 SH       DEFINED   2,3,11,13,14,30,31        0   219800        0
REPUBLIC SVCS INC             EQUITY   760759100     7640   384400 SH       DEFINED                12,21   384400        0        0
REPUBLIC SVCS INC             EQUITY   760759100      995    50085 SH       DEFINED          15,18,21,22    32060        0    18025
REPUBLIC SVCS INC             EQUITY   760759100    21972  1105530 SH       DEFINED             18,21,22   741318        0   364212
RES CARE INC                  EQUITY   760943100     2818   126673 SH       DEFINED                12,21   126673        0        0
RES CARE INC                  EQUITY   760943100     2892   129971 SH       DEFINED                21,32   129971        0        0
*** RESEARCH IN MOTION        EQUITY   760975102        7      300 SH       DEFINED          15,18,21,22      225        0       75
*** RESEARCH IN MOTION        EQUITY   760975102      707    30751 SH       DEFINED             18,21,22    15576        0    15175
*** RESEARCH IN MOTION        EQUITY   760975102      575    25000 SH       DEFINED        3,13,28,29,31    25000        0        0
RESMED INC                    EQUITY   761152107     9411   315000 SH       DEFINED                12,21   315000        0        0
RESMED INC                    EQUITY   761152107     3436   115000 SH       DEFINED             16,18,21   115000        0        0
RESMED INC                    EQUITY   761152107       32     1055 SH       DEFINED             18,21,22     1055        0        0
RESMED INC                    EQUITY   761152107     1724    57700 SH       DEFINED                   25        0    57700        0
RESOURCE AMERICA INC NEW CL A EQUITY   761195205     1105    80000 SH       DEFINED                12,21    80000        0        0
RESOURCE AMERICA INC NEW CL A EQUITY   761195205       13      970 SH       DEFINED             18,21,22      587        0      383
RESOURCE BANCSHARES MTG GROUP EQUITY   761197102      364    48992 SH       DEFINED                12,21    48992        0        0
RESOURCE BANCSHARES MTG GROUP EQUITY   761197102       97    13100 SH       DEFINED                18,21    13100        0        0
RESOURCE BANCSHARES MTG GROUP EQUITY   761197102       11     1511 SH       DEFINED             18,21,22     1088        0      423
RESPIRONICS INC               EQUITY   761230101      360    33459 SH       DEFINED                12,21    33459        0        0
RESPIRONICS INC               EQUITY   761230101       23     2100 SH       DEFINED             18,21,22      100        0     2000
RESPIRONICS INC               EQUITY   761230101        9      800 SH       DEFINED     3,13,14,27,30,31      800        0        0
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102       31      360 SH       DEFINED               -           360        0        0
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102     5553    64805 SH       DEFINED                  4,6    64805        0        0
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102       52      606 SH       DEFINED          15,18,21,22      306        0      300
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102     1966    22945 SH       DEFINED                18,21    22945        0        0
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102     1992    23244 SH       DEFINED             18,21,22     4440        0    18803
REVLON INC                    EQUITY   761525500       58     2800 SH       DEFINED                12,21     2800        0        0
REVLON INC                    EQUITY   761525500      717    34347 SH       DEFINED             18,21,22     9074        0    25273
REXALL SUNDOWN INC            EQUITY   761648104     2085   165157 SH       DEFINED                12,21   165157        0        0
REXALL SUNDOWN INC            EQUITY   761648104       84     6631 SH       DEFINED          15,18,21,22     4192        0     2439
REXALL SUNDOWN INC            EQUITY   761648104     3139   248649 SH       DEFINED             18,21,22   135004        0   113645
REXHALL INDS INC              EQUITY   761684109      541    41650 SH       DEFINED             18,21,22        0        0    41650
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105     2069    93000 SH       DEFINED                  4,6        0    93000        0
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105      611    27439 SH       DEFINED                12,21    27439        0        0
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105       14      640 SH       DEFINED          15,18,21,22      640        0        0
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105     4798   215635 SH       DEFINED             16,18,21   215635        0        0
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105      958    43061 SH       DEFINED             18,21,22    16820        0    26241
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105      527    23700 SH       DEFINED                21,32    23700        0        0
REYNOLDS METALS CO            EQUITY   761763101      803    13880 SH       DEFINED               -         13880        0        0
REYNOLDS METALS CO            EQUITY   761763101     6980   120600 SH       DEFINED   2,3,11,13,14,30,31        0   120600        0
REYNOLDS METALS CO            EQUITY   761763101      289     5000 SH       DEFINED                  6,7     5000        0        0
REYNOLDS METALS CO            EQUITY   761763101    19934   344436 SH       DEFINED                12,21   344436        0        0
REYNOLDS METALS CO            EQUITY   761763101      755    13038 SH       DEFINED          15,18,21,22     5865        0     7173
REYNOLDS METALS CO            EQUITY   761763101     2518    43500 SH       DEFINED             16,18,21    43500        0        0
REYNOLDS METALS CO            EQUITY   761763101    69496  1200802 SH       DEFINED             18,21,22   282092        0   918709
REYNOLDS METALS CO            OPTION   761763101     5614    97000 SH  CALL DEFINED             18,21,22    97000        0        0
REYNOLDS METALS CO            EQUITY   761763101      105     1809 SH       DEFINED                   25        0     1809        0
REYNOLDS METALS CO            EQUITY   761763101      175     3019 SH       DEFINED                21,32     3019        0        0
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105       16      595 SH       DEFINED                  4,6      595        0        0
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105    39959  1459673 SH       DEFINED                12,21  1459673        0        0
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105      267     9740 SH       DEFINED          15,18,21,22     6650        0     3090
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105     7270   265584 SH       DEFINED             18,21,22   164786        0   100798
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105      456    16667 SH       DEFINED                   25        0    16667        0
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105      120     4400 SH       DEFINED     3,13,14,27,30,31     4400        0        0
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105      416    15201 SH       DEFINED                21,32    15201        0        0
*** RHONE POULENC SA SPONSORE EQUITY   762426609       19      375 SH       DEFINED               -           375        0        0
*** RHONE POULENC SA SPONSORE EQUITY   762426609     3163    63981 SH       DEFINED          15,18,21,22    36965        0    27016
*** RHONE POULENC SA SPONSORE EQUITY   762426609    85023  1719796 SH       DEFINED             18,21,22  1196445        0   523350
*** RHONE POULENC SA SPONSORE EQUITY   762426609     2193    44349 SH       DEFINED                   25        0    44349        0
RHYTHMS NETCONNECTIONS INC    EQUITY   762430205     2755    67200 SH       DEFINED   2,3,11,13,14,30,31        0    67200        0
RHYTHMS NETCONNECTIONS INC    EQUITY   762430205       13      315 SH       DEFINED          15,18,21,22       35        0      280
RHYTHMS NETCONNECTIONS INC    EQUITY   762430205     3874    94499 SH       DEFINED             18,21,22    51515        0    42984
RHYTHMS NETCONNECTIONS INC    EQUITY   762430205      238     5800 SH       DEFINED     3,13,14,27,30,31     5800        0        0
RIBI IMMUNOCHEM RESEARCH INC  EQUITY   762553105       53    25000 SH       DEFINED             18,21,22        0        0    25000
RICHFOOD HOLDINGS INC         EQUITY   763408101      778    42800 SH       DEFINED                12,21    42800        0        0
RICHFOOD HOLDINGS INC         EQUITY   763408101       11      600 SH       DEFINED          15,18,21,22        0        0      600
RICHFOOD HOLDINGS INC         EQUITY   763408101       26     1453 SH       DEFINED             18,21,22        3        0     1450
RICHMOND COUNTY FINL CORP     EQUITY   764556106      407    20600 SH       DEFINED                12,21    20600        0        0
RICHMOND COUNTY FINL CORP     EQUITY   764556106      264    13377 SH       DEFINED             18,21,22     4602        0     8775
RIGGS NATIONAL CORP           EQUITY   766570105       20     1000 SH       DEFINED               -          1000        0        0
RIGGS NATIONAL CORP           EQUITY   766570105      322    16288 SH       DEFINED                12,21    16288        0        0
RIGGS NATIONAL CORP           EQUITY   766570105       59     3000 SH       DEFINED             16,18,21     3000        0        0
RIGGS NATIONAL CORP           EQUITY   766570105      240    12136 SH       DEFINED             18,21,22     6546        0     5590
RIGGS NATIONAL CORP           EQUITY   766570105      630    31900 SH       DEFINED                   25        0    31900        0
RIGHT START INC (THE) -NEW-   EQUITY   766574206       10     1400 SH       DEFINED             18,21,22        0        0     1400
RIGHT START INC (THE) -NEW-   EQUITY   766574206      435    60000 SH       DEFINED        3,13,28,29,31    60000        0        0
RIGHT START INC (THE) -NEW-   EQUITY   766574206     2252   310688 SH       DEFINED           3,13,30,31   310688        0        0
RISK CAPITAL HOLDINGS INC     EQUITY   767711104      138     9512 SH       DEFINED                12,21     9512        0        0
RISK CAPITAL HOLDINGS INC     EQUITY   767711104      292    20125 SH       DEFINED             18,21,22    15601        0     4524
RITCHIE BROS AUCTIONEERS      EQUITY   767744105      139     3560 SH       DEFINED          15,18,21,22     2715        0      845
RITCHIE BROS AUCTIONEERS      EQUITY   767744105     3036    77857 SH       DEFINED             18,21,22    53288        0    24569
RITE AID CORP                 EQUITY   767754104      119     5731 SH       DEFINED               -          5731        0        0
RITE AID CORP                 EQUITY   767754104       96     4600 SH       DEFINED                  4,6     4000        0      600
RITE AID CORP                 EQUITY   767754104    14802   711173 SH       DEFINED                12,21   711173        0        0
RITE AID CORP                 EQUITY   767754104     1436    68991 SH       DEFINED          15,18,21,22    39918        0    29073
RITE AID CORP                 EQUITY   767754104      922    44300 SH       DEFINED             16,18,21    44300        0        0
RITE AID CORP                 EQUITY   767754104    41409  1989579 SH       DEFINED             18,21,22  1195248        0   794331
RITE AID CORP                 EQUITY   767754104      148     7108 SH       DEFINED                   25        0     7108        0
RITE AID CORP                 EQUITY   767754104      400    19200 SH       DEFINED     3,13,14,27,30,31    19200        0        0
RITE AID CORP                 EQUITY   767754104      250    12013 SH       DEFINED                21,32    12013        0        0
RIVIANA FOODS INC  DEL        EQUITY   769536103      848    43482 SH       DEFINED                12,21    43482        0        0
ROADWAY EXPRESS INC           EQUITY   769742107      216     9978 SH       DEFINED                12,21     9978        0        0
ROADWAY EXPRESS INC           EQUITY   769742107     3514   162273 SH       DEFINED             18,21,22    93367        0    68906
ROADWAY EXPRESS INC           EQUITY   769742107      141     6500 SH       DEFINED                   25        0     6500        0
ROBBINS & MYERS INC           EQUITY   770196103      156     6758 SH       DEFINED                12,21     6758        0        0
ROBBINS & MYERS INC           EQUITY   770196103      221     9576 SH       DEFINED             18,21,22     3401        0     6175
ROBERT HALF INTERNATIONAL INC EQUITY   770323103      337    12957 SH       DEFINED                  4,6    10885        0     2072
ROBERT HALF INTERNATIONAL INC EQUITY   770323103     1939    74590 SH       DEFINED                12,21    74590        0        0
ROBERT HALF INTERNATIONAL INC EQUITY   770323103      468    18000 SH       DEFINED             16,18,21    18000        0        0
ROBERT HALF INTERNATIONAL INC EQUITY   770323103      460    17701 SH       DEFINED             18,21,22     6128        0    11573
ROBERT HALF INTERNATIONAL INC OPTION   770323103     1365    52500 SH  CALL DEFINED             18,21,22    52500        0        0
ROBERT HALF INTERNATIONAL INC OPTION   770323103     1365    52500 SH  PUT  DEFINED             18,21,22    52500        0        0
ROBERT HALF INTERNATIONAL INC EQUITY   770323103     5142   197750 SH       DEFINED            4,6,23,24   197750        0        0
ROBERT HALF INTERNATIONAL INC EQUITY   770323103      344    13218 SH       DEFINED                21,32    13218        0        0
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108     6645   242195 SH       DEFINED                  4,6    84160   109590    48445
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108       35     1280 SH       DEFINED                  6,7        0        0     1280
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108     3654   133188 SH       DEFINED                12,21   133188        0        0
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108        3      100 SH       DEFINED          15,18,21,22        0        0      100
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108     4017   146401 SH       DEFINED             18,21,22   108463        0    37938
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108      675    24600 SH       DEFINED                   25        0    24600        0
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108     3389   123533 SH       DEFINED                21,32   123533        0        0
ROCHESTER GAS & ELECTRIC CORP EQUITY   771367109        5      200 SH       DEFINED               -           200        0        0
ROCHESTER GAS & ELECTRIC CORP EQUITY   771367109     3455   131290 SH       DEFINED                12,21   131290        0        0
ROCHESTER GAS & ELECTRIC CORP EQUITY   771367109      490    18610 SH       DEFINED             18,21,22    13276        0     5333
ROCK-TENN CO CLASS A          EQUITY   772739207      172    10205 SH       DEFINED                12,21    10205        0        0
ROCK-TENN CO CLASS A          EQUITY   772739207        2      110 SH       DEFINED          15,18,21,22        0        0      110
ROCK-TENN CO CLASS A          EQUITY   772739207      186    11019 SH       DEFINED             18,21,22     4338        0     6681
ROCK-TENN CO CLASS A          EQUITY   772739207      265    15700 SH       DEFINED                   25        0    15700        0
ROCKWELL INTL CORP NEW        EQUITY   773903109      104     1768 SH       DEFINED               -          1768        0        0
ROCKWELL INTL CORP NEW        EQUITY   773903109      253     4300 SH       DEFINED                  4,6        0     4000      300
ROCKWELL INTL CORP NEW        EQUITY   773903109     1308    22193 SH       DEFINED                12,21    22193        0        0
ROCKWELL INTL CORP NEW        EQUITY   773903109     4071    69075 SH       DEFINED          15,18,21,22    44790        0    24285
ROCKWELL INTL CORP NEW        EQUITY   773903109   113366  1923480 SH       DEFINED             18,21,22  1143578        0   779902
ROCKWELL INTL CORP NEW        EQUITY   773903109     4203    71313 SH       DEFINED                   25        0    71313        0
ROCKWELL INTL CORP NEW        EQUITY   773903109      849    14401 SH       DEFINED                21,32    14401        0        0
ROCKY MOUNTAIN INTERNET INC   EQUITY   774720106       99     9180 SH       DEFINED          15,18,21,22     6300        0     2880
ROCKY MOUNTAIN INTERNET INC   EQUITY   774720106       73     6706 SH       DEFINED             18,21,22     1933        0     4773
*** ROGERS CANTEL MOBILE COMM EQUITY   775102205    18066   715500 SH       DEFINED                12,21   715500        0        0
*** ROGERS CANTEL MOBILE COMM EQUITY   775102205    18362   727200 SH       DEFINED             16,18,21   727200        0        0
*** ROGERS COMM INC CONV DEB  CORPBOND 775109AE1      368   511500 PRN      DEFINED                12,21   511500        0        0
*** ROGERS COMM INC CONV DEB  CORPBOND 775109AE1    27990 38875000 PRN      DEFINED             16,18,21 38875000        0        0
*** ROGERS COMMUNICATIONS INC EQUITY   775109200      205    10134 SH       DEFINED             18,21,22     2705        0     7429
ROGERS CORP                   EQUITY   775133101      221     6600 SH       DEFINED                12,21     6600        0        0
ROGERS CORP                   EQUITY   775133101      270     8085 SH       DEFINED             18,21,22     1075        0     7010
ROGERS CORP                   EQUITY   775133101      130     3900 SH       DEFINED                   25        0     3900        0
ROHM & HAAS CO                EQUITY   775371107       91     2100 SH       DEFINED               -          2100        0        0
ROHM & HAAS CO                EQUITY   775371107       18      424 SH       DEFINED                  4,6        0        0      424
ROHM & HAAS CO                EQUITY   775371107    33815   782964 SH       DEFINED                12,21   782964        0        0
ROHM & HAAS CO                EQUITY   775371107       58     1353 SH       DEFINED          15,18,21,22      435        0      918
ROHM & HAAS CO                EQUITY   775371107     8426   195102 SH       DEFINED             16,18,21   195102        0        0
ROHM & HAAS CO                EQUITY   775371107     5599   129651 SH       DEFINED             18,21,22    88064        0    41587
ROHM & HAAS CO                EQUITY   775371107      262     6060 SH       DEFINED                   25        0     6060        0
ROHM & HAAS CO                EQUITY   775371107      419     9700 SH       DEFINED     3,13,14,27,30,31     9700        0        0
ROHM & HAAS CO                EQUITY   775371107      544    12589 SH       DEFINED                21,32    12589        0        0
ROLLINS INC                   EQUITY   775711104      303    17862 SH       DEFINED                12,21    17862        0        0
ROLLINS INC                   EQUITY   775711104        7      400 SH       DEFINED          15,18,21,22        0        0      400
ROLLINS INC                   EQUITY   775711104       44     2615 SH       DEFINED             18,21,22      620        0     1995
ROLLINS TRUCK LEASING CORP    EQUITY   775741101        4      365 SH       DEFINED               -           365        0        0
ROLLINS TRUCK LEASING CORP    EQUITY   775741101     3490   308503 SH       DEFINED                12,21   308503        0        0
ROLLINS TRUCK LEASING CORP    EQUITY   775741101       98     8626 SH       DEFINED          15,18,21,22     4748        0     3878
ROLLINS TRUCK LEASING CORP    EQUITY   775741101     3866   341692 SH       DEFINED             18,21,22   254373        0    87319
ROLLINS TRUCK LEASING CORP    EQUITY   775741101      115    10200 SH       DEFINED                   25        0    10200        0
ROMAC INTL INC                EQUITY   775835101      326    42788 SH       DEFINED                12,21    42788        0        0
ROMAC INTL INC                EQUITY   775835101       93    12168 SH       DEFINED          15,18,21,22     8502        0     3666
ROMAC INTL INC                EQUITY   775835101     1708   224055 SH       DEFINED             18,21,22   180427        0    43628
ROPER INDUSTRIES INC          EQUITY   776696106       47     1300 SH       DEFINED               -          1300        0        0
ROPER INDUSTRIES INC          EQUITY   776696106     8904   246900 SH       DEFINED                12,21   246900        0        0
ROPER INDUSTRIES INC          EQUITY   776696106     4051   112321 SH       DEFINED          15,18,21,22    24240        0    88081
ROPER INDUSTRIES INC          EQUITY   776696106     3816   105809 SH       DEFINED             18,21,22    61902        0    43907
ROSLYN BANCORP INC            EQUITY   778162107       16      935 SH       DEFINED               -           935        0        0
ROSLYN BANCORP INC            EQUITY   778162107       35     2050 SH       DEFINED                  4,6        0        0     2050
ROSLYN BANCORP INC            EQUITY   778162107    14732   860242 SH       DEFINED                12,21   860242        0        0
ROSLYN BANCORP INC            EQUITY   778162107      327    19081 SH       DEFINED          15,18,21,22     4800        0    14281
ROSLYN BANCORP INC            EQUITY   778162107    11858   692412 SH       DEFINED             18,21,22   321653        0   370759
ROSLYN BANCORP INC            EQUITY   778162107      753    43955 SH       DEFINED                   25        0    43955        0
ROSS STORES INC DE            EQUITY   778296103    55186  1149713 SH       DEFINED                  4,6   459526   333124   357063
ROSS STORES INC DE            EQUITY   778296103      677    14113 SH       DEFINED                  6,7        0        0    14113
ROSS STORES INC DE            EQUITY   778296103     2998    62453 SH       DEFINED                12,21    62453        0        0
ROSS STORES INC DE            EQUITY   778296103        5      111 SH       DEFINED          15,18,21,22      111        0        0
ROSS STORES INC DE            EQUITY   778296103     2954    61541 SH       DEFINED             18,21,22    36667        0    24874
ROSS STORES INC DE            EQUITY   778296103      480    10000 SH       DEFINED     3,13,14,27,30,31    10000        0        0
ROSS STORES INC DE            EQUITY   778296103     3455    71985 SH       DEFINED                21,32    71985        0        0
ROSS SYSTEMS INC              EQUITY   778303107      520   202880 SH       DEFINED             18,21,22   190588        0    12292
*** ROSTELECOM LONG DISTANCE  EQUITY   778529107     3993   476750 SH       DEFINED                12,21   476750        0        0
*** ROSTELECOM LONG DISTANCE  EQUITY   778529107       17     2000 SH       DEFINED          15,18,21,22        0        0     2000
*** ROSTELECOM LONG DISTANCE  EQUITY   778529107        5      650 SH       DEFINED       17,18,19,20,21      650        0        0
*** ROSTELECOM LONG DISTANCE  EQUITY   778529107     4483   535303 SH       DEFINED             18,21,22    65500        0   469803
ROUSE CO                      EQUITY   779273101       31     1285 SH       DEFINED               -          1285        0        0
ROUSE CO                      EQUITY   779273101    34968  1445687 SH       DEFINED                12,21  1445687        0        0
ROUSE CO                      EQUITY   779273101      367    15170 SH       DEFINED          15,18,21,22     8200        0     6970
ROUSE CO                      EQUITY   779273101    15885   656728 SH       DEFINED             18,21,22   354683        0   302045
ROUSE CO                      EQUITY   779273101      426    17600 SH       DEFINED                21,32    17600        0        0
ROUSE CO CONV PFD SERIES B    EQUITY   779273309       80     2000 SH       DEFINED               -          2000        0        0
ROUSE CO CONV PFD SERIES B    EQUITY   779273309      138     3440 SH       DEFINED          15,18,21,22     1400        0     2040
ROUSE CO CONV PFD SERIES B    EQUITY   779273309     2909    72735 SH       DEFINED             18,21,22    41575        0    31160
ROWAN COMPANIES INC           EQUITY   779382100     1156    64000 SH       DEFINED   2,3,11,13,14,30,31        0    64000        0
ROWAN COMPANIES INC           EQUITY   779382100     3101   171700 SH       DEFINED                  4,6        0   171700        0
ROWAN COMPANIES INC           EQUITY   779382100     2207   122175 SH       DEFINED                  6,7   122175        0        0
ROWAN COMPANIES INC           EQUITY   779382100     2058   113960 SH       DEFINED                12,21   113960        0        0
ROWAN COMPANIES INC           EQUITY   779382100      381    21100 SH       DEFINED          15,18,21,22     3100        0    18000
ROWAN COMPANIES INC           EQUITY   779382100      997    55215 SH       DEFINED             18,21,22    29305        0    25910
ROWAN COMPANIES INC           EQUITY   779382100       48     2655 SH       DEFINED                   25        0     2655        0
ROWAN COMPANIES INC           EQUITY   779382100       18     1000 SH       DEFINED     3,13,14,27,30,31     1000        0        0
ROWAN COMPANIES INC           EQUITY   779382100      913    50547 SH       DEFINED                21,32    50547        0        0
ROWECOM INC                   EQUITY   77957X108        1       52 SH       DEFINED          15,18,21,22       52        0        0
ROWECOM INC                   EQUITY   77957X108      875    46673 SH       DEFINED             18,21,22    39536        0     7137
ROYAL APPLIANCE MFG CO        EQUITY   780076105      123    20000 SH       DEFINED             18,21,22    20000        0        0
*** ROYAL BANK OF CANADA -CAD EQUITY   780087102      829    18980 SH       DEFINED                  4,6    18980        0        0
*** ROYAL BANK OF CANADA -CAD EQUITY   780087102       15      344 SH       DEFINED          15,18,21,22      144        0      200
*** ROYAL BANK OF CANADA -CAD EQUITY   780087102      105     2400 SH       DEFINED             16,18,21     2400        0        0
*** ROYAL BANK OF CANADA -CAD EQUITY   780087102       42      969 SH       DEFINED             18,21,22      424        0      545
*** ROYAL BANK OF SCOTLAND    EQUITY   780097408       30     1165 SH       DEFINED               -          1165        0        0
*** ROYAL BANK OF SCOTLAND    EQUITY   780097408      793    31020 SH       DEFINED             18,21,22    20625        0    10395
*** ROYAL BK SCOTLAND GRP PLC EQUITY   780097606       29     1122 SH       DEFINED               -          1122        0        0
*** ROYAL BK SCOTLAND GRP PLC EQUITY   780097606        5      200 SH       DEFINED          15,18,21,22        0        0      200
*** ROYAL BK SCOTLAND GRP PLC EQUITY   780097606      602    23226 SH       DEFINED             18,21,22    18626        0     4600
*** ROYAL BK SCOTLAND GROUP   EQUITY   780097705       30     1200 SH       DEFINED               -          1200        0        0
*** ROYAL BK SCOTLAND GROUP   EQUITY   780097705      282    11258 SH       DEFINED             18,21,22     5007        0     6251
*** ROYAL BK SCOTLAND 8.50%PF EQUITY   780097804       66     2700 SH       DEFINED               -          2700        0        0
*** ROYAL BK SCOTLAND 8.50%PF EQUITY   780097804       49     2000 SH       DEFINED          15,18,21,22        0        0     2000
*** ROYAL BK SCOTLAND 8.50%PF EQUITY   780097804      228     9248 SH       DEFINED             18,21,22     6004        0     3243
*** ROYAL BK SCOTLAND GROUP   EQUITY   780097879      241    10670 SH       DEFINED             18,21,22     1200        0     9470
*** ROYAL BANK OF SCOTLAND PL EQUITY   780097887       87     3855 SH       DEFINED               -          3855        0        0
*** ROYAL BANK OF SCOTLAND PL EQUITY   780097887      637    28320 SH       DEFINED             18,21,22     7940        0    20380
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     1259    21077 SH       DEFINED               -         21077        0        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804    21970   367695 SH       DEFINED                  4,6   156055    41900   169740
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804      598    10000 SH       DEFINED                5,6,7        0        0    10000
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804   163771  2740938 SH       DEFINED                12,21  2740938        0        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     5315    88948 SH       DEFINED          15,18,21,22    60017        0    28931
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804   268624  4495796 SH       DEFINED             18,21,22  2422738        0  2073057
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     4648    77789 SH       DEFINED                   25        0    77789        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     2237    37434 SH       DEFINED     3,13,14,27,30,31    37434        0        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     6081   101766 SH       DEFINED                21,32   101766        0        0
*** ROYAL PTT NEDERLAND NV    EQUITY   780641205       37      815 SH       DEFINED               -           815        0        0
*** ROYAL PTT NEDERLAND NV    EQUITY   780641205      188     4130 SH       DEFINED          15,18,21,22     2990        0     1140
*** ROYAL PTT NEDERLAND NV    EQUITY   780641205    11316   248022 SH       DEFINED             18,21,22   190716        0    57306
ROYCE FOCUS TRUST INC         EQUITY   78080N108       54    10751 SH       DEFINED             18,21,22     6551        0     4200
ROYCE VALUE TRUST INC         EQUITY   780910105     4305   328026 SH       DEFINED             18,21,22   171515        0   156511
ROYCE MICRO-CAP TRUST INC     EQUITY   780915104      162    19026 SH       DEFINED             18,21,22     4017        0    15009
RUBIO'S RESTAURANTS INC       EQUITY   78116B102     1320    94308 SH       DEFINED                  4,6    30373    44507    19428
RUBIO'S RESTAURANTS INC       EQUITY   78116B102        7      531 SH       DEFINED                  6,7        0        0      531
RUBIO'S RESTAURANTS INC       EQUITY   78116B102      498    35600 SH       DEFINED                12,21    35600        0        0
RUBIO'S RESTAURANTS INC       EQUITY   78116B102      548    39125 SH       DEFINED             18,21,22    20000        0    19125
RUBY TUESDAY INC              EQUITY   781182100      615    29438 SH       DEFINED                12,21    29438        0        0
RUBY TUESDAY INC              EQUITY   781182100       28     1348 SH       DEFINED          15,18,21,22     1348        0        0
RUBY TUESDAY INC              EQUITY   781182100       52     2500 SH       DEFINED             18,21,22      500        0     2000
RUDDICK CORP                  EQUITY   781258108       21     1140 SH       DEFINED               -          1140        0        0
RUDDICK CORP                  EQUITY   781258108     2410   128521 SH       DEFINED                12,21   128521        0        0
RUDDICK CORP                  EQUITY   781258108      934    49795 SH       DEFINED          15,18,21,22    30807        0    18988
RUDDICK CORP                  EQUITY   781258108    21956  1170965 SH       DEFINED             18,21,22   651071        0   519894
RURAL METRO CORP              EQUITY   781748108       50     6100 SH       DEFINED                12,21     6100        0        0
RURAL METRO CORP              EQUITY   781748108      118    14403 SH       DEFINED             18,21,22     6404        0     7999
RUSS BERRIE & CO INC          EQUITY   782233100     2933   118796 SH       DEFINED                12,21   118796        0        0
RUSS BERRIE & CO INC          EQUITY   782233100       86     3501 SH       DEFINED             18,21,22     2501        0     1000
RUSSELL CORP                  EQUITY   782352108      478    25247 SH       DEFINED                12,21    25247        0        0
RUSSELL CORP                  EQUITY   782352108       46     2427 SH       DEFINED          15,18,21,22        0        0     2427
RUSSELL CORP                  EQUITY   782352108      100     5270 SH       DEFINED             18,21,22     3825        0     1444
RUSSELL CORP                  EQUITY   782352108       14      727 SH       DEFINED                   25        0      727        0
RUSSELL CORP                  EQUITY   782352108       32     1689 SH       DEFINED                21,32     1689        0        0
*** RYANAIR HLDGS PLC SPON AD EQUITY   783513104     2626    50630 SH       DEFINED             18,21,22    45660        0     4970
RYANS FAMILY STEAK HOUSES INC EQUITY   783519101      386    35300 SH       DEFINED                12,21    35300        0        0
RYANS FAMILY STEAK HOUSES INC EQUITY   783519101       12     1118 SH       DEFINED             18,21,22     1058        0       60
RYDER SYSTEM INC              EQUITY   783549108      225     9618 SH       DEFINED                12,21     9618        0        0
RYDER SYSTEM INC              EQUITY   783549108      387    16537 SH       DEFINED             18,21,22    10715        0     5822
RYDER SYSTEM INC              EQUITY   783549108       45     1936 SH       DEFINED                   25        0     1936        0
RYDER SYSTEM INC              EQUITY   783549108      624    26700 SH       DEFINED     3,13,14,27,30,31    26700        0        0
RYDER SYSTEM INC              EQUITY   783549108      108     4616 SH       DEFINED                21,32     4616        0        0
RYERSON TULL INC NEW          EQUITY   78375P107     3931   187195 SH       DEFINED                12,21   187195        0        0
RYERSON TULL INC NEW          EQUITY   78375P107       13      607 SH       DEFINED          15,18,21,22      443        0      164
RYERSON TULL INC NEW          EQUITY   78375P107     1623    77292 SH       DEFINED             18,21,22    56671        0    20621
RYERSON TULL INC NEW          EQUITY   78375P107      819    39000 SH       DEFINED                   25        0    39000        0
RYERSON TULL INC NEW          EQUITY   78375P107      487    23200 SH       DEFINED                21,32    23200        0        0
RYLAND GROUP INC              EQUITY   783764103      343    12149 SH       DEFINED                12,21    12149        0        0
RYLAND GROUP INC              EQUITY   783764103      400    14147 SH       DEFINED             18,21,22     6211        0     7936
RYLAND GROUP INC              EQUITY   783764103      712    25200 SH       DEFINED                   25        0    25200        0
S & T BANCORP INC             EQUITY   783859101      376    16000 SH       DEFINED               -         16000        0        0
S & T BANCORP INC             EQUITY   783859101     1123    47806 SH       DEFINED                12,21    47806        0        0
S & T BANCORP INC             EQUITY   783859101       90     3829 SH       DEFINED             18,21,22     2801        0     1028
SBC COMMUNICATIONS INC        EQUITY   78387G103     5172    87839 SH       DEFINED               -         87839        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103    11086   188300 SH       DEFINED   2,3,11,13,14,30,31        0   188300        0
SBC COMMUNICATIONS INC        EQUITY   78387G103   103274  1754118 SH       DEFINED                  4,6   820556   294084   639478
SBC COMMUNICATIONS INC        EQUITY   78387G103     1270    21575 SH       DEFINED                  6,7        0        0    21575
SBC COMMUNICATIONS INC        EQUITY   78387G103   223773  3800811 SH       DEFINED                12,21  3800811        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103     6905   117279 SH       DEFINED          15,18,21,22    77284        0    39995
SBC COMMUNICATIONS INC        EQUITY   78387G103    61630  1046789 SH       DEFINED             16,18,21  1046789        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103   422569  7177386 SH       DEFINED             18,21,22  5061315        0  2116070
SBC COMMUNICATIONS INC        OPTION   78387G103      377     6400 SH  CALL DEFINED             18,21,22     2000        0     4400
SBC COMMUNICATIONS INC        EQUITY   78387G103     5975   101494 SH       DEFINED                   25        0   101494        0
SBC COMMUNICATIONS INC        EQUITY   78387G103     3008    51097 SH       DEFINED     3,13,14,27,30,31    51097        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103     6200   105311 SH       DEFINED                21,32   105311        0        0
SBC COMMUNICATIONS 7.75% PFD  EQUITY   78387G202    10412   160180 SH       DEFINED             18,21,22   159840        0      340
SBS TECHNOLOGIES INC          EQUITY   78387P103     1405    60100 SH       DEFINED                12,21    60100        0        0
SBS TECHNOLOGIES INC          EQUITY   78387P103      154     6600 SH       DEFINED             18,21,22        0        0     6600
SBA COMMUNICATIONS CORP       EQUITY   78388J106      819    72800 SH       DEFINED                12,21    72800        0        0
SBA COMMUNICATIONS CORP       EQUITY   78388J106        8      700 SH       DEFINED             18,21,22      100        0      600
SCC COMMUNICATIONS CORP       EQUITY   78388X105      359    70000 SH       DEFINED   2,3,11,13,14,30,31        0    70000        0
SCI SYSTEMS INC               EQUITY   783890106       13      250 SH       DEFINED               -           250        0        0
SCI SYSTEMS INC               EQUITY   783890106    42695   821050 SH       DEFINED                12,21   821050        0        0
SCI SYSTEMS INC               EQUITY   783890106     2546    48963 SH       DEFINED          15,18,21,22    18017        0    30946
SCI SYSTEMS INC               EQUITY   783890106      780    15000 SH       DEFINED             16,18,21    15000        0        0
SCI SYSTEMS INC               EQUITY   783890106       62     1200 SH       DEFINED                18,21     1200        0        0
SCI SYSTEMS INC               EQUITY   783890106     2827    54358 SH       DEFINED             18,21,22    28164        0    26194
SCI SYSTEMS INC               EQUITY   783890106       10      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
SCM MICROSYSTEMS INC          EQUITY   784018103     1511    31000 SH       DEFINED                12,21    31000        0        0
SCM MICROSYSTEMS INC          EQUITY   784018103      912    18700 SH       DEFINED                21,32    18700        0        0
SCPIE HOLDINGS INC            EQUITY   78402P104      311     9944 SH       DEFINED                12,21     9944        0        0
SCPIE HOLDINGS INC            EQUITY   78402P104      107     3410 SH       DEFINED             18,21,22     2901        0      509
SCP POOL CORPORATION          EQUITY   784028102     1748    75800 SH       DEFINED                12,21    75800        0        0
SCP POOL CORPORATION          EQUITY   784028102      155     6725 SH       DEFINED          15,18,21,22     3350        0     3375
SCP POOL CORPORATION          EQUITY   784028102     1091    47320 SH       DEFINED             18,21,22    14668        0    32652
SDL INC                       EQUITY   784076101       16      220 SH       DEFINED               -           220        0        0
SDL INC                       EQUITY   784076101      979    13600 SH       DEFINED                12,21    13600        0        0
SDL INC                       EQUITY   784076101       22      300 SH       DEFINED          15,18,21,22      250        0       50
SDL INC                       EQUITY   784076101     4794    66577 SH       DEFINED             18,21,22    49758        0    16819
SEI INVESTMENTS CO            EQUITY   784117103     1682    18053 SH       DEFINED                  4,6     5765     7733     4555
SEI INVESTMENTS CO            EQUITY   784117103        9      100 SH       DEFINED                  6,7        0        0      100
SEI INVESTMENTS CO            EQUITY   784117103     3165    33964 SH       DEFINED                12,21    33964        0        0
SEI INVESTMENTS CO            EQUITY   784117103      373     4005 SH       DEFINED             18,21,22     1171        0     2834
SEI INVESTMENTS CO            EQUITY   784117103     3816    40946 SH       DEFINED                21,32    40946        0        0
SEMCO ENERGY INC              EQUITY   78412D109      271    16959 SH       DEFINED                12,21    16959        0        0
SEMCO ENERGY INC              EQUITY   78412D109      204    12738 SH       DEFINED             18,21,22      103        0    12635
SFX ENTERTAINMENT CL A        EQUITY   784178105     4860   107998 SH       DEFINED                  4,6    36380    47278    24340
SFX ENTERTAINMENT CL A        EQUITY   784178105       29      650 SH       DEFINED                  6,7        0        0      650
SFX ENTERTAINMENT CL A        EQUITY   784178105     4923   109400 SH       DEFINED                12,21   109400        0        0
SFX ENTERTAINMENT CL A        EQUITY   784178105      148     3285 SH       DEFINED          15,18,21,22     2331        0      954
SFX ENTERTAINMENT CL A        OPTION   784178105    19350   430000 SH  CALL DEFINED             18,21,22   430000        0        0
SFX ENTERTAINMENT CL A        OPTION   784178105    19350   430000 SH  PUT  DEFINED             18,21,22   430000        0        0
SFX ENTERTAINMENT CL A        EQUITY   784178105     2834    62967 SH       DEFINED             18,21,22    49177        0    13790
*** SKF AB SPONSORED ADR PAR  EQUITY   784375404       18      840 SH       DEFINED          15,18,21,22      180        0      660
*** SKF AB SPONSORED ADR PAR  EQUITY   784375404      475    21950 SH       DEFINED             18,21,22    20374        0     1576
*** SKF AB SPONSORED ADR PAR  EQUITY   784375404     1248    57705 SH       DEFINED                   25        0    57705        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108      740    53602 SH       DEFINED               -         53602        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108     2445   177000 SH       DEFINED                  4,6   177000        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108      323    23400 SH       DEFINED                  6,7        0        0    23400
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108       86     6200 SH       DEFINED                12,21     6200        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108      121     8733 SH       DEFINED          15,18,21,22     2630        0     6103
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108     3726   269710 SH       DEFINED             16,18,21   269710        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108      363    26260 SH       DEFINED                18,21    26260        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108      286    20720 SH       DEFINED       17,18,19,20,21    20720        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108     8016   580343 SH       DEFINED             18,21,22   219385        0   360958
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108       39     2823 SH       DEFINED                   25        0     2823        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108       73     5300 SH       DEFINED     3,13,14,27,30,31     5300        0        0
SL GREEN REALTY CORP          EQUITY   78440X101        6      265 SH       DEFINED               -           265        0        0
SL GREEN REALTY CORP          EQUITY   78440X101      410    19400 SH       DEFINED                12,21    19400        0        0
SL GREEN REALTY CORP          EQUITY   78440X101       76     3590 SH       DEFINED          15,18,21,22     3030        0      560
SL GREEN REALTY CORP          EQUITY   78440X101     1682    79640 SH       DEFINED             18,21,22    60695        0    18945
SLM HLDG CORP                 EQUITY   78442A109       52     1113 SH       DEFINED               -          1113        0        0
SLM HLDG CORP                 EQUITY   78442A109     2039    43550 SH       DEFINED                  4,6    18200      700    24650
SLM HLDG CORP                 EQUITY   78442A109   125979  2691119 SH       DEFINED                12,21  2691119        0        0
SLM HLDG CORP                 EQUITY   78442A109      276     5888 SH       DEFINED          15,18,21,22     5168        0      720
SLM HLDG CORP                 EQUITY   78442A109   119726  2557537 SH       DEFINED             16,18,21  2557537        0        0
SLM HLDG CORP                 EQUITY   78442A109   242842  5187500 SH       DEFINED                18,21  5187500        0        0
SLM HLDG CORP                 EQUITY   78442A109    28572   610342 SH       DEFINED             18,21,22   289940        0   320401
SLM HLDG CORP                 EQUITY   78442A109      276     5900 SH       DEFINED                   25        0     5900        0
SLM HLDG CORP                 EQUITY   78442A109      382     8169 SH       DEFINED                21,32     8169        0        0
SLI INC                       EQUITY   78442T108    22810   905600 SH       DEFINED                12,21   905600        0        0
SLI INC                       EQUITY   78442T108        9      375 SH       DEFINED          15,18,21,22      375        0        0
SLI INC                       EQUITY   78442T108    46424  1843097 SH       DEFINED             18,21,22  1801412        0    41685
SLI INC                       EQUITY   78442T108      302    12000 SH       DEFINED                   25        0    12000        0
S M & A CORPORATION           EQUITY   784432106       76     8830 SH       DEFINED          15,18,21,22     6710        0     2120
S M & A CORPORATION           EQUITY   784432106     1693   196943 SH       DEFINED             18,21,22   132967        0    63976
UTS SPDR TRUST SER 1          EQUITY   78462F103   126348   949535 SH       DEFINED                  4,6    16660        0   932875
UTS SPDR TRUST SER 1          EQUITY   78462F103    36044   270881 SH       DEFINED                5,6,7        0        0   270881
UTS SPDR TRUST SER 1          EQUITY   78462F103      730     5483 SH       DEFINED                  6,7        0        0     5483
UTS SPDR TRUST SER 1          EQUITY   78462F103     3998    30044 SH       DEFINED          15,18,21,22    10176        0    19867
UTS SPDR TRUST SER 1          EQUITY   78462F103   125602   943930 SH       DEFINED             18,21,22   477379        0   466551
UTS SPDR TRUST SER 1          EQUITY   78462F103     5988    45000 SH       DEFINED        3,13,28,29,31    45000        0        0
SPSS INC                      EQUITY   78462K102       81     3300 SH       DEFINED                12,21     3300        0        0
SPSS INC                      EQUITY   78462K102        3      106 SH       DEFINED          15,18,21,22      106        0        0
SPSS INC                      EQUITY   78462K102      563    22877 SH       DEFINED             18,21,22    18226        0     4651
SPS TECHNOLOGIES INC          EQUITY   784626103      431    10500 SH       DEFINED                12,21    10500        0        0
SPS TECHNOLOGIES INC          EQUITY   784626103       28      690 SH       DEFINED          15,18,21,22      690        0        0
SPS TECHNOLOGIES INC          EQUITY   784626103     1910    46575 SH       DEFINED             18,21,22    28623        0    17952
SPS TECHNOLOGIES INC          EQUITY   784626103     1369    33400 SH       DEFINED                   25        0    33400        0
SPX CORP                      EQUITY   784635104        6       69 SH       DEFINED               -            69        0        0
SPX CORP                      EQUITY   784635104    25871   299081 SH       DEFINED                12,21   299081        0        0
SPX CORP                      EQUITY   784635104      776     8971 SH       DEFINED          15,18,21,22     7135        0     1836
SPX CORP                      EQUITY   784635104     5796    67000 SH       DEFINED             16,18,21    67000        0        0
SPX CORP                      EQUITY   784635104      580     6700 SH       DEFINED                18,21     6700        0        0
SPX CORP                      EQUITY   784635104    16717   193255 SH       DEFINED             18,21,22   133676        0    59579
SPX CORP                      EQUITY   784635104       43      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
SPX CORP                      EQUITY   784635104     5526    63890 SH       DEFINED                21,32    63890        0        0
S3 INCORPORATED CNV SUB NOTES CORPBOND 784849AC5       37    42500 PRN      DEFINED                12,21    42500        0        0
S3 INCORPORATED CNV SUB NOTES CORPBOND 784849AC5    10679 12275000 PRN      DEFINED             16,18,21 12275000        0        0
S3 INCORPORATED CNV SUB NOTES CORPBOND 784849AC5       44    50000 PRN      DEFINED             18,21,22        0        0    50000
S3 INC                        EQUITY   784849101    10755  1042847 SH       DEFINED                12,21  1042847        0        0
S3 INC                        EQUITY   784849101    12014  1164950 SH       DEFINED             16,18,21  1164950        0        0
S3 INC                        EQUITY   784849101      387    37550 SH       DEFINED             18,21,22      450        0    37100
SPR INC                       EQUITY   784922106     1583   308856 SH       DEFINED   2,3,11,13,14,30,31        0   308856        0
SPR INC                       EQUITY   784922106       72    13964 SH       DEFINED             18,21,22     5550        0     8414
SABRATEK CORP CV SUB NOTES    CORPBOND 78571UAA6     3094  5300000 PRN      DEFINED             18,21,22  5300000        0        0
SABRATEK CORP                 EQUITY   78571U108       29     2000 SH       DEFINED               -          2000        0        0
SABRATEK CORP                 EQUITY   78571U108      140     9600 SH       DEFINED                12,21     9600        0        0
SABRATEK CORP                 EQUITY   78571U108      212    14552 SH       DEFINED             18,21,22     1927        0    12625
SABRATEK CORP                 OPTION   78571U108       58     4000 SH  CALL DEFINED             18,21,22     4000        0        0
SABRE GROUP HLDGS INC CLASS A EQUITY   785905100      442     7015 SH       DEFINED                12,21     7015        0        0
SABRE GROUP HLDGS INC CLASS A EQUITY   785905100      316     5020 SH       DEFINED          15,18,21,22     3100        0     1920
SABRE GROUP HLDGS INC CLASS A EQUITY   785905100     8487   134717 SH       DEFINED             18,21,22    93319        0    41398
SABRE GROUP HLDGS INC CLASS A EQUITY   785905100     1109    17600 SH       DEFINED                   25        0    17600        0
SAF T LOK INC                 EQUITY   78636P102       25    12150 SH       DEFINED             18,21,22      500        0    11650
SAFECO CORP                   EQUITY   786429100       68     1775 SH       DEFINED               -          1775        0        0
SAFECO CORP                   EQUITY   786429100     2435    63970 SH       DEFINED                  4,6        0        0    63970
SAFECO CORP                   EQUITY   786429100      508    13355 SH       DEFINED                12,21    13355        0        0
SAFECO CORP                   EQUITY   786429100     5060   132937 SH       DEFINED          15,18,21,22    98564        0    34373
SAFECO CORP                   EQUITY   786429100    30243   794538 SH       DEFINED             18,21,22   591800        0   202738
SAFECO CORP                   OPTION   786429100       38     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
SAFECO CORP                   EQUITY   786429100      520    13655 SH       DEFINED                   25        0    13655        0
SAFECO CORP                   EQUITY   786429100      238     6259 SH       DEFINED                21,32     6259        0        0
SAFEGUARD SCIENTIFICS INC CV  CORPBOND 786449AD0       11    10000 PRN      DEFINED                12,21    10000        0        0
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108       11      170 SH       DEFINED               -           170        0        0
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108      240     3710 SH       DEFINED                  4,6        0        0     3710
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108     1340    20700 SH       DEFINED                12,21    20700        0        0
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108       71     1100 SH       DEFINED          15,18,21,22        0        0     1100
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108     3219    49716 SH       DEFINED             18,21,22    14661        0    35055
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108     6184    95500 SH       DEFINED            4,6,23,24    95500        0        0
SAFESKIN CORP                 EQUITY   786454108     6622   735782 SH       DEFINED                12,21   735782        0        0
SAFESKIN CORP                 EQUITY   786454108      754    83783 SH       DEFINED          15,18,21,22    15886        0    67897
SAFESKIN CORP                 EQUITY   786454108     1871   207873 SH       DEFINED             18,21,22   152292        0    55581
SAFESKIN CORP                 OPTION   786454108      360    40000 SH  CALL DEFINED             18,21,22    40000        0        0
SAFESKIN CORP                 OPTION   786454108      360    40000 SH  PUT  DEFINED             18,21,22    40000        0        0
SAFETY KLEEN CORP NEW         EQUITY   78648R203     3108   259000 SH       DEFINED   2,3,11,13,14,30,31        0   259000        0
SAFETY KLEEN CORP NEW         EQUITY   78648R203     2860   238307 SH       DEFINED                12,21   238307        0        0
SAFETY KLEEN CORP NEW         EQUITY   78648R203        8      692 SH       DEFINED          15,18,21,22      506        0      186
SAFETY KLEEN CORP NEW         EQUITY   78648R203       18     1540 SH       DEFINED             16,18,21     1540        0        0
SAFETY KLEEN CORP NEW         EQUITY   78648R203     1004    83688 SH       DEFINED             18,21,22    66673        0    17015
SAFETY KLEEN CORP NEW         EQUITY   78648R203      182    15200 SH       DEFINED                   25        0    15200        0
SAFEWAY INC NEW               EQUITY   786514208       64     1177 SH       DEFINED               -          1177        0        0
SAFEWAY INC NEW               EQUITY   786514208      344     6346 SH       DEFINED                  4,6     1000        0     5346
SAFEWAY INC NEW               EQUITY   786514208    86673  1597657 SH       DEFINED                12,21  1597657        0        0
SAFEWAY INC NEW               EQUITY   786514208     4203    77471 SH       DEFINED          15,18,21,22    59127        0    18344
SAFEWAY INC NEW               EQUITY   786514208   103730  1912080 SH       DEFINED             18,21,22  1264787        0   647293
SAFEWAY INC NEW               EQUITY   786514208     8355   154000 SH       DEFINED                   25        0   154000        0
SAFEWAY INC NEW               EQUITY   786514208    24348   448817 SH       DEFINED     3,13,14,27,30,31   448817        0        0
SAFEWAY INC NEW               EQUITY   786514208     1481    27297 SH       DEFINED                21,32    27297        0        0
SAGA SYSTEMS INC              EQUITY   786610105      530    47100 SH       DEFINED                12,21    47100        0        0
SAGA SYSTEMS INC              EQUITY   786610105      288    25615 SH       DEFINED             18,21,22     5633        0    19982
SAGA SYSTEMS INC              EQUITY   786610105        2      188 SH       DEFINED                21,32      188        0        0
ST JOE COMPANY                EQUITY   790148100    25224  1034850 SH       DEFINED                12,21  1034850        0        0
ST JOE COMPANY                EQUITY   790148100      121     4954 SH       DEFINED          15,18,21,22     1510        0     3444
ST JOE COMPANY                EQUITY   790148100    15516   636568 SH       DEFINED             18,21,22   528670        0   107897
ST JOE COMPANY                EQUITY   790148100      473    19400 SH       DEFINED                   25        0    19400        0
ST JOHN KNITS INC             EQUITY   790289102      150     5000 SH       DEFINED                  4,6     1000        0     4000
ST JOHN KNITS INC             EQUITY   790289102      534    17800 SH       DEFINED                12,21    17800        0        0
ST JOHN KNITS INC             EQUITY   790289102        5      150 SH       DEFINED          15,18,21,22        0        0      150
ST JOHN KNITS INC             EQUITY   790289102       80     2653 SH       DEFINED             18,21,22     1014        0     1638
ST JOHN KNITS INC             EQUITY   790289102     4860   162000 SH       DEFINED        3,13,30,31,33        0        0   162000
ST JOSEPH LIGHT & POWER CO    EQUITY   790654107      848    40400 SH       DEFINED   2,3,11,13,14,30,31        0    40400        0
ST JOSEPH LIGHT & POWER CO    EQUITY   790654107      127     6046 SH       DEFINED             18,21,22     3041        0     3004
ST JUDE MEDICAL INC           EQUITY   790849103      815    21595 SH       DEFINED                12,21    21595        0        0
ST JUDE MEDICAL INC           EQUITY   790849103       39     1045 SH       DEFINED          15,18,21,22      670        0      375
ST JUDE MEDICAL INC           EQUITY   790849103     9910   262511 SH       DEFINED             18,21,22   136088        0   126423
ST JUDE MEDICAL INC           EQUITY   790849103       90     2381 SH       DEFINED                   25        0     2381        0
ST JUDE MEDICAL INC           EQUITY   790849103      146     3873 SH       DEFINED                21,32     3873        0        0
ST MARY LAND & EXPL CO        EQUITY   792228108      249     9000 SH       DEFINED                12,21     9000        0        0
ST MARY LAND & EXPL CO        EQUITY   792228108       29     1065 SH       DEFINED          15,18,21,22     1065        0        0
ST MARY LAND & EXPL CO        EQUITY   792228108     1069    38708 SH       DEFINED             18,21,22    28098        0    10610
ST MARY LAND & EXPL CO        EQUITY   792228108      166     6000 SH       DEFINED                   25        0     6000        0
ST PAUL BANCORP INC           EQUITY   792848103      951    38623 SH       DEFINED                12,21    38623        0        0
ST PAUL BANCORP INC           EQUITY   792848103        2      101 SH       DEFINED          15,18,21,22      101        0        0
ST PAUL BANCORP INC           EQUITY   792848103      797    32354 SH       DEFINED             18,21,22    24972        0     7382
ST PAUL CAPITAL LLC CONV PFD  EQUITY   792856205     1774    30000 SH       DEFINED                12,21    30000        0        0
ST PAUL CAPITAL LLC CONV PFD  EQUITY   792856205       26      440 SH       DEFINED          15,18,21,22      290        0      150
ST PAUL CAPITAL LLC CONV PFD  EQUITY   792856205    12806   216600 SH       DEFINED             16,18,21   216600        0        0
ST PAUL CAPITAL LLC CONV PFD  EQUITY   792856205      306     5182 SH       DEFINED             18,21,22     4442        0      740
ST PAUL COMPANIES INC         EQUITY   792860108      106     3280 SH       DEFINED               -          3280        0        0
ST PAUL COMPANIES INC         EQUITY   792860108     3142    97600 SH       DEFINED   2,3,11,13,14,30,31        0    97600        0
ST PAUL COMPANIES INC         EQUITY   792860108      573    17800 SH       DEFINED                  4,6    15000        0     2800
ST PAUL COMPANIES INC         EQUITY   792860108    19778   614442 SH       DEFINED                12,21   614442        0        0
ST PAUL COMPANIES INC         EQUITY   792860108     1196    37166 SH       DEFINED          15,18,21,22    21815        0    15351
ST PAUL COMPANIES INC         EQUITY   792860108    13317   413736 SH       DEFINED             16,18,21   413736        0        0
ST PAUL COMPANIES INC         EQUITY   792860108    34781  1080566 SH       DEFINED             18,21,22   626041        0   454525
ST PAUL COMPANIES INC         EQUITY   792860108      203     6304 SH       DEFINED                   25        0     6304        0
ST PAUL COMPANIES INC         EQUITY   792860108      428    13300 SH       DEFINED     3,13,14,27,30,31    13300        0        0
ST PAUL COMPANIES INC         EQUITY   792860108      336    10447 SH       DEFINED                21,32    10447        0        0
SAKS INC                      EQUITY   79377W108       50     2183 SH       DEFINED               -          2183        0        0
SAKS INC                      EQUITY   79377W108      543    23940 SH       DEFINED                  4,6    10000    12300     1640
SAKS INC                      EQUITY   79377W108     1776    78280 SH       DEFINED                12,21    78280        0        0
SAKS INC                      EQUITY   79377W108      952    41977 SH       DEFINED          15,18,21,22    28301        0    13676
SAKS INC                      EQUITY   79377W108    23115  1018809 SH       DEFINED             18,21,22   553930        0   464879
SAKS INC                      EQUITY   79377W108     1708    75300 SH       DEFINED                21,32    75300        0        0
SALISBURY BANCORP INC         EQUITY   795226109      651    33380 SH       DEFINED             18,21,22        0        0    33380
SALOMON BROS FUND INC         EQUITY   795477108        8      400 SH       DEFINED               -           400        0        0
SALOMON BROS FUND INC         EQUITY   795477108       90     4500 SH       DEFINED                  4,6        0     4500        0
SALOMON BROS FUND INC         EQUITY   795477108      503    25095 SH       DEFINED             18,21,22     4642        0    20453
SALTON INC                    EQUITY   795757103      421    18000 SH       DEFINED                12,21    18000        0        0
SALTON INC                    EQUITY   795757103        4      150 SH       DEFINED          15,18,21,22      150        0        0
SALTON INC                    EQUITY   795757103     1268    54253 SH       DEFINED             18,21,22    37865        0    16388
SALTON INC                    EQUITY   795757103      136     5800 SH       DEFINED                   25        0     5800        0
SAMES CORP                    EQUITY   79587E104      353    16321 SH       DEFINED               -         16321        0        0
SAMES CORP                    EQUITY   79587E104      359    16621 SH       DEFINED             18,21,22      300        0    16321
SAMSONITE CORP                EQUITY   79604V105      535    93100 SH       DEFINED                12,21    93100        0        0
SAMSONITE CORP                EQUITY   79604V105       13     2174 SH       DEFINED             18,21,22     1480        0      694
SAMSONITE CORP                EQUITY   79604V105      517    89900 SH       DEFINED                21,32    89900        0        0
SAN JUAN BASIN ROYALTY TR UBI EQUITY   798241105      842   106082 SH       DEFINED             18,21,22    35064        0    71018
SANCHEZ COMPUTER ASSOCIATES   EQUITY   799702105     1928    42600 SH       DEFINED                12,21    42600        0        0
SANCHEZ COMPUTER ASSOCIATES   EQUITY   799702105      126     2790 SH       DEFINED             18,21,22     1130        0     1660
SANCHEZ COMPUTER ASSOCIATES   EQUITY   799702105     1394    30800 SH       DEFINED                21,32    30800        0        0
SANDISK CORP                  EQUITY   80004C101     1680    22400 SH       DEFINED                12,21    22400        0        0
SANDISK CORP                  EQUITY   80004C101        8      100 SH       DEFINED          15,18,21,22        0        0      100
SANDISK CORP                  EQUITY   80004C101       91     1211 SH       DEFINED             18,21,22      211        0     1000
SANDY SPRING BANCORP INC DEL  EQUITY   800363103      234     8500 SH       DEFINED                12,21     8500        0        0
SANFILIPPO JOHN B & SON INC   EQUITY   800422107     1054   259500 SH       DEFINED                12,21   259500        0        0
SANFILIPPO JOHN B & SON INC   EQUITY   800422107     1083   266500 SH       DEFINED             16,18,21   266500        0        0
SANMINA CORP                  CORPBOND 800907AA5      315   310000 PRN      DEFINED                12,21   310000        0        0
SANMINA CORP                  CORPBOND 800907AA5    10465 10285000 PRN      DEFINED             16,18,21 10285000        0        0
SANMINA CORP                  EQUITY   800907107       22      330 SH       DEFINED               -           330        0        0
SANMINA CORP                  EQUITY   800907107       13      200 SH       DEFINED                  4,6        0        0      200
SANMINA CORP                  EQUITY   800907107    42939   651208 SH       DEFINED                12,21   651208        0        0
SANMINA CORP                  EQUITY   800907107      530     8031 SH       DEFINED          15,18,21,22     5656        0     2375
SANMINA CORP                  EQUITY   800907107     1517    23000 SH       DEFINED             16,18,21    23000        0        0
SANMINA CORP                  EQUITY   800907107    11724   177801 SH       DEFINED             18,21,22   128383        0    49418
SANMINA CORP                  EQUITY   800907107       92     1400 SH       DEFINED     3,13,14,27,30,31     1400        0        0
SANMINA CORP                  EQUITY   800907107     5097    77302 SH       DEFINED                21,32    77302        0        0
SANGSTAT MEDICAL CORP         EQUITY   801003104      298    16400 SH       DEFINED                12,21    16400        0        0
SANGSTAT MEDICAL CORP         EQUITY   801003104     1922   105652 SH       DEFINED             18,21,22    36221        0    69431
SANGSTAT MEDICAL CORP         OPTION   801003104        5      300 SH  PUT  DEFINED             18,21,22        0        0      300
SANTA CRUZ OPERATION INC      EQUITY   801833104     1412   207200 SH       DEFINED   2,3,11,13,14,30,31        0   207200        0
SANTA CRUZ OPERATION INC      EQUITY   801833104     2247   329800 SH       DEFINED                12,21   329800        0        0
SANTA CRUZ OPERATION INC      EQUITY   801833104       82    12000 SH       DEFINED             18,21,22        0        0    12000
SANTA FE ENERGY TR SECURE     EQUITY   802013102       11      600 SH       DEFINED          15,18,21,22        0        0      600
SANTA FE ENERGY TR SECURE     EQUITY   802013102      794    44129 SH       DEFINED             18,21,22    18454        0    25675
SANTA FE SNYDER CORP          EQUITY   80218K105    13996  1555130 SH       DEFINED   2,3,11,13,14,30,31        0  1555130        0
SANTA FE SNYDER CORP          EQUITY   80218K105     3732   414695 SH       DEFINED                12,21   414695        0        0
SANTA FE SNYDER CORP          EQUITY   80218K105       92    10253 SH       DEFINED             16,18,21    10253        0        0
SANTA FE SNYDER CORP          EQUITY   80218K105     2726   302927 SH       DEFINED             18,21,22   164688        0   138239
*** SANTA ISABEL SA ADR -USD- EQUITY   802233106       13     1500 SH       DEFINED                12,21     1500        0        0
*** SANTA ISABEL SA ADR -USD- EQUITY   802233106      263    30466 SH       DEFINED             18,21,22    30413        0       53
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204      595    18978 SH       DEFINED               -         18978        0        0
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204      941    30000 SH       DEFINED                12,21    30000        0        0
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204      532    16966 SH       DEFINED          15,18,21,22     7896        0     9070
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204     1512    48200 SH       DEFINED             16,18,21    48200        0        0
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204    24819   791035 SH       DEFINED             18,21,22   509034        0   282001
SAPIENT CORP                  EQUITY   803062108       20      380 SH       DEFINED                  4,6        0        0      380
SAPIENT CORP                  EQUITY   803062108     1440    26700 SH       DEFINED                12,21    26700        0        0
SAPIENT CORP                  EQUITY   803062108        5      100 SH       DEFINED          15,18,21,22      100        0        0
SAPIENT CORP                  EQUITY   803062108       58     1077 SH       DEFINED             18,21,22      735        0      342
SAPIENT CORP                  EQUITY   803062108     1111    20600 SH       DEFINED                21,32    20600        0        0
SARA LEE CORP                 EQUITY   803111103      936    43390 SH       DEFINED               -         43390        0        0
SARA LEE CORP                 EQUITY   803111103     2346   108800 SH       DEFINED                  4,6    86000        0    22800
SARA LEE CORP                 EQUITY   803111103    10201   473081 SH       DEFINED                12,21   473081        0        0
SARA LEE CORP                 EQUITY   803111103     1322    61309 SH       DEFINED          15,18,21,22    39823        0    21486
SARA LEE CORP                 EQUITY   803111103      556    25800 SH       DEFINED             16,18,21    25800        0        0
SARA LEE CORP                 EQUITY   803111103    60905  2824493 SH       DEFINED             18,21,22  1713203        0  1111290
SARA LEE CORP                 OPTION   803111103       22     1000 SH  CALL DEFINED             18,21,22        0        0     1000
SARA LEE CORP                 EQUITY   803111103     1015    47094 SH       DEFINED                   25        0    47094        0
SARA LEE CORP                 EQUITY   803111103      736    34126 SH       DEFINED     3,13,14,27,30,31    34126        0        0
SARA LEE CORP                 EQUITY   803111103     1059    49096 SH       DEFINED                21,32    49096        0        0
*** SASOL LTD SPONS ADR       EQUITY   803866300      664    87753 SH       DEFINED             18,21,22    50950        0    36803
SAUCONY INC CL B              EQUITY   804120202     1224    61577 SH       DEFINED                  4,6    20530    27932    13115
SAUCONY INC CL B              EQUITY   804120202        7      360 SH       DEFINED                  6,7        0        0      360
SAUER INC                     EQUITY   804137107      129    10200 SH       DEFINED                12,21    10200        0        0
SAUER INC                     EQUITY   804137107       32     2550 SH       DEFINED             18,21,22        0        0     2550
SAUL CENTERS INC              EQUITY   804395101      674    42117 SH       DEFINED             18,21,22    17003        0    25114
*** SAVILLE SYSTEMS PLC ADR   EQUITY   805174109       50     3415 SH       DEFINED          15,18,21,22     3415        0        0
*** SAVILLE SYSTEMS PLC ADR   EQUITY   805174109     1102    75339 SH       DEFINED             18,21,22    65187        0    10152
SAVOY PICTURES ENTMT INC CONV CORPBOND 805375AA0       76    75000 PRN      DEFINED             18,21,22        0        0    75000
SAWTEK INC                    EQUITY   805468105     3594    58200 SH       DEFINED                12,21    58200        0        0
SAWTEK INC                    EQUITY   805468105        7      106 SH       DEFINED             18,21,22        6        0      100
SAWTEK INC                    EQUITY   805468105     2791    45200 SH       DEFINED                21,32    45200        0        0
SBARRO INC                    EQUITY   805844107      300    10943 SH       DEFINED                12,21    10943        0        0
SBARRO INC                    EQUITY   805844107       14      500 SH       DEFINED             18,21,22      100        0      400
SCANA CORP                    EQUITY   805898103      144     5899 SH       DEFINED               -          5899        0        0
SCANA CORP                    EQUITY   805898103       78     3200 SH       DEFINED                  4,6     3200        0        0
SCANA CORP                    EQUITY   805898103      236     9674 SH       DEFINED                12,21     9674        0        0
SCANA CORP                    EQUITY   805898103       31     1256 SH       DEFINED          15,18,21,22        0        0     1256
SCANA CORP                    EQUITY   805898103     3658   150060 SH       DEFINED             18,21,22    74865        0    75194
SCANA CORP                    EQUITY   805898103      366    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
SCANA CORP                    EQUITY   805898103      653    26800 SH       DEFINED                21,32    26800        0        0
SCANSOFT INC                  EQUITY   80603P107       80    26500 SH       DEFINED             18,21,22     2000        0    24500
SCANSOURCE INC                EQUITY   806037107       12      500 SH       DEFINED          15,18,21,22      500        0        0
SCANSOURCE INC                EQUITY   806037107     7159   301419 SH       DEFINED             18,21,22    51796        0   249623
SCHAWK INC CL A               EQUITY   806373106      118    11000 SH       DEFINED                12,21    11000        0        0
SCHAWK INC CL A               EQUITY   806373106       74     6921 SH       DEFINED             18,21,22     1248        0     5673
SCHEID VINEYARDS INC          EQUITY   806403101       84    18610 SH       DEFINED             18,21,22     6160        0    12450
SCHEIN (HENRY) INC            EQUITY   806407102     2220   106350 SH       DEFINED   2,3,11,13,14,30,31        0   106350        0
SCHEIN (HENRY) INC            EQUITY   806407102      917    43924 SH       DEFINED                12,21    43924        0        0
SCHEIN (HENRY) INC            EQUITY   806407102        2      115 SH       DEFINED          15,18,21,22        0        0      115
SCHEIN (HENRY) INC            EQUITY   806407102     2378   113905 SH       DEFINED             18,21,22    83327        0    30578
SCHEIN (HENRY) INC            EQUITY   806407102        4      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
SCHEIN PHARMACEUTICAL INC     EQUITY   806416103      106     6200 SH       DEFINED                12,21     6200        0        0
SCHEIN PHARMACEUTICAL INC     EQUITY   806416103       51     2995 SH       DEFINED          15,18,21,22     2250        0      745
SCHEIN PHARMACEUTICAL INC     EQUITY   806416103     1151    67479 SH       DEFINED             18,21,22    45810        0    21669
SCHERING PLOUGH CORP          EQUITY   806605101     2364    47991 SH       DEFINED               -         47991        0        0
SCHERING PLOUGH CORP          EQUITY   806605101   140945  2861831 SH       DEFINED                  4,6  1214480   708728   938623
SCHERING PLOUGH CORP          EQUITY   806605101      158     3200 SH       DEFINED                5,6,7        0        0     3200
SCHERING PLOUGH CORP          EQUITY   806605101     2067    41975 SH       DEFINED                  6,7        0        0    41975
SCHERING PLOUGH CORP          EQUITY   806605101   160237  3253536 SH       DEFINED                12,21  3253536        0        0
SCHERING PLOUGH CORP          EQUITY   806605101    28235   573300 SH       DEFINED          15,18,21,22   378514        0   194786
SCHERING PLOUGH CORP          EQUITY   806605101    49343  1001897 SH       DEFINED             16,18,21  1001897        0        0
SCHERING PLOUGH CORP          EQUITY   806605101   551618 11200362 SH       DEFINED             18,21,22  7494691        0  3705671
SCHERING PLOUGH CORP          OPTION   806605101      217     4400 SH  CALL DEFINED             18,21,22        0        0     4400
SCHERING PLOUGH CORP          EQUITY   806605101    15198   308592 SH       DEFINED                   25        0   308592        0
SCHERING PLOUGH CORP          EQUITY   806605101     1865    37868 SH       DEFINED     3,13,14,27,30,31    37868        0        0
SCHERING PLOUGH CORP          EQUITY   806605101     3764    76425 SH       DEFINED                21,32    76425        0        0
SCHICK TECHNOLOGIES INC       EQUITY   806683108       53    25900 SH       DEFINED             18,21,22    18300        0     7600
*** SCHLUMBERGER LTD          EQUITY   806857108     3426    57403 SH       DEFINED               -         57403        0        0
*** SCHLUMBERGER LTD          EQUITY   806857108    12543   210138 SH       DEFINED                  4,6    89443    19300   101395
*** SCHLUMBERGER LTD          EQUITY   806857108      239     4000 SH       DEFINED                5,6,7        0        0     4000
*** SCHLUMBERGER LTD          EQUITY   806857108      562     9415 SH       DEFINED                  6,7        0        0     9415
*** SCHLUMBERGER LTD          EQUITY   806857108    82001  1373819 SH       DEFINED                12,21  1373819        0        0
*** SCHLUMBERGER LTD          EQUITY   806857108     8360   140058 SH       DEFINED          15,18,21,22    72944        0    67114
*** SCHLUMBERGER LTD          EQUITY   806857108    22877   383274 SH       DEFINED             16,18,21   383274        0        0
*** SCHLUMBERGER LTD          OPTION   806857108   149220  2500000 SH  CALL DEFINED       17,18,19,20,21  2500000        0        0
*** SCHLUMBERGER LTD          OPTION   806857108   154592  2590000 SH  PUT  DEFINED       17,18,19,20,21  2590000        0        0
*** SCHLUMBERGER LTD          EQUITY   806857108   381625  6393658 SH       DEFINED             18,21,22  4743641        0  1650017
*** SCHLUMBERGER LTD          OPTION   806857108     6088   102000 SH  CALL DEFINED             18,21,22   100000        0     2000
*** SCHLUMBERGER LTD          OPTION   806857108     3778    63300 SH  PUT  DEFINED             18,21,22    60000        0     3300
*** SCHLUMBERGER LTD          EQUITY   806857108     6066   101628 SH       DEFINED                   25        0   101628        0
*** SCHLUMBERGER LTD          EQUITY   806857108      838    14038 SH       DEFINED     3,13,14,27,30,31    14038        0        0
*** SCHLUMBERGER LTD          EQUITY   806857108     1584    26543 SH       DEFINED                21,32    26543        0        0
SCHNITZER STEEL INDS INC CLA  EQUITY   806882106      979    52200 SH       DEFINED                12,21    52200        0        0
SCHNITZER STEEL INDS INC CLA  EQUITY   806882106      244    13010 SH       DEFINED             18,21,22     2750        0    10260
SCHOLASTIC CORP CV S/D        CORPBOND 807066AA3       23    25000 PRN      DEFINED             18,21,22        0        0    25000
SCHOLASTIC CORP CV S/D        CORPBOND 807066AA3       47    50000 PRN      DEFINED     3,13,14,27,30,31    50000        0        0
SCHOLASTIC CORP CV S/D        CORPBOND 807066AA3     5399  5790000 PRN      DEFINED        3,13,28,29,31  5790000        0        0
SCHOLASTIC CORP CV S/D        CORPBOND 807066AA3     3833  4110000 PRN      DEFINED           3,13,30,31  4110000        0        0
SCHOLASTIC CORP               EQUITY   807066105     8530   202180 SH       DEFINED                12,21   202180        0        0
SCHOLASTIC CORP               EQUITY   807066105       67     1595 SH       DEFINED          15,18,21,22     1595        0        0
SCHOLASTIC CORP               EQUITY   807066105     1753    41542 SH       DEFINED             18,21,22    19347        0    22195
SCHOOL SPECIALTY INC          EQUITY   807863105     5319   366800 SH       DEFINED   2,3,11,13,14,30,31        0   366800        0
SCHOOL SPECIALTY INC          EQUITY   807863105      104     7200 SH       DEFINED                12,21     7200        0        0
SCHOOL SPECIALTY INC          EQUITY   807863105      743    51217 SH       DEFINED             18,21,22    23804        0    27413
SCHULER HOMES INC CV S/D-REG  CORPBOND 808188AA4      128   160000 PRN      DEFINED             18,21,22        0        0   160000
SCHULMAN A INC                EQUITY   808194104      571    28715 SH       DEFINED                12,21    28715        0        0
SCHULMAN A INC                EQUITY   808194104       13      655 SH       DEFINED          15,18,21,22      655        0        0
SCHULMAN A INC                EQUITY   808194104      438    22061 SH       DEFINED             18,21,22    15391        0     6670
SCHULTZ SAV-O-STORES INC      EQUITY   808196109     2189   133150 SH       DEFINED                  4,6        0   133150        0
SCHULTZ SAV-O-STORES INC      EQUITY   808196109        2      151 SH       DEFINED             18,21,22        1        0      150
SCHWAB CHARLES CORP           EQUITY   808513105      382     9011 SH       DEFINED               -          9011        0        0
SCHWAB CHARLES CORP           EQUITY   808513105     1356    31950 SH       DEFINED                  4,6        0     6750    25200
SCHWAB CHARLES CORP           EQUITY   808513105     7995   188397 SH       DEFINED                12,21   188397        0        0
SCHWAB CHARLES CORP           EQUITY   808513105      506    11929 SH       DEFINED          15,18,21,22     4573        0     7356
SCHWAB CHARLES CORP           EQUITY   808513105    17583   414310 SH       DEFINED             18,21,22   250771        0   163538
SCHWAB CHARLES CORP           EQUITY   808513105      623    14675 SH       DEFINED                   25        0    14675        0
SCHWAB CHARLES CORP           EQUITY   808513105    18758   442000 SH       DEFINED     3,13,14,27,30,31   442000        0        0
SCHWAB CHARLES CORP           EQUITY   808513105      924    21771 SH       DEFINED                21,32    21771        0        0
SCHWEITZER-MAUDUIT INTL INC   EQUITY   808541106        4      276 SH       DEFINED               -           276        0        0
SCHWEITZER-MAUDUIT INTL INC   EQUITY   808541106     1457    92860 SH       DEFINED                  4,6      460    92400        0
SCHWEITZER-MAUDUIT INTL INC   EQUITY   808541106      200    12759 SH       DEFINED                12,21    12759        0        0
SCHWEITZER-MAUDUIT INTL INC   EQUITY   808541106       74     4714 SH       DEFINED             18,21,22     3231        0     1483
SCICLONE PHARMACEUTICALS INC  EQUITY   80862K104       11     6000 SH       DEFINED          15,18,21,22        0        0     6000
SCICLONE PHARMACEUTICALS INC  EQUITY   80862K104        8     4300 SH       DEFINED             18,21,22     3900        0      400
SCIENT CORP                   EQUITY   80864H109       50     1007 SH       DEFINED          15,18,21,22      881        0      126
SCIENT CORP                   EQUITY   80864H109     1063    21267 SH       DEFINED             18,21,22    14966        0     6301
SCIENTIFIC ATLANTA INC        EQUITY   808655104       35     1000 SH       DEFINED                  4,6        0        0     1000
SCIENTIFIC ATLANTA INC        EQUITY   808655104    34501   980474 SH       DEFINED                12,21   980474        0        0
SCIENTIFIC ATLANTA INC        EQUITY   808655104     4690   133292 SH       DEFINED          15,18,21,22    64135        0    69157
SCIENTIFIC ATLANTA INC        OPTION   808655104       88     2500 SH  CALL DEFINED          15,18,21,22        0        0     2500
SCIENTIFIC ATLANTA INC        EQUITY   808655104    77484  2202010 SH       DEFINED             18,21,22   988606        0  1213403
SCIENTIFIC ATLANTA INC        EQUITY   808655104       71     2017 SH       DEFINED                   25        0     2017        0
SCIENTIFIC ATLANTA INC        EQUITY   808655104      359    10200 SH       DEFINED     3,13,14,27,30,31    10200        0        0
SCIENTIFIC ATLANTA INC        EQUITY   808655104      122     3461 SH       DEFINED                21,32     3461        0        0
SCIENTIFIC GAMES HLDGS CORP   EQUITY   808747109     2083   100100 SH       DEFINED                12,21   100100        0        0
SCIENTIFIC GAMES HLDGS CORP   EQUITY   808747109        4      200 SH       DEFINED          15,18,21,22        0        0      200
SCIENTIFIC GAMES HLDGS CORP   EQUITY   808747109        7      350 SH       DEFINED             18,21,22      250        0      100
SCIOS INC                     EQUITY   808905103       66    16403 SH       DEFINED                12,21    16403        0        0
SCIOS INC                     EQUITY   808905103       39     9828 SH       DEFINED             18,21,22     1696        0     8132
*** SCITEX CORP LTD ORD       EQUITY   809090103     3220   334500 SH       DEFINED                12,21   334500        0        0
*** SCITEX CORP LTD ORD       EQUITY   809090103       14     1470 SH       DEFINED          15,18,21,22     1086        0      384
*** SCITEX CORP LTD ORD       EQUITY   809090103     1655   171920 SH       DEFINED             18,21,22   131426        0    40494
*** SCOR SPONSORED ADR-USD    EQUITY   80917Q106       29      590 SH       DEFINED               -           590        0        0
*** SCOR SPONSORED ADR-USD    EQUITY   80917Q106       12      245 SH       DEFINED          15,18,21,22      245        0        0
*** SCOR SPONSORED ADR-USD    EQUITY   80917Q106      913    18625 SH       DEFINED             18,21,22    15075        0     3550
*** SCOR SPONSORED ADR-USD    EQUITY   80917Q106     1058    21595 SH       DEFINED                   25        0    21595        0
SCOTSMAN INDS INC             EQUITY   809340102       13      405 SH       DEFINED               -           405        0        0
SCOTSMAN INDS INC             EQUITY   809340102      280     8420 SH       DEFINED                12,21     8420        0        0
SCOTSMAN INDS INC             EQUITY   809340102        2       57 SH       DEFINED             18,21,22        1        0       56
SCOTT TECHNOLOGIES INC        EQUITY   810022301      323    17200 SH       DEFINED                12,21    17200        0        0
SCOTT TECHNOLOGIES INC        EQUITY   810022301       75     3985 SH       DEFINED          15,18,21,22     2640        0     1345
SCOTT TECHNOLOGIES INC        EQUITY   810022301     1501    80045 SH       DEFINED             18,21,22    51379        0    28666
SCOTT TECHNOLOGIES INC        EQUITY   810022301      105     5620 SH       DEFINED                21,32     5620        0        0
*** SCOTTISH POWER PLC        EQUITY   81013T705      339     9980 SH       DEFINED               -          9980        0        0
*** SCOTTISH POWER PLC        EQUITY   81013T705       49     1440 SH       DEFINED          15,18,21,22     1370        0       70
*** SCOTTISH POWER PLC        EQUITY   81013T705     3237    95208 SH       DEFINED             18,21,22    67867        0    27341
SCOTTS CO CLASS A             EQUITY   810186106     1660    38500 SH       DEFINED                  4,6    10200        0    28300
SCOTTS CO CLASS A             EQUITY   810186106     5040   116880 SH       DEFINED                12,21   116880        0        0
SCOTTS CO CLASS A             EQUITY   810186106       33      761 SH       DEFINED          15,18,21,22      491        0      270
SCOTTS CO CLASS A             EQUITY   810186106     2387    55360 SH       DEFINED             18,21,22    14135        0    41225
SCOTTS CO CLASS A             EQUITY   810186106      888    20600 SH       DEFINED                   25        0    20600        0
SCUDDER NEW EUROPE FD INC     EQUITY   810905109       24     1128 SH       DEFINED          15,18,21,22     1000        0      128
SCUDDER NEW EUROPE FD INC     EQUITY   810905109     3658   171637 SH       DEFINED             18,21,22    91291        0    80345
E W SCRIPPS CO CLASS A NEW    EQUITY   811054204       42      825 SH       DEFINED                12,21      825        0        0
E W SCRIPPS CO CLASS A NEW    EQUITY   811054204      103     2000 SH       DEFINED          15,18,21,22        0        0     2000
E W SCRIPPS CO CLASS A NEW    EQUITY   811054204       58     1137 SH       DEFINED             18,21,22        2        0     1135
SCUDDER NEW ASIA FD INC       EQUITY   811183102      281    20000 SH       DEFINED                5,6,7        0        0    20000
SCUDDER NEW ASIA FD INC       EQUITY   811183102      847    60262 SH       DEFINED             18,21,22    36037        0    24225
*** SEA CONTAINERS LTD CL A   EQUITY   811371707        4      135 SH       DEFINED               -           135        0        0
*** SEA CONTAINERS LTD CL A   EQUITY   811371707     2325    75000 SH       DEFINED                12,21    75000        0        0
*** SEA CONTAINERS LTD CL A   EQUITY   811371707      100     3225 SH       DEFINED          15,18,21,22     1790        0     1435
*** SEA CONTAINERS LTD CL A   EQUITY   811371707     4287   138274 SH       DEFINED             18,21,22   103840        0    34434
SEACOAST FINL SERVICES CORP   EQUITY   81170Q106       27     2300 SH       DEFINED                12,21     2300        0        0
SEACOAST FINL SERVICES CORP   EQUITY   81170Q106      159    13425 SH       DEFINED             18,21,22    12870        0      555
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103       83     3000 SH       DEFINED               -          3000        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103     5621   203000 SH       DEFINED                  4,6   200000        0     3000
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103     1833    66200 SH       DEFINED                  6,7    66200        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103    47221  1705485 SH       DEFINED                12,21  1705485        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103     1204    43488 SH       DEFINED          15,18,21,22    15949        0    27539
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103    33561  1212100 SH       DEFINED             16,18,21  1212100        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      551    19900 SH       DEFINED                18,21    19900        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103    27884  1007068 SH       DEFINED             18,21,22   595041        0   412027
SEAGATE TECHNOLOGY INC DE     OPTION   811804103       28     1000 SH  CALL DEFINED             18,21,22        0        0     1000
SEAGATE TECHNOLOGY INC DE     OPTION   811804103       28     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      176     6348 SH       DEFINED                   25        0     6348        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      354    12800 SH       DEFINED     3,13,14,27,30,31    12800        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      286    10324 SH       DEFINED                21,32    10324        0        0
*** SEAGRAM CO LTD            EQUITY   811850106       16      300 SH       DEFINED               -           300        0        0
*** SEAGRAM CO LTD            EQUITY   811850106      947    18300 SH       DEFINED                  4,6    12000        0     6300
*** SEAGRAM CO LTD            EQUITY   811850106    12048   232811 SH       DEFINED                12,21   232811        0        0
*** SEAGRAM CO LTD            EQUITY   811850106       70     1350 SH       DEFINED          15,18,21,22     1250        0      100
*** SEAGRAM CO LTD            EQUITY   811850106     9052   174919 SH       DEFINED             18,21,22   104378        0    70541
*** SEAGRAM CO LTD            OPTION   811850106      124     2400 SH  CALL DEFINED             18,21,22        0        0     2400
*** SEAGRAM CO LTD            EQUITY   811850106      619    11968 SH       DEFINED                   25        0    11968        0
*** SEAGRAM CO LTD            EQUITY   811850106      621    12000 SH       DEFINED     3,13,14,27,30,31    12000        0        0
*** SEAGRAM CO LTD            EQUITY   811850106     1080    20866 SH       DEFINED                21,32    20866        0        0
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205       86     1700 SH       DEFINED               -          1700        0        0
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205     3515    69100 SH       DEFINED                12,21    69100        0        0
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205      192     3770 SH       DEFINED          15,18,21,22     1140        0     2630
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205     3053    60000 SH       DEFINED             16,18,21    60000        0        0
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205     3782    74340 SH       DEFINED             18,21,22    56150        0    18190
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205    10175   200000 SH       DEFINED           3,13,30,31   200000        0        0
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AC5     1135  1190000 PRN      DEFINED             18,21,22  1190000        0        0
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AE1       14    15000 PRN      DEFINED                12,21    15000        0        0
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AE1      148   155000 PRN      DEFINED          15,18,21,22    64000        0    91000
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AE1     4361  4573000 PRN      DEFINED             18,21,22  2757000        0  1816000
SEACOR SMIT INC               EQUITY   811904101        5       95 SH       DEFINED               -            95        0        0
SEACOR SMIT INC               EQUITY   811904101       49     1000 SH       DEFINED                  4,6        0        0     1000
SEACOR SMIT INC               EQUITY   811904101      798    16208 SH       DEFINED                12,21    16208        0        0
SEACOR SMIT INC               EQUITY   811904101      108     2190 SH       DEFINED          15,18,21,22     1205        0      985
SEACOR SMIT INC               EQUITY   811904101     5322   108070 SH       DEFINED             18,21,22    67822        0    40248
SEACOR SMIT INC               EQUITY   811904101     1059    21500 SH       DEFINED                   25        0    21500        0
SEALED AIR CORP -NEW-         EQUITY   81211K100      571     8850 SH       DEFINED               -          8850        0        0
SEALED AIR CORP -NEW-         EQUITY   81211K100     2071    32077 SH       DEFINED                12,21    32077        0        0
SEALED AIR CORP -NEW-         EQUITY   81211K100        5       78 SH       DEFINED          15,18,21,22        0        0       78
SEALED AIR CORP -NEW-         EQUITY   81211K100     7597   117675 SH       DEFINED             18,21,22    66490        0    51185
SEALED AIR CORP -NEW-         EQUITY   81211K100      197     3044 SH       DEFINED                   25        0     3044        0
SEALED AIR CORP -NEW-         EQUITY   81211K100      479     7413 SH       DEFINED     3,13,14,27,30,31     7413        0        0
SEALED AIR CORP -NEW-         EQUITY   81211K100      363     5617 SH       DEFINED                21,32     5617        0        0
SEALED AIR CORP CONV PFD SER  EQUITY   81211K209      123     2000 SH       DEFINED               -          2000        0        0
SEALED AIR CORP CONV PFD SER  EQUITY   81211K209        7      118 SH       DEFINED                  4,6        0        0      118
SEALED AIR CORP CONV PFD SER  EQUITY   81211K209      218     3560 SH       DEFINED          15,18,21,22     1075        0     2485
SEALED AIR CORP CONV PFD SER  EQUITY   81211K209     7826   127515 SH       DEFINED             18,21,22   104263        0    23252
SEARS ROEBUCK & CO            EQUITY   812387108      936    22525 SH       DEFINED               -         22525        0        0
SEARS ROEBUCK & CO            EQUITY   812387108     7103   170900 SH       DEFINED   2,3,11,13,14,30,31        0   170900        0
SEARS ROEBUCK & CO            EQUITY   812387108     1797    43242 SH       DEFINED                  4,6    20731     7193    15318
SEARS ROEBUCK & CO            EQUITY   812387108     4006    96395 SH       DEFINED                12,21    96395        0        0
SEARS ROEBUCK & CO            EQUITY   812387108      741    17836 SH       DEFINED          15,18,21,22    10696        0     7140
SEARS ROEBUCK & CO            EQUITY   812387108     4005    96355 SH       DEFINED             16,18,21    96355        0        0
SEARS ROEBUCK & CO            EQUITY   812387108    70586  1698284 SH       DEFINED             18,21,22   731267        0   967016
SEARS ROEBUCK & CO            EQUITY   812387108      446    10739 SH       DEFINED                   25        0    10739        0
SEARS ROEBUCK & CO            EQUITY   812387108      859    20658 SH       DEFINED                21,32    20658        0        0
SEATTLE FILMWORKS INC         EQUITY   812572105        1      450 SH       DEFINED          15,18,21,22        0        0      450
SEATTLE FILMWORKS INC         EQUITY   812572105      106    40088 SH       DEFINED             18,21,22    22404        0    17684
BASIC INDUSTRIES SECTOR INDEX EQUITY   81369Y100       26     1015 SH       DEFINED          15,18,21,22      219        0      796
BASIC INDUSTRIES SECTOR INDEX EQUITY   81369Y100      537    20836 SH       DEFINED             18,21,22     4090        0    16746
ENERGY SECTOR INDEX           EQUITY   81369Y506      412    14752 SH       DEFINED          15,18,21,22     4627        0    10125
ENERGY SECTOR INDEX           EQUITY   81369Y506      454    16232 SH       DEFINED             18,21,22     7110        0     9122
FINANCIAL SECTOR INDEX        EQUITY   81369Y605       64     2639 SH       DEFINED          15,18,21,22      398        0     2241
FINANCIAL SECTOR INDEX        EQUITY   81369Y605     1657    67993 SH       DEFINED             18,21,22    55794        0    12199
INDUSTRIAL SECTOR INDEX       EQUITY   81369Y704       11      379 SH       DEFINED          15,18,21,22        0        0      379
INDUSTRIAL SECTOR INDEX       EQUITY   81369Y704      639    22203 SH       DEFINED             18,21,22     1874        0    20329
TECHNOLOGY SECTOR INDEX       EQUITY   81369Y803       62     1563 SH       DEFINED          15,18,21,22      500        0     1063
TECHNOLOGY SECTOR INDEX       EQUITY   81369Y803      483    12085 SH       DEFINED             18,21,22     3253        0     8832
SECURITY CAPITAL GROUP INC    EQUITY   81413P105    48230    62232 SH       DEFINED                  4,6    62232        0        0
SECURITY CAPITAL GROUP INC    EQUITY   81413P105       78      100 SH       DEFINED             18,21,22        0        0      100
SECURITY CAPITAL GROUP INC    EQUITY   81413P204      471    31400 SH       DEFINED                12,21    31400        0        0
SECURITY DYNAMICS TECH INC    EQUITY   814208104     1430    78100 SH       DEFINED                12,21    78100        0        0
SECURITY DYNAMICS TECH INC    EQUITY   814208104      577    31487 SH       DEFINED             18,21,22    20138        0    11349
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105      504    15700 SH       DEFINED                12,21    15700        0        0
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105     2067    64340 SH       DEFINED          15,18,21,22    29960        0    34380
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105     3115    96951 SH       DEFINED             18,21,22    53288        0    43663
SEDONA CORPORATION PA         EQUITY   815677109       37    14750 SH       DEFINED             18,21,22        0        0    14750
SEEQ TECHNOLOGY INC (DELAWARE EQUITY   815779103     6152  1613000 SH       DEFINED             18,21,22        0        0  1613000
SEIBELS BRUCE GROUP INC NEW   EQUITY   816006209      762   156400 SH       DEFINED                  4,6        0   156400        0
SEIBELS BRUCE GROUP INC NEW   EQUITY   816006209       18     3700 SH       DEFINED             18,21,22        0        0     3700
SEITEL INC NEW                EQUITY   816074306      268    21200 SH       DEFINED                12,21    21200        0        0
SEITEL INC NEW                EQUITY   816074306      180    14289 SH       DEFINED             18,21,22     7219        0     7070
SEITEL INC NEW                EQUITY   816074306      446    35300 SH       DEFINED                   25        0    35300        0
SELECT COMFORT CORP           EQUITY   81616X103       69     9400 SH       DEFINED                12,21     9400        0        0
SELECT COMFORT CORP           EQUITY   81616X103      140    19000 SH       DEFINED             18,21,22        0        0    19000
SELECT COMFORT CORP           EQUITY   81616X103      505    68500 SH       DEFINED            4,6,23,24    68500        0        0
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203     1310    50145 SH       DEFINED                  4,6        0        0    50145
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203      550    21055 SH       DEFINED                  6,7        0        0    21055
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203     1818    69600 SH       DEFINED                12,21    69600        0        0
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203      392    15000 SH       DEFINED                18,21    15000        0        0
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203       14      545 SH       DEFINED             18,21,22      245        0      300
SELECTIVE INSURANCE GROUP INC EQUITY   816300107     3271   172174 SH       DEFINED                12,21   172174        0        0
SELECTIVE INSURANCE GROUP INC EQUITY   816300107       68     3595 SH       DEFINED             18,21,22     2075        0     1520
SEMTECH CORP                  EQUITY   816850101    11195   185040 SH       DEFINED   2,3,11,13,14,30,31        0   185040        0
SEMTECH CORP                  EQUITY   816850101     3281    54233 SH       DEFINED                12,21    54233        0        0
SEMTECH CORP                  EQUITY   816850101      199     3295 SH       DEFINED          15,18,21,22     2341        0      954
SEMTECH CORP                  EQUITY   816850101     3470    57350 SH       DEFINED             18,21,22    48091        0     9259
SEMTECH CORP                  EQUITY   816850101     1990    32900 SH       DEFINED                   25        0    32900        0
SEMTECH CORP                  EQUITY   816850101     4669    77170 SH       DEFINED                21,32    77170        0        0
SEMPRA ENERGY                 EQUITY   816851109      272    12136 SH       DEFINED               -         12136        0        0
SEMPRA ENERGY                 EQUITY   816851109     8768   391888 SH       DEFINED                12,21   391888        0        0
SEMPRA ENERGY                 EQUITY   816851109       72     3221 SH       DEFINED          15,18,21,22      981        0     2240
SEMPRA ENERGY                 EQUITY   816851109       27     1203 SH       DEFINED             16,18,21     1203        0        0
SEMPRA ENERGY                 EQUITY   816851109     4673   208837 SH       DEFINED             18,21,22   125386        0    83451
SEMPRA ENERGY                 EQUITY   816851109      151     6765 SH       DEFINED                   25        0     6765        0
SEMPRA ENERGY                 EQUITY   816851109      448    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
SEMPRA ENERGY                 EQUITY   816851109      248    11095 SH       DEFINED                21,32    11095        0        0
*** SENETEK PLC SPONS ADR     EQUITY   817209307       51    40930 SH       DEFINED             18,21,22    40230        0      700
SENSORY SCIENCE CORPORATION   EQUITY   81726X100       34    11000 SH       DEFINED             18,21,22        0        0    11000
SENSORMATIC ELECTRONICS CORP  EQUITY   817265101      722    57500 SH       DEFINED                12,21    57500        0        0
SENSORMATIC ELECTRONICS CORP  EQUITY   817265101      402    32006 SH       DEFINED             18,21,22     5129        0    26877
SENTRY TECHNOLOGY CORP        EQUITY   81731K101        9    15900 SH       DEFINED             18,21,22        0        0    15900
SEPRACOR INC CV S/D-BK/ENTRY  CORPBOND 817315AC8      169   100000 PRN      DEFINED             18,21,22   100000        0        0
SEPRACOR INC CV S/D BK/ENTRY  CORPBOND 817315AE4     5066  3000000 PRN      DEFINED             16,18,21  3000000        0        0
SEPRACOR INC CV NOTES-        CORPBOND 817315AF1      934  1000000 PRN      DEFINED                12,21  1000000        0        0
SEPRACOR INC CV NOTES-        CORPBOND 817315AF1     9338 10000000 PRN      DEFINED             16,18,21 10000000        0        0
SEPRACOR INC                  EQUITY   817315104        4       50 SH       DEFINED               -            50        0        0
SEPRACOR INC                  EQUITY   817315104      458     6300 SH       DEFINED                  4,6        0     1500     4800
SEPRACOR INC                  EQUITY   817315104   128981  1772938 SH       DEFINED                12,21  1772938        0        0
SEPRACOR INC                  EQUITY   817315104       20      275 SH       DEFINED          15,18,21,22      175        0      100
SEPRACOR INC                  EQUITY   817315104     1019    14000 SH       DEFINED             16,18,21    14000        0        0
SEPRACOR INC                  EQUITY   817315104    18007   247516 SH       DEFINED             18,21,22    95437        0   152079
SEPRACOR INC                  OPTION   817315104       36      500 SH  CALL DEFINED             18,21,22        0        0      500
SEPRACOR INC                  OPTION   817315104       44      600 SH  PUT  DEFINED             18,21,22        0        0      600
SEPRACOR INC                  EQUITY   817315104      698     9600 SH       DEFINED     3,13,14,27,30,31     9600        0        0
SEPRACOR INC                  EQUITY   817315104     1251    17200 SH       DEFINED                21,32    17200        0        0
SEPRACOR INC                  EQUITY   817315104      349     4800 SH       DEFINED        3,13,30,31,33        0        0     4800
SEQUA CORP CLASS A            EQUITY   817320104      356     4998 SH       DEFINED                12,21     4998        0        0
SEQUA CORP CLASS A            EQUITY   817320104       12      169 SH       DEFINED             18,21,22       12        0      157
SEQUENT COMPUTER SYSTEMS INC  EQUITY   817338106     4306   249600 SH       DEFINED   2,3,11,13,14,30,31        0   249600        0
SEQUENT COMPUTER SYSTEMS INC  EQUITY   817338106       60     3500 SH       DEFINED                  4,6        0        0     3500
SEQUENT COMPUTER SYSTEMS INC  EQUITY   817338106      600    34774 SH       DEFINED                12,21    34774        0        0
SEQUENT COMPUTER SYSTEMS INC  EQUITY   817338106     1107    64165 SH       DEFINED             18,21,22    37440        0    26725
SEQUENT COMPUTER SYSTEMS INC  OPTION   817338106       17     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
SERENA SOFTWARE INC           EQUITY   817492101     2872   298400 SH       DEFINED   2,3,11,13,14,30,31        0   298400        0
SERENA SOFTWARE INC           EQUITY   817492101       45     4700 SH       DEFINED                  4,6        0        0     4700
SERENA SOFTWARE INC           EQUITY   817492101       42     4400 SH       DEFINED                12,21     4400        0        0
SEROLOGICALS CORP             EQUITY   817523103      722    97025 SH       DEFINED                12,21    97025        0        0
SEROLOGICALS CORP             EQUITY   817523103        8     1062 SH       DEFINED          15,18,21,22      112        0      950
SEROLOGICALS CORP             EQUITY   817523103      185    24813 SH       DEFINED             18,21,22    15582        0     9231
SERVICE CORP INTERNATIONAL    EQUITY   817565104       67     4225 SH       DEFINED               -          4225        0        0
SERVICE CORP INTERNATIONAL    EQUITY   817565104      177    11115 SH       DEFINED                  4,6        0        0    11115
SERVICE CORP INTERNATIONAL    EQUITY   817565104     7810   490000 SH       DEFINED                    6   490000        0        0
SERVICE CORP INTERNATIONAL    EQUITY   817565104     1425    89432 SH       DEFINED                12,21    89432        0        0
SERVICE CORP INTERNATIONAL    EQUITY   817565104     1153    72333 SH       DEFINED          15,18,21,22    36815        0    35518
SERVICE CORP INTERNATIONAL    EQUITY   817565104    30772  1930723 SH       DEFINED             18,21,22  1048991        0   881732
SERVICE CORP INTERNATIONAL    EQUITY   817565104      121     7616 SH       DEFINED                   25        0     7616        0
SERVICE CORP INTERNATIONAL    EQUITY   817565104      199    12516 SH       DEFINED                21,32    12516        0        0
SERVICE EXPERTS INC           EQUITY   817567100      993    75300 SH       DEFINED                  4,6    25555    33750    15995
SERVICE EXPERTS INC           EQUITY   817567100        6      440 SH       DEFINED                  6,7        0        0      440
SERVICE EXPERTS INC           EQUITY   817567100      193    14600 SH       DEFINED                12,21    14600        0        0
SERVICE EXPERTS INC           EQUITY   817567100       10      750 SH       DEFINED             18,21,22        0        0      750
SERVICE MERCHANDISE CO INC    EQUITY   817587108        4    13750 SH       DEFINED             18,21,22        0        0    13750
SERVICEMASTER CO              EQUITY   81760N109       21     1198 SH       DEFINED               -          1198        0        0
SERVICEMASTER CO              EQUITY   81760N109     1679    93950 SH       DEFINED                  4,6    80000        0    13950
SERVICEMASTER CO              EQUITY   81760N109     3485   194971 SH       DEFINED                12,21   194971        0        0
SERVICEMASTER CO              EQUITY   81760N109      380    21230 SH       DEFINED          15,18,21,22     9645        0    11585
SERVICEMASTER CO              EQUITY   81760N109     7850   439179 SH       DEFINED             18,21,22   148858        0   290321
SERVICEMASTER CO              OPTION   81760N109      322    18000 SH  CALL DEFINED             18,21,22    18000        0        0
SERVICEMASTER CO              EQUITY   81760N109     7480   418450 SH       DEFINED            4,6,23,24   418450        0        0
7 - ELEVEN INC                EQUITY   817826100      309   149800 SH       DEFINED                12,21   149800        0        0
7 - ELEVEN INC                EQUITY   817826100      557   269887 SH       DEFINED             18,21,22   196090        0    73797
*** SHANDONG HUANENG PWR DEV  EQUITY   819419102        2      435 SH       DEFINED          15,18,21,22        0        0      435
*** SHANDONG HUANENG PWR DEV  EQUITY   819419102      679   164690 SH       DEFINED             18,21,22   144504        0    20186
*** SHANGHAI PETROCHEMICAL LT EQUITY   819424102       48     2400 SH       DEFINED                12,21     2400        0        0
*** SHANGHAI PETROCHEMICAL LT EQUITY   819424102       74     3740 SH       DEFINED       17,18,19,20,21     3740        0        0
*** SHANGHAI PETROCHEMICAL LT EQUITY   819424102     1174    59045 SH       DEFINED             18,21,22    37345        0    21700
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101      601    10026 SH       DEFINED                12,21    10026        0        0
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101       53      885 SH       DEFINED          15,18,21,22      685        0      200
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101     3215    53644 SH       DEFINED             18,21,22    40939        0    12705
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101     1010    16850 SH       DEFINED            4,6,23,24    16850        0        0
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101       37      615 SH       DEFINED                   25        0      615        0
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101       75     1245 SH       DEFINED                21,32     1245        0        0
SHARED TECHNOLOGIES CELLULAR  EQUITY   819487109      396    36000 SH       DEFINED            4,6,23,24    36000        0        0
*** SHAW COMMUNICATIONS INC   EQUITY   82028K200     3020    80000 SH       DEFINED                  6,7        0        0    80000
*** SHAW COMMUNICATIONS INC   EQUITY   82028K200      100     2650 SH       DEFINED             18,21,22        0        0     2650
THE SHAW GROUP INC            EQUITY   820280105       44     2301 SH       DEFINED                12,21     2301        0        0
THE SHAW GROUP INC            EQUITY   820280105       52     2723 SH       DEFINED             18,21,22      558        0     2165
THE SHAW GROUP INC            EQUITY   820280105      251    13200 SH       DEFINED                   25        0    13200        0
SHAW INDUSTRIES INC           EQUITY   820286102    15037   738032 SH       DEFINED                12,21   738032        0        0
SHAW INDUSTRIES INC           EQUITY   820286102       97     4761 SH       DEFINED          15,18,21,22     2499        0     2262
SHAW INDUSTRIES INC           EQUITY   820286102     2615   128336 SH       DEFINED             18,21,22    49713        0    78623
SHAW INDUSTRIES INC           EQUITY   820286102     1669    81900 SH       DEFINED                21,32    81900        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609      514    10935 SH       DEFINED               -         10935        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609      573    12200 SH       DEFINED                  4,6    11000        0     1200
*** SHELL TRANS & TRADING PLC EQUITY   822703609     3525    75000 SH       DEFINED                12,21    75000        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609     1516    32258 SH       DEFINED          15,18,21,22    24104        0     8154
*** SHELL TRANS & TRADING PLC EQUITY   822703609      470    10000 SH       DEFINED             16,18,21    10000        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609    31141   662571 SH       DEFINED             18,21,22   397376        0   265195
*** SHELL TRANS & TRADING PLC EQUITY   822703609     2547    54185 SH       DEFINED                   25        0    54185        0
SHERWIN WILLIAMS CO           EQUITY   824348106        5      200 SH       DEFINED               -           200        0        0
SHERWIN WILLIAMS CO           EQUITY   824348106       24      872 SH       DEFINED                  4,6        0        0      872
SHERWIN WILLIAMS CO           EQUITY   824348106     1172    42998 SH       DEFINED                12,21    42998        0        0
SHERWIN WILLIAMS CO           EQUITY   824348106     7142   262075 SH       DEFINED          15,18,21,22   175170        0    86905
SHERWIN WILLIAMS CO           EQUITY   824348106    59301  2176184 SH       DEFINED             18,21,22  1532261        0   643922
SHERWIN WILLIAMS CO           EQUITY   824348106     4094   150250 SH       DEFINED            4,6,23,24   150250        0        0
SHERWIN WILLIAMS CO           EQUITY   824348106      577    21185 SH       DEFINED                   25        0    21185        0
SHERWIN WILLIAMS CO           EQUITY   824348106       11      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
SHERWIN WILLIAMS CO           EQUITY   824348106      295    10843 SH       DEFINED                21,32    10843        0        0
*** SHIRE PHARMACEUTICALS     EQUITY   82481R106        3      117 SH       DEFINED          15,18,21,22      117        0        0
*** SHIRE PHARMACEUTICALS     EQUITY   82481R106      710    27849 SH       DEFINED             18,21,22    22328        0     5521
SHOE CARNIVAL INC             EQUITY   824889109       27     2300 SH       DEFINED                12,21     2300        0        0
SHOE CARNIVAL INC             EQUITY   824889109     1138    95340 SH       DEFINED             18,21,22    22900        0    72440
SHOPKO STORES INC             EQUITY   824911101      153     4000 SH       DEFINED               -          4000        0        0
SHOPKO STORES INC             EQUITY   824911101      832    21742 SH       DEFINED                12,21    21742        0        0
SHOPKO STORES INC             EQUITY   824911101       19      500 SH       DEFINED          15,18,21,22      500        0        0
SHOPKO STORES INC             EQUITY   824911101      611    15983 SH       DEFINED             18,21,22    10493        0     5490
SHOPKO STORES INC             EQUITY   824911101      478    12500 SH       DEFINED                   25        0    12500        0
SHOLODGE INC SUB DEB CONV     CORPBOND 825034AA9       93   150000 PRN      DEFINED             18,21,22        0        0   150000
SHONEYS INC                   EQUITY   825039100        1      300 SH       DEFINED                  4,6        0        0      300
SHONEYS INC                   EQUITY   825039100       11     4800 SH       DEFINED          15,18,21,22      300        0     4500
SHONEYS INC                   EQUITY   825039100       44    19036 SH       DEFINED             18,21,22     6169        0    12867
SHOP AT HOME INC NEW          EQUITY   825066301       99    12000 SH       DEFINED                12,21    12000        0        0
SHOP AT HOME INC NEW          EQUITY   825066301       17     2000 SH       DEFINED          15,18,21,22        0        0     2000
SHOP AT HOME INC NEW          EQUITY   825066301       80     9700 SH       DEFINED             18,21,22     3000        0     6700
SHOREWOOD PACKAGING CORP      EQUITY   825229107        3      195 SH       DEFINED               -           195        0        0
SHOREWOOD PACKAGING CORP      EQUITY   825229107     1569    91600 SH       DEFINED                12,21    91600        0        0
SHOREWOOD PACKAGING CORP      EQUITY   825229107       85     4941 SH       DEFINED          15,18,21,22     2856        0     2085
SHOREWOOD PACKAGING CORP      EQUITY   825229107     3063   178837 SH       DEFINED             18,21,22   134948        0    43889
SHOREWOOD PACKAGING CORP      EQUITY   825229107      202    11800 SH       DEFINED                   25        0    11800        0
SHURGARD STORAGE CTRS INC CL  EQUITY   82567D104       61     2280 SH       DEFINED               -          2280        0        0
SHURGARD STORAGE CTRS INC CL  EQUITY   82567D104     8768   325479 SH       DEFINED                12,21   325479        0        0
SHURGARD STORAGE CTRS INC CL  EQUITY   82567D104       82     3055 SH       DEFINED          15,18,21,22     2560        0      495
SHURGARD STORAGE CTRS INC CL  OPTION   82567D104       16      600 SH  PUT  DEFINED             18,21,22        0        0      600
SHURGARD STORAGE CTRS INC CL  EQUITY   82567D104    18994   705087 SH       DEFINED             18,21,22   581992        0   123095
SIEBEL SYSTEMS INC            EQUITY   826170102       18      305 SH       DEFINED               -           305        0        0
SIEBEL SYSTEMS INC            EQUITY   826170102    20985   353806 SH       DEFINED                12,21   353806        0        0
SIEBEL SYSTEMS INC            EQUITY   826170102      399     6722 SH       DEFINED          15,18,21,22     4759        0     1963
SIEBEL SYSTEMS INC            EQUITY   826170102     8778   148000 SH       DEFINED             16,18,21   148000        0        0
SIEBEL SYSTEMS INC            EQUITY   826170102     9710   163708 SH       DEFINED             18,21,22   134304        0    29404
SIEBEL SYSTEMS INC            OPTION   826170102     5931   100000 SH  CALL DEFINED             18,21,22   100000        0        0
SIEBEL SYSTEMS INC            OPTION   826170102     5931   100000 SH  PUT  DEFINED             18,21,22   100000        0        0
SIEBEL SYSTEMS INC            EQUITY   826170102     3037    51200 SH       DEFINED                21,32    51200        0        0
SIERRA HEALTH SERVICES INC    EQUITY   826322109      285    21533 SH       DEFINED                12,21    21533        0        0
SIERRA HEALTH SERVICES INC    EQUITY   826322109      146    11029 SH       DEFINED          15,18,21,22     8885        0     2144
SIERRA HEALTH SERVICES INC    EQUITY   826322109     2639   199205 SH       DEFINED             18,21,22   138918        0    60287
SIERRA PACIFIC RESOURCES      EQUITY   826425100       14      362 SH       DEFINED               -           362        0        0
SIERRA PACIFIC RESOURCES      EQUITY   826425100     3456    91400 SH       DEFINED                12,21    91400        0        0
SIERRA PACIFIC RESOURCES      EQUITY   826425100      152     4025 SH       DEFINED          15,18,21,22     2965        0     1060
SIERRA PACIFIC RESOURCES      EQUITY   826425100     3460    91496 SH       DEFINED             18,21,22    62020        0    29476
SIERRA PACIFIC RESOURCES      EQUITY   826425100      945    25000 SH       DEFINED     3,13,14,27,30,31    25000        0        0
SIERRA WEST BANCORP           EQUITY   826527103     3550   103700 SH       DEFINED        3,13,30,31,33        0        0   103700
SIGMA-ALDRICH CORP            EQUITY   826552101      201     6000 SH       DEFINED               -          6000        0        0
SIGMA-ALDRICH CORP            EQUITY   826552101        5      150 SH       DEFINED                  4,6      150        0        0
SIGMA-ALDRICH CORP            EQUITY   826552101      333     9934 SH       DEFINED                12,21     9934        0        0
SIGMA-ALDRICH CORP            EQUITY   826552101     1014    30280 SH       DEFINED          15,18,21,22    23705        0     6575
SIGMA-ALDRICH CORP            EQUITY   826552101    13664   407866 SH       DEFINED             18,21,22   259110        0   148756
SIGMA-ALDRICH CORP            EQUITY   826552101       97     2881 SH       DEFINED                   25        0     2881        0
SIGMA-ALDRICH CORP            EQUITY   826552101      156     4645 SH       DEFINED                21,32     4645        0        0
SIGMA DESIGNS INC             EQUITY   826565103       59    12000 SH       DEFINED             18,21,22        0        0    12000
SIGCORP INC                   EQUITY   826912107       41     1549 SH       DEFINED               -          1549        0        0
SIGCORP INC                   EQUITY   826912107      554    20936 SH       DEFINED                12,21    20936        0        0
SIGCORP INC                   EQUITY   826912107        3      110 SH       DEFINED             16,18,21      110        0        0
SIGCORP INC                   EQUITY   826912107      553    20901 SH       DEFINED             18,21,22     8258        0    12643
SILGAN HOLDING INC            EQUITY   827048109      201     8736 SH       DEFINED                12,21     8736        0        0
SILGAN HOLDING INC            EQUITY   827048109       37     1621 SH       DEFINED             18,21,22      994        0      627
SILICON GRAPHICS INC CV SR    CORPBOND 827056AC6        9    10000 PRN      DEFINED             18,21,22        0        0    10000
SILICON GRAPHICS INC  DEL     EQUITY   827056102      138     8000 SH       DEFINED                  4,6        0     8000        0
SILICON GRAPHICS INC  DEL     EQUITY   827056102      681    39621 SH       DEFINED                12,21    39621        0        0
SILICON GRAPHICS INC  DEL     EQUITY   827056102      378    22006 SH       DEFINED             16,18,21    22006        0        0
SILICON GRAPHICS INC  DEL     EQUITY   827056102     1936   112641 SH       DEFINED             18,21,22    46702        0    65939
SILICON GRAPHICS INC  DEL     EQUITY   827056102       89     5190 SH       DEFINED                   25        0     5190        0
SILICON GRAPHICS INC  DEL     EQUITY   827056102      147     8572 SH       DEFINED                21,32     8572        0        0
SILICON VALLEY BANCSHARES     EQUITY   827064106     2019    84110 SH       DEFINED                12,21    84110        0        0
SILICON VALLEY BANCSHARES     EQUITY   827064106       99     4136 SH       DEFINED             18,21,22     3136        0     1000
SILICON VALLEY BANCSHARES     EQUITY   827064106      761    31700 SH       DEFINED                   25        0    31700        0
SILICON VALLEY BANCSHARES     EQUITY   827064106      410    17100 SH       DEFINED                21,32    17100        0        0
SILICON VALLEY GROUP INC      EQUITY   827066101      376    28011 SH       DEFINED                12,21    28011        0        0
SILICON VALLEY GROUP INC      EQUITY   827066101      237    17623 SH       DEFINED             18,21,22     5664        0    11959
SILICONIX INC NEW DE          EQUITY   827079203     1062    21012 SH       DEFINED                12,21    21012        0        0
SILICONIX INC NEW DE          EQUITY   827079203       32      637 SH       DEFINED             18,21,22        0        0      637
SILICONIX INC NEW DE          EQUITY   827079203       96     1900 SH       DEFINED                   25        0     1900        0
SILKNET SOFTWARE.COM          EQUITY   827094103      300    10000 SH       DEFINED                  4,6        0        0    10000
SILKNET SOFTWARE.COM          EQUITY   827094103      612    20400 SH       DEFINED                12,21    20400        0        0
SILKNET SOFTWARE.COM          EQUITY   827094103      375    12500 SH       DEFINED             16,18,21    12500        0        0
SILKNET SOFTWARE.COM          EQUITY   827094103       65     2170 SH       DEFINED             18,21,22      620        0     1550
SILVER DINER INC              EQUITY   827655101       34    38704 SH       DEFINED             18,21,22    38704        0        0
SIMIONE CENT HLDGS INC NEW    EQUITY   828654202       37    15774 SH       DEFINED          15,18,21,22        0        0    15774
SIMMONS FIRST NATL CORP CL A- EQUITY   828730200      162     5000 SH       DEFINED                12,21     5000        0        0
SIMMONS FIRST NATL CORP CL A- EQUITY   828730200      103     3180 SH       DEFINED             18,21,22     3180        0        0
SIMON PPTY GROUP INC NEW      EQUITY   828806109      128     4800 SH       DEFINED               -          4800        0        0
SIMON PPTY GROUP INC NEW      EQUITY   828806109      131     4900 SH       DEFINED                  4,6     2800        0     2100
SIMON PPTY GROUP INC NEW      EQUITY   828806109    12957   485500 SH       DEFINED                12,21   485500        0        0
SIMON PPTY GROUP INC NEW      EQUITY   828806109      178     6665 SH       DEFINED          15,18,21,22     5480        0     1185
SIMON PPTY GROUP INC NEW      EQUITY   828806109     1334    50000 SH       DEFINED             16,18,21    50000        0        0
SIMON PPTY GROUP INC NEW      EQUITY   828806109    22649   848667 SH       DEFINED             18,21,22   690124        0   158543
SIMPSON INDUSTRIES INC        EQUITY   829060102      153    12493 SH       DEFINED                12,21    12493        0        0
SIMPSON INDUSTRIES INC        EQUITY   829060102      415    33863 SH       DEFINED             18,21,22    12463        0    21400
SIMPSON MFG CO INC            EQUITY   829073105     1994    39152 SH       DEFINED                12,21    39152        0        0
SIMPSON MFG CO INC            EQUITY   829073105       15      300 SH       DEFINED             18,21,22      100        0      200
SIMPSON MFG CO INC            EQUITY   829073105      469     9200 SH       DEFINED                   25        0     9200        0
SIMPSON MFG CO INC            EQUITY   829073105     1791    35163 SH       DEFINED                21,32    35163        0        0
SIMULA INC CV SR SUB NOTES    CORPBOND 829206AB7       38    45000 PRN      DEFINED             18,21,22    20000        0    25000
SINCLAIR BROADCAST GROUP INC  EQUITY   829226109     4891   250839 SH       DEFINED                12,21   250839        0        0
SINCLAIR BROADCAST GROUP INC  EQUITY   829226109        1       70 SH       DEFINED          15,18,21,22        0        0       70
SINCLAIR BROADCAST GROUP INC  EQUITY   829226109     4703   241200 SH       DEFINED             16,18,21   241200        0        0
SINCLAIR BROADCAST GROUP INC  EQUITY   829226109     2166   111085 SH       DEFINED             18,21,22    89014        0    22071
SINCLAIR BROADCAST GROUP INC  EQUITY   829226505       55     1100 SH       DEFINED                12,21     1100        0        0
SINCLAIR BROADCAST GROUP INC  EQUITY   829226505    12650   253000 SH       DEFINED             16,18,21   253000        0        0
SINCLAIR BROADCAST GROUP INC  EQUITY   829226505     2729    54584 SH       DEFINED             18,21,22    44039        0    10545
SINGAPORE FUND INC            EQUITY   82929L109      297    32371 SH       DEFINED             18,21,22    11047        0    21323
*** SINGER COMPANY N.V.       EQUITY   82930F109       64    22087 SH       DEFINED             18,21,22     6211        0    15876
SITEL CORPORATION             EQUITY   82980K107       81    23900 SH       DEFINED                12,21    23900        0        0
SITEL CORPORATION             EQUITY   82980K107        2      538 SH       DEFINED          15,18,21,22      538        0        0
SITEL CORPORATION             EQUITY   82980K107       19     5546 SH       DEFINED             18,21,22     1533        0     4013
SIPEX CORPORATION             EQUITY   829909100     2262   144208 SH       DEFINED                  4,6    47580    62773    33855
SIPEX CORPORATION             EQUITY   829909100       13      820 SH       DEFINED                  6,7        0        0      820
SIPEX CORPORATION             EQUITY   829909100      572    36440 SH       DEFINED                12,21    36440        0        0
SIPEX CORPORATION             EQUITY   829909100      171    10930 SH       DEFINED             18,21,22     1815        0     9115
SIPEX CORPORATION             EQUITY   829909100        5      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
SKY FINANCIAL GROUP INC       EQUITY   83080P103     3059   113311 SH       DEFINED                12,21   113311        0        0
SKY FINANCIAL GROUP INC       EQUITY   83080P103        6      205 SH       DEFINED             18,21,22        3        0      202
*** SKYEPHARMA PLC SPONS ADR  EQUITY   830808101       31     3500 SH       DEFINED          15,18,21,22     1500        0     2000
*** SKYEPHARMA PLC SPONS ADR  EQUITY   830808101      663    74738 SH       DEFINED                18,21    74738        0        0
*** SKYEPHARMA PLC SPONS ADR  EQUITY   830808101      340    38330 SH       DEFINED             18,21,22    19390        0    18940
SKYLINE CORP                  EQUITY   830830105      215     7110 SH       DEFINED                12,21     7110        0        0
SKYLINE CORP                  EQUITY   830830105      106     3501 SH       DEFINED             18,21,22     1501        0     2000
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q104     3764   184154 SH       DEFINED                12,21   184154        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q104      118     5769 SH       DEFINED          15,18,21,22     3215        0     2554
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q104     4448   217627 SH       DEFINED             18,21,22    64706        0   152921
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q104     3660   179092 SH       DEFINED                21,32   179092        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q302      718    20000 SH       DEFINED                12,21    20000        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q302     6117   170500 SH       DEFINED             16,18,21   170500        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q302     1822    50800 SH       DEFINED             18,21,22    50800        0        0
SKYWEST INC                   EQUITY   830879102     2929   108467 SH       DEFINED                  4,6    36676    47966    23825
SKYWEST INC                   EQUITY   830879102       34     1260 SH       DEFINED                  6,7        0        0     1260
SKYWEST INC                   EQUITY   830879102     2381    88190 SH       DEFINED                12,21    88190        0        0
SKYWEST INC                   EQUITY   830879102      241     8912 SH       DEFINED          15,18,21,22       80        0     8832
SKYWEST INC                   EQUITY   830879102       76     2811 SH       DEFINED             18,21,22      851        0     1960
SKYWEST INC                   EQUITY   830879102        9      330 SH       DEFINED     3,13,14,27,30,31      330        0        0
SKYWEST INC                   EQUITY   830879102     2993   110842 SH       DEFINED                21,32   110842        0        0
SKYLANDS CMNTY BANK N J       EQUITY   830918108      315    26214 SH       DEFINED             18,21,22     4856        0    21358
SMART & FINAL INC             EQUITY   831683107       81     8125 SH       DEFINED                12,21     8125        0        0
SMART & FINAL INC             EQUITY   831683107       31     3062 SH       DEFINED             18,21,22     2000        0     1062
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102     2887   151461 SH       DEFINED                  4,6    51545    69546    30370
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102       17      875 SH       DEFINED                  6,7        0        0      875
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102     1243    65200 SH       DEFINED                12,21    65200        0        0
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102        5      248 SH       DEFINED          15,18,21,22      148        0      100
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102     1099    57673 SH       DEFINED             18,21,22    36338        0    21335
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102      711    37300 SH       DEFINED                21,32    37300        0        0
SMITH BARNEY INTERMEDIATE MUN EQUITY   831802103       57     6000 SH       DEFINED               -          6000        0        0
SMITH BARNEY INTERMEDIATE MUN EQUITY   831802103      400    42146 SH       DEFINED             18,21,22     6542        0    35604
A O SMITH CORP                EQUITY   831865209      382    13164 SH       DEFINED                12,21    13164        0        0
A O SMITH CORP                EQUITY   831865209       13      444 SH       DEFINED             18,21,22        7        0      437
A O SMITH CORP                EQUITY   831865209      827    28500 SH       DEFINED                   25        0    28500        0
SMITH BARNEY MUNICIPAL FUND   EQUITY   831902101       36     2700 SH       DEFINED               -          2700        0        0
SMITH BARNEY MUNICIPAL FUND   EQUITY   831902101     2817   211589 SH       DEFINED             18,21,22    42868        0   168720
SMITH INTERNATIONAL INC DE    EQUITY   832110100     5269   122175 SH       DEFINED                  6,7   122175        0        0
SMITH INTERNATIONAL INC DE    EQUITY   832110100     4024    93300 SH       DEFINED                12,21    93300        0        0
SMITH INTERNATIONAL INC DE    EQUITY   832110100      344     7982 SH       DEFINED          15,18,21,22     2805        0     5177
SMITH INTERNATIONAL INC DE    EQUITY   832110100      574    13308 SH       DEFINED             18,21,22     8067        0     5241
SMITH INTERNATIONAL INC DE    EQUITY   832110100      142     3300 SH       DEFINED     3,13,14,27,30,31     3300        0        0
SMITH INTERNATIONAL INC DE    EQUITY   832110100     2087    48400 SH       DEFINED                21,32    48400        0        0
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107        5      135 SH       DEFINED               -           135        0        0
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107     5865   172500 SH       DEFINED                12,21   172500        0        0
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107       63     1850 SH       DEFINED          15,18,21,22     1550        0      300
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107     5263   154800 SH       DEFINED             16,18,21   154800        0        0
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107     1599    47043 SH       DEFINED             18,21,22    31517        0    15525
SMITHFIELD FOODS INC DE       EQUITY   832248108        7      230 SH       DEFINED               -           230        0        0
SMITHFIELD FOODS INC DE       EQUITY   832248108     3797   126300 SH       DEFINED                12,21   126300        0        0
SMITHFIELD FOODS INC DE       EQUITY   832248108      148     4910 SH       DEFINED          15,18,21,22     2910        0     2000
SMITHFIELD FOODS INC DE       EQUITY   832248108     6445   214385 SH       DEFINED             18,21,22   155615        0    58770
SMITHFIELD FOODS INC DE       EQUITY   832248108      409    13600 SH       DEFINED                   25        0    13600        0
SMITHFIELD FOODS INC DE       EQUITY   832248108     1227    40800 SH       DEFINED                21,32    40800        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301      707    11542 SH       DEFINED               -         11542        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301      735    12000 SH       DEFINED                  4,6     1800     1400     8800
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301     3081    50300 SH       DEFINED                12,21    50300        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301     2602    42488 SH       DEFINED          15,18,21,22    24979        0    17509
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301      188     3064 SH       DEFINED             16,18,21     3064        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301     2805    45800 SH       DEFINED                18,21    45800        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301    81866  1336589 SH       DEFINED             18,21,22   809476        0   527112
J M SMUCKER CO                EQUITY   832696108      525    21810 SH       DEFINED                12,21    21810        0        0
J M SMUCKER CO                EQUITY   832696108       55     2302 SH       DEFINED             18,21,22     1502        0      800
SMUCKER J M CO CL B NON VTG   EQUITY   832696207       99     4700 SH       DEFINED             16,18,21     4700        0        0
SMUCKER J M CO CL B NON VTG   EQUITY   832696207      113     5389 SH       DEFINED             18,21,22     2339        0     3050
SMURFIT STONE CONTAINER CORP  EQUITY   832727101    14209   607890 SH       DEFINED                12,21   607890        0        0
SMURFIT STONE CONTAINER CORP  EQUITY   832727101      185     7901 SH       DEFINED          15,18,21,22     5445        0     2456
SMURFIT STONE CONTAINER CORP  EQUITY   832727101       93     3960 SH       DEFINED             16,18,21     3960        0        0
SMURFIT STONE CONTAINER CORP  EQUITY   832727101     4679   200176 SH       DEFINED             18,21,22   113566        0    86610
SMURFIT STONE CONTAINER CORP  EQUITY   832727101       14      600 SH       DEFINED     3,13,14,27,30,31      600        0        0
SNYDER COMMUNICATIONS INC     EQUITY   832914105     5476   305285 SH       DEFINED                12,21   305285        0        0
SNYDER COMMUNICATIONS INC     EQUITY   832914105      166     9276 SH       DEFINED          15,18,21,22     5315        0     3961
SNYDER COMMUNICATIONS INC     EQUITY   832914105     3600   200690 SH       DEFINED             18,21,22   154424        0    46266
SNYDER COMMUNICATIONS INC     EQUITY   832914105     1688    94078 SH       DEFINED                21,32    94078        0        0
SNAP-ON INC                   EQUITY   833034101      211     6106 SH       DEFINED                12,21     6106        0        0
SNAP-ON INC                   EQUITY   833034101       22      635 SH       DEFINED          15,18,21,22      400        0      235
SNAP-ON INC                   EQUITY   833034101     2026    58524 SH       DEFINED             18,21,22    30610        0    27914
SNAP-ON INC                   EQUITY   833034101       63     1821 SH       DEFINED                   25        0     1821        0
SNAP-ON INC                   EQUITY   833034101      106     3073 SH       DEFINED                21,32     3073        0        0
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105       99     3180 SH       DEFINED               -          3180        0        0
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105       16      500 SH       DEFINED                  4,6        0        0      500
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105      324    10400 SH       DEFINED                12,21    10400        0        0
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105       17      540 SH       DEFINED          15,18,21,22      520        0       20
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105      128     4100 SH       DEFINED             16,18,21     4100        0        0
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105      985    31662 SH       DEFINED             18,21,22    25306        0     6356
SODEXHO MARRIOTT SVCS INC     EQUITY   833793102      142     8400 SH       DEFINED                12,21     8400        0        0
SODEXHO MARRIOTT SVCS INC     EQUITY   833793102       93     5496 SH       DEFINED             18,21,22     1834        0     3662
SOLA INTERNATIONAL INC        EQUITY   834092108     1677    99400 SH       DEFINED                  4,6        0    99400        0
SOLA INTERNATIONAL INC        EQUITY   834092108      363    21500 SH       DEFINED                12,21    21500        0        0
SOLA INTERNATIONAL INC        EQUITY   834092108       45     2650 SH       DEFINED          15,18,21,22     2245        0      405
SOLA INTERNATIONAL INC        EQUITY   834092108      983    58272 SH       DEFINED             18,21,22    41166        0    17106
SOLECTRON CORP                EQUITY   834182107      441     6824 SH       DEFINED               -          6824        0        0
SOLECTRON CORP                EQUITY   834182107    91706  1419053 SH       DEFINED                  4,6   558665   353913   506475
SOLECTRON CORP                EQUITY   834182107     1214    18790 SH       DEFINED                  6,7        0        0    18790
SOLECTRON CORP                EQUITY   834182107    45622   705956 SH       DEFINED                12,21   705956        0        0
SOLECTRON CORP                EQUITY   834182107    11292   174733 SH       DEFINED          15,18,21,22   139113        0    35620
SOLECTRON CORP                EQUITY   834182107     3231    50000 SH       DEFINED             16,18,21    50000        0        0
SOLECTRON CORP                OPTION   834182107    25850   400000 SH  CALL DEFINED       17,18,19,20,21   400000        0        0
SOLECTRON CORP                EQUITY   834182107   155258  2402452 SH       DEFINED             18,21,22  1665300        0   737152
SOLECTRON CORP                EQUITY   834182107     8388   129800 SH       DEFINED                   25        0   129800        0
SOLECTRON CORP                EQUITY   834182107     1344    20800 SH       DEFINED     3,13,14,27,30,31    20800        0        0
SOLECTRON CORP                EQUITY   834182107      979    15150 SH       DEFINED                21,32    15150        0        0
SOLUTIA INC                   EQUITY   834376105        4      200 SH       DEFINED               -           200        0        0
SOLUTIA INC                   EQUITY   834376105       14      640 SH       DEFINED                  4,6      440        0      200
SOLUTIA INC                   EQUITY   834376105     3875   180768 SH       DEFINED                12,21   180768        0        0
SOLUTIA INC                   EQUITY   834376105       27     1252 SH       DEFINED          15,18,21,22        0        0     1252
SOLUTIA INC                   EQUITY   834376105      462    21545 SH       DEFINED             16,18,21    21545        0        0
SOLUTIA INC                   EQUITY   834376105     1583    73835 SH       DEFINED             18,21,22    45013        0    28821
SOLUTIA INC                   EQUITY   834376105     3046   142081 SH       DEFINED                21,32   142081        0        0
SOMERSET GROUP INC IND        EQUITY   834706103      673    30941 SH       DEFINED             18,21,22        1        0    30940
SOMNUS MEDICAL TECHNOLOGIES   EQUITY   835397100      155    56400 SH       DEFINED             18,21,22        0        0    56400
SOMNUS MEDICAL TECHNOLOGIES   EQUITY   835397100     1375   500000 SH       DEFINED        3,13,28,29,31   500000        0        0
SOMNUS MEDICAL TECHNOLOGIES   EQUITY   835397100     1375   500000 SH       DEFINED           3,13,30,31   500000        0        0
SONAT INC                     EQUITY   835415100      276     8000 SH       DEFINED                  4,6     8000        0        0
SONAT INC                     EQUITY   835415100    18905   548972 SH       DEFINED                12,21   548972        0        0
SONAT INC                     EQUITY   835415100       36     1055 SH       DEFINED          15,18,21,22       55        0     1000
SONAT INC                     EQUITY   835415100     5166   150000 SH       DEFINED             16,18,21   150000        0        0
SONAT INC                     EQUITY   835415100     4261   123732 SH       DEFINED             18,21,22    66658        0    57073
SONAT INC                     EQUITY   835415100      109     3162 SH       DEFINED                   25        0     3162        0
SONAT INC                     EQUITY   835415100      205     5944 SH       DEFINED     3,13,14,27,30,31     5944        0        0
SONAT INC                     EQUITY   835415100      268     7771 SH       DEFINED                21,32     7771        0        0
SONIC AUTOMOTIVE INC CL A     EQUITY   83545G102    10184   754400 SH       DEFINED                  4,6    32300        0   722100
SONIC CORP                    EQUITY   835451105     2778    86800 SH       DEFINED                12,21    86800        0        0
SONIC CORP                    EQUITY   835451105        7      225 SH       DEFINED             18,21,22        0        0      225
SONIC CORP                    EQUITY   835451105     2185    68285 SH       DEFINED                21,32    68285        0        0
SONOCO PRODUCTS CO            EQUITY   835495102      154     5775 SH       DEFINED               -          5775        0        0
SONOCO PRODUCTS CO            EQUITY   835495102      366    13686 SH       DEFINED                  4,6    13686        0        0
SONOCO PRODUCTS CO            EQUITY   835495102      231     8643 SH       DEFINED                12,21     8643        0        0
SONOCO PRODUCTS CO            EQUITY   835495102       71     2642 SH       DEFINED          15,18,21,22      846        0     1796
SONOCO PRODUCTS CO            EQUITY   835495102       37     1386 SH       DEFINED             16,18,21     1386        0        0
SONOCO PRODUCTS CO            EQUITY   835495102     1459    54551 SH       DEFINED             18,21,22    37857        0    16694
SONOCO PRODUCTS CO            EQUITY   835495102      335    12530 SH       DEFINED                21,32    12530        0        0
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307     1754    14035 SH       DEFINED               -         14035        0        0
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307       63      500 SH       DEFINED                  4,6      500        0        0
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307     5342    42737 SH       DEFINED          15,18,21,22    23688        0    19049
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307      125     1000 SH       DEFINED             16,18,21     1000        0        0
*** SONY CORP-ADR-AMERICAN SH OPTION   835699307       13      100 SH  CALL DEFINED             18,21,22        0        0      100
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307   139131  1113046 SH       DEFINED             18,21,22   755653        0   357392
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307     2797    22375 SH       DEFINED                   25        0    22375        0
SOTHEBYS HOLDING INC CL A     EQUITY   835898107     1579    49530 SH       DEFINED                12,21    49530        0        0
SOTHEBYS HOLDING INC CL A     EQUITY   835898107      109     3415 SH       DEFINED          15,18,21,22     2325        0     1090
SOTHEBYS HOLDING INC CL A     EQUITY   835898107     2499    78395 SH       DEFINED             18,21,22    47069        0    31326
SOTHEBYS HOLDING INC CL A     EQUITY   835898107       13      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
SOTHEBYS HOLDING INC CL A     EQUITY   835898107     1036    32500 SH       DEFINED                21,32    32500        0        0
SOURCE INFORMATION MGMT CO    EQUITY   836151209       54     4000 SH       DEFINED                12,21     4000        0        0
SOURCE INFORMATION MGMT CO    EQUITY   836151209        3      190 SH       DEFINED          15,18,21,22      190        0        0
SOURCE INFORMATION MGMT CO    EQUITY   836151209      569    42158 SH       DEFINED             18,21,22    33925        0     8233
SOURCE MEDIA INC  NEW         EQUITY   836153304      449    49750 SH       DEFINED                  4,6        0        0    49750
SOURCE MEDIA INC  NEW         EQUITY   836153304       38     4200 SH       DEFINED                12,21     4200        0        0
SOURCE MEDIA INC  NEW         EQUITY   836153304       74     8167 SH       DEFINED          15,18,21,22     5144        0     3023
SOURCE MEDIA INC  NEW         EQUITY   836153304       52     5750 SH       DEFINED             18,21,22     2700        0     3050
SOURCE MEDIA INC  NEW         EQUITY   836153304        5      500 SH       DEFINED     3,13,14,27,30,31      500        0        0
SOUTH JERSEY INDUSTRIES INC   EQUITY   838518108      208     6780 SH       DEFINED                12,21     6780        0        0
SOUTH JERSEY INDUSTRIES INC   EQUITY   838518108       61     2003 SH       DEFINED             18,21,22      608        0     1395
SOUTHDOWN INC                 EQUITY   841297104        5       85 SH       DEFINED               -            85        0        0
SOUTHDOWN INC                 EQUITY   841297104      516     8600 SH       DEFINED   2,3,11,13,14,30,31        0     8600        0
SOUTHDOWN INC                 EQUITY   841297104      701    11685 SH       DEFINED                12,21    11685        0        0
SOUTHDOWN INC                 EQUITY   841297104      290     4828 SH       DEFINED          15,18,21,22     2105        0     2723
SOUTHDOWN INC                 EQUITY   841297104     7114   118559 SH       DEFINED             18,21,22    81812        0    36747
SOUTHDOWN INC                 EQUITY   841297104     2217    36946 SH       DEFINED                21,32    36946        0        0
SOUTHERN BANC INC RESTRICTED  EQUITY   842233108      394    32702 SH       DEFINED             18,21,22    18402        0    14300
SOUTHERN CO                   EQUITY   842587107      329    12276 SH       DEFINED               -         12276        0        0
SOUTHERN CO                   EQUITY   842587107      132     4932 SH       DEFINED                  4,6     4932        0        0
SOUTHERN CO                   EQUITY   842587107    11014   410786 SH       DEFINED                12,21   410786        0        0
SOUTHERN CO                   EQUITY   842587107    13116   489159 SH       DEFINED          15,18,21,22   311893        0   177265
SOUTHERN CO                   EQUITY   842587107    59471  2217985 SH       DEFINED             18,21,22  1590499        0   627485
SOUTHERN CO                   EQUITY   842587107      916    34155 SH       DEFINED                   25        0    34155        0
SOUTHERN CO                   EQUITY   842587107      233     8673 SH       DEFINED     3,13,14,27,30,31     8673        0        0
SOUTHERN CO                   EQUITY   842587107      970    36194 SH       DEFINED                21,32    36194        0        0
*** SOUTHERN PACIFIC PETE N L EQUITY   843581307      105    31944 SH       DEFINED             18,21,22     1784        0    30160
*** SOUTHERN PERU COPPER CORP EQUITY   843611104      315    21731 SH       DEFINED                  4,6    21731        0        0
*** SOUTHERN PERU COPPER CORP EQUITY   843611104      519    35800 SH       DEFINED                12,21    35800        0        0
*** SOUTHERN PERU COPPER CORP EQUITY   843611104       36     2500 SH       DEFINED             16,18,21     2500        0        0
*** SOUTHERN PERU COPPER CORP EQUITY   843611104      760    52392 SH       DEFINED             18,21,22    31016        0    21375
SOUTHERN UN CO NEW            EQUITY   844030106      348    17120 SH       DEFINED                12,21    17120        0        0
SOUTHERN UN CO NEW            EQUITY   844030106      812    39973 SH       DEFINED             18,21,22     5338        0    34635
SOUTHTRUST CORP               EQUITY   844730101       11      283 SH       DEFINED               -           283        0        0
SOUTHTRUST CORP               EQUITY   844730101       38     1030 SH       DEFINED                  4,6        0        0     1030
SOUTHTRUST CORP               EQUITY   844730101     8839   236681 SH       DEFINED                12,21   236681        0        0
SOUTHTRUST CORP               EQUITY   844730101     3896   104324 SH       DEFINED          15,18,21,22    70861        0    33463
SOUTHTRUST CORP               EQUITY   844730101    44539  1192659 SH       DEFINED             18,21,22   669878        0   522781
SOUTHTRUST CORP               EQUITY   844730101      176     4700 SH       DEFINED                   25        0     4700        0
SOUTHTRUST CORP               EQUITY   844730101      500    13400 SH       DEFINED     3,13,14,27,30,31    13400        0        0
SOUTHTRUST CORP               EQUITY   844730101      432    11571 SH       DEFINED                21,32    11571        0        0
SOUTHWEST AIRLINES CO         EQUITY   844741108    15590   828697 SH       DEFINED                  4,6   329980   224900   273817
SOUTHWEST AIRLINES CO         EQUITY   844741108      197    10450 SH       DEFINED                  6,7        0        0    10450
SOUTHWEST AIRLINES CO         EQUITY   844741108    15882   844185 SH       DEFINED                12,21   844185        0        0
SOUTHWEST AIRLINES CO         EQUITY   844741108     5644   300000 SH       DEFINED          15,18,21,22   202978        0    97022
SOUTHWEST AIRLINES CO         EQUITY   844741108      106     5625 SH       DEFINED             16,18,21     5625        0        0
SOUTHWEST AIRLINES CO         EQUITY   844741108    39540  2101721 SH       DEFINED             18,21,22  1488879        0   612841
SOUTHWEST AIRLINES CO         EQUITY   844741108      492    26158 SH       DEFINED                   25        0    26158        0
SOUTHWEST AIRLINES CO         EQUITY   844741108      266    14125 SH       DEFINED     3,13,14,27,30,31    14125        0        0
SOUTHWEST AIRLINES CO         EQUITY   844741108      291    15477 SH       DEFINED                21,32    15477        0        0
SOUTHWEST BANCORPORATION      EQUITY   84476R109      942    53432 SH       DEFINED                12,21    53432        0        0
SOUTHWEST BANCORPORATION      EQUITY   84476R109       14      770 SH       DEFINED          15,18,21,22      770        0        0
SOUTHWEST BANCORPORATION      EQUITY   84476R109     1118    63439 SH       DEFINED             18,21,22    44096        0    19343
SOUTHWEST BANCORPORATION      EQUITY   84476R109      118     6700 SH       DEFINED                   25        0     6700        0
SOUTHWEST GAS CORP            EQUITY   844895102     2458    86443 SH       DEFINED                12,21    86443        0        0
SOUTHWEST GAS CORP            EQUITY   844895102     3631   127668 SH       DEFINED             18,21,22    72689        0    54979
SOUTHWEST GAS CORP            EQUITY   844895102      569    20000 SH       DEFINED     3,13,14,27,30,31    20000        0        0
SOUTHWEST GAS CORP            EQUITY   844895102     2329    81884 SH       DEFINED                21,32    81884        0        0
SOUTHWEST SECS GROUP INC      EQUITY   845224104       42     1000 SH       DEFINED                  4,6        0        0     1000
SOUTHWEST SECS GROUP INC      EQUITY   845224104     1415    33550 SH       DEFINED                12,21    33550        0        0
SOUTHWEST SECS GROUP INC      EQUITY   845224104      629    14900 SH       DEFINED                18,21    14900        0        0
SOUTHWEST SECS GROUP INC      EQUITY   845224104        9      203 SH       DEFINED             18,21,22      203        0        0
SOUTHWEST SECS GROUP INC      EQUITY   845224104      793    18800 SH       DEFINED                   25        0    18800        0
SOUTHWESTERN ENERGY CO        EQUITY   845467109       70     8000 SH       DEFINED                  4,6     8000        0        0
SOUTHWESTERN ENERGY CO        EQUITY   845467109      177    20414 SH       DEFINED                12,21    20414        0        0
SOUTHWESTERN ENERGY CO        EQUITY   845467109      103    11852 SH       DEFINED             18,21,22     8852        0     3000
SOVEREIGN BANCORP INC         EQUITY   845905108       73     6000 SH       DEFINED               -          6000        0        0
SOVEREIGN BANCORP INC         EQUITY   845905108     3791   311040 SH       DEFINED                    6   311040        0        0
SOVEREIGN BANCORP INC         EQUITY   845905108      758    62185 SH       DEFINED                12,21    62185        0        0
SOVEREIGN BANCORP INC         EQUITY   845905108      123    10070 SH       DEFINED          15,18,21,22     9670        0      400
SOVEREIGN BANCORP INC         EQUITY   845905108     3476   285211 SH       DEFINED             18,21,22   146530        0   138681
SOVEREIGN BANCORP INC         EQUITY   845905108     1593   130666 SH       DEFINED                21,32   130666        0        0
SOVRAN SELF STORAGE INC       EQUITY   84610H108      259    10700 SH       DEFINED                12,21    10700        0        0
SOVRAN SELF STORAGE INC       EQUITY   84610H108        7      300 SH       DEFINED          15,18,21,22        0        0      300
SOVRAN SELF STORAGE INC       EQUITY   84610H108     1186    48897 SH       DEFINED             18,21,22    32581        0    16316
SPACEHAB INC                  EQUITY   846243103     1729   282300 SH       DEFINED                  4,6        0   282300        0
SPACEHAB INC                  EQUITY   846243103        4      700 SH       DEFINED             18,21,22      500        0      200
SPACEHAB INC                  EQUITY   846243103      962   157000 SH       DEFINED        3,13,28,29,31   157000        0        0
SPAIN FUND INC                EQUITY   846330108        3      200 SH       DEFINED          15,18,21,22        0        0      200
SPAIN FUND INC                EQUITY   846330108      156    10440 SH       DEFINED             18,21,22     4428        0     6012
SPARTAN MOTORS INC            EQUITY   846819100      348    56803 SH       DEFINED             18,21,22        3        0    56800
SPARTECH CORP NEW             EQUITY   847220209     1758    59200 SH       DEFINED                12,21    59200        0        0
SPARTECH CORP NEW             EQUITY   847220209        5      160 SH       DEFINED          15,18,21,22       45        0      115
SPARTECH CORP NEW             EQUITY   847220209     1013    34132 SH       DEFINED             18,21,22    24112        0    10020
SPARTECH CORP NEW             EQUITY   847220209      523    17600 SH       DEFINED                   25        0    17600        0
SPARTECH CORP NEW             EQUITY   847220209     1380    46500 SH       DEFINED                21,32    46500        0        0
SPATIAL TECHNOLOGY INC        EQUITY   847246105       67    17535 SH       DEFINED             18,21,22    11482        0     6053
SPECIALTY EQUIP COS INC       EQUITY   847497203      293    11421 SH       DEFINED                12,21    11421        0        0
SPECIALTY EQUIP COS INC       EQUITY   847497203        3      100 SH       DEFINED             18,21,22      100        0        0
*** SPECTRAL DIAGNOSTICS INC  EQUITY   847574100       17    15500 SH       DEFINED             18,21,22        0        0    15500
SPECTRANETICS CORP            EQUITY   84760C107       40    13200 SH       DEFINED             18,21,22        0        0    13200
SPECTRUM CONTROL INC          EQUITY   847615101      130    20000 SH       DEFINED             18,21,22        0        0    20000
*** SPECTRUM SIGNAL PROCESSIN EQUITY   84763F107       47    18700 SH       DEFINED             18,21,22        0        0    18700
SPEED FAM - IPEC INC          EQUITY   847705100     4068   404293 SH       DEFINED                12,21   404293        0        0
SPEED FAM - IPEC INC          EQUITY   847705100     2812   279400 SH       DEFINED             16,18,21   279400        0        0
SPEED FAM - IPEC INC          EQUITY   847705100      174    17308 SH       DEFINED             18,21,22     3862        0    13446
SPEEDWAY MOTORSPORTS INC      EQUITY   847788106      533    13600 SH       DEFINED                12,21    13600        0        0
SPEEDWAY MOTORSPORTS INC      EQUITY   847788106      467    11926 SH       DEFINED             18,21,22     4758        0     7168
SPEEDWAY MOTORSPORTS INC      EQUITY   847788106       12      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
SPIEGEL CL A                  EQUITY   848457107        9     1000 SH       DEFINED                  4,6        0        0     1000
SPIEGEL CL A                  EQUITY   848457107      116    12738 SH       DEFINED                12,21    12738        0        0
SPIEGEL CL A                  EQUITY   848457107       79     8705 SH       DEFINED             18,21,22     4625        0     4080
SPIEKER PPTYS INC             EQUITY   848497103       41     1065 SH       DEFINED               -          1065        0        0
SPIEKER PPTYS INC             EQUITY   848497103    48587  1259943 SH       DEFINED                12,21  1259943        0        0
SPIEKER PPTYS INC             EQUITY   848497103      685    17770 SH       DEFINED          15,18,21,22     9895        0     7875
SPIEKER PPTYS INC             EQUITY   848497103     1928    50000 SH       DEFINED             16,18,21    50000        0        0
SPIEKER PPTYS INC             EQUITY   848497103    32195   834859 SH       DEFINED             18,21,22   442117        0   392742
SPIEKER PPTYS INC             EQUITY   848497103     1948    50504 SH       DEFINED                21,32    50504        0        0
SPORT-HALEY INC               EQUITY   848925103      417    87815 SH       DEFINED             18,21,22    74560        0    13255
SPORTSLINE USA INC            EQUITY   848934105     1232    53840 SH       DEFINED                12,21    53840        0        0
SPORTSLINE USA INC            EQUITY   848934105       56     2458 SH       DEFINED          15,18,21,22     1729        0      729
SPORTSLINE USA INC            EQUITY   848934105     1020    44595 SH       DEFINED             18,21,22    36362        0     8233
SPORTS AUTHORITY INC SUB NOTE CORPBOND 849176AC6      115   200000 PRN      DEFINED                12,21   200000        0        0
SPORTS AUTHORITY INC          EQUITY   849176102      981   257200 SH       DEFINED   2,3,11,13,14,30,31        0   257200        0
SPORTS AUTHORITY INC          EQUITY   849176102       36     9507 SH       DEFINED                12,21     9507        0        0
SPORTS AUTHORITY INC          EQUITY   849176102        4     1000 SH       DEFINED          15,18,21,22     1000        0        0
SPORTS AUTHORITY INC          EQUITY   849176102       49    12957 SH       DEFINED             18,21,22        0        0    12957
SPRINGS INDUSTRIES INC        EQUITY   851783100      406    10264 SH       DEFINED                12,21    10264        0        0
SPRINGS INDUSTRIES INC        EQUITY   851783100       20      500 SH       DEFINED          15,18,21,22        0        0      500
SPRINGS INDUSTRIES INC        EQUITY   851783100      105     2651 SH       DEFINED             18,21,22     2123        0      528
SPRINGS INDUSTRIES INC        EQUITY   851783100      224     5667 SH       DEFINED                   25        0     5667        0
SPRINGS INDUSTRIES INC        EQUITY   851783100       34      868 SH       DEFINED                21,32      868        0        0
SPRINT CORP                   EQUITY   852061100    23363   453654 SH       DEFINED               -        453654        0        0
SPRINT CORP                   EQUITY   852061100     7839   152218 SH       DEFINED                  4,6     1478   120050    30690
SPRINT CORP                   EQUITY   852061100      719    13970 SH       DEFINED                  6,7        0        0    13970
SPRINT CORP                   EQUITY   852061100   105722  2052859 SH       DEFINED                12,21  2052859        0        0
SPRINT CORP                   EQUITY   852061100     9998   194142 SH       DEFINED          15,18,21,22   116288        0    77853
SPRINT CORP                   EQUITY   852061100    10991   213420 SH       DEFINED             16,18,21   213420        0        0
SPRINT CORP                   EQUITY   852061100      350     6800 SH       DEFINED                18,21     6800        0        0
SPRINT CORP                   EQUITY   852061100      308     5980 SH       DEFINED       17,18,19,20,21     5980        0        0
SPRINT CORP                   OPTION   852061100    41200   800000 SH  CALL DEFINED       17,18,19,20,21   800000        0        0
SPRINT CORP                   EQUITY   852061100   546713 10615778 SH       DEFINED             18,21,22  4078003        0  6537775
SPRINT CORP                   OPTION   852061100      149     2900 SH  CALL DEFINED             18,21,22        0        0     2900
SPRINT CORP                   OPTION   852061100       31      600 SH  PUT  DEFINED             18,21,22        0        0      600
SPRINT CORP                   EQUITY   852061100     9095   176606 SH       DEFINED                   25        0   176606        0
SPRINT CORP                   EQUITY   852061100     5130    99606 SH       DEFINED     3,13,14,27,30,31    99606        0        0
SPRINT CORP                   EQUITY   852061100     2421    47009 SH       DEFINED                21,32    47009        0        0
SPRINT CORP 8.25% EXCH NTS DU EQUITY   852061407     9023   100050 SH       DEFINED             16,18,21   100050        0        0
SPRINT CORP 8.25% EXCH NTS DU EQUITY   852061407       54      600 SH       DEFINED             18,21,22      400        0      200
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506     6208   102722 SH       DEFINED               -        102722        0        0
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506       46      761 SH       DEFINED                  4,6      269        0      492
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506    32768   542170 SH       DEFINED                12,21   542170        0        0
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506      121     1996 SH       DEFINED          15,18,21,22      298        0     1698
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506    31144   515312 SH       DEFINED             18,21,22   183616        0   331695
SPRINT CORP (SERIES 1 PCS COM OPTION   852061506       60     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506      742    12276 SH       DEFINED                   25        0    12276        0
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506     4646    76876 SH       DEFINED     3,13,14,27,30,31    76876        0        0
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506     1482    24528 SH       DEFINED                21,32    24528        0        0
SPYGLASS INC                  EQUITY   852192103      106     8400 SH       DEFINED                12,21     8400        0        0
SPYGLASS INC                  EQUITY   852192103       32     2500 SH       DEFINED             18,21,22      300        0     2200
SS&C TECHNOLOGIES INC         EQUITY   85227Q100       60     9100 SH       DEFINED                12,21     9100        0        0
SS&C TECHNOLOGIES INC         EQUITY   85227Q100       16     2359 SH       DEFINED             18,21,22      859        0     1500
STAC SOFTWARE INC-NEW         EQUITY   852323203        1      125 SH       DEFINED          15,18,21,22        0        0      125
STAC SOFTWARE INC-NEW         EQUITY   852323203       73    14885 SH       DEFINED             18,21,22     2078        0    12807
STAFF LEASING INC             EQUITY   852381102      209    19100 SH       DEFINED                12,21    19100        0        0
STAFF LEASING INC             EQUITY   852381102       11      965 SH       DEFINED          15,18,21,22      965        0        0
STAFF LEASING INC             EQUITY   852381102     1545   141296 SH       DEFINED             18,21,22    20895        0   120401
STAFFMARK INC                 EQUITY   852389105      246    22400 SH       DEFINED                12,21    22400        0        0
STAFFMARK INC                 EQUITY   852389105     1525   138636 SH       DEFINED             18,21,22   123471        0    15165
STAGE STORES INC              EQUITY   85254C107     1093   165000 SH       DEFINED   2,3,11,13,14,30,31        0   165000        0
STAGE STORES INC              EQUITY   85254C107     2452   370068 SH       DEFINED                  6,7   370068        0        0
STAGE STORES INC              EQUITY   85254C107     3977   600296 SH       DEFINED               4,6,10   600296        0        0
STAGE STORES INC              EQUITY   85254C107       81    12200 SH       DEFINED                12,21    12200        0        0
STAGE STORES INC              EQUITY   85254C107       10     1500 SH       DEFINED          15,18,21,22      500        0     1000
STAGE STORES INC              EQUITY   85254C107       13     2000 SH       DEFINED             18,21,22        0        0     2000
STANCORP FINANCIAL GROUP      EQUITY   852891100     1501    59000 SH       DEFINED                  4,6        0    59000        0
STANCORP FINANCIAL GROUP      EQUITY   852891100      130     5100 SH       DEFINED                12,21     5100        0        0
STANCORP FINANCIAL GROUP      EQUITY   852891100       18      694 SH       DEFINED             18,21,22      589        0      105
STANDARD COML CORP CV S/D-REG CORPBOND 853258AA9       30    50000 PRN      DEFINED             18,21,22        0        0    50000
STANDARD COMMERCIAL CORP      EQUITY   853258101     3052   554972 SH       DEFINED                  4,6        0   554972        0
STANDARD MICROSYSTEMS CORP    EQUITY   853626109      239    29930 SH       DEFINED               -         29930        0        0
STANDARD MICROSYSTEMS CORP    EQUITY   853626109     5040   630000 SH       DEFINED                12,21   630000        0        0
STANDARD MICROSYSTEMS CORP    EQUITY   853626109      193    24145 SH       DEFINED          15,18,21,22     7005        0    17140
STANDARD MICROSYSTEMS CORP    EQUITY   853626109      560    70000 SH       DEFINED             16,18,21    70000        0        0
STANDARD MICROSYSTEMS CORP    EQUITY   853626109     8623  1077843 SH       DEFINED             18,21,22   439697        0   638146
STANDARD PAC CORP NEW         EQUITY   85375C101     1531   116633 SH       DEFINED                12,21   116633        0        0
STANDARD PAC CORP NEW         EQUITY   85375C101      941    71694 SH       DEFINED             18,21,22    47455        0    24239
STANDARD PAC CORP NEW         EQUITY   85375C101      623    47500 SH       DEFINED                   25        0    47500        0
STANDARD PRODUCTS CO          EQUITY   853836104     5082   143659 SH       DEFINED                12,21   143659        0        0
STANDARD PRODUCTS CO          EQUITY   853836104       20      552 SH       DEFINED             18,21,22       52        0      500
STANDARD PRODUCTS CO          EQUITY   853836104      301     8500 SH       DEFINED                   25        0     8500        0
STANDARD REGISTER CO          EQUITY   853887107      296    10517 SH       DEFINED                12,21    10517        0        0
STANDEX INTERNATIONAL CORP    EQUITY   854231107      282    10531 SH       DEFINED                12,21    10531        0        0
STANDEX INTERNATIONAL CORP    EQUITY   854231107        9      326 SH       DEFINED             18,21,22      298        0       28
STANLEY WORKS                 EQUITY   854616109       21      750 SH       DEFINED               -           750        0        0
STANLEY WORKS                 EQUITY   854616109     1319    46800 SH       DEFINED   2,3,11,13,14,30,31        0    46800        0
STANLEY WORKS                 EQUITY   854616109       23      800 SH       DEFINED                  4,6        0        0      800
STANLEY WORKS                 EQUITY   854616109    42111  1493946 SH       DEFINED                  6,7  1493946        0        0
STANLEY WORKS                 EQUITY   854616109     1429    50705 SH       DEFINED                12,21    50705        0        0
STANLEY WORKS                 EQUITY   854616109        3      100 SH       DEFINED          15,18,21,22      100        0        0
STANLEY WORKS                 EQUITY   854616109     3913   138830 SH       DEFINED             18,21,22   108598        0    30232
STANLEY WORKS                 EQUITY   854616109       67     2378 SH       DEFINED                   25        0     2378        0
STANLEY WORKS                 EQUITY   854616109      115     4088 SH       DEFINED                21,32     4088        0        0
STAR TELECOMMUNICATIONS INC   EQUITY   854923109      206    39300 SH       DEFINED                12,21    39300        0        0
STAR TELECOMMUNICATIONS INC   EQUITY   854923109       68    12987 SH       DEFINED             18,21,22     6125        0     6862
STAPLES INC                   EQUITY   855030102      592    21255 SH       DEFINED               -         21255        0        0
STAPLES INC                   EQUITY   855030102     8201   294222 SH       DEFINED                  4,6    25100    58150   210972
STAPLES INC                   EQUITY   855030102       36     1285 SH       DEFINED                5,6,7        0        0     1285
STAPLES INC                   EQUITY   855030102    26291   943168 SH       DEFINED                12,21   943168        0        0
STAPLES INC                   EQUITY   855030102    15194   545092 SH       DEFINED          15,18,21,22   240771        0   304321
STAPLES INC                   EQUITY   855030102     1254    45000 SH       DEFINED             16,18,21    45000        0        0
STAPLES INC                   EQUITY   855030102   176468  6330708 SH       DEFINED             18,21,22  3706727        0  2623981
STAPLES INC                   EQUITY   855030102     5252   188400 SH       DEFINED                   25        0   188400        0
STAPLES INC                   EQUITY   855030102    10972   393601 SH       DEFINED     3,13,14,27,30,31   393601        0        0
STAPLES INC                   EQUITY   855030102      775    27789 SH       DEFINED                21,32    27789        0        0
STARBUCKS CORP                EQUITY   855244109       39     1705 SH       DEFINED               -          1705        0        0
STARBUCKS CORP                EQUITY   855244109    11459   499553 SH       DEFINED                  4,6    16745        0   482808
STARBUCKS CORP                EQUITY   855244109       68     2950 SH       DEFINED                5,6,7        0        0     2950
STARBUCKS CORP                EQUITY   855244109     2279    99362 SH       DEFINED                12,21    99362        0        0
STARBUCKS CORP                EQUITY   855244109      987    43017 SH       DEFINED          15,18,21,22    24218        0    18799
STARBUCKS CORP                EQUITY   855244109    35059  1528433 SH       DEFINED             18,21,22   911337        0   617096
STARBUCKS CORP                EQUITY   855244109      553    24100 SH       DEFINED                21,32    24100        0        0
STARMEDIA NETWORK INC         EQUITY   855546107       96     2500 SH       DEFINED                  4,6        0      500     2000
STARMEDIA NETWORK INC         EQUITY   855546107     1639    42579 SH       DEFINED             18,21,22     6878        0    35701
STARMEDIA NETWORK INC         EQUITY   855546107      385    10000 SH       DEFINED        3,13,28,29,31    10000        0        0
STARWOOD FINANCIAL TRUST MD   EQUITY   85568W104      667    16082 SH       DEFINED                12,21    16082        0        0
STARWOOD FINANCIAL TRUST MD   EQUITY   85568W104        6      136 SH       DEFINED             18,21,22      101        0       35
STARTEK INC                   EQUITY   85569C107      291    10000 SH       DEFINED                  4,6        0    10000        0
STARTEK INC                   EQUITY   85569C107      116     4000 SH       DEFINED                12,21     4000        0        0
STARTEK INC                   EQUITY   85569C107       73     2500 SH       DEFINED             18,21,22     1500        0     1000
STARTEE GLOBAL COMMUNICATIONS EQUITY   85569E103        1      100 SH       DEFINED          15,18,21,22        0        0      100
STARTEE GLOBAL COMMUNICATIONS EQUITY   85569E103      147    11500 SH       DEFINED             18,21,22        0        0    11500
STATE AUTO FINL CORP          EQUITY   855707105        2      185 SH       DEFINED               -           185        0        0
STATE AUTO FINL CORP          EQUITY   855707105      147    11998 SH       DEFINED                12,21    11998        0        0
STATE AUTO FINL CORP          EQUITY   855707105       72     5844 SH       DEFINED          15,18,21,22     3275        0     2569
STATE AUTO FINL CORP          EQUITY   855707105     2412   196932 SH       DEFINED             18,21,22   145795        0    51137
STATE AUTO FINL CORP          EQUITY   855707105      130    10600 SH       DEFINED                   25        0    10600        0
STARWOOD HOTELS & RESORTS     EQUITY   85590A203       11      412 SH       DEFINED               -           412        0        0
STARWOOD HOTELS & RESORTS     EQUITY   85590A203       13      468 SH       DEFINED                  4,6        0        0      468
STARWOOD HOTELS & RESORTS     EQUITY   85590A203     2025    75000 SH       DEFINED                  6,7        0        0    75000
STARWOOD HOTELS & RESORTS     EQUITY   85590A203    15978   591771 SH       DEFINED                12,21   591771        0        0
STARWOOD HOTELS & RESORTS     EQUITY   85590A203      130     4833 SH       DEFINED          15,18,21,22     2864        0     1969
STARWOOD HOTELS & RESORTS     EQUITY   85590A203      271    10021 SH       DEFINED             16,18,21    10021        0        0
STARWOOD HOTELS & RESORTS     EQUITY   85590A203     5152   190801 SH       DEFINED             18,21,22   103063        0    87737
STARWOOD HOTELS & RESORTS     EQUITY   85590A203       11      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
STATE STREET CORP             EQUITY   857477103      116     1670 SH       DEFINED               -          1670        0        0
STATE STREET CORP             EQUITY   857477103      112     1600 SH       DEFINED                  4,6     1000        0      600
STATE STREET CORP             EQUITY   857477103    14201   203774 SH       DEFINED                12,21   203774        0        0
STATE STREET CORP             EQUITY   857477103     6093    87432 SH       DEFINED          15,18,21,22    58178        0    29254
STATE STREET CORP             EQUITY   857477103   111559  1600841 SH       DEFINED             18,21,22  1034770        0   566071
STATE STREET CORP             OPTION   857477103       56      800 SH  PUT  DEFINED             18,21,22        0        0      800
STATE STREET CORP             EQUITY   857477103    10174   146000 SH       DEFINED            4,6,23,24   146000        0        0
STATE STREET CORP             EQUITY   857477103     1596    22900 SH       DEFINED                   25        0    22900        0
STATE STREET CORP             EQUITY   857477103      874    12548 SH       DEFINED     3,13,14,27,30,31    12548        0        0
STATE STREET CORP             EQUITY   857477103      684     9820 SH       DEFINED                21,32     9820        0        0
STATEN ISLAND BANCORP INC     EQUITY   857550107      888    50000 SH       DEFINED                    6    50000        0        0
STATEN ISLAND BANCORP INC     EQUITY   857550107     1001    56400 SH       DEFINED                12,21    56400        0        0
STATEN ISLAND BANCORP INC     EQUITY   857550107      186    10460 SH       DEFINED          15,18,21,22     8505        0     1955
STATEN ISLAND BANCORP INC     EQUITY   857550107     3078   173384 SH       DEFINED             18,21,22   113364        0    60019
STATEN ISLAND BANCORP INC     EQUITY   857550107      209    11800 SH       DEFINED                   25        0    11800        0
STATION CASINOS INC           EQUITY   857689103     2083   107493 SH       DEFINED                12,21   107493        0        0
STATION CASINOS INC           EQUITY   857689103     1705    88000 SH       DEFINED             16,18,21    88000        0        0
STATION CASINOS INC           EQUITY   857689103      332    17125 SH       DEFINED             18,21,22     6689        0    10436
STEEL DYNAMICS INC            EQUITY   858119100      731    41200 SH       DEFINED                12,21    41200        0        0
STEEL DYNAMICS INC            EQUITY   858119100       54     3035 SH       DEFINED          15,18,21,22      270        0     2765
STEEL DYNAMICS INC            EQUITY   858119100      130     7341 SH       DEFINED             18,21,22     4421        0     2920
STEELCASE INC CL A            EQUITY   858155203        8      450 SH       DEFINED                12,21      450        0        0
STEELCASE INC CL A            EQUITY   858155203     1188    67392 SH       DEFINED             18,21,22    53471        0    13920
STEIN MART INC                EQUITY   858375108      192    29400 SH       DEFINED                12,21    29400        0        0
STEIN MART INC                EQUITY   858375108        2      300 SH       DEFINED          15,18,21,22        0        0      300
STEIN MART INC                EQUITY   858375108      119    18199 SH       DEFINED             18,21,22    10599        0     7600
STEINWAY MUSICAL INSTRUMENTS  EQUITY   858495104      197     8400 SH       DEFINED                12,21     8400        0        0
STEINWAY MUSICAL INSTRUMENTS  EQUITY   858495104      448    19110 SH       DEFINED             18,21,22    12500        0     6610
STERLING BANCSHARES INC       EQUITY   858907108      320    24150 SH       DEFINED                12,21    24150        0        0
STERLING BANCSHARES INC       EQUITY   858907108       30     2268 SH       DEFINED             18,21,22     1268        0     1000
STERICYCLE INC                EQUITY   858912108      160    11100 SH       DEFINED                12,21    11100        0        0
STERICYCLE INC                EQUITY   858912108       83     5750 SH       DEFINED             18,21,22        0        0     5750
STERIS CORP                   EQUITY   859152100       13      915 SH       DEFINED               -           915        0        0
STERIS CORP                   EQUITY   859152100       11      800 SH       DEFINED                  4,6        0        0      800
STERIS CORP                   EQUITY   859152100     1950   141200 SH       DEFINED                12,21   141200        0        0
STERIS CORP                   EQUITY   859152100       96     6930 SH       DEFINED          15,18,21,22     4955        0     1975
STERIS CORP                   EQUITY   859152100       37     2700 SH       DEFINED                18,21     2700        0        0
STERIS CORP                   EQUITY   859152100    13172   953570 SH       DEFINED             18,21,22   587148        0   366422
STERIS CORP                   EQUITY   859152100     8235   596200 SH       DEFINED            4,6,23,24   596200        0        0
STERIS CORP                   EQUITY   859152100     1304    94387 SH       DEFINED                21,32    94387        0        0
STERLING BANCORP              EQUITY   859158107       43     2100 SH       DEFINED                12,21     2100        0        0
STERLING BANCORP              EQUITY   859158107      142     7000 SH       DEFINED             16,18,21     7000        0        0
STERLING BANCORP              EQUITY   859158107       37     1804 SH       DEFINED             18,21,22      104        0     1700
STERLING COMMERCE INC         EQUITY   859205106    22378   860675 SH       DEFINED                12,21   860675        0        0
STERLING COMMERCE INC         EQUITY   859205106      367    14109 SH       DEFINED          15,18,21,22     7913        0     6196
STERLING COMMERCE INC         EQUITY   859205106     7675   295198 SH       DEFINED             18,21,22   211131        0    84067
STERLING COMMERCE INC         OPTION   859205106      468    18000 SH  CALL DEFINED             18,21,22    18000        0        0
STERLING COMMERCE INC         OPTION   859205106      468    18000 SH  PUT  DEFINED             18,21,22    18000        0        0
STERLING COMMERCE INC         EQUITY   859205106      411    15800 SH       DEFINED                21,32    15800        0        0
STERLING FINL CORP            EQUITY   859317109      180     5400 SH       DEFINED                12,21     5400        0        0
STERLING FINL CORP            EQUITY   859317109       23      702 SH       DEFINED             18,21,22        2        0      700
STERLING SOFTWARE INC         EQUITY   859547101      171     7120 SH       DEFINED               -          7120        0        0
STERLING SOFTWARE INC         EQUITY   859547101    28457  1185725 SH       DEFINED                12,21  1185725        0        0
STERLING SOFTWARE INC         EQUITY   859547101       49     2045 SH       DEFINED          15,18,21,22      995        0     1050
STERLING SOFTWARE INC         EQUITY   859547101     3207   133622 SH       DEFINED             18,21,22    90044        0    43578
STERLING SOFTWARE INC         EQUITY   859547101     1034    43100 SH       DEFINED                21,32    43100        0        0
*** STET HELLAS               EQUITY   859823106       24     1047 SH       DEFINED          15,18,21,22      158        0      889
*** STET HELLAS               EQUITY   859823106      735    32659 SH       DEFINED             18,21,22    19588        0    13071
STEWART & STEVENSON SVCS INC  EQUITY   860342104     1788   126000 SH       DEFINED   2,3,11,13,14,30,31        0   126000        0
STEWART & STEVENSON SVCS INC  EQUITY   860342104      365    25701 SH       DEFINED                12,21    25701        0        0
STEWART & STEVENSON SVCS INC  EQUITY   860342104       87     6150 SH       DEFINED          15,18,21,22     3910        0     2240
STEWART & STEVENSON SVCS INC  EQUITY   860342104     1730   121930 SH       DEFINED             18,21,22    81150        0    40780
STEWART ENTERPRISES INC CLA   EQUITY   860370105       69     5540 SH       DEFINED               -          5540        0        0
STEWART ENTERPRISES INC CLA   EQUITY   860370105      237    19175 SH       DEFINED                12,21    19175        0        0
STEWART ENTERPRISES INC CLA   EQUITY   860370105     1761   142273 SH       DEFINED          15,18,21,22    75079        0    67194
STEWART ENTERPRISES INC CLA   EQUITY   860370105    37918  3064106 SH       DEFINED             18,21,22  1677942        0  1386164
STEWART ENTERPRISES INC CLA   EQUITY   860370105      846    68400 SH       DEFINED                   25        0    68400        0
STEWART INFORMATION SERVICES  EQUITY   860372101      236    10500 SH       DEFINED                12,21    10500        0        0
STEWART INFORMATION SERVICES  EQUITY   860372101        2      104 SH       DEFINED             18,21,22      104        0        0
STEWART INFORMATION SERVICES  EQUITY   860372101      590    26200 SH       DEFINED                   25        0    26200        0
STILLWATER MINING CO          EQUITY   86074Q102     2709   120750 SH       DEFINED                12,21   120750        0        0
STILLWATER MINING CO          EQUITY   86074Q102       29     1314 SH       DEFINED          15,18,21,22       14        0     1300
STILLWATER MINING CO          EQUITY   86074Q102      409    18226 SH       DEFINED             18,21,22     8503        0     9723
STILLWATER MINING CO          EQUITY   86074Q102     1269    56550 SH       DEFINED                21,32    56550        0        0
*** SGS THOMSON MICROELECTRO  CORPBOND 861012AA0        3     2000 PRN      DEFINED          15,18,21,22        0        0     2000
*** SGS THOMSON MICROELECTRO  CORPBOND 861012AA0      871   662000 PRN      DEFINED             18,21,22   488000        0   174000
*** STMICROELECTRONICS N V    EQUITY   861012102    19857   284695 SH       DEFINED                  4,6    19800        0   264895
*** STMICROELECTRONICS N V    EQUITY   861012102      398     5700 SH       DEFINED                5,6,7        0        0     5700
*** STMICROELECTRONICS N V    EQUITY   861012102     6152    88200 SH       DEFINED                    6    88200        0        0
*** STMICROELECTRONICS N V    EQUITY   861012102     2717    38952 SH       DEFINED                  6,7        0        0    38952
*** STMICROELECTRONICS N V    EQUITY   861012102     1535    22000 SH       DEFINED                12,21    22000        0        0
*** STMICROELECTRONICS N V    EQUITY   861012102     2118    30366 SH       DEFINED             18,21,22    25012        0     5354
*** STMICROELECTRONICS N V    EQUITY   861012102      481     6900 SH       DEFINED     3,13,14,27,30,31     6900        0        0
*** STOLT NIELSEN SA SPONS AD EQUITY   861565109      190    10787 SH       DEFINED             18,21,22    10647        0      140
STONE & WEBSTER INC           EQUITY   861572105     1271    49734 SH       DEFINED                12,21    49734        0        0
STONE & WEBSTER INC           EQUITY   861572105     1286    50300 SH       DEFINED             16,18,21    50300        0        0
STONE & WEBSTER INC           EQUITY   861572105      123     4801 SH       DEFINED             18,21,22     1882        0     2919
STONE CONTAINER  CONV SUB DEB CORPBOND 861589AE9       83    95000 PRN      DEFINED             18,21,22        0        0    95000
STONE CONTAINER CORP PFD $1.7 EQUITY   861589307        7      300 SH       DEFINED          15,18,21,22        0        0      300
STONE CONTAINER CORP PFD $1.7 EQUITY   861589307      241    10691 SH       DEFINED             18,21,22     9241        0     1450
STONE ENERGY CORP             EQUITY   861642106       12      260 SH       DEFINED               -           260        0        0
STONE ENERGY CORP             EQUITY   861642106      638    13900 SH       DEFINED                12,21    13900        0        0
STONE ENERGY CORP             EQUITY   861642106        5      102 SH       DEFINED             18,21,22       37        0       65
STONE ENERGY CORP             OPTION   861642106     6881   150000 SH  CALL DEFINED             18,21,22   150000        0        0
STONE ENERGY CORP             OPTION   861642106     6881   150000 SH  PUT  DEFINED             18,21,22   150000        0        0
STONERIDGE INC                EQUITY   86183P102     1103    66100 SH       DEFINED                12,21    66100        0        0
STONERIDGE INC                EQUITY   86183P102      132     7900 SH       DEFINED             18,21,22        0        0     7900
STONERIDGE INC                EQUITY   86183P102       85     5100 SH       DEFINED                   25        0     5100        0
STORAGE USA INC               EQUITY   861907103     1083    35800 SH       DEFINED   2,3,11,13,14,30,31        0    35800        0
STORAGE USA INC               EQUITY   861907103      659    21788 SH       DEFINED                12,21    21788        0        0
STORAGE USA INC               EQUITY   861907103       17      576 SH       DEFINED             18,21,22      101        0      475
STORAGE TECHNOLOGY CORP       EQUITY   862111200      556    28714 SH       DEFINED                12,21    28714        0        0
STORAGE TECHNOLOGY CORP       EQUITY   862111200        3      156 SH       DEFINED          15,18,21,22      156        0        0
STORAGE TECHNOLOGY CORP       EQUITY   862111200       50     2600 SH       DEFINED                18,21     2600        0        0
STORAGE TECHNOLOGY CORP       EQUITY   862111200      465    24025 SH       DEFINED             18,21,22     5579        0    18446
STORAGE TECHNOLOGY CORP       OPTION   862111200       10      500 SH  PUT  DEFINED             18,21,22        0        0      500
STORAGE TECHNOLOGY CORP       EQUITY   862111200      283    14600 SH       DEFINED     3,13,14,27,30,31    14600        0        0
STRATUS PROPERTIES INC        EQUITY   863167102       91    21498 SH       DEFINED             18,21,22     3183        0    18315
STRAYER EDUCATION INC         EQUITY   863236105     2897   113600 SH       DEFINED   2,3,11,13,14,30,31        0   113600        0
STRAYER EDUCATION INC         EQUITY   863236105      196     7700 SH       DEFINED                12,21     7700        0        0
STRAYER EDUCATION INC         EQUITY   863236105       52     2035 SH       DEFINED          15,18,21,22      910        0     1125
STRAYER EDUCATION INC         EQUITY   863236105      383    15000 SH       DEFINED             16,18,21    15000        0        0
STRAYER EDUCATION INC         EQUITY   863236105     1312    51466 SH       DEFINED             18,21,22    36423        0    15043
STRIDE RITE CORP              EQUITY   863314100     2518   287800 SH       DEFINED                12,21   287800        0        0
STRIDE RITE CORP              EQUITY   863314100       10     1139 SH       DEFINED          15,18,21,22      835        0      304
STRIDE RITE CORP              EQUITY   863314100     3881   443544 SH       DEFINED             18,21,22   212326        0   231218
STRUCTURAL DYNAMICS RESH CORP EQUITY   863555108     1772    96600 SH       DEFINED                12,21    96600        0        0
STRUCTURAL DYNAMICS RESH CORP EQUITY   863555108      270    14700 SH       DEFINED          15,18,21,22    11230        0     3470
STRUCTURAL DYNAMICS RESH CORP EQUITY   863555108     5935   323518 SH       DEFINED             18,21,22   220964        0   102554
STRUCTURAL DYNAMICS RESH CORP EQUITY   863555108     1104    60200 SH       DEFINED                21,32    60200        0        0
STRYKER CORP                  EQUITY   863667101      352     5600 SH       DEFINED               -          5600        0        0
STRYKER CORP                  EQUITY   863667101      928    14744 SH       DEFINED                  4,6     7800     1534     5410
STRYKER CORP                  EQUITY   863667101     2810    44646 SH       DEFINED                12,21    44646        0        0
STRYKER CORP                  EQUITY   863667101    10299   163635 SH       DEFINED          15,18,21,22    57340        0   106295
STRYKER CORP                  EQUITY   863667101    74269  1180026 SH       DEFINED             18,21,22   665267        0   514758
STRYKER CORP                  OPTION   863667101     5759    91500 SH  CALL DEFINED             18,21,22    91500        0        0
STRYKER CORP                  OPTION   863667101      126     2000 SH  PUT  DEFINED             18,21,22     2000        0        0
STRYKER CORP                  EQUITY   863667101      453     7200 SH       DEFINED     3,13,14,27,30,31     7200        0        0
STRYKER CORP                  EQUITY   863667101      812    12900 SH       DEFINED                21,32    12900        0        0
STUDENT LOAN CORPORATION      EQUITY   863902102   712000 16000000 SH       DEFINED                    6 16000000        0        0
STUDENT LOAN CORPORATION      EQUITY   863902102      142     3200 SH       DEFINED                12,21     3200        0        0
STURM RUGER & CO INC          EQUITY   864159108     4508   448000 SH       DEFINED                12,21   448000        0        0
STURM RUGER & CO INC          EQUITY   864159108        1       80 SH       DEFINED          15,18,21,22        0        0       80
STURM RUGER & CO INC          EQUITY   864159108      130    12873 SH       DEFINED             18,21,22     6423        0     6450
SUBURBAN LODGES OF AMERICA IN EQUITY   864444104       20     3240 SH       DEFINED                12,21     3240        0        0
SUBURBAN LODGES OF AMERICA IN EQUITY   864444104       36     5875 SH       DEFINED          15,18,21,22      375        0     5500
SUBURBAN LODGES OF AMERICA IN EQUITY   864444104       12     1900 SH       DEFINED             18,21,22      800        0     1100
SUBURBAN PROPANE PARTNERS L P EQUITY   864482104       18      900 SH       DEFINED               -           900        0        0
SUBURBAN PROPANE PARTNERS L P EQUITY   864482104        4      200 SH       DEFINED          15,18,21,22        0        0      200
SUBURBAN PROPANE PARTNERS L P EQUITY   864482104     2404   120593 SH       DEFINED             18,21,22    69585        0    51008
SUGEN INC                     EQUITY   865041107    12442   409600 SH       DEFINED                12,21   409600        0        0
SUGEN INC                     EQUITY   865041107      419    13800 SH       DEFINED             18,21,22     2800        0    11000
SUIZA FOODS CORP              EQUITY   865077101      133     4436 SH       DEFINED                  4,6     2536        0     1900
SUIZA FOODS CORP              EQUITY   865077101      951    31696 SH       DEFINED                12,21    31696        0        0
SUIZA FOODS CORP              EQUITY   865077101      962    32069 SH       DEFINED          15,18,21,22     8435        0    23634
SUIZA FOODS CORP              EQUITY   865077101     1071    35687 SH       DEFINED             18,21,22    31802        0     3885
SUIZA FOODS CORP              EQUITY   865077101      374    12479 SH       DEFINED     3,13,14,27,30,31    12479        0        0
SUIZA FOODS CORP              EQUITY   865077101      523    17448 SH       DEFINED                21,32    17448        0        0
SUMMA INDS INC                EQUITY   86562T105      211    14524 SH       DEFINED             18,21,22        0        0    14524
SUMMIT BANCORP                EQUITY   866005101     1442    38700 SH       DEFINED                  4,6     2350        0    36350
SUMMIT BANCORP                EQUITY   866005101     1118    30000 SH       DEFINED                    6    30000        0        0
SUMMIT BANCORP                EQUITY   866005101      840    22542 SH       DEFINED                12,21    22542        0        0
SUMMIT BANCORP                EQUITY   866005101       96     2581 SH       DEFINED          15,18,21,22     1705        0      876
SUMMIT BANCORP                EQUITY   866005101       11      300 SH       DEFINED             16,18,21      300        0        0
SUMMIT BANCORP                EQUITY   866005101     7534   202241 SH       DEFINED             18,21,22   107229        0    95012
SUMMIT BANCORP                OPTION   866005101      602    16161 SH  CALL DEFINED             18,21,22    15861        0      300
SUMMIT BANCORP                OPTION   866005101      591    15861 SH  PUT  DEFINED             18,21,22    15861        0        0
SUMMIT BANCORP                EQUITY   866005101      186     5000 SH       DEFINED                   25        0     5000        0
SUMMIT BANCORP                EQUITY   866005101      370     9938 SH       DEFINED     3,13,14,27,30,31     9938        0        0
SUMMIT BANCORP                EQUITY   866005101      330     8869 SH       DEFINED                21,32     8869        0        0
SUMMIT FINL CORP              EQUITY   866057102      752    56755 SH       DEFINED             18,21,22        0        0    56755
SUMMIT PROPERTIES INC         EQUITY   866239106      399    19814 SH       DEFINED                12,21    19814        0        0
SUMMIT PROPERTIES INC         EQUITY   866239106       31     1520 SH       DEFINED          15,18,21,22        0        0     1520
SUMMIT PROPERTIES INC         EQUITY   866239106     2687   133526 SH       DEFINED             18,21,22    92157        0    41368
SUMMIT TECHNOLOGY INC         EQUITY   86627E101      405    17500 SH       DEFINED                12,21    17500        0        0
SUMMIT TECHNOLOGY INC         EQUITY   86627E101     1341    57971 SH       DEFINED             18,21,22    26386        0    31585
SUN CMNTYS INC                EQUITY   866674104     1510    44326 SH       DEFINED                12,21    44326        0        0
SUN CMNTYS INC                EQUITY   866674104     1022    30000 SH       DEFINED             16,18,21    30000        0        0
SUN CMNTYS INC                EQUITY   866674104      582    17096 SH       DEFINED             18,21,22      596        0    16500
SUN MICROSYSTEMS INC          EQUITY   866810104      600     8638 SH       DEFINED               -          8638        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104    41369   595767 SH       DEFINED                  4,6   137260   191267   267240
SUN MICROSYSTEMS INC          EQUITY   866810104     6526    93979 SH       DEFINED                5,6,7        0        0    93979
SUN MICROSYSTEMS INC          EQUITY   866810104     2928    42165 SH       DEFINED                  6,7        0        0    42165
SUN MICROSYSTEMS INC          EQUITY   866810104   117823  1696806 SH       DEFINED                12,21  1696806        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104     9532   137274 SH       DEFINED          15,18,21,22    69737        0    67537
SUN MICROSYSTEMS INC          EQUITY   866810104     2250    32400 SH       DEFINED             16,18,21    32400        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104   266946  3844384 SH       DEFINED             18,21,22  2217530        0  1626854
SUN MICROSYSTEMS INC          OPTION   866810104       56      800 SH  PUT  DEFINED             18,21,22        0        0      800
SUN MICROSYSTEMS INC          EQUITY   866810104     5629    81072 SH       DEFINED                   25        0    81072        0
SUN MICROSYSTEMS INC          EQUITY   866810104     5180    74600 SH       DEFINED     3,13,14,27,30,31    74600        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104     3023    43541 SH       DEFINED                21,32    43541        0        0
SUN HEALTHCARE GROUP INC      EQUITY   866933104       10    31371 SH       DEFINED                12,21    31371        0        0
SUN HEALTHCARE GROUP INC      EQUITY   866933104        1     3638 SH       DEFINED          15,18,21,22     2000        0     1638
SUN HEALTHCARE GROUP INC      EQUITY   866933104       13    41657 SH       DEFINED             18,21,22    15917        0    25740
SUNBEAM CORP CV S/D-BK/ENTRY  CORPBOND 867071AA0     1974 12340000 PRN      DEFINED                12,21 12340000        0        0
SUNBEAM CORP CV S/D-BK/ENTRY  CORPBOND 867071AA0    34240 14000000 PRN      DEFINED             16,18,21 14000000        0        0
SUNBEAM CORP                  EQUITY   867071102      198    31670 SH       DEFINED                  4,6     3330     2000    26340
SUNBEAM CORP                  EQUITY   867071102      354    56675 SH       DEFINED                12,21    56675        0        0
SUNBEAM CORP                  EQUITY   867071102       27     4250 SH       DEFINED          15,18,21,22     1000        0     3250
SUNBEAM CORP                  EQUITY   867071102      243    38830 SH       DEFINED             18,21,22    20275        0    18555
*** SUNCOR ENERGY INC         EQUITY   867229106     8340   202800 SH       DEFINED                12,21   202800        0        0
*** SUNCOR ENERGY INC         EQUITY   867229106      177     4300 SH       DEFINED          15,18,21,22     2660        0     1640
*** SUNCOR ENERGY INC         EQUITY   867229106     8714   211900 SH       DEFINED             16,18,21   211900        0        0
*** SUNCOR ENERGY INC         EQUITY   867229106     4538   110348 SH       DEFINED             18,21,22    76928        0    33420
SUNGLASS HUT INTL INC         EQUITY   86736F106      589    46654 SH       DEFINED                12,21    46654        0        0
SUNGLASS HUT INTL INC         EQUITY   86736F106        5      380 SH       DEFINED          15,18,21,22      150        0      230
SUNGLASS HUT INTL INC         EQUITY   86736F106      439    34779 SH       DEFINED             18,21,22    14113        0    20666
SUNGARD DATA SYSTEMS INC      EQUITY   867363103        2       80 SH       DEFINED               -            80        0        0
SUNGARD DATA SYSTEMS INC      EQUITY   867363103     1212    42525 SH       DEFINED                  4,6    12000    23400     7125
SUNGARD DATA SYSTEMS INC      EQUITY   867363103     3768   132215 SH       DEFINED                12,21   132215        0        0
SUNGARD DATA SYSTEMS INC      EQUITY   867363103      801    28097 SH       DEFINED          15,18,21,22    20910        0     7187
SUNGARD DATA SYSTEMS INC      EQUITY   867363103    19163   672374 SH       DEFINED             18,21,22   479663        0   192711
SUNGARD DATA SYSTEMS INC      EQUITY   867363103     3052   107100 SH       DEFINED                   25        0   107100        0
SUNGARD DATA SYSTEMS INC      EQUITY   867363103       94     3300 SH       DEFINED     3,13,14,27,30,31     3300        0        0
SUNGARD DATA SYSTEMS INC      EQUITY   867363103     1920    67384 SH       DEFINED                21,32    67384        0        0
SUNOCO INC                    EQUITY   86764P109       24      775 SH       DEFINED               -           775        0        0
SUNOCO INC                    EQUITY   86764P109       15      500 SH       DEFINED                  4,6      500        0        0
SUNOCO INC                    EQUITY   86764P109     3506   115410 SH       DEFINED                12,21   115410        0        0
SUNOCO INC                    EQUITY   86764P109       22      736 SH       DEFINED          15,18,21,22        0        0      736
SUNOCO INC                    EQUITY   86764P109     2292    75446 SH       DEFINED             18,21,22    51781        0    23665
SUNOCO INC                    EQUITY   86764P109       76     2506 SH       DEFINED                   25        0     2506        0
SUNOCO INC                    EQUITY   86764P109      392    12900 SH       DEFINED     3,13,14,27,30,31    12900        0        0
SUNOCO INC                    EQUITY   86764P109      127     4169 SH       DEFINED                21,32     4169        0        0
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106       16      550 SH       DEFINED               -           550        0        0
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106     4975   172308 SH       DEFINED   2,3,11,13,14,30,31        0   172308        0
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106     2359    81700 SH       DEFINED                12,21    81700        0        0
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106       95     3285 SH       DEFINED          15,18,21,22     2450        0      835
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106     2322    80415 SH       DEFINED             18,21,22    55409        0    25006
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106      834    28900 SH       DEFINED                   25        0    28900        0
SUNRISE TECHNOLOGIES INC      EQUITY   86769L103       88    17500 SH       DEFINED                12,21    17500        0        0
SUNRISE TECHNOLOGIES INC      EQUITY   86769L103      176    34885 SH       DEFINED             18,21,22     6385        0    28500
SUNSHINE MINING & REFINING    EQUITY   867833105        5    16155 SH       DEFINED             18,21,22     1100        0    15055
SUNTERRA CORP                 EQUITY   86787D109      409    30550 SH       DEFINED                12,21    30550        0        0
SUNTERRA CORP                 EQUITY   86787D109        3      225 SH       DEFINED          15,18,21,22        0        0      225
SUNTERRA CORP                 EQUITY   86787D109       88     6560 SH       DEFINED             18,21,22      938        0     5622
SUNRISE MEDICAL INC           EQUITY   867910101      119    17217 SH       DEFINED                12,21    17217        0        0
SUNRISE MEDICAL INC           EQUITY   867910101        1      100 SH       DEFINED          15,18,21,22        0        0      100
SUNRISE MEDICAL INC           EQUITY   867910101       10     1425 SH       DEFINED             18,21,22      300        0     1125
SUNTRUST BANKS INC            EQUITY   867914103      535     8253 SH       DEFINED               -          8253        0        0
SUNTRUST BANKS INC            EQUITY   867914103    12879   198522 SH       DEFINED                12,21   198522        0        0
SUNTRUST BANKS INC            EQUITY   867914103    11014   169779 SH       DEFINED          15,18,21,22    50464        0   119314
SUNTRUST BANKS INC            EQUITY   867914103       65     1000 SH       DEFINED             16,18,21     1000        0        0
SUNTRUST BANKS INC            EQUITY   867914103    49671   765644 SH       DEFINED             18,21,22   324561        0   441082
SUNTRUST BANKS INC            EQUITY   867914103      580     8935 SH       DEFINED                   25        0     8935        0
SUNTRUST BANKS INC            EQUITY   867914103      546     8411 SH       DEFINED     3,13,14,27,30,31     8411        0        0
SUNTRUST BANKS INC            EQUITY   867914103     1117    17217 SH       DEFINED                21,32    17217        0        0
SUPERCONDUCTOR TECH INC       EQUITY   867931107       73    20115 SH       DEFINED             18,21,22      715        0    19400
SUNSTONE HOTEL INVESTORS INC  EQUITY   867933103        4      470 SH       DEFINED               -           470        0        0
SUNSTONE HOTEL INVESTORS INC  EQUITY   867933103      282    30955 SH       DEFINED                12,21    30955        0        0
SUNSTONE HOTEL INVESTORS INC  EQUITY   867933103       66     7220 SH       DEFINED          15,18,21,22     6010        0     1210
SUNSTONE HOTEL INVESTORS INC  EQUITY   867933103     1770   194023 SH       DEFINED             18,21,22   147518        0    46504
SUNSOURCE INC                 EQUITY   867948101      115    12654 SH       DEFINED             18,21,22     7602        0     5052
SUPERGEN INC                  EQUITY   868059106      255    13200 SH       DEFINED                12,21    13200        0        0
SUPERGEN INC                  EQUITY   868059106     1137    58851 SH       DEFINED             18,21,22    19337        0    39514
SUPERIOR CONSULTANT HLDGS     EQUITY   868146101       17      635 SH       DEFINED               -           635        0        0
SUPERIOR CONSULTANT HLDGS     EQUITY   868146101      213     7900 SH       DEFINED                12,21     7900        0        0
SUPERIOR CONSULTANT HLDGS     EQUITY   868146101       86     3180 SH       DEFINED          15,18,21,22     2880        0      300
SUPERIOR CONSULTANT HLDGS     EQUITY   868146101     2040    75570 SH       DEFINED             18,21,22    52685        0    22885
SUPERIOR CONSULTANT HLDGS     OPTION   868146101      823    30479 SH  CALL DEFINED             18,21,22    30479        0        0
SUPERIOR CONSULTANT HLDGS     OPTION   868146101      823    30479 SH  PUT  DEFINED             18,21,22    30479        0        0
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105     2295    84600 SH       DEFINED                  4,6        0    84600        0
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105     1473    54295 SH       DEFINED                12,21    54295        0        0
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105        2       82 SH       DEFINED          15,18,21,22       82        0        0
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105      865    31903 SH       DEFINED             18,21,22    20810        0    11093
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105      966    35600 SH       DEFINED                21,32    35600        0        0
SUPERIOR NAT'L INSURANCE GROU EQUITY   868224106       90     4500 SH       DEFINED                12,21     4500        0        0
SUPERIOR NAT'L INSURANCE GROU EQUITY   868224106      472    23600 SH       DEFINED             18,21,22        0        0    23600
SUPERIOR SVCS INC             EQUITY   868316100      728    27100 SH       DEFINED                12,21    27100        0        0
SUPERIOR SVCS INC             EQUITY   868316100       94     3492 SH       DEFINED             18,21,22     3167        0      325
SUPERIOR SVCS INC             EQUITY   868316100     3118   116000 SH       DEFINED        3,13,30,31,33        0        0   116000
SUPERIOR TELECOM INC          EQUITY   868365107      305    10879 SH       DEFINED                12,21    10879        0        0
SUPERIOR TELECOM INC          EQUITY   868365107       14      487 SH       DEFINED             18,21,22      300        0      187
SUPERVALU INC                 EQUITY   868536103    10680   485461 SH       DEFINED                12,21   485461        0        0
SUPERVALU INC                 EQUITY   868536103       39     1775 SH       DEFINED          15,18,21,22      805        0      970
SUPERVALU INC                 EQUITY   868536103      209     9500 SH       DEFINED                18,21     9500        0        0
SUPERVALU INC                 EQUITY   868536103      592    26890 SH       DEFINED             18,21,22    19795        0     7095
SUPERVALU INC                 EQUITY   868536103      285    12948 SH       DEFINED                   25        0    12948        0
SUPERVALU INC                 EQUITY   868536103     1284    58346 SH       DEFINED                21,32    58346        0        0
SUSQUEHANNA BANCSHARES INC-PA EQUITY   869099101      542    30550 SH       DEFINED                12,21    30550        0        0
SUSQUEHANNA BANCSHARES INC-PA EQUITY   869099101      134     7549 SH       DEFINED             18,21,22     4349        0     3200
SUSSEX BANCORP                EQUITY   869245100      162    15801 SH       DEFINED             18,21,22        1        0    15800
SWIFT ENERGY CO CONV SUB NOTE CORPBOND 870738AB7       98   123000 PRN      DEFINED             18,21,22    63000        0    60000
SWIFT ENERGY CO               EQUITY   870738101      129    12040 SH       DEFINED                12,21    12040        0        0
SWIFT ENERGY CO               EQUITY   870738101       68     6324 SH       DEFINED             18,21,22     5091        0     1233
SWIFT TRANSN INC              EQUITY   870756103       43     1889 SH       DEFINED               -          1889        0        0
SWIFT TRANSN INC              EQUITY   870756103     1956    85500 SH       DEFINED                12,21    85500        0        0
SWIFT TRANSN INC              EQUITY   870756103      312    13624 SH       DEFINED          15,18,21,22    10007        0     3617
SWIFT TRANSN INC              EQUITY   870756103     9871   431515 SH       DEFINED             18,21,22   289401        0   142114
SWIFT TRANSN INC              EQUITY   870756103     1204    52650 SH       DEFINED                   25        0    52650        0
SWISS HELVETIA FD INC         EQUITY   870875101      266    18828 SH       DEFINED                  4,6    18828        0        0
SWISS HELVETIA FD INC         EQUITY   870875101        2      120 SH       DEFINED          15,18,21,22        0        0      120
SWISS HELVETIA FD INC         EQUITY   870875101     1054    74645 SH       DEFINED             18,21,22     8353        0    66292
SYBRON CHEM INC               EQUITY   870903101    31515  2025000 SH       DEFINED                1,4,6  2025000        0        0
SYBRON CHEM INC               EQUITY   870903101        1       92 SH       DEFINED             18,21,22        0        0       92
*** SWISSCOM AG SPONS ADR     EQUITY   871013108       31      860 SH       DEFINED               -           860        0        0
*** SWISSCOM AG SPONS ADR     EQUITY   871013108      437    12128 SH       DEFINED          15,18,21,22     9262        0     2866
*** SWISSCOM AG SPONS ADR     EQUITY   871013108    21602   600069 SH       DEFINED             18,21,22   472467        0   127602
SYBASE INC                    EQUITY   871130100     2820   268600 SH       DEFINED                12,21   268600        0        0
SYBASE INC                    EQUITY   871130100     2276   216808 SH       DEFINED             18,21,22   149032        0    67776
SYBASE INC                    EQUITY   871130100     1394   132800 SH       DEFINED                   25        0   132800        0
SYBASE INC                    EQUITY   871130100     3945   375695 SH       DEFINED                21,32   375695        0        0
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106        2       55 SH       DEFINED               -            55        0        0
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106     2980   101000 SH       DEFINED                12,21   101000        0        0
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106      139     4705 SH       DEFINED          15,18,21,22     2180        0     2525
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106     3563   120796 SH       DEFINED             18,21,22    84411        0    36385
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106      985    33400 SH       DEFINED                   25        0    33400        0
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106     1357    46000 SH       DEFINED                21,32    46000        0        0
SYKES ENTERPRISES INC         EQUITY   871237103     1943    71300 SH       DEFINED                12,21    71300        0        0
SYKES ENTERPRISES INC         EQUITY   871237103       52     1925 SH       DEFINED             18,21,22      825        0     1100
SYKES ENTERPRISES INC         EQUITY   871237103     1327    48700 SH       DEFINED                21,32    48700        0        0
SYLVAN INC                    EQUITY   871371100       35     3131 SH       DEFINED          15,18,21,22     1513        0     1618
SYLVAN INC                    EQUITY   871371100     1024    90988 SH       DEFINED             18,21,22    64062        0    26926
SYLVAN LEARNING SYS INC       EQUITY   871399101       29     1122 SH       DEFINED               -          1122        0        0
SYLVAN LEARNING SYS INC       EQUITY   871399101       59     2300 SH       DEFINED                  4,6        0        0     2300
SYLVAN LEARNING SYS INC       EQUITY   871399101     1720    67465 SH       DEFINED                12,21    67465        0        0
SYLVAN LEARNING SYS INC       EQUITY   871399101      448    17568 SH       DEFINED          15,18,21,22    10115        0     7453
SYLVAN LEARNING SYS INC       EQUITY   871399101    11694   458592 SH       DEFINED             18,21,22   308683        0   149909
SYLVAN LEARNING SYS INC       OPTION   871399101    10199   399973 SH  CALL DEFINED             18,21,22   399973        0        0
SYLVAN LEARNING SYS INC       OPTION   871399101    10199   399973 SH  PUT  DEFINED             18,21,22   399973        0        0
SYLVAN LEARNING SYS INC       EQUITY   871399101      497    19500 SH       DEFINED     3,13,14,27,30,31    19500        0        0
SYMANTEC CORP                 EQUITY   871503108        9      305 SH       DEFINED               -           305        0        0
SYMANTEC CORP                 EQUITY   871503108     2535    87600 SH       DEFINED                12,21    87600        0        0
SYMANTEC CORP                 EQUITY   871503108      212     7327 SH       DEFINED          15,18,21,22     4263        0     3064
SYMANTEC CORP                 EQUITY   871503108    11489   397019 SH       DEFINED             18,21,22   302423        0    94596
SYMBOL TECHNOLOGIES INC       EQUITY   871508107        2       52 SH       DEFINED               -            52        0        0
SYMBOL TECHNOLOGIES INC       EQUITY   871508107    12750   324328 SH       DEFINED                  4,6     2248        0   322080
SYMBOL TECHNOLOGIES INC       EQUITY   871508107       78     1981 SH       DEFINED                5,6,7        0        0     1981
SYMBOL TECHNOLOGIES INC       EQUITY   871508107     2857    72683 SH       DEFINED                12,21    72683        0        0
SYMBOL TECHNOLOGIES INC       EQUITY   871508107      251     6396 SH       DEFINED          15,18,21,22     3470        0     2926
SYMBOL TECHNOLOGIES INC       EQUITY   871508107    11169   284113 SH       DEFINED             18,21,22   150580        0   133532
SYMBOL TECHNOLOGIES INC       EQUITY   871508107      285     7251 SH       DEFINED     3,13,14,27,30,31     7251        0        0
SYMBOL TECHNOLOGIES INC       EQUITY   871508107     2183    55521 SH       DEFINED                21,32    55521        0        0
SYMS CORP                     EQUITY   871551107     1682   224300 SH       DEFINED                  4,6        0   224300        0
SYMS CORP                     EQUITY   871551107       32     4300 SH       DEFINED                12,21     4300        0        0
SYNCOR INTERNATIONAL CORP-DEL EQUITY   87157J106      125     3900 SH       DEFINED                12,21     3900        0        0
SYNCOR INTERNATIONAL CORP-DEL EQUITY   87157J106     3694   115442 SH       DEFINED             18,21,22   112366        0     3076
SYNETIC INC CV SUB DEBS-REG   CORPBOND 87160FAB5       33    30000 PRN      DEFINED             18,21,22        0        0    30000
SYNETIC INC                   EQUITY   87160F109      920    15015 SH       DEFINED                  4,6     4940     6685     3390
SYNETIC INC                   EQUITY   87160F109        6       90 SH       DEFINED                  6,7        0        0       90
SYNETIC INC                   EQUITY   87160F109      876    14300 SH       DEFINED                12,21    14300        0        0
SYNETIC INC                   EQUITY   87160F109     3489    56963 SH       DEFINED             18,21,22    54803        0     2160
SYNETIC INC                   EQUITY   87160F109     3442    56200 SH       DEFINED        3,13,30,31,33        0        0    56200
SYNOPSYS INC                  EQUITY   871607107       30      500 SH       DEFINED               -           500        0        0
SYNOPSYS INC                  EQUITY   871607107      278     4700 SH       DEFINED                  4,6     4000        0      700
SYNOPSYS INC                  EQUITY   871607107     5377    90853 SH       DEFINED                12,21    90853        0        0
SYNOPSYS INC                  EQUITY   871607107      573     9680 SH       DEFINED          15,18,21,22     7045        0     2635
SYNOPSYS INC                  EQUITY   871607107    14239   240571 SH       DEFINED             18,21,22   164195        0    76376
SYNOPSYS INC                  EQUITY   871607107       24      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
SYNOPSYS INC                  EQUITY   871607107      450     7600 SH       DEFINED                21,32     7600        0        0
SYNOVUS FINANCIAL CORP        EQUITY   87161C105     1215    65426 SH       DEFINED                12,21    65426        0        0
SYNOVUS FINANCIAL CORP        EQUITY   87161C105     4408   237482 SH       DEFINED          15,18,21,22    60870        0   176611
SYNOVUS FINANCIAL CORP        EQUITY   87161C105     4821   259718 SH       DEFINED             16,18,21   259718        0        0
SYNOVUS FINANCIAL CORP        EQUITY   87161C105     1122    60461 SH       DEFINED             18,21,22    44350        0    16110
SYNOVUS FINANCIAL CORP        EQUITY   87161C105      180     9700 SH       DEFINED                   25        0     9700        0
SYNOVUS FINANCIAL CORP        EQUITY   87161C105      233    12546 SH       DEFINED                21,32    12546        0        0
SYNTELLECT INC                EQUITY   87161L105       19    10000 SH       DEFINED             18,21,22        0        0    10000
SYNTROLEUM CORP               EQUITY   871630109      238    26300 SH       DEFINED                12,21    26300        0        0
SYNTROLEUM CORP               EQUITY   871630109        5      600 SH       DEFINED          15,18,21,22        0        0      600
SYNTROLEUM CORP               EQUITY   871630109       41     4583 SH       DEFINED             18,21,22     3629        0      954
SYSCO CORP                    EQUITY   871829107    12343   390280 SH       DEFINED               -        390280        0        0
SYSCO CORP                    EQUITY   871829107      493    15600 SH       DEFINED                  4,6     8000        0     7600
SYSCO CORP                    EQUITY   871829107    12595   398264 SH       DEFINED                12,21   398264        0        0
SYSCO CORP                    EQUITY   871829107     5344   168977 SH       DEFINED          15,18,21,22    95619        0    73358
SYSCO CORP                    EQUITY   871829107   117405  3712408 SH       DEFINED             18,21,22  2022334        0  1690074
SYSCO CORP                    EQUITY   871829107      381    12056 SH       DEFINED                   25        0    12056        0
SYSCO CORP                    EQUITY   871829107     1266    40044 SH       DEFINED     3,13,14,27,30,31    40044        0        0
SYSCO CORP                    EQUITY   871829107      639    20208 SH       DEFINED                21,32    20208        0        0
SYSTEM SOFTWARE ASSOC SUB NTS CORPBOND 871839AA4       57   145000 PRN      DEFINED             18,21,22    10000        0   135000
SYSTEM SOFTWARE ASSOCIATES IN EQUITY   871839106       21    12600 SH       DEFINED                12,21    12600        0        0
SYSTEM SOFTWARE ASSOCIATES IN EQUITY   871839106       15     8607 SH       DEFINED             18,21,22      407        0     8200
SYSTEMAX INC                  EQUITY   871851101       15     1500 SH       DEFINED                  4,6     1500        0        0
SYSTEMAX INC                  EQUITY   871851101      205    20500 SH       DEFINED                12,21    20500        0        0
SYSTEMAX INC                  EQUITY   871851101       41     4053 SH       DEFINED             18,21,22        0        0     4053
SYSTEMS & COMPUTER TECH SUB   CORPBOND 871873AB1       62    70000 PRN      DEFINED               -         70000        0        0
SYSTEMS & COMPUTER TECH SUB   CORPBOND 871873AB1       39    44000 PRN      DEFINED          15,18,21,22     5000        0    39000
SYSTEMS & COMPUTER TECH SUB   CORPBOND 871873AB1      756   853000 PRN      DEFINED             18,21,22   482000        0   371000
SYSTEMS & COMPUTER TECHNOLOGY EQUITY   871873105      542    32600 SH       DEFINED                12,21    32600        0        0
SYSTEMS & COMPUTER TECHNOLOGY EQUITY   871873105        7      430 SH       DEFINED          15,18,21,22      430        0        0
SYSTEMS & COMPUTER TECHNOLOGY EQUITY   871873105      988    59438 SH       DEFINED             18,21,22    11120        0    48318
T & W FINL CORP               EQUITY   87215N107       84    13350 SH       DEFINED             18,21,22     6500        0     6850
TAVA TECHNOLOGIES INC         EQUITY   872169107       84    10500 SH       DEFINED                12,21    10500        0        0
TAVA TECHNOLOGIES INC         EQUITY   872169107       24     2987 SH       DEFINED             18,21,22        0        0     2987
TBC CORP                      EQUITY   872180104      697    94500 SH       DEFINED                  4,6        0    94500        0
TBC CORP                      EQUITY   872180104      176    23808 SH       DEFINED             18,21,22     5805        0    18003
TB WOODS CORP                 EQUITY   872226105      104    10101 SH       DEFINED             18,21,22     6101        0     4000
TCA CABLE TV INC              EQUITY   872241104    13990   243038 SH       DEFINED                12,21   243038        0        0
TCA CABLE TV INC              EQUITY   872241104      305     5292 SH       DEFINED          15,18,21,22     2302        0     2990
TCA CABLE TV INC              EQUITY   872241104     1517    26359 SH       DEFINED             18,21,22     8017        0    18342
TCA CABLE TV INC              EQUITY   872241104       18      320 SH       DEFINED     3,13,14,27,30,31      320        0        0
TCA CABLE TV INC              EQUITY   872241104      403     7000 SH       DEFINED                21,32     7000        0        0
TCF FINANCIAL CORP            EQUITY   872275102       56     2000 SH       DEFINED               -          2000        0        0
TCF FINANCIAL CORP            EQUITY   872275102       56     2000 SH       DEFINED                  4,6        0        0     2000
TCF FINANCIAL CORP            EQUITY   872275102      670    24035 SH       DEFINED                12,21    24035        0        0
TCF FINANCIAL CORP            EQUITY   872275102       67     2415 SH       DEFINED          15,18,21,22      935        0     1480
TCF FINANCIAL CORP            EQUITY   872275102     1232    44187 SH       DEFINED             18,21,22    30264        0    13922
TCI MUSIC INC SER A           EQUITY   87229N101     1408    54950 SH       DEFINED                  4,6        0        0    54950
TCI MUSIC INC SER A           EQUITY   87229N101        3      100 SH       DEFINED             18,21,22      100        0        0
TC PIPELINES LP UNITS         EQUITY   87233Q108      627    32350 SH       DEFINED             18,21,22     1500        0    30850
TCSI CORP                     EQUITY   87233R106       43    22800 SH       DEFINED             18,21,22        0        0    22800
*** TDK CORP AMER DEPOSIT SHS EQUITY   872351408      153     1526 SH       DEFINED          15,18,21,22      429        0     1097
*** TDK CORP AMER DEPOSIT SHS EQUITY   872351408     1276    12745 SH       DEFINED             18,21,22     8279        0     4466
*** TDK CORP AMER DEPOSIT SHS EQUITY   872351408      349     3488 SH       DEFINED                   25        0     3488        0
TECO ENERGY INC               EQUITY   872375100      119     5902 SH       DEFINED               -          5902        0        0
TECO ENERGY INC               EQUITY   872375100       74     3660 SH       DEFINED                  4,6     2360        0     1300
TECO ENERGY INC               EQUITY   872375100      249    12349 SH       DEFINED                12,21    12349        0        0
TECO ENERGY INC               EQUITY   872375100        4      200 SH       DEFINED          15,18,21,22        0        0      200
TECO ENERGY INC               EQUITY   872375100     5690   282753 SH       DEFINED             18,21,22    92350        0   190403
TECO ENERGY INC               EQUITY   872375100      636    31600 SH       DEFINED                21,32    31600        0        0
TEPPCO PARTNERS L P UNIT LTD  EQUITY   872384102       61     2400 SH       DEFINED               -          2400        0        0
TEPPCO PARTNERS L P UNIT LTD  EQUITY   872384102        5      178 SH       DEFINED          15,18,21,22        0        0      178
TEPPCO PARTNERS L P UNIT LTD  EQUITY   872384102     4099   161526 SH       DEFINED             18,21,22    60263        0   101262
THQ INC NEW (DE)              EQUITY   872443403      314    11000 SH       DEFINED                12,21    11000        0        0
THQ INC NEW (DE)              EQUITY   872443403      740    25975 SH       DEFINED             18,21,22    15650        0    10325
TJ INTERNATIONAL INC          EQUITY   872534102      338    10881 SH       DEFINED                12,21    10881        0        0
TJ INTERNATIONAL INC          EQUITY   872534102       38     1214 SH       DEFINED             18,21,22      714        0      500
TJX COMPANIES INC  NEW        EQUITY   872540109      199     6000 SH       DEFINED               -          6000        0        0
TJX COMPANIES INC  NEW        EQUITY   872540109    73500  2218862 SH       DEFINED                12,21  2218862        0        0
TJX COMPANIES INC  NEW        EQUITY   872540109     1420    42876 SH       DEFINED          15,18,21,22    31950        0    10926
TJX COMPANIES INC  NEW        EQUITY   872540109    32450   979617 SH       DEFINED             18,21,22   682730        0   296887
TJX COMPANIES INC  NEW        EQUITY   872540109      382    11524 SH       DEFINED                   25        0    11524        0
TJX COMPANIES INC  NEW        EQUITY   872540109      549    16565 SH       DEFINED     3,13,14,27,30,31    16565        0        0
TJX COMPANIES INC  NEW        EQUITY   872540109      646    19512 SH       DEFINED                21,32    19512        0        0
TNP ENTERPRISES INC           EQUITY   872594106      380     9966 SH       DEFINED                12,21     9966        0        0
TNP ENTERPRISES INC           EQUITY   872594106      104     2727 SH       DEFINED             18,21,22     2102        0      624
TRC COMPANIES INC             EQUITY   872625108      583    82500 SH       DEFINED                12,21    82500        0        0
TRC COMPANIES INC             EQUITY   872625108      612    86600 SH       DEFINED             16,18,21    86600        0        0
TRC COMPANIES INC             EQUITY   872625108       23     3300 SH       DEFINED             18,21,22     3300        0        0
TRW INC                       EQUITY   872649108     4841    89545 SH       DEFINED                12,21    89545        0        0
TRW INC                       EQUITY   872649108     1519    28095 SH       DEFINED             18,21,22    16722        0    11372
TRW INC                       EQUITY   872649108      188     3478 SH       DEFINED                   25        0     3478        0
TRW INC                       EQUITY   872649108      368     6800 SH       DEFINED     3,13,14,27,30,31     6800        0        0
TRW INC                       EQUITY   872649108      408     7545 SH       DEFINED                21,32     7545        0        0
TSI INC                       EQUITY   872876107      535    38891 SH       DEFINED             18,21,22     4255        0    34635
TSI INTL SOFTWARE LTD         EQUITY   872879101     2025   112900 SH       DEFINED                12,21   112900        0        0
TSI INTL SOFTWARE LTD         EQUITY   872879101     1130    63000 SH       DEFINED        3,13,28,29,31    63000        0        0
*** TLC THE LASER CTR INC     EQUITY   872934104     1782    52800 SH       DEFINED                  4,6    17560    23725    11515
*** TLC THE LASER CTR INC     EQUITY   872934104       11      320 SH       DEFINED                  6,7        0        0      320
*** TLC THE LASER CTR INC     EQUITY   872934104     1839    54500 SH       DEFINED                12,21    54500        0        0
*** TLC THE LASER CTR INC     EQUITY   872934104       12      350 SH       DEFINED             18,21,22        0        0      350
*** TLC THE LASER CTR INC     OPTION   872934104      844    25000 SH  CALL DEFINED             18,21,22    25000        0        0
*** TLC THE LASER CTR INC     OPTION   872934104      844    25000 SH  PUT  DEFINED             18,21,22    25000        0        0
TMP WORLDWIDE INC             EQUITY   872941109       69     1500 SH       DEFINED               -          1500        0        0
TMP WORLDWIDE INC             EQUITY   872941109      755    16400 SH       DEFINED                  4,6     2600        0    13800
TMP WORLDWIDE INC             EQUITY   872941109      924    20050 SH       DEFINED                12,21    20050        0        0
TMP WORLDWIDE INC             EQUITY   872941109      477    10352 SH       DEFINED          15,18,21,22     2568        0     7784
TMP WORLDWIDE INC             OPTION   872941109       46     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
TMP WORLDWIDE INC             EQUITY   872941109     8875   192663 SH       DEFINED             18,21,22    88083        0   104580
TV GUIDE INC CL A             EQUITY   87307Q109      403    12724 SH       DEFINED                12,21    12724        0        0
TV GUIDE INC CL A             EQUITY   87307Q109      315     9936 SH       DEFINED             18,21,22     4545        0     5391
TV GUIDE INC CL A             EQUITY   87307Q109       10      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
*** TVX GOLD INC              EQUITY   87308K101      416   512000 SH       DEFINED   2,3,11,13,14,30,31        0   512000        0
*** TVX GOLD INC              EQUITY   87308K101        1     1200 SH       DEFINED             18,21,22      200        0     1000
TACO CABANA INC CL A          EQUITY   873425102     5160   557843 SH       DEFINED             18,21,22      514        0   557329
*** TAG HEUER INTL SA         EQUITY   873773105      111    10870 SH       DEFINED               -         10870        0        0
*** TAG HEUER INTL SA         EQUITY   873773105      382    37515 SH       DEFINED             18,21,22    12650        0    24865
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100       36     1200 SH       DEFINED                12,21     1200        0        0
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100       82     2700 SH       DEFINED          15,18,21,22        0        0     2700
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100     1063    35000 SH       DEFINED             16,18,21    35000        0        0
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100      274     9008 SH       DEFINED       17,18,19,20,21     9008        0        0
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100     4806   158232 SH       DEFINED             18,21,22   153891        0     4341
TALBOTS INC                   EQUITY   874161102      345     9646 SH       DEFINED                12,21     9646        0        0
TALBOTS INC                   EQUITY   874161102      164     4600 SH       DEFINED          15,18,21,22     3260        0     1340
TALBOTS INC                   EQUITY   874161102     3464    96908 SH       DEFINED             18,21,22    66675        0    30233
TALBOTS INC                   EQUITY   874161102       15      410 SH       DEFINED     3,13,14,27,30,31      410        0        0
*** TALISMAN ENERGY INC       EQUITY   87425E103      295    10000 SH       DEFINED                12,21    10000        0        0
*** TALISMAN ENERGY INC       EQUITY   87425E103      295    10000 SH       DEFINED             16,18,21    10000        0        0
*** TALISMAN ENERGY INC       EQUITY   87425E103      269     9117 SH       DEFINED             18,21,22     1612        0     7505
TALK.COM INC                  EQUITY   874264104     2085   200975 SH       DEFINED                12,21   200975        0        0
TALK.COM INC                  EQUITY   874264104        2      175 SH       DEFINED          15,18,21,22      125        0       50
TALK.COM INC                  EQUITY   874264104     1136   109511 SH       DEFINED             18,21,22    55384        0    54127
TALK.COM INC                  EQUITY   874264104       84     8100 SH       DEFINED     3,13,14,27,30,31     8100        0        0
TALK.COM INC                  EQUITY   874264104      543    52300 SH       DEFINED                21,32    52300        0        0
TANDY CORP DE                 EQUITY   875382103       20      400 SH       DEFINED                  4,6        0        0      400
TANDY CORP DE                 EQUITY   875382103     1444    29200 SH       DEFINED                  6,7    29200        0        0
TANDY CORP DE                 EQUITY   875382103    22336   451806 SH       DEFINED                12,21   451806        0        0
TANDY CORP DE                 EQUITY   875382103      216     4370 SH       DEFINED          15,18,21,22     4370        0        0
TANDY CORP DE                 EQUITY   875382103     9529   192738 SH       DEFINED             18,21,22    82126        0   110612
TANDY CORP DE                 EQUITY   875382103      261     5276 SH       DEFINED                   25        0     5276        0
TANDY CORP DE                 EQUITY   875382103      519    10489 SH       DEFINED                21,32    10489        0        0
TANDYCRAFTS INC               EQUITY   875386104      104    32000 SH       DEFINED             18,21,22        0        0    32000
TANGER FACTORY OUTLET CTRS IN EQUITY   875465106      121     4744 SH       DEFINED                12,21     4744        0        0
TANGER FACTORY OUTLET CTRS IN EQUITY   875465106      106     4165 SH       DEFINED             18,21,22     1593        0     2572
TANGER FACTORY OUTLET CTRS IN EQUITY   875465205      709    30000 SH       DEFINED                12,21    30000        0        0
TARRANT APPAREL GROUP         EQUITY   876289109       83     5700 SH       DEFINED                12,21     5700        0        0
TARRANT APPAREL GROUP         EQUITY   876289109        2      140 SH       DEFINED          15,18,21,22      140        0        0
TARRANT APPAREL GROUP         EQUITY   876289109      612    41869 SH       DEFINED             18,21,22    29904        0    11965
TARRANT APPAREL GROUP         EQUITY   876289109      531    36300 SH       DEFINED                   25        0    36300        0
TASTY BAKING CO               EQUITY   876553306     1453   123700 SH       DEFINED   2,3,11,13,14,30,31        0   123700        0
TASTY BAKING CO               EQUITY   876553306        3      257 SH       DEFINED             18,21,22        5        0      251
TAUBMAN CENTERS INC           EQUITY   876664103      391    29900 SH       DEFINED                12,21    29900        0        0
TAUBMAN CENTERS INC           EQUITY   876664103      845    64710 SH       DEFINED             18,21,22    46110        0    18600
TEAMSTAFF INC                 EQUITY   87815U105       30    21500 SH       DEFINED             18,21,22        0        0    21500
TEARDROP GOLF CO.             EQUITY   878190107      113    41200 SH       DEFINED             18,21,22    26200        0    15000
TECH DATA CORP                EQUITY   878237106      512    13700 SH       DEFINED                12,21    13700        0        0
TECH DATA CORP                EQUITY   878237106      348     9323 SH       DEFINED          15,18,21,22     2893        0     6430
TECH DATA CORP                EQUITY   878237106     6221   166457 SH       DEFINED             18,21,22   133370        0    33087
TECH DATA CORP                EQUITY   878237106      673    18000 SH       DEFINED                21,32    18000        0        0
TECH-SYM CORP                 EQUITY   878308105     3315   135300 SH       DEFINED                12,21   135300        0        0
TECH-SYM CORP                 EQUITY   878308105      595    24278 SH       DEFINED             18,21,22    14115        0    10163
TECHE HOLDING CO              EQUITY   878330109      625    37303 SH       DEFINED             18,21,22    14803        0    22500
TECHNE CORP                   EQUITY   878377100     2363    82900 SH       DEFINED                12,21    82900        0        0
TECHNE CORP                   EQUITY   878377100      190     6680 SH       DEFINED          15,18,21,22     6255        0      425
TECHNE CORP                   EQUITY   878377100     3810   133694 SH       DEFINED             18,21,22    95225        0    38469
TECHNE CORP                   EQUITY   878377100      476    16700 SH       DEFINED                   25        0    16700        0
TECHNISOURCE INC              EQUITY   878553106      148    29600 SH       DEFINED                12,21    29600        0        0
TECHNITROL INC                EQUITY   878555101      497    14000 SH       DEFINED                12,21    14000        0        0
TECHNITROL INC                EQUITY   878555101       18      520 SH       DEFINED          15,18,21,22      520        0        0
TECHNITROL INC                EQUITY   878555101      312     8800 SH       DEFINED             16,18,21     8800        0        0
TECHNITROL INC                EQUITY   878555101      593    16709 SH       DEFINED             18,21,22    10599        0     6110
TECHNOLOGY SOLUTIONS CO       EQUITY   87872T108      785    69820 SH       DEFINED                12,21    69820        0        0
TECHNOLOGY SOLUTIONS CO       EQUITY   87872T108       28     2505 SH       DEFINED             18,21,22        5        0     2500
TECUMSEH PRODUCTS CO  CLASS B EQUITY   878895101     2773    47000 SH       DEFINED                12,21    47000        0        0
TECUMSEH PRODUCTS CO  CLASS B EQUITY   878895101     4195    71100 SH       DEFINED             16,18,21    71100        0        0
TECUMSEH PRODUCTS CO  CLASS B EQUITY   878895101       47      791 SH       DEFINED             18,21,22       40        0      751
TECUMSEH PRODS CO CL A        EQUITY   878895200     6286    96431 SH       DEFINED                12,21    96431        0        0
TECUMSEH PRODS CO CL A        EQUITY   878895200     1069    16400 SH       DEFINED             16,18,21    16400        0        0
TECUMSEH PRODS CO CL A        EQUITY   878895200      392     6016 SH       DEFINED             18,21,22      343        0     5673
TECUMSEH PRODS CO CL A        EQUITY   878895200      209     3200 SH       DEFINED                   25        0     3200        0
TECUMSEH PRODS CO CL A        EQUITY   878895200      600     9200 SH       DEFINED                21,32     9200        0        0
TEJON RANCH CO                EQUITY   879080109      247     8200 SH       DEFINED                12,21     8200        0        0
TEJON RANCH CO                EQUITY   879080109      269     8940 SH       DEFINED             18,21,22     2900        0     6040
TEKELEC CO                    EQUITY   879101103      313    31900 SH       DEFINED                12,21    31900        0        0
TEKELEC CO                    EQUITY   879101103        3      311 SH       DEFINED          15,18,21,22      311        0        0
TEKELEC CO                    EQUITY   879101103      696    70894 SH       DEFINED             18,21,22    55037        0    15857
TEKELEC CO                    EQUITY   879101103       24     2400 SH       DEFINED     3,13,14,27,30,31     2400        0        0
TEKTRONIX INC                 EQUITY   879131100     2319    72200 SH       DEFINED   2,3,11,13,14,30,31        0    72200        0
TEKTRONIX INC                 EQUITY   879131100      681    21189 SH       DEFINED                12,21    21189        0        0
TEKTRONIX INC                 EQUITY   879131100     1548    48186 SH       DEFINED          15,18,21,22    27738        0    20448
TEKTRONIX INC                 EQUITY   879131100      260     8100 SH       DEFINED             16,18,21     8100        0        0
TEKTRONIX INC                 EQUITY   879131100     4323   134581 SH       DEFINED             18,21,22    92701        0    41880
TEKTRONIX INC                 EQUITY   879131100       36     1131 SH       DEFINED                   25        0     1131        0
TEKTRONIX INC                 EQUITY   879131100       71     2215 SH       DEFINED                21,32     2215        0        0
*** TELE CENTRO SUL PARTICPAC EQUITY   879239101      167     3100 SH       DEFINED                12,21     3100        0        0
*** TELE CENTRO SUL PARTICPAC EQUITY   879239101       54      998 SH       DEFINED             18,21,22      118        0      880
*** TELE DANMARK A/S SPON ADR EQUITY   879242105       24      800 SH       DEFINED               -           800        0        0
*** TELE DANMARK A/S SPON ADR EQUITY   879242105    44250  1500000 SH       DEFINED                12,21  1500000        0        0
*** TELE DANMARK A/S SPON ADR EQUITY   879242105      161     5466 SH       DEFINED          15,18,21,22     1890        0     3576
*** TELE DANMARK A/S SPON ADR EQUITY   879242105     2474    83855 SH       DEFINED             18,21,22    46381        0    37474
*** TELE DANMARK A/S SPON ADR EQUITY   879242105      425    14400 SH       DEFINED                   25        0    14400        0
*** TELE NORTE LESTE          EQUITY   879246106      443    28000 SH       DEFINED                12,21    28000        0        0
*** TELE NORTE LESTE          EQUITY   879246106     1083    68500 SH       DEFINED             16,18,21    68500        0        0
*** TELE NORTE LESTE          EQUITY   879246106       62     3926 SH       DEFINED             18,21,22      626        0     3300
TELEBANC FINANCIAL CORP       EQUITY   87925R109     1363    49337 SH       DEFINED                  4,6    15310    23312    10715
TELEBANC FINANCIAL CORP       EQUITY   87925R109       12      430 SH       DEFINED                  6,7        0        0      430
TELEBANC FINANCIAL CORP       EQUITY   87925R109     1276    46200 SH       DEFINED                12,21    46200        0        0
TELEBANC FINANCIAL CORP       EQUITY   87925R109      199     7202 SH       DEFINED          15,18,21,22     5117        0     2085
TELEBANC FINANCIAL CORP       EQUITY   87925R109     3529   127744 SH       DEFINED             18,21,22   105268        0    22476
*** TELE SUDESTE CELULAR      EQUITY   879252104       20      808 SH       DEFINED             18,21,22      125        0      683
*** TELE SUDESTE CELULAR      EQUITY   879252104      428    17348 SH       DEFINED                   25        0    17348        0
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106      510     5145 SH       DEFINED               -          5145        0        0
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106      332     3350 SH       DEFINED                  4,6        0        0     3350
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106     1156    11654 SH       DEFINED          15,18,21,22     7383        0     4271
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106      129     1302 SH       DEFINED             16,18,21     1302        0        0
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106    43182   435352 SH       DEFINED             18,21,22   333900        0   101452
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106      427     4300 SH       DEFINED                   25        0     4300        0
*** TELECOM ARGENTINA STET-   EQUITY   879273209     2561    95283 SH       DEFINED                  4,6    88583     6700        0
*** TELECOM ARGENTINA STET-   EQUITY   879273209      544    20240 SH       DEFINED                  6,7    20240        0        0
*** TELECOM ARGENTINA STET-   EQUITY   879273209       22      800 SH       DEFINED          15,18,21,22      800        0        0
*** TELECOM ARGENTINA STET-   EQUITY   879273209      119     4421 SH       DEFINED             18,21,22     1865        0     2556
*** TELECOM CORP NEW ZEALAND  EQUITY   879278208      186     5255 SH       DEFINED               -          5255        0        0
*** TELECOM CORP NEW ZEALAND  EQUITY   879278208       93     2630 SH       DEFINED          15,18,21,22     1025        0     1605
*** TELECOM CORP NEW ZEALAND  EQUITY   879278208     2796    78900 SH       DEFINED             18,21,22    56097        0    22803
*** TELECOMUNICACOES          EQUITY   879287100       16   251640 SH       DEFINED                  6,7   251640        0        0
*** TELECOMUNICACOES          EQUITY   879287100        2    29550 SH       DEFINED                12,21    29550        0        0
*** TELECOMUNICACOES          EQUITY   879287100        8   125823 SH       DEFINED             18,21,22    61025        0    64798
*** TELECOMUNICACOES          EQUITY   879287100        1    21800 SH       DEFINED     3,13,14,27,30,31    21800        0        0
*** TELECOMUNICACOES          EQUITY   879287308      628     8420 SH       DEFINED               -          8420        0        0
*** TELECOMUNICACOES          EQUITY   879287308      781    10470 SH       DEFINED                  4,6        0        0    10470
*** TELECOMUNICACOES          EQUITY   879287308    19092   255840 SH       DEFINED                  6,7   255840        0        0
*** TELECOMUNICACOES          EQUITY   879287308       49      650 SH       DEFINED                12,21      650        0        0
*** TELECOMUNICACOES          EQUITY   879287308      431     5772 SH       DEFINED          15,18,21,22     3820        0     1952
*** TELECOMUNICACOES          EQUITY   879287308      642     8600 SH       DEFINED             16,18,21     8600        0        0
*** TELECOMUNICACOES          OPTION   879287308     1342    17980 SH  CALL DEFINED       17,18,19,20,21    17980        0        0
*** TELECOMUNICACOES          OPTION   879287308     3731    50000 SH  PUT  DEFINED             18,21,22    50000        0        0
*** TELECOMUNICACOES          EQUITY   879287308    43205   578967 SH       DEFINED             18,21,22   415429        0   163538
TELEFLEX INC                  EQUITY   879369106       31      620 SH       DEFINED               -           620        0        0
TELEFLEX INC                  EQUITY   879369106      286     5723 SH       DEFINED                12,21     5723        0        0
TELEFLEX INC                  EQUITY   879369106      467     9347 SH       DEFINED          15,18,21,22     5642        0     3705
TELEFLEX INC                  EQUITY   879369106    12568   251366 SH       DEFINED             18,21,22   143828        0   107538
TELEFLEX INC                  EQUITY   879369106      510    10200 SH       DEFINED                21,32    10200        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206     2698    95100 SH       DEFINED                  4,6    95100        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206     1192    42000 SH       DEFINED                  6,7    42000        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206     1751    61701 SH       DEFINED                12,21    61701        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206       44     1565 SH       DEFINED          15,18,21,22     1075        0      490
*** TELEFONICA DE ARGENTINA S EQUITY   879378206      565    19900 SH       DEFINED             16,18,21    19900        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206     2069    72909 SH       DEFINED             18,21,22    60819        0    12090
*** TELEFONICA DE ARGENTINA S EQUITY   879378206      406    14300 SH       DEFINED                   25        0    14300        0
*** TELEFONICA S.A.           EQUITY   879382208      294     6241 SH       DEFINED               -          6241        0        0
*** TELEFONICA S.A.           EQUITY   879382208      230     4874 SH       DEFINED                  4,6      714        0     4160
*** TELEFONICA S.A.           EQUITY   879382208      111     2366 SH       DEFINED                12,21     2366        0        0
*** TELEFONICA S.A.           EQUITY   879382208      131     2782 SH       DEFINED          15,18,21,22     1088        0     1694
*** TELEFONICA S.A.           EQUITY   879382208     3246    68887 SH       DEFINED             16,18,21    68887        0        0
*** TELEFONICA S.A.           EQUITY   879382208       91     1938 SH       DEFINED       17,18,19,20,21     1938        0        0
*** TELEFONICA S.A.           EQUITY   879382208     5774   122525 SH       DEFINED             18,21,22    57943        0    64581
*** TELEFONICA S.A.           EQUITY   879382208      178     3769 SH       DEFINED                   25        0     3769        0
*** TELEFONICA DEL PERU S A   EQUITY   879384105       21     1445 SH       DEFINED               -          1445        0        0
*** TELEFONICA DEL PERU S A   EQUITY   879384105     5225   361884 SH       DEFINED                  4,6    34615        0   327269
*** TELEFONICA DEL PERU S A   EQUITY   879384105       87     6000 SH       DEFINED                5,6,7        0        0     6000
*** TELEFONICA DEL PERU S A   EQUITY   879384105       72     5000 SH       DEFINED                  6,7        0        0     5000
*** TELEFONICA DEL PERU S A   EQUITY   879384105      241    16700 SH       DEFINED                12,21    16700        0        0
*** TELEFONICA DEL PERU S A   EQUITY   879384105       13      910 SH       DEFINED          15,18,21,22      470        0      440
*** TELEFONICA DEL PERU S A   EQUITY   879384105      741    51326 SH       DEFINED             18,21,22    42765        0     8561
*** TELEFONICA DEL PERU S A   EQUITY   879384105     1261    87340 SH       DEFINED                   25        0    87340        0
*** TELEFONOS DE MEXICO SA DE CORPBOND 879403AD5       10    10000 PRN      DEFINED                12,21    10000        0        0
*** TELEFONOS DE MEXICO SA DE CORPBOND 879403AD5     5321  5500000 PRN      DEFINED             16,18,21  5500000        0        0
*** TELEFONOS DE MEXICO SA DE CORPBOND 879403AD5     9516  9836000 PRN      DEFINED             18,21,22  9836000        0        0
*** TELEFONOS DE MEX NOM ADR  EQUITY   879403400        1      306 SH       DEFINED          15,18,21,22        0        0      306
*** TELEFONOS DE MEX NOM ADR  EQUITY   879403400      209    57074 SH       DEFINED             18,21,22    20574        0    36500
*** TELEFONOS DE MEXICO S A   EQUITY   879403780      119     1629 SH       DEFINED               -          1629        0        0
*** TELEFONOS DE MEXICO S A   EQUITY   879403780    75324  1027432 SH       DEFINED                  4,6  1027232        0      200
*** TELEFONOS DE MEXICO S A   EQUITY   879403780    24541   334737 SH       DEFINED                  6,7        0        0   334737
*** TELEFONOS DE MEXICO S A   EQUITY   879403780     6693    91300 SH       DEFINED                12,21    91300        0        0
*** TELEFONOS DE MEXICO S A   EQUITY   879403780     1873    25544 SH       DEFINED          15,18,21,22    17459        0     8085
*** TELEFONOS DE MEXICO S A   EQUITY   879403780       29      400 SH       DEFINED       17,18,19,20,21      400        0        0
*** TELEFONOS DE MEXICO S A   OPTION   879403780       29      400 SH  CALL DEFINED             18,21,22        0        0      400
*** TELEFONOS DE MEXICO S A   OPTION   879403780      374     5100 SH  PUT  DEFINED             18,21,22        0        0     5100
*** TELEFONOS DE MEXICO S A   EQUITY   879403780    48489   661400 SH       DEFINED             18,21,22   512031        0   149369
*** TELEFONOS DE MEXICO S A   EQUITY   879403780     1652    22530 SH       DEFINED                   25        0    22530        0
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100       75     1000 SH       DEFINED                  4,6        0        0     1000
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100    33566   448300 SH       DEFINED                12,21   448300        0        0
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100      209     2795 SH       DEFINED          15,18,21,22     1500        0     1295
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100    29950   400000 SH       DEFINED             16,18,21   400000        0        0
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100      412     5500 SH       DEFINED                18,21     5500        0        0
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100     4774    63765 SH       DEFINED             18,21,22    32389        0    31375
TELESCAN INC                  EQUITY   879516102      103     5400 SH       DEFINED                12,21     5400        0        0
TELESCAN INC                  EQUITY   879516102       88     4600 SH       DEFINED             18,21,22     2000        0     2600
*** TELESP PARTICIPACOES SA   EQUITY   87952K100      525    30869 SH       DEFINED                  4,6    22019        0     8850
*** TELESP PARTICIPACOES SA   EQUITY   87952K100       25     1450 SH       DEFINED                12,21     1450        0        0
*** TELESP PARTICIPACOES SA   EQUITY   87952K100       38     2240 SH       DEFINED          15,18,21,22     1470        0      770
*** TELESP PARTICIPACOES SA   EQUITY   87952K100      373    21950 SH       DEFINED             16,18,21    21950        0        0
*** TELESP PARTICIPACOES SA   EQUITY   87952K100     1316    77408 SH       DEFINED             18,21,22    60418        0    16990
*** TELESP PARTICIPACOES SA   EQUITY   87952K100      416    24490 SH       DEFINED                   25        0    24490        0
*** TELESP CELULAR            EQUITY   87952L108       26     1027 SH       DEFINED                  4,6        7        0     1020
*** TELESP CELULAR            EQUITY   87952L108        6      240 SH       DEFINED          15,18,21,22       90        0      150
*** TELESP CELULAR            EQUITY   87952L108      311    12254 SH       DEFINED             18,21,22     7446        0     4808
*** TELESP CELULAR            EQUITY   87952L108      835    32901 SH       DEFINED                   25        0    32901        0
*** TELEWEST COMMUNICATIONS   EQUITY   87956P105       24      570 SH       DEFINED               -           570        0        0
*** TELEWEST COMMUNICATIONS   EQUITY   87956P105       42     1000 SH       DEFINED          15,18,21,22      285        0      715
*** TELEWEST COMMUNICATIONS   EQUITY   87956P105     3222    76042 SH       DEFINED             18,21,22    31195        0    44847
TELIGENT INC CL A             EQUITY   87959Y103       13      200 SH       DEFINED                  4,6        0        0      200
TELIGENT INC CL A             EQUITY   87959Y103       85     1267 SH       DEFINED                12,21     1267        0        0
TELIGENT INC CL A             EQUITY   87959Y103     1080    16121 SH       DEFINED             18,21,22     3631        0    12490
TELLABS INC                   EQUITY   879664100      220     3574 SH       DEFINED               -          3574        0        0
TELLABS INC                   EQUITY   879664100    24754   402085 SH       DEFINED                  4,6   153090   104905   144090
TELLABS INC                   EQUITY   879664100      314     5100 SH       DEFINED                  6,7        0        0     5100
TELLABS INC                   EQUITY   879664100    74835  1215584 SH       DEFINED                12,21  1215584        0        0
TELLABS INC                   EQUITY   879664100     6623   107587 SH       DEFINED          15,18,21,22    39826        0    67761
TELLABS INC                   EQUITY   879664100    58269   946500 SH       DEFINED             16,18,21   946500        0        0
TELLABS INC                   EQUITY   879664100    97934  1590790 SH       DEFINED             18,21,22   843268        0   747522
TELLABS INC                   OPTION   879664100       25      400 SH  CALL DEFINED             18,21,22        0        0      400
TELLABS INC                   EQUITY   879664100     4301    69868 SH       DEFINED                   25        0    69868        0
TELLABS INC                   EQUITY   879664100     3925    63758 SH       DEFINED     3,13,14,27,30,31    63758        0        0
TELLABS INC                   EQUITY   879664100     1231    20001 SH       DEFINED                21,32    20001        0        0
*** TELSTRA LTD SPONS ADR     EQUITY   87969N204      859     7991 SH       DEFINED             18,21,22     5206        0     2785
TELTREND INC                  EQUITY   87969R106      200     9857 SH       DEFINED          15,18,21,22      657        0     9200
TELTREND INC                  EQUITY   87969R106        6      300 SH       DEFINED             18,21,22      300        0        0
TELTRONICS INC NEW            EQUITY   879698306       69    19700 SH       DEFINED             18,21,22     3280        0    16420
TELULAR CORPORATION -NEW-     EQUITY   87970T208      220   103750 SH       DEFINED                12,21   103750        0        0
TELULAR CORPORATION -NEW-     EQUITY   87970T208        2      900 SH       DEFINED             18,21,22       25        0      875
TELXON CORP CV S/D-REG-       CORPBOND 879700AA0       76   125000 PRN      DEFINED             18,21,22        0        0   125000
TELXON CORP CV SUB NOTES      CORPBOND 879700AC6      182   265000 PRN      DEFINED             18,21,22   153000        0   112000
TELXON CORP                   EQUITY   879700102       80    11029 SH       DEFINED                12,21    11029        0        0
TELXON CORP                   EQUITY   879700102       72     9972 SH       DEFINED             18,21,22     3464        0     6508
TEMPLE INLAND INC             EQUITY   879868107       51      800 SH       DEFINED               -           800        0        0
TEMPLE INLAND INC             EQUITY   879868107      103     1600 SH       DEFINED                  4,6     1600        0        0
TEMPLE INLAND INC             EQUITY   879868107     3867    60127 SH       DEFINED                12,21    60127        0        0
TEMPLE INLAND INC             EQUITY   879868107       53      826 SH       DEFINED          15,18,21,22        0        0      826
TEMPLE INLAND INC             EQUITY   879868107    11002   171073 SH       DEFINED             18,21,22   100930        0    70142
TEMPLE INLAND INC             EQUITY   879868107       94     1456 SH       DEFINED                   25        0     1456        0
TEMPLE INLAND INC             EQUITY   879868107      168     2607 SH       DEFINED                21,32     2607        0        0
TELETECH HOLDINGS INC         EQUITY   879939106     7422   601300 SH       DEFINED                12,21   601300        0        0
TELETECH HOLDINGS INC         EQUITY   879939106       64     5196 SH       DEFINED             18,21,22     4896        0      300
*** TELESYSTEMS INTERNATIONL  EQUITY   879946101      173    10000 SH       DEFINED             18,21,22        0        0    10000
TEMPLETON DRAGON FD INC       EQUITY   88018T101       15     1500 SH       DEFINED                  4,6     1500        0        0
TEMPLETON DRAGON FD INC       EQUITY   88018T101      180    18484 SH       DEFINED          15,18,21,22     9523        0     8961
TEMPLETON DRAGON FD INC       EQUITY   88018T101     1903   195155 SH       DEFINED             18,21,22    93807        0   101347
TEMPLETON CHINA WORLD FD INC  EQUITY   88018X102       80    10000 SH       DEFINED                5,6,7        0        0    10000
TEMPLETON CHINA WORLD FD INC  EQUITY   88018X102       20     2475 SH       DEFINED          15,18,21,22      670        0     1805
TEMPLETON CHINA WORLD FD INC  EQUITY   88018X102      594    74193 SH       DEFINED             18,21,22    25804        0    48388
TEMPLETON EMERGING MARKETS    EQUITY   880190103      456    41706 SH       DEFINED             18,21,22    27694        0    14011
TEMPLETON EMERGING MKTS FD IN EQUITY   880191101        2      125 SH       DEFINED          15,18,21,22        0        0      125
TEMPLETON EMERGING MKTS FD IN EQUITY   880191101      583    43817 SH       DEFINED             18,21,22     9713        0    34104
TEMPLETON RUSSIA FD INC       EQUITY   88022F105      210    14849 SH       DEFINED             18,21,22     5240        0     9609
TEMPLETON VIETNAM & SOUTHEAST EQUITY   88022J107      217    21665 SH       DEFINED             18,21,22     5418        0    16246
TENFOLD CORPORATION           EQUITY   88033A103     2384    90400 SH       DEFINED   2,3,11,13,14,30,31        0    90400        0
TENFOLD CORPORATION           EQUITY   88033A103      101     3830 SH       DEFINED             18,21,22      130        0     3700
TENET HEALTHCARE CORP         EQUITY   88033G100      106     5923 SH       DEFINED               -          5923        0        0
TENET HEALTHCARE CORP         EQUITY   88033G100     7114   397966 SH       DEFINED                12,21   397966        0        0
TENET HEALTHCARE CORP         EQUITY   88033G100     3635   203381 SH       DEFINED          15,18,21,22   131735        0    71646
TENET HEALTHCARE CORP         EQUITY   88033G100       14      800 SH       DEFINED             16,18,21      800        0        0
TENET HEALTHCARE CORP         EQUITY   88033G100    86299  4827911 SH       DEFINED             18,21,22  3212246        0  1615665
TENET HEALTHCARE CORP         EQUITY   88033G100      154     8592 SH       DEFINED                   25        0     8592        0
TENET HEALTHCARE CORP         EQUITY   88033G100      179    10000 SH       DEFINED     3,13,14,27,30,31    10000        0        0
TENET HEALTHCARE CORP         EQUITY   88033G100      257    14352 SH       DEFINED                21,32    14352        0        0
TENNANT CO                    EQUITY   880345103      303     8650 SH       DEFINED                12,21     8650        0        0
TENNANT CO                    EQUITY   880345103      252     7203 SH       DEFINED             18,21,22        3        0     7200
TENNECO INC NEW               EQUITY   88037E101      147     6410 SH       DEFINED               -          6410        0        0
TENNECO INC NEW               EQUITY   88037E101       62     2700 SH       DEFINED                  4,6     2000        0      700
TENNECO INC NEW               EQUITY   88037E101     2027    88609 SH       DEFINED                12,21    88609        0        0
TENNECO INC NEW               EQUITY   88037E101       60     2640 SH       DEFINED             16,18,21     2640        0        0
TENNECO INC NEW               EQUITY   88037E101     2444   106838 SH       DEFINED             18,21,22    35895        0    70943
TENNECO INC NEW               EQUITY   88037E101      107     4684 SH       DEFINED                   25        0     4684        0
TENNECO INC NEW               EQUITY   88037E101      425    18600 SH       DEFINED     3,13,14,27,30,31    18600        0        0
TENNECO INC NEW               EQUITY   88037E101      178     7784 SH       DEFINED                21,32     7784        0        0
TERA COMPUTER CO              EQUITY   88076P108      279    62926 SH       DEFINED             18,21,22     8425        0    54501
TERADYNE INC                  EQUITY   880770102      379     5225 SH       DEFINED                  4,6     5000        0      225
TERADYNE INC                  EQUITY   880770102    20935   288509 SH       DEFINED                12,21   288509        0        0
TERADYNE INC                  EQUITY   880770102       72      991 SH       DEFINED          15,18,21,22      515        0      476
TERADYNE INC                  EQUITY   880770102    12553   173000 SH       DEFINED             16,18,21   173000        0        0
TERADYNE INC                  EQUITY   880770102     6586    90769 SH       DEFINED             18,21,22    30314        0    60455
TERADYNE INC                  EQUITY   880770102     1132    15600 SH       DEFINED     3,13,14,27,30,31    15600        0        0
TERADYNE INC                  EQUITY   880770102     3903    53794 SH       DEFINED                21,32    53794        0        0
TERAYON COMMUNICATIONS SYSTEM EQUITY   880775101     3056    84000 SH       DEFINED                12,21    84000        0        0
TERAYON COMMUNICATIONS SYSTEM EQUITY   880775101        1       15 SH       DEFINED          15,18,21,22        0        0       15
TERAYON COMMUNICATIONS SYSTEM EQUITY   880775101     2415    66387 SH       DEFINED             18,21,22    16081        0    50306
TEREX CORP NEW                EQUITY   880779103     4008   135877 SH       DEFINED                12,21   135877        0        0
TEREX CORP NEW                EQUITY   880779103        4      140 SH       DEFINED          15,18,21,22      100        0       40
TEREX CORP NEW                EQUITY   880779103     2432    82437 SH       DEFINED             18,21,22    61326        0    21111
TEREX CORP NEW                EQUITY   880779103     1770    60000 SH       DEFINED                   25        0    60000        0
TEREX CORP NEW                EQUITY   880779103     1647    55840 SH       DEFINED                21,32    55840        0        0
TERRA INDS INC                EQUITY   880915103      143    40000 SH       DEFINED               -         40000        0        0
TERRA INDS INC                EQUITY   880915103       85    23915 SH       DEFINED                12,21    23915        0        0
TERRA INDS INC                EQUITY   880915103       89    24849 SH       DEFINED             18,21,22    14953        0     9896
TESORO PETROLEUM CORP         EQUITY   881609101     7070   443612 SH       DEFINED                12,21   443612        0        0
TESORO PETROLEUM CORP         EQUITY   881609101     8511   534000 SH       DEFINED             16,18,21   534000        0        0
TESORO PETROLEUM CORP         EQUITY   881609101      588    36915 SH       DEFINED             18,21,22    18330        0    18585
TESORO PETROLEUM CORP         EQUITY   881609101      316    19800 SH       DEFINED                   25        0    19800        0
TESORO PETE CORP PREM INCOME  EQUITY   881609408    15841  1022000 SH       DEFINED                12,21  1022000        0        0
TESORO PETE CORP PREM INCOME  EQUITY   881609408    33178  2140500 SH       DEFINED             16,18,21  2140500        0        0
TESORO PETE CORP PREM INCOME  EQUITY   881609408       60     3875 SH       DEFINED             18,21,22     3875        0        0
TETRA TECHNOLOGIES INC DEL    EQUITY   88162F105       46     5500 SH       DEFINED                12,21     5500        0        0
TETRA TECHNOLOGIES INC DEL    EQUITY   88162F105       11     1335 SH       DEFINED          15,18,21,22     1335        0        0
TETRA TECHNOLOGIES INC DEL    EQUITY   88162F105      336    40081 SH       DEFINED             18,21,22    28711        0    11370
TETRA TECH INC NEW            EQUITY   88162G103       19     1225 SH       DEFINED               -          1225        0        0
TETRA TECH INC NEW            EQUITY   88162G103     2892   186582 SH       DEFINED                12,21   186582        0        0
TETRA TECH INC NEW            EQUITY   88162G103      120     7723 SH       DEFINED          15,18,21,22     6457        0     1266
TETRA TECH INC NEW            EQUITY   88162G103     2602   167857 SH       DEFINED             18,21,22   115612        0    52245
TETRA TECH INC NEW            OPTION   88162G103      901    58135 SH  CALL DEFINED             18,21,22    58135        0        0
TETRA TECH INC NEW            OPTION   88162G103      901    58135 SH  PUT  DEFINED             18,21,22    58135        0        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209       12      255 SH       DEFINED               -           255        0        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209     1000    21450 SH       DEFINED                12,21    21450        0        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209        6      135 SH       DEFINED          15,18,21,22      135        0        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209      818    17550 SH       DEFINED             16,18,21    17550        0        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209     3934    84375 SH       DEFINED             18,21,22    47950        0    36425
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209     1607    34465 SH       DEFINED                   25        0    34465        0
TEXACO INC                    EQUITY   881694103     2466    40504 SH       DEFINED               -         40504        0        0
TEXACO INC                    EQUITY   881694103     7615   125100 SH       DEFINED   2,3,11,13,14,30,31        0   125100        0
TEXACO INC                    EQUITY   881694103     2648    43494 SH       DEFINED                  4,6    21806     3170    18518
TEXACO INC                    EQUITY   881694103      304     5000 SH       DEFINED                5,6,7        0        0     5000
TEXACO INC                    EQUITY   881694103    53887   885208 SH       DEFINED                12,21   885208        0        0
TEXACO INC                    EQUITY   881694103     3533    58036 SH       DEFINED          15,18,21,22    29558        0    28478
TEXACO INC                    EQUITY   881694103     2300    37783 SH       DEFINED             16,18,21    37783        0        0
TEXACO INC                    EQUITY   881694103   261406  4294147 SH       DEFINED             18,21,22  1799526        0  2494620
TEXACO INC                    OPTION   881694103       37      600 SH  PUT  DEFINED             18,21,22        0        0      600
TEXACO INC                    EQUITY   881694103     1468    24111 SH       DEFINED                   25        0    24111        0
TEXACO INC                    EQUITY   881694103     1077    17700 SH       DEFINED     3,13,14,27,30,31    17700        0        0
TEXACO INC                    EQUITY   881694103     1810    29732 SH       DEFINED                21,32    29732        0        0
TEXAS INDUSTRIES INC          EQUITY   882491103     1174    33600 SH       DEFINED   2,3,11,13,14,30,31        0    33600        0
TEXAS INDUSTRIES INC          EQUITY   882491103     2281    65297 SH       DEFINED                12,21    65297        0        0
TEXAS INDUSTRIES INC          EQUITY   882491103        4      121 SH       DEFINED          15,18,21,22      121        0        0
TEXAS INDUSTRIES INC          EQUITY   882491103     1101    31519 SH       DEFINED             18,21,22    24785        0     6734
TEXAS INDUSTRIES INC          EQUITY   882491103      926    26500 SH       DEFINED                   25        0    26500        0
TEXAS INSTRUMENTS INC         EQUITY   882508104     6551    46462 SH       DEFINED               -         46462        0        0
TEXAS INSTRUMENTS INC         EQUITY   882508104     9874    70030 SH       DEFINED                  4,6    40000     1500    28530
TEXAS INSTRUMENTS INC         EQUITY   882508104   368929  2616516 SH       DEFINED                12,21  2616516        0        0
TEXAS INSTRUMENTS INC         EQUITY   882508104    17355   123082 SH       DEFINED          15,18,21,22    66751        0    56331
TEXAS INSTRUMENTS INC         EQUITY   882508104    56767   402600 SH       DEFINED             16,18,21   402600        0        0
TEXAS INSTRUMENTS INC         OPTION   882508104     2341    16600 SH  CALL DEFINED       17,18,19,20,21    16600        0        0
TEXAS INSTRUMENTS INC         EQUITY   882508104   749297  5314161 SH       DEFINED             18,21,22  2658519        0  2655642
TEXAS INSTRUMENTS INC         OPTION   882508104      226     1600 SH  CALL DEFINED             18,21,22        0        0     1600
TEXAS INSTRUMENTS INC         OPTION   882508104      338     2400 SH  PUT  DEFINED             18,21,22        0        0     2400
TEXAS INSTRUMENTS INC         EQUITY   882508104     6958    49344 SH       DEFINED                   25        0    49344        0
TEXAS INSTRUMENTS INC         EQUITY   882508104    76478   542397 SH       DEFINED     3,13,14,27,30,31   542397        0        0
TEXAS INSTRUMENTS INC         EQUITY   882508104     2970    21063 SH       DEFINED                21,32    21063        0        0
TEXAS REGIONAL BANCSHARES INC EQUITY   882673106      394    14048 SH       DEFINED                12,21    14048        0        0
TEXAS REGIONAL BANCSHARES INC EQUITY   882673106       13      477 SH       DEFINED             18,21,22        4        0      473
TEXAS UTILITIES CO            EQUITY   882848104      115     2678 SH       DEFINED               -          2678        0        0
TEXAS UTILITIES CO            EQUITY   882848104     1555    36048 SH       DEFINED                  4,6    12375        0    23673
TEXAS UTILITIES CO            EQUITY   882848104    11669   270579 SH       DEFINED                12,21   270579        0        0
TEXAS UTILITIES CO            EQUITY   882848104      754    17489 SH       DEFINED          15,18,21,22    14430        0     3059
TEXAS UTILITIES CO            EQUITY   882848104     4186    97056 SH       DEFINED             16,18,21    97056        0        0
TEXAS UTILITIES CO            EQUITY   882848104    21879   507340 SH       DEFINED             18,21,22   334728        0   172611
TEXAS UTILITIES CO            EQUITY   882848104      338     7835 SH       DEFINED                   25        0     7835        0
TEXAS UTILITIES CO            EQUITY   882848104      952    22081 SH       DEFINED     3,13,14,27,30,31    22081        0        0
TEXAS UTILITIES CO            EQUITY   882848104      733    17007 SH       DEFINED                21,32    17007        0        0
THAI FUND INC                 EQUITY   882904105      348    38176 SH       DEFINED             18,21,22    24189        0    13987
THAI CAP FUND INC             EQUITY   882905102      165    28320 SH       DEFINED             18,21,22    18754        0     9566
TEXTRON INC                   EQUITY   883203101      250     3070 SH       DEFINED               -          3070        0        0
TEXTRON INC                   EQUITY   883203101     5318    65400 SH       DEFINED   2,3,11,13,14,30,31        0    65400        0
TEXTRON INC                   EQUITY   883203101      163     2000 SH       DEFINED                  4,6        0        0     2000
TEXTRON INC                   EQUITY   883203101     8782   108000 SH       DEFINED                  6,7   108000        0        0
TEXTRON INC                   EQUITY   883203101    12324   151565 SH       DEFINED                12,21   151565        0        0
TEXTRON INC                   EQUITY   883203101     4311    53020 SH       DEFINED          15,18,21,22    30566        0    22454
TEXTRON INC                   EQUITY   883203101   135878  1671043 SH       DEFINED             18,21,22   995808        0   675235
TEXTRON INC                   EQUITY   883203101     6357    78178 SH       DEFINED                   25        0    78178        0
TEXTRON INC                   EQUITY   883203101      686     8437 SH       DEFINED                21,32     8437        0        0
THEGLOBE.COM INC              EQUITY   88335R101       68     5000 SH       DEFINED                12,21     5000        0        0
THEGLOBE.COM INC              EQUITY   88335R101      309    22918 SH       DEFINED             18,21,22      630        0    22288
THERAGENICS CORP              EQUITY   883375107      287    27300 SH       DEFINED                12,21    27300        0        0
THERAGENICS CORP              EQUITY   883375107       10      950 SH       DEFINED          15,18,21,22        0        0      950
THERAGENICS CORP              EQUITY   883375107      694    66090 SH       DEFINED             18,21,22    13505        0    52585
THERMO BIOANALYSIS CORPORATIO EQUITY   88355H108      372    20200 SH       DEFINED                12,21    20200        0        0
THERMO BIOANALYSIS CORPORATIO EQUITY   88355H108        5      250 SH       DEFINED             18,21,22        0        0      250
THERMO BIOANALYSIS CORPORATIO EQUITY   88355H108      118     6400 SH       DEFINED                   25        0     6400        0
THERMO CARDIOSYSTEMS INC      EQUITY   88355K200      202    20600 SH       DEFINED                12,21    20600        0        0
THERMO CARDIOSYSTEMS INC      EQUITY   88355K200      212    21634 SH       DEFINED             18,21,22     3107        0    18527
THERMO ECOTEK CORP            CORPBOND 88355RAB2      125   150000 PRN      DEFINED        3,13,28,29,31   150000        0        0
THERMO ECOTEK CORP            CORPBOND 88355RAB2       84   100000 PRN      DEFINED           3,13,30,31   100000        0        0
THERMO FIBERTEK INC CV S/D    CORPBOND 88355WAA3     2931  3505000 PRN      DEFINED        3,13,28,29,31  3505000        0        0
THERMO FIBERTEK INC CV S/D    CORPBOND 88355WAA3     2086  2495000 PRN      DEFINED           3,13,30,31  2495000        0        0
THERMO FIBERTEK INC           EQUITY   88355W105       87    12300 SH       DEFINED                12,21    12300        0        0
THERMO FIBERTEK INC           EQUITY   88355W105        9     1257 SH       DEFINED             18,21,22        0        0     1257
THERMO ELECTRON CORP CV       CORPBOND 883556AF9        9    10000 PRN      DEFINED                12,21    10000        0        0
THERMO ELECTRON CORP CV       CORPBOND 883556AF9      141   158000 PRN      DEFINED             18,21,22   149000        0     9000
THERMO ELECTRON CORP CV       CORPBOND 883556AF9        9    10000 PRN      DEFINED     3,13,14,27,30,31    10000        0        0
THERMO ELECTRON CORP CV       CORPBOND 883556AF9     4124  4608000 PRN      DEFINED        3,13,28,29,31  4608000        0        0
THERMO ELECTRON CORP CV       CORPBOND 883556AF9     3394  3792000 PRN      DEFINED           3,13,30,31  3792000        0        0
THERMO ELECTRON CORP          EQUITY   883556102      493    29121 SH       DEFINED               -         29121        0        0
THERMO ELECTRON CORP          EQUITY   883556102       12      700 SH       DEFINED                  4,6        0        0      700
THERMO ELECTRON CORP          EQUITY   883556102     2806   165636 SH       DEFINED                12,21   165636        0        0
THERMO ELECTRON CORP          EQUITY   883556102      112     6610 SH       DEFINED          15,18,21,22     2870        0     3740
THERMO ELECTRON CORP          EQUITY   883556102    14423   851534 SH       DEFINED             18,21,22   319499        0   532035
THERMO ELECTRON CORP          EQUITY   883556102       75     4426 SH       DEFINED                   25        0     4426        0
THERMO ELECTRON CORP          EQUITY   883556102      125     7359 SH       DEFINED                21,32     7359        0        0
THERMO INSTRUMENT SYSTEMS INC CORPBOND 883559AC0        9    10000 PRN      DEFINED                12,21    10000        0        0
THERMO INSTRUMENT SYSTEM INC  CORPBOND 883559AE6     2150  2590000 PRN      DEFINED             18,21,22  2575000        0    15000
THERMO INSTRUMENT SYSTEM INC  CORPBOND 883559AE6        8    10000 PRN      DEFINED     3,13,14,27,30,31    10000        0        0
THERMO INSTRUMENT SYSTEM INC  CORPBOND 883559AE6     1162  1400000 PRN      DEFINED        3,13,28,29,31  1400000        0        0
THERMO INSTRUMENT SYSTEM INC  CORPBOND 883559AE6     1245  1500000 PRN      DEFINED           3,13,30,31  1500000        0        0
THERMO INSTRUMENT SYSTEMS INC EQUITY   883559106       67     4775 SH       DEFINED                12,21     4775        0        0
THERMO INSTRUMENT SYSTEMS INC EQUITY   883559106        3      245 SH       DEFINED          15,18,21,22        0        0      245
THERMO INSTRUMENT SYSTEMS INC EQUITY   883559106      126     9013 SH       DEFINED             18,21,22     3084        0     5929
THERMO OPPORRTUNITY FUND INC  EQUITY   883580102      138    17782 SH       DEFINED             18,21,22     5854        0    11928
THERMO OPTEK INC SUB DEB CONV CORPBOND 883582AA6     1006  1049000 PRN      DEFINED        3,13,28,29,31  1049000        0        0
THERMO OPTEK INC SUB DEB CONV CORPBOND 883582AA6      720   751000 PRN      DEFINED           3,13,30,31   751000        0        0
THERMOLASE CORP CNV SUB DEBS  CORPBOND 883624AA6      254   300000 PRN      DEFINED             18,21,22   300000        0        0
THERMOLASE CORP CNV SUB DEBS  CORPBOND 883624AA6      980  1160000 PRN      DEFINED        3,13,28,29,31  1160000        0        0
THERMOLASE CORP CNV SUB DEBS  CORPBOND 883624AA6      710   840000 PRN      DEFINED           3,13,30,31   840000        0        0
THERMOTREX CORP - CONV        CORPBOND 883666AA7       17    25000 PRN      DEFINED               -         25000        0        0
THERMWOOD CORP-NEW-           EQUITY   883672305       85    14200 SH       DEFINED             18,21,22     1500        0    12700
THESTREET.COM INC             EQUITY   88368Q103       80     3200 SH       DEFINED                12,21     3200        0        0
THESTREET.COM INC             EQUITY   88368Q103      149     5961 SH       DEFINED             18,21,22     2235        0     3726
THERMEDICS INC                EQUITY   883901100      118    13200 SH       DEFINED                12,21    13200        0        0
THERMEDICS INC                EQUITY   883901100       77     8600 SH       DEFINED          15,18,21,22     4346        0     4254
THERMEDICS INC                EQUITY   883901100       39     4402 SH       DEFINED             18,21,22     3052        0     1350
THOMAS & BETTS CORP           EQUITY   884315102       90     2000 SH       DEFINED                  4,6     2000        0        0
THOMAS & BETTS CORP           EQUITY   884315102      346     7679 SH       DEFINED                12,21     7679        0        0
THOMAS & BETTS CORP           EQUITY   884315102       73     1615 SH       DEFINED          15,18,21,22     1273        0      342
THOMAS & BETTS CORP           EQUITY   884315102     4683   104059 SH       DEFINED             18,21,22    73069        0    30989
THOMAS & BETTS CORP           EQUITY   884315102      861    19142 SH       DEFINED                   25        0    19142        0
THOMAS & BETTS CORP           EQUITY   884315102      421     9363 SH       DEFINED                21,32     9363        0        0
THOMAS INDUSTRIES INC         EQUITY   884425109      294    14160 SH       DEFINED                12,21    14160        0        0
THOMAS INDUSTRIES INC         EQUITY   884425109       64     3103 SH       DEFINED             18,21,22        3        0     3100
THOR INDUSTRIES INC           EQUITY   885160101     1356    46263 SH       DEFINED                12,21    46263        0        0
THOR INDUSTRIES INC           EQUITY   885160101       23      800 SH       DEFINED             18,21,22      800        0        0
THORNBURG MTG ASSET CORP      EQUITY   885218107        2      200 SH       DEFINED               -           200        0        0
THORNBURG MTG ASSET CORP      EQUITY   885218107      187    18626 SH       DEFINED                12,21    18626        0        0
THORNBURG MTG ASSET CORP      EQUITY   885218107     1721   171006 SH       DEFINED             18,21,22   141355        0    29650
3DFX INTERACTIVE INC          EQUITY   88553X103      193    14600 SH       DEFINED                12,21    14600        0        0
3DFX INTERACTIVE INC          EQUITY   88553X103        7      500 SH       DEFINED          15,18,21,22        0        0      500
3DFX INTERACTIVE INC          EQUITY   88553X103       99     7463 SH       DEFINED             18,21,22     1614        0     5849
3 COM CORP                    EQUITY   885535104       73     3000 SH       DEFINED               -          3000        0        0
3 COM CORP                    EQUITY   885535104      522    21415 SH       DEFINED                  4,6        0        0    21415
3 COM CORP                    EQUITY   885535104     8702   357000 SH       DEFINED                    6   357000        0        0
3 COM CORP                    EQUITY   885535104      294    12075 SH       DEFINED                  6,7    12075        0        0
3 COM CORP                    EQUITY   885535104     2306    94592 SH       DEFINED                12,21    94592        0        0
3 COM CORP                    EQUITY   885535104     1188    48723 SH       DEFINED          15,18,21,22    18856        0    29867
3 COM CORP                    EQUITY   885535104    25931  1063823 SH       DEFINED             18,21,22   478582        0   585241
3 COM CORP                    OPTION   885535104     3761   154300 SH  CALL DEFINED             18,21,22   150000        0     4300
3 COM CORP                    OPTION   885535104       83     3400 SH  PUT  DEFINED             18,21,22        0        0     3400
3 COM CORP                    EQUITY   885535104      246    10106 SH       DEFINED                   25        0    10106        0
3 COM CORP                    EQUITY   885535104      409    16790 SH       DEFINED                21,32    16790        0        0
THREE FIVE SYS INC            EQUITY   88554L108      232    13075 SH       DEFINED             18,21,22     2550        0    10525
TICKETMASTER ONLINE-CITYSEARC EQUITY   88633P203      337    11479 SH       DEFINED             18,21,22     3775        0     7704
TIDEWATER INC                 EQUITY   886423102     2662    82700 SH       DEFINED                  4,6        0    82700        0
TIDEWATER INC                 EQUITY   886423102     3933   122175 SH       DEFINED                  6,7   122175        0        0
TIDEWATER INC                 EQUITY   886423102    18805   584228 SH       DEFINED                12,21   584228        0        0
TIDEWATER INC                 EQUITY   886423102     2454    76232 SH       DEFINED          15,18,21,22    29114        0    47118
TIDEWATER INC                 EQUITY   886423102     5336   165785 SH       DEFINED             18,21,22    87812        0    77972
TIDEWATER INC                 EQUITY   886423102      193     6000 SH       DEFINED                   25        0     6000        0
TIDEWATER INC                 EQUITY   886423102      902    28020 SH       DEFINED                21,32    28020        0        0
TIFFANY & CO NEW              EQUITY   886547108     1884    37073 SH       DEFINED                  4,6    15050    13588     8435
TIFFANY & CO NEW              EQUITY   886547108        9      185 SH       DEFINED                  6,7        0        0      185
TIFFANY & CO NEW              EQUITY   886547108      524    10308 SH       DEFINED                12,21    10308        0        0
TIFFANY & CO NEW              EQUITY   886547108     4297    84573 SH       DEFINED          15,18,21,22    24991        0    59581
TIFFANY & CO NEW              OPTION   886547108       25      500 SH  CALL DEFINED          15,18,21,22        0        0      500
TIFFANY & CO NEW              EQUITY   886547108     4568    89894 SH       DEFINED             18,21,22    39946        0    49948
TIFFANY & CO NEW              EQUITY   886547108      940    18500 SH       DEFINED                   25        0    18500        0
TIFFANY & CO NEW              EQUITY   886547108       10      200 SH       DEFINED     3,13,14,27,30,31      200        0        0
TIFFANY & CO NEW              EQUITY   886547108      288     5668 SH       DEFINED                21,32     5668        0        0
TIMBERLAND CO CL A            EQUITY   887100105     3899    48700 SH       DEFINED                  4,6        0    48700        0
TIMBERLAND CO CL A            EQUITY   887100105     2546    31800 SH       DEFINED                12,21    31800        0        0
TIMBERLAND CO CL A            EQUITY   887100105       87     1087 SH       DEFINED             18,21,22      392        0      695
TIMBERLAND CO CL A            EQUITY   887100105     1657    20700 SH       DEFINED                   25        0    20700        0
TIMBERLINE SOFTWARE CORP      EQUITY   887134104        9      510 SH       DEFINED          15,18,21,22      510        0        0
TIMBERLINE SOFTWARE CORP      EQUITY   887134104      435    25590 SH       DEFINED             18,21,22    15270        0    10320
TIME WARNER HOLDINGS CO       EQUITY   887315109     2488    35482 SH       DEFINED               -         35482        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109     2377    33900 SH       DEFINED   2,3,11,13,14,30,31        0    33900        0
TIME WARNER HOLDINGS CO       EQUITY   887315109    11825   168634 SH       DEFINED                  4,6    22050    11000   135584
TIME WARNER HOLDINGS CO       EQUITY   887315109      224     3200 SH       DEFINED                5,6,7        0        0     3200
TIME WARNER HOLDINGS CO       EQUITY   887315109     5322    75900 SH       DEFINED                    6    75900        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109   230430  3285988 SH       DEFINED                12,21  3285988        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109     9867   140704 SH       DEFINED          15,18,21,22    79964        0    60740
TIME WARNER HOLDINGS CO       EQUITY   887315109     7524   107300 SH       DEFINED             16,18,21   107300        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109   475268  6777440 SH       DEFINED             18,21,22  3632980        0  3144460
TIME WARNER HOLDINGS CO       OPTION   887315109     8560   122061 SH  CALL DEFINED             18,21,22   121061        0     1000
TIME WARNER HOLDINGS CO       OPTION   887315109     6982    99561 SH  PUT  DEFINED             18,21,22    97561        0     2000
TIME WARNER HOLDINGS CO       EQUITY   887315109     4721    67320 SH       DEFINED                   25        0    67320        0
TIME WARNER HOLDINGS CO       EQUITY   887315109    63558   906357 SH       DEFINED     3,13,14,27,30,31   906357        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109     4498    64148 SH       DEFINED                21,32    64148        0        0
TIME WARNER TELECOM INC CL A  EQUITY   887319101     4183   140600 SH       DEFINED                12,21   140600        0        0
TIME WARNER TELECOM INC CL A  EQUITY   887319101      503    16900 SH       DEFINED             18,21,22     2370        0    14530
TIME WARNER TELECOM INC CL A  EQUITY   887319101      170     5700 SH       DEFINED     3,13,14,27,30,31     5700        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107      799    13167 SH       DEFINED                  6,7    13167        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107     1688    27811 SH       DEFINED                12,21    27811        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107      293     4829 SH       DEFINED             16,18,21     4829        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107     7544   124308 SH       DEFINED             18,21,22    33367        0    90940
TIMES MIRROR CO SER A NEW     EQUITY   887364107      156     2570 SH       DEFINED                   25        0     2570        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107      459     7558 SH       DEFINED     3,13,14,27,30,31     7558        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107      341     5619 SH       DEFINED                21,32     5619        0        0
TIMKEN CO                     EQUITY   887389104     2927   170900 SH       DEFINED                  4,6        0   170900        0
TIMKEN CO                     EQUITY   887389104      336    19632 SH       DEFINED                12,21    19632        0        0
TIMKEN CO                     EQUITY   887389104      928    54177 SH       DEFINED             18,21,22    30105        0    24072
TIMKEN CO                     EQUITY   887389104       25     1476 SH       DEFINED                   25        0     1476        0
TIMKEN CO                     EQUITY   887389104       10      600 SH       DEFINED     3,13,14,27,30,31      600        0        0
TIMKEN CO                     EQUITY   887389104       50     2939 SH       DEFINED                21,32     2939        0        0
TITAN CORP                    EQUITY   888266103      267    25100 SH       DEFINED                12,21    25100        0        0
TITAN CORP                    EQUITY   888266103      360    33900 SH       DEFINED             18,21,22        0        0    33900
TITAN CORP                    EQUITY   888266103      175    16500 SH       DEFINED                   25        0    16500        0
TITAN EXPLORATION INC         EQUITY   888289105       51    10298 SH       DEFINED                12,21    10298        0        0
TITAN INTL INC ILL            EQUITY   88830M102    23866  2031112 SH       DEFINED                1,4,6  2031112        0        0
TITAN INTL INC ILL            EQUITY   88830M102      147    12479 SH       DEFINED                12,21    12479        0        0
TITAN INTL INC ILL            EQUITY   88830M102       69     5880 SH       DEFINED             18,21,22     4630        0     1250
TITANIUM METALS CORPORATION   EQUITY   888339108      411    33700 SH       DEFINED                12,21    33700        0        0
TITANIUM METALS CORPORATION   EQUITY   888339108       79     6514 SH       DEFINED             18,21,22     3664        0     2850
TOKHEIM CORP                  EQUITY   889073102     2663   219600 SH       DEFINED   2,3,11,13,14,30,31        0   219600        0
TOKHEIM CORP                  EQUITY   889073102      257    21200 SH       DEFINED             18,21,22    20200        0     1000
*** TOKIO MARINE & FIRE       EQUITY   889090403       47      800 SH       DEFINED               -           800        0        0
*** TOKIO MARINE & FIRE       EQUITY   889090403      772    13165 SH       DEFINED          15,18,21,22     8900        0     4265
*** TOKIO MARINE & FIRE       EQUITY   889090403    42839   730725 SH       DEFINED             18,21,22   501567        0   229158
TOLL BROS INC                 EQUITY   889478103        3      135 SH       DEFINED               -           135        0        0
TOLL BROS INC                 EQUITY   889478103     2428   115600 SH       DEFINED                  4,6    50700    40000    24900
TOLL BROS INC                 EQUITY   889478103      415    19783 SH       DEFINED                12,21    19783        0        0
TOLL BROS INC                 EQUITY   889478103      218    10388 SH       DEFINED          15,18,21,22     7400        0     2988
TOLL BROS INC                 EQUITY   889478103     6263   298221 SH       DEFINED             18,21,22   194622        0   103599
*** TOMKINS F H PLC SPONSORED EQUITY   890030208      470    26195 SH       DEFINED               -         26195        0        0
*** TOMKINS F H PLC SPONSORED EQUITY   890030208     4639   258637 SH       DEFINED                  4,6     8585        0   250052
*** TOMKINS F H PLC SPONSORED EQUITY   890030208       23     1280 SH       DEFINED                5,6,7        0        0     1280
*** TOMKINS F H PLC SPONSORED EQUITY   890030208      246    13700 SH       DEFINED          15,18,21,22     9075        0     4625
*** TOMKINS F H PLC SPONSORED EQUITY   890030208    15962   889868 SH       DEFINED             18,21,22   620095        0   269773
TOOTSIE ROLL INDUSTRIES INC   EQUITY   890516107      220     6353 SH       DEFINED                12,21     6353        0        0
TOOTSIE ROLL INDUSTRIES INC   EQUITY   890516107       13      370 SH       DEFINED          15,18,21,22      370        0        0
TOOTSIE ROLL INDUSTRIES INC   EQUITY   890516107     2084    60067 SH       DEFINED             18,21,22    21512        0    38554
TOOTSIE ROLL INDUSTRIES INC   EQUITY   890516107    17298   498679 SH       DEFINED            4,6,23,24   498679        0        0
*** TOPJOBS.NET PLC SPONSORED EQUITY   890726102       56    10000 SH       DEFINED             18,21,22    10000        0        0
TOPPS CO INC                  EQUITY   890786106      269    30200 SH       DEFINED                12,21    30200        0        0
TOPPS CO INC                  EQUITY   890786106      318    35651 SH       DEFINED             18,21,22     2101        0    33550
TORCH ENERGY RTY TR UT BEN IN EQUITY   891013104       72    12805 SH       DEFINED             18,21,22        5        0    12800
TORCHMARK CORP                EQUITY   891027104     1004    30208 SH       DEFINED                12,21    30208        0        0
TORCHMARK CORP                EQUITY   891027104      420    12624 SH       DEFINED          15,18,21,22     7281        0     5343
TORCHMARK CORP                EQUITY   891027104     5416   162893 SH       DEFINED             18,21,22   124459        0    38434
TORCHMARK CORP                EQUITY   891027104      554    16652 SH       DEFINED                   25        0    16652        0
TORCHMARK CORP                EQUITY   891027104      206     6192 SH       DEFINED                21,32     6192        0        0
TORO CO                       EQUITY   891092108      369    10619 SH       DEFINED                12,21    10619        0        0
TORO CO                       EQUITY   891092108       49     1400 SH       DEFINED                   25        0     1400        0
*** TORONTO DOMINION BANK-NEW EQUITY   891160509    22539   576077 SH       DEFINED                  4,6   575577        0      500
*** TORONTO DOMINION BANK-NEW EQUITY   891160509    12058   308200 SH       DEFINED                12,21   308200        0        0
*** TORONTO DOMINION BANK-NEW EQUITY   891160509       49     1255 SH       DEFINED          15,18,21,22      425        0      830
*** TORONTO DOMINION BANK-NEW EQUITY   891160509     3553    90823 SH       DEFINED             18,21,22    37508        0    53315
TOSCO CORPORATION NEW         EQUITY   891490302      591    22500 SH       DEFINED                  4,6    15000        0     7500
TOSCO CORPORATION NEW         EQUITY   891490302    34399  1310422 SH       DEFINED                12,21  1310422        0        0
TOSCO CORPORATION NEW         EQUITY   891490302      340    12945 SH       DEFINED          15,18,21,22     8275        0     4670
TOSCO CORPORATION NEW         EQUITY   891490302    28489  1085300 SH       DEFINED             16,18,21  1085300        0        0
TOSCO CORPORATION NEW         EQUITY   891490302    13322   507498 SH       DEFINED             18,21,22   325310        0   182187
TOSCO CORPORATION NEW         EQUITY   891490302      512    19500 SH       DEFINED                21,32    19500        0        0
TOTAL RENAL CARE CONV PFD 7.% CORPBOND 89151AAA5        7    10000 PRN      DEFINED                12,21    10000        0        0
TOTAL RENAL CARE CONV PFD 7.% CORPBOND 89151AAA5      651  1000000 PRN      DEFINED             18,21,22  1000000        0        0
TOTAL RENAL CARE CONV PFD 7.% CORPBOND 89151AAA5     1481  2274000 PRN      DEFINED        3,13,28,29,31  2274000        0        0
TOTAL RENAL CARE CONV PFD 7.% CORPBOND 89151AAA5     1059  1626000 PRN      DEFINED           3,13,30,31  1626000        0        0
TOTAL RENAL CARE HLDGS INC    EQUITY   89151A107       42     4911 SH       DEFINED                  4,6        0        0     4911
TOTAL RENAL CARE HLDGS INC    EQUITY   89151A107     8367   984408 SH       DEFINED                12,21   984408        0        0
TOTAL RENAL CARE HLDGS INC    EQUITY   89151A107      191    22475 SH       DEFINED          15,18,21,22    18500        0     3975
TOTAL RENAL CARE HLDGS INC    EQUITY   89151A107     4199   494045 SH       DEFINED             18,21,22   294853        0   199192
TOWER AUTOMOTIVE INC SUB DEB  CORPBOND 891707AA9      966   900000 PRN      DEFINED             16,18,21   900000        0        0
TOWER AUTOMOTIVE INC SUB DEB  CORPBOND 891707AA9     1246  1160000 PRN      DEFINED        3,13,28,29,31  1160000        0        0
TOWER AUTOMOTIVE INC SUB DEB  CORPBOND 891707AA9      902   840000 PRN      DEFINED           3,13,30,31   840000        0        0
TOWER AUTOMOTIVE INC          CORPBOND 891707AE1    13395 12475000 PRN      DEFINED             16,18,21 12475000        0        0
TOWER AUTOMOTIVE INC          EQUITY   891707101       31     1325 SH       DEFINED               -          1325        0        0
TOWER AUTOMOTIVE INC          EQUITY   891707101     2204    93775 SH       DEFINED                  4,6    31395    38975    23405
TOWER AUTOMOTIVE INC          EQUITY   891707101       12      505 SH       DEFINED                  6,7        0        0      505
TOWER AUTOMOTIVE INC          EQUITY   891707101    15412   655815 SH       DEFINED                12,21   655815        0        0
TOWER AUTOMOTIVE INC          EQUITY   891707101      584    24871 SH       DEFINED          15,18,21,22    16138        0     8733
TOWER AUTOMOTIVE INC          EQUITY   891707101     4411   187700 SH       DEFINED             16,18,21   187700        0        0
TOWER AUTOMOTIVE INC          EQUITY   891707101    13822   588154 SH       DEFINED             18,21,22   404590        0   183564
TOWER AUTOMOTIVE INC          EQUITY   891707101      783    33300 SH       DEFINED                   25        0    33300        0
TOWER AUTOMOTIVE INC          EQUITY   891707101     1914    81457 SH       DEFINED                21,32    81457        0        0
TOTAL SYSTEM SERVICES INC     EQUITY   891906109      192    12150 SH       DEFINED                12,21    12150        0        0
TOTAL SYSTEM SERVICES INC     EQUITY   891906109     1643   103906 SH       DEFINED          15,18,21,22    34598        0    69307
TOTAL SYSTEM SERVICES INC     EQUITY   891906109       38     2400 SH       DEFINED             16,18,21     2400        0        0
TOTAL SYSTEM SERVICES INC     EQUITY   891906109       67     4228 SH       DEFINED             18,21,22     2536        0     1692
TOWN & COUNTRY TRUST SBI      EQUITY   892081100      287    16300 SH       DEFINED                12,21    16300        0        0
TOWN & COUNTRY TRUST SBI      EQUITY   892081100      480    27222 SH       DEFINED             18,21,22     2352        0    24870
*** TOYOTA MOTOR CORP ADR 2CO EQUITY   892331307        1       10 SH       DEFINED          15,18,21,22       10        0        0
*** TOYOTA MOTOR CORP ADR 2CO EQUITY   892331307      303     4373 SH       DEFINED             18,21,22     1013        0     3360
TOYS R US INC                 EQUITY   892335100        4      225 SH       DEFINED               -           225        0        0
TOYS R US INC                 EQUITY   892335100     1431    88375 SH       DEFINED                  4,6    80475        0     7900
TOYS R US INC                 EQUITY   892335100    16304  1007170 SH       DEFINED                12,21  1007170        0        0
TOYS R US INC                 EQUITY   892335100     5900   364478 SH       DEFINED          15,18,21,22   245975        0   118503
TOYS R US INC                 EQUITY   892335100       93     5750 SH       DEFINED             16,18,21     5750        0        0
TOYS R US INC                 EQUITY   892335100    55481  3427297 SH       DEFINED             18,21,22  1956186        0  1471111
TOYS R US INC                 OPTION   892335100       32     2000 SH  CALL DEFINED             18,21,22        0        0     2000
TOYS R US INC                 EQUITY   892335100      114     7014 SH       DEFINED                   25        0     7014        0
TOYS R US INC                 EQUITY   892335100      185    11446 SH       DEFINED                21,32    11446        0        0
TRACTOR SUPPLY CO             EQUITY   892356106       20     1000 SH       DEFINED                  4,6        0        0     1000
TRACTOR SUPPLY CO             EQUITY   892356106      355    18200 SH       DEFINED                12,21    18200        0        0
TRAMMELL CROW CO              EQUITY   89288R106     1804   115000 SH       DEFINED                12,21   115000        0        0
TRAMMELL CROW CO              EQUITY   89288R106     1187    75676 SH       DEFINED          15,18,21,22    73251        0     2425
TRAMMELL CROW CO              EQUITY   89288R106     2264   144313 SH       DEFINED             18,21,22   121002        0    23311
TRANSACT TECHNOLOGIES INC     EQUITY   892918103      815   133141 SH       DEFINED             18,21,22    65798        0    67343
TRANS WORLD AIRLINES          EQUITY   893349837        1      212 SH       DEFINED               -           212        0        0
TRANS WORLD AIRLINES          EQUITY   893349837       26     5835 SH       DEFINED                  4,6        0        0     5835
TRANS WORLD AIRLINES          EQUITY   893349837      231    52722 SH       DEFINED                12,21    52722        0        0
TRANS WORLD AIRLINES          EQUITY   893349837        3      600 SH       DEFINED          15,18,21,22        0        0      600
TRANS WORLD AIRLINES          EQUITY   893349837      179    40937 SH       DEFINED             18,21,22    16246        0    24691
TRANS WORLD ENTERTAINMENT COR EQUITY   89336Q100     4609   372480 SH       DEFINED   2,3,11,13,14,30,31        0   372480        0
TRANS WORLD ENTERTAINMENT COR EQUITY   89336Q100     1107    89429 SH       DEFINED                12,21    89429        0        0
TRANS WORLD ENTERTAINMENT COR EQUITY   89336Q100      112     9048 SH       DEFINED             18,21,22     6041        0     3007
TRANS WORLD ENTERTAINMENT COR EQUITY   89336Q100     1513   122301 SH       DEFINED                21,32   122301        0        0
TRANSACTION NETWORK SERV INC  EQUITY   893414102     2841    97750 SH       DEFINED                12,21    97750        0        0
TRANSACTION NETWORK SERV INC  EQUITY   893414102        9      295 SH       DEFINED          15,18,21,22        0        0      295
TRANSACTION NETWORK SERV INC  EQUITY   893414102      503    17300 SH       DEFINED                   25        0    17300        0
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107       57     1890 SH       DEFINED               -          1890        0        0
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107     5970   199000 SH       DEFINED   2,3,11,13,14,30,31        0   199000        0
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107     9927   330900 SH       DEFINED                12,21   330900        0        0
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107      586    19549 SH       DEFINED          15,18,21,22    11929        0     7620
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107      450    15000 SH       DEFINED             16,18,21    15000        0        0
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107    16548   551614 SH       DEFINED             18,21,22   369393        0   182221
TRANSAMERICA CORP             EQUITY   893485102       64      853 SH       DEFINED               -           853        0        0
TRANSAMERICA CORP             EQUITY   893485102     6355    85226 SH       DEFINED                12,21    85226        0        0
TRANSAMERICA CORP             EQUITY   893485102       40      538 SH       DEFINED          15,18,21,22      214        0      324
TRANSAMERICA CORP             EQUITY   893485102      252     3380 SH       DEFINED             16,18,21     3380        0        0
TRANSAMERICA CORP             EQUITY   893485102    48453   649825 SH       DEFINED       17,18,19,20,21   649825        0        0
TRANSAMERICA CORP             EQUITY   893485102     5724    76764 SH       DEFINED             18,21,22    47212        0    29552
TRANSAMERICA CORP             EQUITY   893485102      261     3500 SH       DEFINED                   25        0     3500        0
TRANSAMERICA CORP             EQUITY   893485102      447     6000 SH       DEFINED     3,13,14,27,30,31     6000        0        0
TRANSAMERICA CORP             EQUITY   893485102      427     5725 SH       DEFINED                21,32     5725        0        0
TRANSAMERICA CORP             EQUITY   893485102    18641   250000 SH       DEFINED        3,13,30,31,33        0        0   250000
TRANSATLANTIC HLDGS INC       EQUITY   893521104    22164   300525 SH       DEFINED                12,21   300525        0        0
TRANSATLANTIC HLDGS INC       EQUITY   893521104    22180   300750 SH       DEFINED             16,18,21   300750        0        0
TRANSATLANTIC HLDGS INC       EQUITY   893521104      129     1749 SH       DEFINED             18,21,22     1094        0      655
TRANSATLANTIC HLDGS INC       EQUITY   893521104       48      649 SH       DEFINED                21,32      649        0        0
*** TRANSCANADA PIPELINES LTD EQUITY   893526103       14     1000 SH       DEFINED               -          1000        0        0
*** TRANSCANADA PIPELINES LTD EQUITY   893526103        2      132 SH       DEFINED          15,18,21,22       72        0       60
*** TRANSCANADA PIPELINES LTD EQUITY   893526103      182    13482 SH       DEFINED             18,21,22     8382        0     5100
TRANSKARYOTIC THERAPIES IND   EQUITY   893735100      633    16700 SH       DEFINED                12,21    16700        0        0
TRANSKARYOTIC THERAPIES IND   EQUITY   893735100        4      100 SH       DEFINED             18,21,22      100        0        0
TRANSKARYOTIC THERAPIES IND   EQUITY   893735100       15      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
TRANSPORT CORP OF AMERICA INC EQUITY   89385P102     1371    96600 SH       DEFINED   2,3,11,13,14,30,31        0    96600        0
TRANSPORT CORP OF AMERICA INC EQUITY   89385P102      231    16290 SH       DEFINED             18,21,22    11613        0     4677
*** TRANSPORT MARITIMA MEX    EQUITY   893868307      776   191000 SH       DEFINED                12,21   191000        0        0
*** TRANSPORT MARITIMA MEX    EQUITY   893868307        4     1000 SH       DEFINED             18,21,22      400        0      600
TRANSPORTATION TECHNOLOGIES   EQUITY   89388T101      150    10825 SH       DEFINED             18,21,22     6000        0     4825
TRANSCEND SERVICES INC        EQUITY   893929109       47    44000 SH       DEFINED             18,21,22        0        0    44000
TRANSMONTAIGNE INC            EQUITY   893934109      280    26200 SH       DEFINED                12,21    26200        0        0
TRANSMONTAIGNE INC            EQUITY   893934109     6098   570507 SH       DEFINED        3,13,28,29,31   570507        0        0
TRANSMONTAIGNE INC            EQUITY   893934109     5895   551564 SH       DEFINED           3,13,30,31   551564        0        0
TRAVELERS PROPERTY CASUALTY   EQUITY   893939108       78     2000 SH       DEFINED               -          2000        0        0
TRAVELERS PROPERTY CASUALTY   EQUITY   893939108       75     1925 SH       DEFINED                12,21     1925        0        0
TRAVELERS PROPERTY CASUALTY   EQUITY   893939108      179     4563 SH       DEFINED          15,18,21,22     2560        0     2003
TRAVELERS PROPERTY CASUALTY   EQUITY   893939108     6134   156785 SH       DEFINED             18,21,22    89635        0    67150
TRANSWITCH CORP               EQUITY   894065101       12      270 SH       DEFINED               -           270        0        0
TRANSWITCH CORP               EQUITY   894065101     5337   115400 SH       DEFINED                12,21   115400        0        0
TRANSWITCH CORP               EQUITY   894065101     2122    45881 SH       DEFINED          15,18,21,22    22460        0    23421
TRANSWITCH CORP               EQUITY   894065101     5189   112200 SH       DEFINED             16,18,21   112200        0        0
TRANSWITCH CORP               EQUITY   894065101     2372    51285 SH       DEFINED             18,21,22    17599        0    33686
TRAVEL SERVICES INTL INC      EQUITY   894169101       71     4900 SH       DEFINED                12,21     4900        0        0
TRAVEL SERVICES INTL INC      EQUITY   894169101       79     5501 SH       DEFINED             18,21,22        0        0     5501
TRAVIS BOATS & MOTORS INC     EQUITY   894363100        6      403 SH       DEFINED          15,18,21,22      300        0      103
TRAVIS BOATS & MOTORS INC     EQUITY   894363100      574    41008 SH       DEFINED             18,21,22    34273        0     6735
TREDEGAR CORP                 EQUITY   894650100     2190    96274 SH       DEFINED                12,21    96274        0        0
TREDEGAR CORP                 EQUITY   894650100       81     3560 SH       DEFINED             18,21,22     3380        0      180
TREDEGAR CORP                 EQUITY   894650100     2422   106483 SH       DEFINED                21,32   106483        0        0
TRENWICK GROUP INC            EQUITY   895290104      798    33780 SH       DEFINED                12,21    33780        0        0
TRENWICK GROUP INC            EQUITY   895290104      106     4492 SH       DEFINED          15,18,21,22     2072        0     2420
TRENWICK GROUP INC            EQUITY   895290104      672    28450 SH       DEFINED             16,18,21    28450        0        0
TRENWICK GROUP INC            EQUITY   895290104     1488    62973 SH       DEFINED             18,21,22    41123        0    21850
TREX MEDICAL CORPORATION      EQUITY   89531R101       51     8871 SH       DEFINED                12,21     8871        0        0
TREX MEDICAL CORPORATION      EQUITY   89531R101       62    10720 SH       DEFINED             18,21,22     2700        0     8020
TRI CONTINENTAL CORP          EQUITY   895436103      146     4898 SH       DEFINED          15,18,21,22      159        0     4739
TRI CONTINENTAL CORP          EQUITY   895436103     3188   106945 SH       DEFINED             18,21,22    50162        0    56782
TRIAD HOSPS INC               EQUITY   89579K109        8      717 SH       DEFINED                  4,6        0        0      717
TRIAD HOSPS INC               EQUITY   89579K109      197    17924 SH       DEFINED                12,21    17924        0        0
TRIAD HOSPS INC               EQUITY   89579K109      122    11088 SH       DEFINED          15,18,21,22     7687        0     3401
TRIAD HOSPS INC               EQUITY   89579K109     1354   123086 SH       DEFINED             18,21,22    78102        0    44984
TRIAD HOSPS INC               EQUITY   89579K109       30     2743 SH       DEFINED                   25        0     2743        0
TRIAD HOSPS INC               EQUITY   89579K109        6      573 SH       DEFINED     3,13,14,27,30,31      573        0        0
TRIAD HOSPS INC               EQUITY   89579K109        1       46 SH       DEFINED                21,32       46        0        0
TRIANGLE BANCORP INC          EQUITY   895835106      837    53138 SH       DEFINED                12,21    53138        0        0
TRIANGLE BANCORP INC          EQUITY   895835106      641    40674 SH       DEFINED             18,21,22      907        0    39767
TRIANGLE BANCORP INC          EQUITY   895835106      439    27850 SH       DEFINED                21,32    27850        0        0
TRIANGLE PHARMACEUTICALS INC  EQUITY   89589H104      431    24700 SH       DEFINED                12,21    24700        0        0
TRIANGLE PHARMACEUTICALS INC  EQUITY   89589H104       36     2050 SH       DEFINED             18,21,22      750        0     1300
TRIAD GUARANTY INC            EQUITY   895925105      250    13220 SH       DEFINED                12,21    13220        0        0
TRIAD GUARANTY INC            EQUITY   895925105       37     1952 SH       DEFINED             18,21,22      660        0     1292
TRIARC COS INC CL A           EQUITY   895927101      226    11000 SH       DEFINED                12,21    11000        0        0
TRIARC COS INC CL A           EQUITY   895927101       19      913 SH       DEFINED             18,21,22      815        0       98
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      114     2785 SH       DEFINED               -          2785        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      211     5151 SH       DEFINED                  4,6     4160        0      991
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107     7848   191415 SH       DEFINED                12,21   191415        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      942    22981 SH       DEFINED          15,18,21,22    15841        0     7140
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      151     3690 SH       DEFINED             16,18,21     3690        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107    25869   630958 SH       DEFINED             18,21,22   415750        0   215208
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      221     5394 SH       DEFINED                   25        0     5394        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      901    21980 SH       DEFINED     3,13,14,27,30,31    21980        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      412    10055 SH       DEFINED                21,32    10055        0        0
TRIBUNE CO                    EQUITY   896047107        2       21 SH       DEFINED               -            21        0        0
TRIBUNE CO                    EQUITY   896047107     7860    89000 SH       DEFINED   2,3,11,13,14,30,31        0    89000        0
TRIBUNE CO                    EQUITY   896047107     2388    27045 SH       DEFINED                  4,6    25600        0     1445
TRIBUNE CO                    EQUITY   896047107     8771    99315 SH       DEFINED                12,21    99315        0        0
TRIBUNE CO                    EQUITY   896047107      186     2105 SH       DEFINED          15,18,21,22     1995        0      110
TRIBUNE CO                    EQUITY   896047107    13688   154997 SH       DEFINED             18,21,22    71900        0    83096
TRIBUNE CO                    EQUITY   896047107      292     3302 SH       DEFINED                   25        0     3302        0
TRIBUNE CO                    EQUITY   896047107      759     8600 SH       DEFINED     3,13,14,27,30,31     8600        0        0
TRIBUNE CO                    EQUITY   896047107      485     5491 SH       DEFINED                21,32     5491        0        0
TRICO MARINE SERVICES INC     EQUITY   896106101       65     9948 SH       DEFINED                12,21     9948        0        0
TRICO MARINE SERVICES INC     EQUITY   896106101       35     5354 SH       DEFINED          15,18,21,22     5354        0        0
TRICO MARINE SERVICES INC     EQUITY   896106101       30     4564 SH       DEFINED             18,21,22     1244        0     3320
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100        6      160 SH       DEFINED               -           160        0        0
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100     2585    75200 SH       DEFINED   2,3,11,13,14,30,31        0    75200        0
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100     2084    60628 SH       DEFINED                12,21    60628        0        0
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100      140     4080 SH       DEFINED          15,18,21,22     2405        0     1675
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100     5222   151925 SH       DEFINED             18,21,22   113740        0    38185
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100     2920    84959 SH       DEFINED                21,32    84959        0        0
TRIMBLE NAVIGATION LTD        EQUITY   896239100      268    22300 SH       DEFINED                12,21    22300        0        0
TRIMBLE NAVIGATION LTD        EQUITY   896239100      319    26558 SH       DEFINED             18,21,22     7456        0    19102
TRIMERIS INC                  EQUITY   896263100     2974   174320 SH       DEFINED                  4,6    59585    71880    42855
TRIMERIS INC                  EQUITY   896263100       18     1080 SH       DEFINED                  6,7        0        0     1080
TRIMERIS INC                  EQUITY   896263100       12      700 SH       DEFINED             18,21,22      100        0      600
TRINET CORP REALTY TR INC     EQUITY   896287109       74     2870 SH       DEFINED               -          2870        0        0
TRINET CORP REALTY TR INC     EQUITY   896287109    13008   505155 SH       DEFINED                12,21   505155        0        0
TRINET CORP REALTY TR INC     EQUITY   896287109      214     8310 SH       DEFINED          15,18,21,22     4475        0     3835
TRINET CORP REALTY TR INC     OPTION   896287109       39     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
TRINET CORP REALTY TR INC     EQUITY   896287109    24402   947663 SH       DEFINED             18,21,22   647949        0   299713
TRINITY INDUSTRIES INC        EQUITY   896522109      674    20699 SH       DEFINED                12,21    20699        0        0
TRINITY INDUSTRIES INC        EQUITY   896522109       24      740 SH       DEFINED          15,18,21,22        0        0      740
TRINITY INDUSTRIES INC        EQUITY   896522109     6886   211458 SH       DEFINED             18,21,22     1285        0   210173
TRINITY INDUSTRIES INC        EQUITY   896522109      414    12700 SH       DEFINED                21,32    12700        0        0
TRION INC                     EQUITY   896726106       57    10501 SH       DEFINED             18,21,22        1        0    10500
TRIQUINT SEMICONDUCTOR INC    EQUITY   89674K103       85     2200 SH       DEFINED                12,21     2200        0        0
TRIQUINT SEMICONDUCTOR INC    EQUITY   89674K103      447    11539 SH       DEFINED             18,21,22     6487        0     5052
TRIUMPH GROUP INC NEW         EQUITY   896818101    33638  1300000 SH       DEFINED               4,6,10  1300000        0        0
TRIUMPH GROUP INC NEW         EQUITY   896818101      316    12200 SH       DEFINED                12,21    12200        0        0
TRIUMPH GROUP INC NEW         EQUITY   896818101        8      306 SH       DEFINED             18,21,22      306        0        0
*** TRIZEC HAHN CORP-CAD      EQUITY   896938107    17635   950000 SH       DEFINED                12,21   950000        0        0
*** TRIZEC HAHN CORP-CAD      EQUITY   896938107       21     1107 SH       DEFINED             18,21,22      402        0      705
TROPICAL SPORTSWEAR INT'L COR EQUITY   89708P102     2426   140100 SH       DEFINED                  4,6        0   140100        0
TROPICAL SPORTSWEAR INT'L COR EQUITY   89708P102       21     1200 SH       DEFINED                12,21     1200        0        0
TROPICAL SPORTSWEAR INT'L COR EQUITY   89708P102        3      200 SH       DEFINED             18,21,22      200        0        0
TRUE NORTH COMMUNICATIONS INC EQUITY   897844106    31939  1020000 SH       DEFINED                    6  1020000        0        0
TRUE NORTH COMMUNICATIONS INC EQUITY   897844106     2695    86061 SH       DEFINED                12,21    86061        0        0
TRUE NORTH COMMUNICATIONS INC EQUITY   897844106      352    11246 SH       DEFINED             18,21,22     1523        0     9723
TRUMP HOTELS & CASINO RESORTS EQUITY   898168109       68    14000 SH       DEFINED             16,18,21    14000        0        0
TRUST CO NEW JERSEY           EQUITY   898304100      370    15900 SH       DEFINED                12,21    15900        0        0
TRUST CO NEW JERSEY           EQUITY   898304100       13      552 SH       DEFINED             18,21,22        2        0      550
TRUSTCO BANK CORP-N Y         EQUITY   898349105      759    27781 SH       DEFINED                12,21    27781        0        0
TRUSTCO BANK CORP-N Y         EQUITY   898349105      604    22119 SH       DEFINED             18,21,22     5948        0    16170
TRUSTMARK CORP                EQUITY   898402102     1107    47225 SH       DEFINED                12,21    47225        0        0
TRUSTMARK CORP                EQUITY   898402102      341    14554 SH       DEFINED          15,18,21,22    12319        0     2235
TRUSTMARK CORP                EQUITY   898402102     2271    96889 SH       DEFINED             18,21,22     7445        0    89443
*** TUBOS DE ACERO DE MEXICO  EQUITY   898592506      168    17000 SH       DEFINED                12,21    17000        0        0
*** TUBOS DE ACERO DE MEXICO  EQUITY   898592506      415    42000 SH       DEFINED             16,18,21    42000        0        0
*** TUBOS DE ACERO DE MEXICO  EQUITY   898592506       41     4200 SH       DEFINED             18,21,22     1700        0     2500
TUBOSCOPE INC NEW             EQUITY   898600101      403    27346 SH       DEFINED                12,21    27346        0        0
TUBOSCOPE INC NEW             EQUITY   898600101       27     1809 SH       DEFINED             18,21,22     1208        0      601
TUESDAY MORNING CORP          EQUITY   899035505     1164    50600 SH       DEFINED                12,21    50600        0        0
TUESDAY MORNING CORP          EQUITY   899035505        9      375 SH       DEFINED             18,21,22      375        0        0
TUPPERWARE CORP               EQUITY   899896104        3      114 SH       DEFINED               -           114        0        0
TUPPERWARE CORP               EQUITY   899896104     2164    92100 SH       DEFINED                  6,7        0        0    92100
TUPPERWARE CORP               EQUITY   899896104      842    35821 SH       DEFINED                12,21    35821        0        0
TUPPERWARE CORP               EQUITY   899896104       45     1920 SH       DEFINED          15,18,21,22        0        0     1920
TUPPERWARE CORP               EQUITY   899896104     1828    77771 SH       DEFINED             18,21,22    54323        0    23448
TUPPERWARE CORP               EQUITY   899896104       36     1549 SH       DEFINED                   25        0     1549        0
TUPPERWARE CORP               EQUITY   899896104      666    28356 SH       DEFINED                21,32    28356        0        0
TULTEX CORP                   EQUITY   899900104        8    12000 SH       DEFINED             18,21,22     2000        0    10000
TURBO CHEF TECHNOLOGIES INC   EQUITY   900006107        4      500 SH       DEFINED          15,18,21,22        0        0      500
TURBO CHEF TECHNOLOGIES INC   EQUITY   900006107       26     3000 SH       DEFINED             16,18,21     3000        0        0
TURBO CHEF TECHNOLOGIES INC   EQUITY   900006107      175    20530 SH       DEFINED             18,21,22     1230        0    19300
TURKISH INVESTMENT FUND INC   EQUITY   900145103        4      495 SH       DEFINED          15,18,21,22      294        0      201
TURKISH INVESTMENT FUND INC   EQUITY   900145103      501    66835 SH       DEFINED             18,21,22    55956        0    10879
TUSCARORA PLASTICS INC        EQUITY   900902107      816    63400 SH       DEFINED                  4,6        0    63400        0
TUSCARORA PLASTICS INC        EQUITY   900902107        1       46 SH       DEFINED             18,21,22       46        0        0
TUT SYSTEMS INC               EQUITY   901103101      149     5400 SH       DEFINED                12,21     5400        0        0
TUT SYSTEMS INC               EQUITY   901103101     1319    47731 SH       DEFINED             18,21,22    25414        0    22317
TWEETER HOME ENTERTAINMENT GR EQUITY   901167106     5647   169200 SH       DEFINED   2,3,11,13,14,30,31        0   169200        0
TWEETER HOME ENTERTAINMENT GR EQUITY   901167106      417    12500 SH       DEFINED                  4,6        0        0    12500
TWEETER HOME ENTERTAINMENT GR EQUITY   901167106     1972    59100 SH       DEFINED                12,21    59100        0        0
20TH CENTURY INDS-NEW-CALIF-  EQUITY   901272203      113     5906 SH       DEFINED                12,21     5906        0        0
20TH CENTURY INDS-NEW-CALIF-  EQUITY   901272203      589    30893 SH       DEFINED             18,21,22     9200        0    21692
20TH CENTURY INDS-NEW-CALIF-  EQUITY   901272203      160     8379 SH       DEFINED     3,13,14,27,30,31     8379        0        0
20TH CENTURY INDS-NEW-CALIF-  EQUITY   901272203       83     4337 SH       DEFINED                21,32     4337        0        0
24/7 MEDIA INC                EQUITY   901314104      184     6000 SH       DEFINED                12,21     6000        0        0
24/7 MEDIA INC                EQUITY   901314104      244     7950 SH       DEFINED             18,21,22     1900        0     6050
24/7 MEDIA INC                EQUITY   901314104     1054    34359 SH       DEFINED        3,13,28,29,31    34359        0        0
24/7 MEDIA INC                EQUITY   901314104    51152  1666829 SH       DEFINED           3,13,30,31  1666829        0        0
TWINLAB CORP                  EQUITY   901774109       87    10080 SH       DEFINED                  4,6     1780        0     8300
TWINLAB CORP                  EQUITY   901774109      163    18900 SH       DEFINED                12,21    18900        0        0
TWINLAB CORP                  EQUITY   901774109      470    54536 SH       DEFINED             18,21,22    30751        0    23785
*** TYCO INTERNATIONAL LTD    EQUITY   902124106     1575    15565 SH       DEFINED               -         15565        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106   103113  1019027 SH       DEFINED                  4,6   387627   299364   332036
*** TYCO INTERNATIONAL LTD    EQUITY   902124106     1219    12050 SH       DEFINED                  6,7        0        0    12050
*** TYCO INTERNATIONAL LTD    EQUITY   902124106   532092  5258453 SH       DEFINED                12,21  5258453        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106    25784   254808 SH       DEFINED          15,18,21,22   165127        0    89681
*** TYCO INTERNATIONAL LTD    EQUITY   902124106    31156   307900 SH       DEFINED             16,18,21   307900        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106      263     2600 SH       DEFINED                18,21     2600        0        0
*** TYCO INTERNATIONAL LTD    OPTION   902124106    20238   200000 SH  CALL DEFINED       17,18,19,20,21   200000        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106   652704  6450411 SH       DEFINED             18,21,22  3777338        0  2673072
*** TYCO INTERNATIONAL LTD    EQUITY   902124106    28080   277503 SH       DEFINED                   25        0   277503        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106    16197   160071 SH       DEFINED     3,13,14,27,30,31   160071        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106        5       52 SH       DEFINED        3,13,28,29,31       52        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106     3971    39243 SH       DEFINED                21,32    39243        0        0
TYLER TECHNOLOGIES INC        EQUITY   902252105      180    30000 SH       DEFINED                12,21    30000        0        0
TYLER TECHNOLOGIES INC        EQUITY   902252105        4      627 SH       DEFINED             18,21,22      433        0      194
TYSON FOODS INC-CL A          EQUITY   902494103      252    13900 SH       DEFINED                  4,6    13000        0      900
TYSON FOODS INC-CL A          EQUITY   902494103    16977   936667 SH       DEFINED                12,21   936667        0        0
TYSON FOODS INC-CL A          EQUITY   902494103    19956  1101000 SH       DEFINED             16,18,21  1101000        0        0
TYSON FOODS INC-CL A          EQUITY   902494103       39     2168 SH       DEFINED             18,21,22     1432        0      736
TYSON FOODS INC-CL A          EQUITY   902494103      714    39400 SH       DEFINED                21,32    39400        0        0
UAL CORP                      EQUITY   902549500      120     1875 SH       DEFINED                  4,6        0        0     1875
UAL CORP                      EQUITY   902549500     5401    84550 SH       DEFINED                12,21    84550        0        0
UAL CORP                      EQUITY   902549500       41      645 SH       DEFINED          15,18,21,22      345        0      300
UAL CORP                      EQUITY   902549500     7961   124634 SH       DEFINED             18,21,22    50539        0    74095
UAL CORP                      OPTION   902549500      645    10100 SH  CALL DEFINED             18,21,22        0        0    10100
UAL CORP                      OPTION   902549500       19      300 SH  PUT  DEFINED             18,21,22        0        0      300
UCAR INTERNATIONAL INC        EQUITY   90262K109        4      150 SH       DEFINED               -           150        0        0
UCAR INTERNATIONAL INC        EQUITY   90262K109      826    32000 SH       DEFINED                12,21    32000        0        0
UCAR INTERNATIONAL INC        EQUITY   90262K109      356    13785 SH       DEFINED          15,18,21,22     9830        0     3955
UCAR INTERNATIONAL INC        EQUITY   90262K109    12190   472224 SH       DEFINED             18,21,22   349013        0   123211
UGI CORP NEW                  EQUITY   902681105     2624   111349 SH       DEFINED                12,21   111349        0        0
UGI CORP NEW                  EQUITY   902681105       94     4000 SH       DEFINED          15,18,21,22        0        0     4000
UGI CORP NEW                  EQUITY   902681105       35     1500 SH       DEFINED             16,18,21     1500        0        0
UGI CORP NEW                  EQUITY   902681105     4796   203537 SH       DEFINED             18,21,22    81024        0   122512
UGI CORP NEW                  EQUITY   902681105     2376   100824 SH       DEFINED                21,32   100824        0        0
UICI                          EQUITY   902737105     2251    80400 SH       DEFINED                12,21    80400        0        0
UICI                          EQUITY   902737105     1330    47500 SH       DEFINED             16,18,21    47500        0        0
UICI                          EQUITY   902737105       40     1423 SH       DEFINED             18,21,22      622        0      801
UICI                          EQUITY   902737105      286    10200 SH       DEFINED                   25        0    10200        0
UMB FINANCIAL CORP            EQUITY   902788108      568    12756 SH       DEFINED                12,21    12756        0        0
U S T CORP                    EQUITY   902900109     5692   187000 SH       DEFINED                    6   187000        0        0
U S T CORP                    EQUITY   902900109     4566   150008 SH       DEFINED                12,21   150008        0        0
U S T CORP                    EQUITY   902900109     1137    37354 SH       DEFINED             18,21,22    30275        0     7079
USX CORP CUM CONV PFD 6.50%   EQUITY   902905819     4651    97907 SH       DEFINED             18,21,22    57598        0    40308
USX MARATHON GROUP            EQUITY   902905827       29      952 SH       DEFINED               -           952        0        0
USX MARATHON GROUP            EQUITY   902905827       61     2000 SH       DEFINED                  4,6     2000        0        0
USX MARATHON GROUP            EQUITY   902905827    34822  1144023 SH       DEFINED                12,21  1144023        0        0
USX MARATHON GROUP            EQUITY   902905827      418    13738 SH       DEFINED          15,18,21,22     8467        0     5271
USX MARATHON GROUP            EQUITY   902905827    15100   496100 SH       DEFINED             16,18,21   496100        0        0
USX MARATHON GROUP            EQUITY   902905827    16862   553971 SH       DEFINED             18,21,22   384949        0   169022
USX MARATHON GROUP            EQUITY   902905827      265     8713 SH       DEFINED                   25        0     8713        0
USX MARATHON GROUP            EQUITY   902905827      405    13300 SH       DEFINED     3,13,14,27,30,31    13300        0        0
USX MARATHON GROUP            EQUITY   902905827      433    14237 SH       DEFINED                21,32    14237        0        0
USB HOLDING CO INC            EQUITY   902910108      139     9480 SH       DEFINED                12,21     9480        0        0
USB HOLDING CO INC            EQUITY   902910108      409    27871 SH       DEFINED             18,21,22    10473        0    17398
UST INC                       EQUITY   902911106        6      200 SH       DEFINED               -           200        0        0
UST INC                       EQUITY   902911106       12      400 SH       DEFINED                  4,6      400        0        0
UST INC                       EQUITY   902911106    27817   906435 SH       DEFINED                12,21   906435        0        0
UST INC                       EQUITY   902911106    12936   421530 SH       DEFINED          15,18,21,22   301335        0   120195
UST INC                       EQUITY   902911106    18413   600000 SH       DEFINED             16,18,21   600000        0        0
UST INC                       EQUITY   902911106    58891  1919033 SH       DEFINED             18,21,22  1400412        0   518621
UST INC                       EQUITY   902911106      722    23525 SH       DEFINED                   25        0    23525        0
UST INC                       EQUITY   902911106      546    17800 SH       DEFINED     3,13,14,27,30,31    17800        0        0
UST INC                       EQUITY   902911106      249     8118 SH       DEFINED                21,32     8118        0        0
U S PLASTIC LUMBER CO         EQUITY   902948108      135    17300 SH       DEFINED                12,21    17300        0        0
U S PLASTIC LUMBER CO         EQUITY   902948108       32     4100 SH       DEFINED             18,21,22        0        0     4100
U S FRANCHISE SYSTEM INC CL A EQUITY   902956309     7237   385979 SH       DEFINED                12,21   385979        0        0
U S FRANCHISE SYSTEM INC CL A EQUITY   902956309     7063   376679 SH       DEFINED             16,18,21   376679        0        0
U S FRANCHISE SYSTEM INC CL A EQUITY   902956309      786    41934 SH       DEFINED             18,21,22      400        0    41534
U S RESTAURANT PPTYS INC      EQUITY   902971100      215    11600 SH       DEFINED                12,21    11600        0        0
U S RESTAURANT PPTYS INC      EQUITY   902971100      323    17462 SH       DEFINED             18,21,22     7438        0    10023
U S RESTAURANT PPTYS INC      EQUITY   902971209     4650   251375 SH       DEFINED             18,21,22   251375        0        0
US BANCORP DEL                EQUITY   902973106      783    24700 SH       DEFINED                  4,6     9000        0    15700
US BANCORP DEL                EQUITY   902973106    14498   457525 SH       DEFINED                12,21   457525        0        0
US BANCORP DEL                EQUITY   902973106      187     5904 SH       DEFINED          15,18,21,22     2545        0     3359
US BANCORP DEL                OPTION   902973106     3590   113300 SH  CALL DEFINED       17,18,19,20,21   113300        0        0
US BANCORP DEL                EQUITY   902973106    34837  1099380 SH       DEFINED             18,21,22   772866        0   326514
US BANCORP DEL                OPTION   902973106       13      400 SH  PUT  DEFINED             18,21,22        0        0      400
US BANCORP DEL                EQUITY   902973106      830    26190 SH       DEFINED                   25        0    26190        0
US BANCORP DEL                EQUITY   902973106     1248    39383 SH       DEFINED                21,32    39383        0        0
U S TIMBERLANDS CO L P        EQUITY   902977107     1384    87851 SH       DEFINED             18,21,22     7370        0    80481
USA NETWORKS INC              EQUITY   902984103     2842    61450 SH       DEFINED                  4,6    12000        0    49450
USA NETWORKS INC              EQUITY   902984103    47770  1032875 SH       DEFINED                12,21  1032875        0        0
USA NETWORKS INC              EQUITY   902984103        3       71 SH       DEFINED          15,18,21,22        0        0       71
USA NETWORKS INC              EQUITY   902984103     4377    94647 SH       DEFINED             18,21,22    36742        0    57905
USA NETWORKS INC              EQUITY   902984103      925    20000 SH       DEFINED                   25        0    20000        0
USA NETWORKS INC              EQUITY   902984103       28      600 SH       DEFINED     3,13,14,27,30,31      600        0        0
USA NETWORKS INC              EQUITY   902984103     2030    43900 SH       DEFINED                21,32    43900        0        0
UNUM CORP                     EQUITY   903192102      375     7246 SH       DEFINED               -          7246        0        0
UNUM CORP                     EQUITY   903192102     3601    69580 SH       DEFINED                  4,6        0    69025      555
UNUM CORP                     EQUITY   903192102    16099   311100 SH       DEFINED                    6   311100        0        0
UNUM CORP                     EQUITY   903192102    24507   473572 SH       DEFINED                12,21   473572        0        0
UNUM CORP                     EQUITY   903192102      847    16375 SH       DEFINED          15,18,21,22     6705        0     9670
UNUM CORP                     EQUITY   903192102     3312    64000 SH       DEFINED             16,18,21    64000        0        0
UNUM CORP                     EQUITY   903192102   136578  2639182 SH       DEFINED             18,21,22   789506        0  1849676
UNUM CORP                     EQUITY   903192102      202     3897 SH       DEFINED                   25        0     3897        0
UNUM CORP                     EQUITY   903192102      334     6456 SH       DEFINED                21,32     6456        0        0
URS CORPORATION               EQUITY   903236107      743    29500 SH       DEFINED                12,21    29500        0        0
URS CORPORATION               EQUITY   903236107      443    17578 SH       DEFINED             18,21,22     4731        0    12847
URS CORPORATION               EQUITY   903236107      506    20100 SH       DEFINED                   25        0    20100        0
URS CORPORATION               EQUITY   903236107     1677    66567 SH       DEFINED                21,32    66567        0        0
USANA INC UTAH                EQUITY   90328M107       16     2190 SH       DEFINED          15,18,21,22      675        0     1515
USANA INC UTAH                EQUITY   90328M107      438    58465 SH       DEFINED             18,21,22    40425        0    18040
U S DIAGNOSTIC INC            EQUITY   90328Q108       61    55629 SH       DEFINED             18,21,22    47850        0     7779
US CAN CORP                   EQUITY   90328W105        6      275 SH       DEFINED               -           275        0        0
US CAN CORP                   EQUITY   90328W105       88     3800 SH       DEFINED                12,21     3800        0        0
US CAN CORP                   EQUITY   90328W105      151     6504 SH       DEFINED          15,18,21,22     3549        0     2955
US CAN CORP                   EQUITY   90328W105    33503  1440978 SH       DEFINED             18,21,22  1385104        0    55874
USG CORPORATION NEW           EQUITY   903293405     4084    77694 SH       DEFINED                12,21    77694        0        0
USG CORPORATION NEW           EQUITY   903293405        8      154 SH       DEFINED          15,18,21,22       83        0       71
USG CORPORATION NEW           EQUITY   903293405     2260    43000 SH       DEFINED             18,21,22    27942        0    15058
USG CORPORATION NEW           EQUITY   903293405     1860    35381 SH       DEFINED                21,32    35381        0        0
U S FOODSERVICE               EQUITY   90331R101       32      755 SH       DEFINED               -           755        0        0
U S FOODSERVICE               EQUITY   90331R101     1990    47103 SH       DEFINED                12,21    47103        0        0
U S FOODSERVICE               EQUITY   90331R101      716    16950 SH       DEFINED          15,18,21,22    10785        0     6165
U S FOODSERVICE               EQUITY   90331R101    17608   416749 SH       DEFINED             18,21,22   276053        0   140696
U S FOODSERVICE               OPTION   90331R101     2958    70000 SH  PUT  DEFINED             18,21,22    70000        0        0
U S FOODSERVICE               EQUITY   90331R101      549    13000 SH       DEFINED                21,32    13000        0        0
US LEC CORP CL A              EQUITY   90331S109      677    25200 SH       DEFINED                12,21    25200        0        0
US LEC CORP CL A              EQUITY   90331S109      161     6000 SH       DEFINED          15,18,21,22        0        0     6000
US LEC CORP CL A              EQUITY   90331S109      533    19837 SH       DEFINED             18,21,22    10406        0     9431
US LEC CORP CL A              EQUITY   90331S109      486    18100 SH       DEFINED                21,32    18100        0        0
U S A FLORAL PRODS INC        EQUITY   90331T107       21     4800 SH       DEFINED                12,21     4800        0        0
U S A FLORAL PRODS INC        EQUITY   90331T107        1      124 SH       DEFINED          15,18,21,22        0        0      124
U S A FLORAL PRODS INC        EQUITY   90331T107      621   140840 SH       DEFINED             18,21,22    50677        0    90163
USEC INC                      EQUITY   90333E108     3472   283400 SH       DEFINED                12,21   283400        0        0
USEC INC                      EQUITY   90333E108     3075   251000 SH       DEFINED             16,18,21   251000        0        0
USEC INC                      EQUITY   90333E108      215    17568 SH       DEFINED             18,21,22     4048        0    13520
USX U S STEEL GROUP           EQUITY   90337T101     5525   210980 SH       DEFINED                12,21   210980        0        0
USX U S STEEL GROUP           EQUITY   90337T101      117     4449 SH       DEFINED          15,18,21,22     3199        0     1250
USX U S STEEL GROUP           EQUITY   90337T101        3      120 SH       DEFINED             16,18,21      120        0        0
USX U S STEEL GROUP           EQUITY   90337T101     8694   331984 SH       DEFINED             18,21,22   211496        0   120488
USX U S STEEL GROUP           OPTION   90337T101       52     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
USX U S STEEL GROUP           EQUITY   90337T101       61     2339 SH       DEFINED                   25        0     2339        0
USX U S STEEL GROUP           EQUITY   90337T101      175     6694 SH       DEFINED                21,32     6694        0        0
US XPRESS ENTERPRISES INC CL  EQUITY   90338N103       60     6100 SH       DEFINED                12,21     6100        0        0
US XPRESS ENTERPRISES INC CL  EQUITY   90338N103       36     3690 SH       DEFINED          15,18,21,22     2765        0      925
US XPRESS ENTERPRISES INC CL  EQUITY   90338N103      773    78301 SH       DEFINED             18,21,22    53074        0    25227
UTI ENERGY CORP               EQUITY   903387108     2145   127600 SH       DEFINED   2,3,11,13,14,30,31        0   127600        0
UTI ENERGY CORP               EQUITY   903387108      928    55200 SH       DEFINED                12,21    55200        0        0
UTI ENERGY CORP               EQUITY   903387108       67     4006 SH       DEFINED             18,21,22      649        0     3357
ULTIMATE ELECTRONICS INC      EQUITY   903849107       19     1185 SH       DEFINED          15,18,21,22      415        0      770
ULTIMATE ELECTRONICS INC      EQUITY   903849107      471    29232 SH       DEFINED             18,21,22    18305        0    10927
ULTRAK INC  NEW               EQUITY   903898401     2057   342900 SH       DEFINED                  4,6        0   342900        0
ULTRAK INC  NEW               EQUITY   903898401        3      500 SH       DEFINED             18,21,22        0        0      500
ULTRAMAR DIAMOND SHAMROCK COR EQUITY   904000106     5774   238113 SH       DEFINED                12,21   238113        0        0
ULTRAMAR DIAMOND SHAMROCK COR EQUITY   904000106        1       25 SH       DEFINED          15,18,21,22        0        0       25
ULTRAMAR DIAMOND SHAMROCK COR EQUITY   904000106     3419   141000 SH       DEFINED             16,18,21   141000        0        0
ULTRAMAR DIAMOND SHAMROCK COR EQUITY   904000106      150     6191 SH       DEFINED             18,21,22     5711        0      480
ULTRAMAR DIAMOND SHAMROCK COR EQUITY   904000106     1425    58762 SH       DEFINED                21,32    58762        0        0
ULTRATECH STEPPER INC         EQUITY   904034105       13      875 SH       DEFINED               -           875        0        0
ULTRATECH STEPPER INC         EQUITY   904034105      273    19106 SH       DEFINED                12,21    19106        0        0
ULTRATECH STEPPER INC         EQUITY   904034105      554    38687 SH       DEFINED             18,21,22     2388        0    36299
UNAPIX ENTERTAINMENT          EQUITY   904270105       43    14000 SH       DEFINED             18,21,22        0        0    14000
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107      130     7800 SH       DEFINED               -          7800        0        0
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107     6600   397000 SH       DEFINED                  4,6   394000        0     3000
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107     2316   139300 SH       DEFINED                  6,7        0        0   139300
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107     1547    93040 SH       DEFINED                12,21    93040        0        0
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107       30     1813 SH       DEFINED          15,18,21,22     1706        0      107
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107      807    48540 SH       DEFINED             16,18,21    48540        0        0
*** UNIBANCO UNIAO DE BANCOS  OPTION   90458E107       10      600 SH  CALL DEFINED             18,21,22      600        0        0
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107     1960   117868 SH       DEFINED             18,21,22    91163        0    26705
UNICAPITAL CORP NEW           EQUITY   90459D108      208    40100 SH       DEFINED                12,21    40100        0        0
UNICAPITAL CORP NEW           EQUITY   90459D108      352    67851 SH       DEFINED             18,21,22    46997        0    20854
UNIFI INC                     EQUITY   904677101        9      570 SH       DEFINED               -           570        0        0
UNIFI INC                     EQUITY   904677101        4      250 SH       DEFINED                  4,6      250        0        0
UNIFI INC                     EQUITY   904677101      635    38950 SH       DEFINED                12,21    38950        0        0
UNIFI INC                     EQUITY   904677101      154     9455 SH       DEFINED          15,18,21,22     4100        0     5355
UNIFI INC                     EQUITY   904677101     5414   331883 SH       DEFINED             18,21,22   219777        0   112105
UNIFY CORP                    EQUITY   904743101        4      350 SH       DEFINED          15,18,21,22      350        0        0
UNIFY CORP                    EQUITY   904743101     1308   113773 SH       DEFINED             18,21,22    71200        0    42573
*** UNILEVER PLC SPONS ADR NE EQUITY   904767704       51     1327 SH       DEFINED               -          1327        0        0
*** UNILEVER PLC SPONS ADR NE EQUITY   904767704     2443    63056 SH       DEFINED          15,18,21,22    38039        0    25017
*** UNILEVER PLC SPONS ADR NE EQUITY   904767704    67682  1746625 SH       DEFINED             18,21,22  1231176        0   515449
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709      186     2632 SH       DEFINED               -          2632        0        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     2461    34814 SH       DEFINED                  4,6     6545        0    28269
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709      792    11203 SH       DEFINED                  6,7        0        0    11203
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709    52606   744194 SH       DEFINED                12,21   744194        0        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     2455    34731 SH       DEFINED          15,18,21,22    24195        0    10536
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     1767    25000 SH       DEFINED       17,18,19,20,21    25000        0        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709    80378  1137080 SH       DEFINED             18,21,22   704584        0   432496
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     1673    23667 SH       DEFINED                   25        0    23667        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     1556    22013 SH       DEFINED     3,13,14,27,30,31    22013        0        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     1918    27135 SH       DEFINED                21,32    27135        0        0
UNIMED PHARMACEUTICALS INC    EQUITY   904801107      341    28738 SH       DEFINED             18,21,22    23698        0     5040
UNICOM CORP                   EQUITY   904911104     1873    47573 SH       DEFINED               -         47573        0        0
UNICOM CORP                   EQUITY   904911104     6182   157000 SH       DEFINED   2,3,11,13,14,30,31        0   157000        0
UNICOM CORP                   EQUITY   904911104     7849   199330 SH       DEFINED                  4,6      500   198650      180
UNICOM CORP                   EQUITY   904911104    44746  1136407 SH       DEFINED                12,21  1136407        0        0
UNICOM CORP                   EQUITY   904911104      954    24236 SH       DEFINED          15,18,21,22    14768        0     9467
UNICOM CORP                   EQUITY   904911104     4922   125000 SH       DEFINED             16,18,21   125000        0        0
UNICOM CORP                   EQUITY   904911104   200442  5090587 SH       DEFINED             18,21,22  1351402        0  3739184
UNICOM CORP                   EQUITY   904911104      241     6109 SH       DEFINED                   25        0     6109        0
UNICOM CORP                   EQUITY   904911104     1181    30000 SH       DEFINED     3,13,14,27,30,31    30000        0        0
UNICOM CORP                   EQUITY   904911104      397    10081 SH       DEFINED                21,32    10081        0        0
UNION CARBIDE CORP            EQUITY   905581104       15      314 SH       DEFINED               -           314        0        0
UNION CARBIDE CORP            EQUITY   905581104       22      450 SH       DEFINED                  4,6        0        0      450
UNION CARBIDE CORP            EQUITY   905581104      810    16634 SH       DEFINED                12,21    16634        0        0
UNION CARBIDE CORP            EQUITY   905581104       31      626 SH       DEFINED          15,18,21,22      197        0      429
UNION CARBIDE CORP            EQUITY   905581104     3385    69517 SH       DEFINED             18,21,22    38192        0    31324
UNION CARBIDE CORP            EQUITY   905581104      178     3663 SH       DEFINED                   25        0     3663        0
UNION CARBIDE CORP            EQUITY   905581104      490    10064 SH       DEFINED                21,32    10064        0        0
UNION PACIFIC CORP            EQUITY   907818108      168     3050 SH       DEFINED               -          3050        0        0
UNION PACIFIC CORP            EQUITY   907818108     6874   124700 SH       DEFINED   2,3,11,13,14,30,31        0   124700        0
UNION PACIFIC CORP            EQUITY   907818108     9212   167115 SH       DEFINED                  4,6    21245    94300    51570
UNION PACIFIC CORP            EQUITY   907818108    19444   352733 SH       DEFINED                12,21   352733        0        0
UNION PACIFIC CORP            EQUITY   907818108     1613    29254 SH       DEFINED          15,18,21,22    15523        0    13731
UNION PACIFIC CORP            EQUITY   907818108    14250   258495 SH       DEFINED             16,18,21   258495        0        0
UNION PACIFIC CORP            EQUITY   907818108    56464  1024284 SH       DEFINED             18,21,22   553068        0   471216
UNION PACIFIC CORP            EQUITY   907818108      386     6998 SH       DEFINED                   25        0     6998        0
UNION PACIFIC CORP            EQUITY   907818108      150     2729 SH       DEFINED     3,13,14,27,30,31     2729        0        0
UNION PACIFIC CORP            EQUITY   907818108      703    12756 SH       DEFINED                21,32    12756        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105       35     2000 SH       DEFINED               -          2000        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105       55     3143 SH       DEFINED                  4,6     3143        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105    16739   949725 SH       DEFINED                12,21   949725        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105     1176    66740 SH       DEFINED          15,18,21,22    37742        0    28998
UNION PACIFIC RES GROUP INC   EQUITY   907834105      104     5882 SH       DEFINED             16,18,21     5882        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105    56540  3207926 SH       DEFINED             18,21,22  1217927        0  1989998
UNION PACIFIC RES GROUP INC   OPTION   907834105       26     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
UNION PACIFIC RES GROUP INC   EQUITY   907834105      122     6939 SH       DEFINED                   25        0     6939        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105      204    11550 SH       DEFINED                21,32    11550        0        0
UNION PLANTERS CORP           EQUITY   908068109     4479   101500 SH       DEFINED                    6   101500        0        0
UNION PLANTERS CORP           EQUITY   908068109      611    13847 SH       DEFINED                12,21    13847        0        0
UNION PLANTERS CORP           EQUITY   908068109      375     8489 SH       DEFINED          15,18,21,22     1326        0     7163
UNION PLANTERS CORP           EQUITY   908068109       86     1960 SH       DEFINED             16,18,21     1960        0        0
UNION PLANTERS CORP           EQUITY   908068109     2506    56800 SH       DEFINED             18,21,22    27399        0    29400
UNION PLANTERS CORP           EQUITY   908068109      177     4000 SH       DEFINED                   25        0     4000        0
UNION PLANTERS CORP           EQUITY   908068109      336     7614 SH       DEFINED                21,32     7614        0        0
UNIONBANCAL CORP              EQUITY   908906100    19080   530925 SH       DEFINED                12,21   530925        0        0
UNIONBANCAL CORP              EQUITY   908906100       45     1245 SH       DEFINED          15,18,21,22      770        0      475
UNIONBANCAL CORP              EQUITY   908906100      101     2800 SH       DEFINED                18,21     2800        0        0
UNIONBANCAL CORP              EQUITY   908906100     1418    39449 SH       DEFINED             18,21,22    23115        0    16334
UNIONBANCORP INC-DEL          EQUITY   908908106      692    45400 SH       DEFINED   2,3,11,13,14,30,31        0    45400        0
UNIPHASE CORP                 EQUITY   909149106       21      230 SH       DEFINED               -           230        0        0
UNIPHASE CORP                 EQUITY   909149106      782     8650 SH       DEFINED                  4,6     7000        0     1650
UNIPHASE CORP                 EQUITY   909149106    18135   200663 SH       DEFINED                12,21   200663        0        0
UNIPHASE CORP                 EQUITY   909149106      357     3949 SH       DEFINED          15,18,21,22     2216        0     1733
UNIPHASE CORP                 EQUITY   909149106     1808    20000 SH       DEFINED             16,18,21    20000        0        0
UNIPHASE CORP                 EQUITY   909149106    13687   151449 SH       DEFINED             18,21,22    88817        0    62632
UNIPHASE CORP                 EQUITY   909149106      515     5700 SH       DEFINED     3,13,14,27,30,31     5700        0        0
UNIPHASE CORP                 EQUITY   909149106     1329    14700 SH       DEFINED                21,32    14700        0        0
UNISOURCE ENERGY CORP         EQUITY   909205106      317    26020 SH       DEFINED                12,21    26020        0        0
UNISOURCE ENERGY CORP         EQUITY   909205106      130    10691 SH       DEFINED             18,21,22     1151        0     9540
UNISYS CORP                   EQUITY   909214108      126     3049 SH       DEFINED               -          3049        0        0
UNISYS CORP                   EQUITY   909214108    24704   598888 SH       DEFINED                12,21   598888        0        0
UNISYS CORP                   EQUITY   909214108      627    15212 SH       DEFINED          15,18,21,22     9211        0     6001
UNISYS CORP                   EQUITY   909214108       20      485 SH       DEFINED             16,18,21      485        0        0
UNISYS CORP                   EQUITY   909214108      751    18200 SH       DEFINED                18,21    18200        0        0
UNISYS CORP                   EQUITY   909214108    71255  1727404 SH       DEFINED             18,21,22  1109888        0   617516
UNISYS CORP                   OPTION   909214108       41     1000 SH  CALL DEFINED             18,21,22        0        0     1000
UNISYS CORP                   EQUITY   909214108      306     7411 SH       DEFINED                   25        0     7411        0
UNISYS CORP                   EQUITY   909214108     1650    40000 SH       DEFINED        3,13,28,29,31    40000        0        0
UNISYS CORP                   EQUITY   909214108      555    13454 SH       DEFINED                21,32    13454        0        0
UNISYS CORP $3.75 CV PFD SER  EQUITY   909214207       17      247 SH       DEFINED               -           247        0        0
UNISYS CORP $3.75 CV PFD SER  EQUITY   909214207       96     1421 SH       DEFINED             16,18,21     1421        0        0
UNISYS CORP $3.75 CV PFD SER  EQUITY   909214207     5264    77989 SH       DEFINED             18,21,22    47043        0    30946
UNITED ASSET MANAGEMENT CORP  EQUITY   909420101      557    26225 SH       DEFINED                12,21    26225        0        0
UNITED ASSET MANAGEMENT CORP  EQUITY   909420101       74     3489 SH       DEFINED             18,21,22      220        0     3269
UNITED AUTO GROUP INC         EQUITY   909440109      214    16253 SH       DEFINED                12,21    16253        0        0
UNITED AUTO GROUP INC         EQUITY   909440109       30     2300 SH       DEFINED             18,21,22     1100        0     1200
UNITED BANKSHARES INC W VA-   EQUITY   909907107     2471    99337 SH       DEFINED                12,21    99337        0        0
UNITED BANKSHARES INC W VA-   EQUITY   909907107      243     9749 SH       DEFINED             18,21,22        5        0     9744
UNITED BANKSHARES INC W VA-   EQUITY   909907107     2434    97865 SH       DEFINED                21,32    97865        0        0
UNITED DOMINION RLTY TRUST IN EQUITY   910197102     3932   343800 SH       DEFINED                12,21   343800        0        0
UNITED DOMINION RLTY TRUST IN EQUITY   910197102        4      308 SH       DEFINED          15,18,21,22        0        0      308
UNITED DOMINION RLTY TRUST IN EQUITY   910197102    12046  1053152 SH       DEFINED             18,21,22   374076        0   679075
UNITED HEALTHCARE CORP        EQUITY   910581107      256     4145 SH       DEFINED               -          4145        0        0
UNITED HEALTHCARE CORP        EQUITY   910581107     1015    16410 SH       DEFINED                  4,6      115        0    16295
UNITED HEALTHCARE CORP        EQUITY   910581107    58756   949584 SH       DEFINED                12,21   949584        0        0
UNITED HEALTHCARE CORP        EQUITY   910581107      467     7541 SH       DEFINED          15,18,21,22     1735        0     5806
UNITED HEALTHCARE CORP        EQUITY   910581107    32550   526067 SH       DEFINED             18,21,22   206139        0   319927
UNITED HEALTHCARE CORP        OPTION   910581107       31      500 SH  PUT  DEFINED             18,21,22        0        0      500
UNITED HEALTHCARE CORP        EQUITY   910581107      293     4728 SH       DEFINED                   25        0     4728        0
UNITED HEALTHCARE CORP        EQUITY   910581107     2772    44800 SH       DEFINED     3,13,14,27,30,31    44800        0        0
UNITED HEALTHCARE CORP        EQUITY   910581107      496     8013 SH       DEFINED                21,32     8013        0        0
UNITED ILLUMINATING CO        EQUITY   910637107     3370    74989 SH       DEFINED                12,21    74989        0        0
UNITED ILLUMINATING CO        EQUITY   910637107      112     2500 SH       DEFINED             16,18,21     2500        0        0
UNITED ILLUMINATING CO        EQUITY   910637107      246     5475 SH       DEFINED             18,21,22     1923        0     3552
UNITED INDUSTRIAL CORP        EQUITY   910671106      559    50800 SH       DEFINED                  4,6        0    50800        0
UNITED INDUSTRIAL CORP        EQUITY   910671106      327    29728 SH       DEFINED             18,21,22     1013        0    28715
UNITED INTL HLDGS INC CL A    EQUITY   910734102     2447    32852 SH       DEFINED                12,21    32852        0        0
UNITED INTL HLDGS INC CL A    EQUITY   910734102     1036    13900 SH       DEFINED             16,18,21    13900        0        0
UNITED INTL HLDGS INC CL A    EQUITY   910734102     5319    71401 SH       DEFINED             18,21,22    42451        0    28950
UNITED INTL HLDGS INC CL A    EQUITY   910734102     3353    45000 SH       DEFINED        3,13,30,31,33        0        0    45000
UNITED NATL BANCORP N J       EQUITY   910909100      329    13640 SH       DEFINED                12,21    13640        0        0
UNITED NATL BANCORP N J       EQUITY   910909100      187     7733 SH       DEFINED             18,21,22     3404        0     4329
UNITED NATURAL FOODS INC      EQUITY   911163103      141     7400 SH       DEFINED                12,21     7400        0        0
UNITED NATURAL FOODS INC      EQUITY   911163103      106     5600 SH       DEFINED             18,21,22     2482        0     3118
*** UNITED PAN EUROPE         EQUITY   911300200        6      100 SH       DEFINED               -           100        0        0
*** UNITED PAN EUROPE         EQUITY   911300200      204     3200 SH       DEFINED                  4,6        0        0     3200
*** UNITED PAN EUROPE         EQUITY   911300200      404     6321 SH       DEFINED             18,21,22     1427        0     4894
UNITED PAYORS & UNITED        EQUITY   911319101      773    36800 SH       DEFINED                12,21    36800        0        0
UNITED PAYORS & UNITED        EQUITY   911319101      435    20700 SH       DEFINED                   25        0    20700        0
UNITED RENTALS INC            EQUITY   911363109      383    14053 SH       DEFINED                12,21    14053        0        0
UNITED RENTALS INC            EQUITY   911363109        7      250 SH       DEFINED          15,18,21,22        0        0      250
UNITED RENTALS INC            EQUITY   911363109     2777   101910 SH       DEFINED             18,21,22    45883        0    56027
UNITED ROAD SERVICES INC      EQUITY   911384105      638   150000 SH       DEFINED                12,21   150000        0        0
UNITED ROAD SERVICES INC      EQUITY   911384105       18     4330 SH       DEFINED          15,18,21,22     3590        0      740
UNITED ROAD SERVICES INC      EQUITY   911384105      523   123031 SH       DEFINED             18,21,22    82041        0    40990
U S BIOSCIENCE INC COM PAR .0 EQUITY   911646206      214    25187 SH       DEFINED                12,21    25187        0        0
U S BIOSCIENCE INC COM PAR .0 EQUITY   911646206       11     1250 SH       DEFINED          15,18,21,22        0        0     1250
U S BIOSCIENCE INC COM PAR .0 EQUITY   911646206       34     4038 SH       DEFINED             18,21,22       28        0     4010
UNITED STATES CELLULAR CORP   CORPBOND 911684AA6      144   270000 PRN      DEFINED               -        270000        0        0
UNITED STATES CELLULAR CORP   CORPBOND 911684AA6      551  1029000 PRN      DEFINED          15,18,21,22   466000        0   563000
UNITED STATES CELLULAR CORP   CORPBOND 911684AA6    13025 24346000 PRN      DEFINED             18,21,22 16775000        0  7571000
UNITED STATES CELLULAR CORP   EQUITY   911684108      541     9675 SH       DEFINED                  4,6     8000        0     1675
UNITED STATES CELLULAR CORP   EQUITY   911684108      110     1975 SH       DEFINED                12,21     1975        0        0
UNITED STATES CELLULAR CORP   EQUITY   911684108       21      375 SH       DEFINED          15,18,21,22      275        0      100
UNITED STATES CELLULAR CORP   EQUITY   911684108     1362    24375 SH       DEFINED             18,21,22    17580        0     6795
UNITED STATES FILTER CORP CV  CORPBOND 911843AF7      413   413000 PRN      DEFINED             18,21,22   410000        0     3000
US AIRWAYS GROUP INC          EQUITY   911905107        3       73 SH       DEFINED               -            73        0        0
US AIRWAYS GROUP INC          EQUITY   911905107      995    25850 SH       DEFINED                12,21    25850        0        0
US AIRWAYS GROUP INC          EQUITY   911905107      287     7462 SH       DEFINED          15,18,21,22     6327        0     1135
US AIRWAYS GROUP INC          EQUITY   911905107   110368  2866700 SH       DEFINED                18,21  2866700        0        0
US AIRWAYS GROUP INC          EQUITY   911905107     7279   189076 SH       DEFINED             18,21,22   143683        0    45393
US AIRWAYS GROUP INC          EQUITY   911905107       75     1940 SH       DEFINED                   25        0     1940        0
US AIRWAYS GROUP INC          EQUITY   911905107      622    16151 SH       DEFINED                21,32    16151        0        0
U S HOME CORP NEW             EQUITY   911920106       20      575 SH       DEFINED               -           575        0        0
U S HOME CORP NEW             EQUITY   911920106        6      164 SH       DEFINED                  4,6      164        0        0
U S HOME CORP NEW             EQUITY   911920106      373    10800 SH       DEFINED                12,21    10800        0        0
U S HOME CORP NEW             EQUITY   911920106      172     4985 SH       DEFINED          15,18,21,22     2625        0     2360
U S HOME CORP NEW             EQUITY   911920106     3959   114765 SH       DEFINED             18,21,22    71787        0    42978
U S HOME CORP NEW             EQUITY   911920106      863    25000 SH       DEFINED                   25        0    25000        0
U.S. INDUSTRIES INC           EQUITY   912080108     2674   163275 SH       DEFINED                12,21   163275        0        0
U.S. INDUSTRIES INC           EQUITY   912080108      101     6165 SH       DEFINED             18,21,22     2655        0     3510
U.S. INDUSTRIES INC           EQUITY   912080108       39     2406 SH       DEFINED                21,32     2406        0        0
US OFFICE PRODUCTS CO (NEW)   EQUITY   912325305       10     2211 SH       DEFINED                12,21     2211        0        0
US OFFICE PRODUCTS CO (NEW)   EQUITY   912325305        1      192 SH       DEFINED          15,18,21,22      192        0        0
US OFFICE PRODUCTS CO (NEW)   EQUITY   912325305     1627   347020 SH       DEFINED             18,21,22   319532        0    27488
U S WEST INC (NEW)            EQUITY   91273H101      378     6632 SH       DEFINED                  4,6     4220        0     2412
U S WEST INC (NEW)            EQUITY   91273H101    35714   626566 SH       DEFINED                12,21   626566        0        0
U S WEST INC (NEW)            EQUITY   91273H101       70     1235 SH       DEFINED          15,18,21,22      547        0      688
U S WEST INC (NEW)            EQUITY   91273H101      954    16729 SH       DEFINED             16,18,21    16729        0        0
U S WEST INC (NEW)            EQUITY   91273H101    49943   876184 SH       DEFINED             18,21,22   606005        0   270179
U S WEST INC (NEW)            OPTION   91273H101      143     2500 SH  CALL DEFINED             18,21,22        0        0     2500
U S WEST INC (NEW)            OPTION   91273H101       74     1300 SH  PUT  DEFINED             18,21,22        0        0     1300
U S WEST INC (NEW)            EQUITY   91273H101      803    14089 SH       DEFINED                   25        0    14089        0
U S WEST INC (NEW)            EQUITY   91273H101     1415    24823 SH       DEFINED     3,13,14,27,30,31    24823        0        0
U S WEST INC (NEW)            EQUITY   91273H101     1628    28564 SH       DEFINED                21,32    28564        0        0
US TRUST CORP NEW             EQUITY   91288L105     4272    48001 SH       DEFINED                  4,6    15270    22176    10555
US TRUST CORP NEW             EQUITY   91288L105       28      310 SH       DEFINED                  6,7        0        0      310
US TRUST CORP NEW             EQUITY   91288L105     1473    16550 SH       DEFINED                12,21    16550        0        0
US TRUST CORP NEW             EQUITY   91288L105      142     1600 SH       DEFINED          15,18,21,22        0        0     1600
US TRUST CORP NEW             EQUITY   91288L105      348     3915 SH       DEFINED             18,21,22      401        0     3513
US TRUST CORP NEW             EQUITY   91288L105       62      700 SH       DEFINED     3,13,14,27,30,31      700        0        0
UNITED STATIONERS INC         EQUITY   913004107        3      120 SH       DEFINED               -           120        0        0
UNITED STATIONERS INC         EQUITY   913004107     3818   145095 SH       DEFINED                12,21   145095        0        0
UNITED STATIONERS INC         EQUITY   913004107       71     2700 SH       DEFINED          15,18,21,22     1490        0     1210
UNITED STATIONERS INC         EQUITY   913004107     5462   207597 SH       DEFINED             18,21,22   126026        0    81571
UNITED STATIONERS INC         EQUITY   913004107     2791   106065 SH       DEFINED                21,32   106065        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109     1806    27239 SH       DEFINED               -         27239        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109    15187   229016 SH       DEFINED                  4,6    47950     1600   179466
UNITED TECHNOLOGIES CORP      EQUITY   913017109     6437    97071 SH       DEFINED                5,6,7        0        0    97071
UNITED TECHNOLOGIES CORP      EQUITY   913017109      427     6438 SH       DEFINED                  6,7        0        0     6438
UNITED TECHNOLOGIES CORP      EQUITY   913017109   123623  1864235 SH       DEFINED                12,21  1864235        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109     7594   114524 SH       DEFINED          15,18,21,22    69513        0    45010
UNITED TECHNOLOGIES CORP      EQUITY   913017109     8714   131400 SH       DEFINED             16,18,21   131400        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109   314448  4741875 SH       DEFINED             18,21,22  1541553        0  3200322
UNITED TECHNOLOGIES CORP      OPTION   913017109     2984    45000 SH  CALL DEFINED             18,21,22    45000        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109     1747    26350 SH       DEFINED                   25        0    26350        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109      943    14222 SH       DEFINED     3,13,14,27,30,31    14222        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109     1878    28315 SH       DEFINED                21,32    28315        0        0
UNITED TELEVISION INC         EQUITY   913066106     2057    19405 SH       DEFINED                12,21    19405        0        0
UNITED TELEVISION INC         EQUITY   913066106      103      968 SH       DEFINED             18,21,22      702        0      266
UNITED WATER RESOURCES INC    EQUITY   913190104      533    22857 SH       DEFINED                12,21    22857        0        0
UNITED WATER RESOURCES INC    EQUITY   913190104      393    16853 SH       DEFINED             18,21,22    10019        0     6834
UNITRIN INC                   EQUITY   913275103       66     1700 SH       DEFINED                12,21     1700        0        0
UNITRIN INC                   EQUITY   913275103       46     1180 SH       DEFINED          15,18,21,22      314        0      866
UNITRIN INC                   EQUITY   913275103     4016   102966 SH       DEFINED             18,21,22    81787        0    21179
UNITRODE CORP                 EQUITY   913283107    10782   292400 SH       DEFINED                12,21   292400        0        0
UNITRODE CORP                 EQUITY   913283107     4242   115034 SH       DEFINED                21,32   115034        0        0
UNIVERSAL CORP VA             EQUITY   913456109      251     8532 SH       DEFINED                  4,6     8532        0        0
UNIVERSAL CORP VA             EQUITY   913456109     3822   129847 SH       DEFINED                12,21   129847        0        0
UNIVERSAL CORP VA             EQUITY   913456109      111     3766 SH       DEFINED             18,21,22     1786        0     1980
UNIVERSAL CORP VA             EQUITY   913456109       77     2600 SH       DEFINED                   25        0     2600        0
UNIVERSAL CORP VA             EQUITY   913456109      124     4200 SH       DEFINED                21,32     4200        0        0
UNIVERSAL FOODS CORP WIS      EQUITY   913538104     3536   164000 SH       DEFINED                12,21   164000        0        0
UNIVERSAL FOODS CORP WIS      EQUITY   913538104        2       94 SH       DEFINED          15,18,21,22       94        0        0
UNIVERSAL FOODS CORP WIS      EQUITY   913538104     1958    90805 SH       DEFINED             18,21,22    31296        0    59508
UNIVERSAL FOREST PRODUCTS     EQUITY   913543104     2842   154656 SH       DEFINED                12,21   154656        0        0
UNIVERSAL FOREST PRODUCTS     EQUITY   913543104     2832   154113 SH       DEFINED             18,21,22   154013        0      100
UNIVERSAL FOREST PRODUCTS     EQUITY   913543104      535    29100 SH       DEFINED                   25        0    29100        0
UNIVERSAL HEALTH REALTY INCOM EQUITY   91359E105        6      300 SH       DEFINED               -           300        0        0
UNIVERSAL HEALTH REALTY INCOM EQUITY   91359E105     1662    88613 SH       DEFINED             18,21,22    69015        0    19598
UNIVERSAL STAINLESS & ALLOY   EQUITY   913837100      971   184930 SH       DEFINED                  4,6        0        0   184930
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100        2       45 SH       DEFINED               -            45        0        0
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100     6438   151930 SH       DEFINED                12,21   151930        0        0
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100      341     8052 SH       DEFINED          15,18,21,22     4596        0     3456
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100     8471   199908 SH       DEFINED             18,21,22   134490        0    65418
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100      568    13400 SH       DEFINED                21,32    13400        0        0
UNIVISION COMMUNICATIONS INC  EQUITY   914906102    19178   277435 SH       DEFINED                12,21   277435        0        0
UNIVISION COMMUNICATIONS INC  EQUITY   914906102      212     3066 SH       DEFINED          15,18,21,22        0        0     3066
UNIVISION COMMUNICATIONS INC  EQUITY   914906102     6484    93800 SH       DEFINED             16,18,21    93800        0        0
UNIVISION COMMUNICATIONS INC  EQUITY   914906102     1678    24282 SH       DEFINED             18,21,22     5793        0    18489
UNIVISION COMMUNICATIONS INC  EQUITY   914906102       28      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
UNIVISION COMMUNICATIONS INC  EQUITY   914906102     1107    16014 SH       DEFINED                21,32    16014        0        0
UNOCAL CORP                   EQUITY   915289102      103     2672 SH       DEFINED               -          2672        0        0
UNOCAL CORP                   EQUITY   915289102     7003   181600 SH       DEFINED   2,3,11,13,14,30,31        0   181600        0
UNOCAL CORP                   EQUITY   915289102       60     1554 SH       DEFINED                  4,6      219        0     1335
UNOCAL CORP                   EQUITY   915289102    30452   789663 SH       DEFINED                12,21   789663        0        0
UNOCAL CORP                   EQUITY   915289102      288     7470 SH       DEFINED          15,18,21,22     5040        0     2430
UNOCAL CORP                   EQUITY   915289102     9819   254614 SH       DEFINED             16,18,21   254614        0        0
UNOCAL CORP                   EQUITY   915289102    51847  1344475 SH       DEFINED             18,21,22   484987        0   859487
UNOCAL CORP                   EQUITY   915289102      268     6960 SH       DEFINED                   25        0     6960        0
UNOCAL CORP                   EQUITY   915289102      533    13834 SH       DEFINED     3,13,14,27,30,31    13834        0        0
UNOCAL CORP                   EQUITY   915289102      553    14351 SH       DEFINED                21,32    14351        0        0
UNOVA INC                     EQUITY   91529B106        7      527 SH       DEFINED                  4,6        0        0      527
UNOVA INC                     EQUITY   91529B106     4170   323900 SH       DEFINED                12,21   323900        0        0
UNOVA INC                     EQUITY   91529B106       12      922 SH       DEFINED          15,18,21,22      676        0      246
UNOVA INC                     EQUITY   91529B106     1533   119044 SH       DEFINED             18,21,22    92227        0    26817
USFREIGHTWAYS CORP            EQUITY   916906100       58     1190 SH       DEFINED               -          1190        0        0
USFREIGHTWAYS CORP            EQUITY   916906100    18890   385516 SH       DEFINED                12,21   385516        0        0
USFREIGHTWAYS CORP            EQUITY   916906100      425     8665 SH       DEFINED          15,18,21,22     5500        0     3165
USFREIGHTWAYS CORP            EQUITY   916906100    12156   248080 SH       DEFINED             18,21,22   167913        0    80167
USFREIGHTWAYS CORP            EQUITY   916906100     1279    26100 SH       DEFINED                   25        0    26100        0
USFREIGHTWAYS CORP            EQUITY   916906100      735    15000 SH       DEFINED     3,13,14,27,30,31    15000        0        0
USFREIGHTWAYS CORP            EQUITY   916906100     4734    96617 SH       DEFINED                21,32    96617        0        0
URBAN OUTFITTERS INC          EQUITY   917047102      270    10300 SH       DEFINED                12,21    10300        0        0
URBAN SHOPPING CENTERS INC    EQUITY   917060105      278     9100 SH       DEFINED                12,21     9100        0        0
URBAN SHOPPING CENTERS INC    EQUITY   917060105       71     2338 SH       DEFINED             18,21,22        2        0     2336
UROMED CORP SUB NOTES         CORPBOND 917274AC6       13    30000 PRN      DEFINED             18,21,22        0        0    30000
USBANCORP INC PA              EQUITY   917292104      189    12022 SH       DEFINED                12,21    12022        0        0
USBANCORP INC PA              EQUITY   917292104       14      859 SH       DEFINED             18,21,22      178        0      681
USBANCORP INC PA              EQUITY   917292104      293    18600 SH       DEFINED                   25        0    18600        0
USINTERNETWORKING INC         EQUITY   917311805     1447    56200 SH       DEFINED   2,3,11,13,14,30,31        0    56200        0
USINTERNETWORKING INC         EQUITY   917311805      136     5300 SH       DEFINED                12,21     5300        0        0
USINTERNETWORKING INC         EQUITY   917311805      109     4250 SH       DEFINED          15,18,21,22     3038        0     1212
USINTERNETWORKING INC         EQUITY   917311805     1921    74586 SH       DEFINED             18,21,22    62381        0    12205
USWEB CORP                    EQUITY   917327108        3      160 SH       DEFINED               -           160        0        0
USWEB CORP                    EQUITY   917327108     3176   156360 SH       DEFINED                  4,6        0        0   156360
USWEB CORP                    EQUITY   917327108       31     1540 SH       DEFINED                5,6,7        0        0     1540
USWEB CORP                    EQUITY   917327108     1912    94126 SH       DEFINED                12,21    94126        0        0
USWEB CORP                    EQUITY   917327108     1961    96538 SH       DEFINED             18,21,22    78466        0    18072
USWEB CORP                    EQUITY   917327108      833    41000 SH       DEFINED                   25        0    41000        0
USWEB CORP                    EQUITY   917327108     1111    54717 SH       DEFINED                21,32    54717        0        0
V.I.TECHNOLOGIES              EQUITY   917920100      206    34620 SH       DEFINED             18,21,22    30940        0     3680
UTILICORP UNITED INC DELAWARE EQUITY   918005109       68     2775 SH       DEFINED               -          2775        0        0
UTILICORP UNITED INC DELAWARE EQUITY   918005109       92     3750 SH       DEFINED                  4,6        0        0     3750
UTILICORP UNITED INC DELAWARE EQUITY   918005109     4459   182462 SH       DEFINED                12,21   182462        0        0
UTILICORP UNITED INC DELAWARE EQUITY   918005109      145     5948 SH       DEFINED          15,18,21,22     4045        0     1903
UTILICORP UNITED INC DELAWARE EQUITY   918005109     8156   333741 SH       DEFINED             18,21,22   145423        0   188318
UTILICORP UNITED INC DELAWARE EQUITY   918005109     1635    66909 SH       DEFINED                21,32    66909        0        0
UTILX CORP                    EQUITY   918031105       69    15300 SH       DEFINED             18,21,22     3300        0    12000
V F CORP                      EQUITY   918204108        4       95 SH       DEFINED               -            95        0        0
V F CORP                      EQUITY   918204108    14516   373396 SH       DEFINED                12,21   373396        0        0
V F CORP                      EQUITY   918204108     5111   131485 SH       DEFINED          15,18,21,22    90508        0    40977
V F CORP                      EQUITY   918204108    30291   779192 SH       DEFINED             18,21,22   561605        0   217586
V F CORP                      EQUITY   918204108      555    14280 SH       DEFINED                   25        0    14280        0
V F CORP                      EQUITY   918204108      215     5518 SH       DEFINED                21,32     5518        0        0
VDC COMMUNICATIONS INC (DEL)  EQUITY   91821B101       48    20000 SH       DEFINED             18,21,22        0        0    20000
VIB CORP                      EQUITY   91823H106      407    44917 SH       DEFINED             18,21,22        0        0    44917
VLSI TECHNOLOGY INC CV SUB    CORPBOND 918270AB5    16189 15950000 PRN      DEFINED             16,18,21 15950000        0        0
VLSI TECHNOLOGY INC CV SUB    CORPBOND 918270AB5     1934  1905000 PRN      DEFINED             18,21,22   226000        0  1679000
VTEL CORP                     EQUITY   918333105      433    99000 SH       DEFINED                12,21    99000        0        0
VTEL CORP                     EQUITY   918333105       24     5438 SH       DEFINED             18,21,22        0        0     5438
VTEL CORP                     EQUITY   918333105      433    99000 SH       DEFINED                21,32    99000        0        0
V3 SEMICONDUCTOR INC          EQUITY   918392101      620    85475 SH       DEFINED             18,21,22    17350        0    68125
VWR SCIENTIFIC PRODS CORP     EQUITY   918435108      529    14157 SH       DEFINED                12,21    14157        0        0
VWR SCIENTIFIC PRODS CORP     EQUITY   918435108      607    16234 SH       DEFINED             18,21,22     1327        0    14907
VAIL RESORTS INC              EQUITY   91879Q109        5      250 SH       DEFINED                  4,6        0        0      250
VAIL RESORTS INC              EQUITY   91879Q109      428    22700 SH       DEFINED                12,21    22700        0        0
VAIL RESORTS INC              EQUITY   91879Q109      167     8829 SH       DEFINED             18,21,22     5010        0     3819
VAIL RESORTS INC              OPTION   91879Q109       19     1000 SH  PUT  DEFINED             18,21,22     1000        0        0
VALASSIS COMMUNICATIONS INC   EQUITY   918866104        4      115 SH       DEFINED               -           115        0        0
VALASSIS COMMUNICATIONS INC   EQUITY   918866104    14184   378250 SH       DEFINED                12,21   378250        0        0
VALASSIS COMMUNICATIONS INC   EQUITY   918866104      381    10164 SH       DEFINED          15,18,21,22     5515        0     4649
VALASSIS COMMUNICATIONS INC   EQUITY   918866104    12701   338682 SH       DEFINED             18,21,22   215721        0   122961
VALASSIS COMMUNICATIONS INC   EQUITY   918866104     1384    36900 SH       DEFINED                21,32    36900        0        0
VALENCE TECHNOLOGY INC        EQUITY   918914102       70    11200 SH       DEFINED                12,21    11200        0        0
VALENCE TECHNOLOGY INC        EQUITY   918914102        6     1000 SH       DEFINED          15,18,21,22        0        0     1000
VALENCE TECHNOLOGY INC        EQUITY   918914102       72    11500 SH       DEFINED             18,21,22    10500        0     1000
VALENTIS INC                  EQUITY   91913E104      152    27561 SH       DEFINED             18,21,22        0        0    27561
VALERO ENERGY CORP-NEW        EQUITY   91913Y100        2      100 SH       DEFINED               -           100        0        0
VALERO ENERGY CORP-NEW        EQUITY   91913Y100      494    22979 SH       DEFINED                12,21    22979        0        0
VALERO ENERGY CORP-NEW        EQUITY   91913Y100        5      210 SH       DEFINED          15,18,21,22        0        0      210
VALERO ENERGY CORP-NEW        EQUITY   91913Y100      113     5233 SH       DEFINED             18,21,22     2380        0     2853
VALERO ENERGY CORP-NEW        EQUITY   91913Y100      478    22216 SH       DEFINED                21,32    22216        0        0
VALLEY NATIONAL BANCORP       EQUITY   919794107       47     1706 SH       DEFINED                12,21     1706        0        0
VALLEY NATIONAL BANCORP       EQUITY   919794107      844    30423 SH       DEFINED             18,21,22    14016        0    16406
*** VALMET CORP SPONS ADR NEW EQUITY   920232303       24      995 SH       DEFINED               -           995        0        0
*** VALMET CORP SPONS ADR NEW EQUITY   920232303        8      310 SH       DEFINED             18,21,22      175        0      135
*** VALMET CORP SPONS ADR NEW EQUITY   920232303      364    14935 SH       DEFINED                   25        0    14935        0
VALMONT INDUSTRIES INC DEL    EQUITY   920253101      225    14922 SH       DEFINED                12,21    14922        0        0
VALMONT INDUSTRIES INC DEL    EQUITY   920253101       42     2804 SH       DEFINED             18,21,22     1104        0     1700
VALSPAR CORP                  EQUITY   920355104      440    12100 SH       DEFINED                12,21    12100        0        0
VALSPAR CORP                  EQUITY   920355104      228     6261 SH       DEFINED             18,21,22     5209        0     1052
VALUE AMERICA INC             EQUITY   92038N102       65     4716 SH       DEFINED          15,18,21,22     2523        0     2193
VALUE AMERICA INC             EQUITY   92038N102      821    59170 SH       DEFINED             18,21,22    48935        0    10235
VALUE CITY DEPT STORES INC    EQUITY   920387107       96     7843 SH       DEFINED                12,21     7843        0        0
VALUE CITY DEPT STORES INC    EQUITY   920387107       35     2842 SH       DEFINED             18,21,22      442        0     2400
VALUEVISION INTL INC CL A     EQUITY   92047K107      482    18000 SH       DEFINED                12,21    18000        0        0
VALUEVISION INTL INC CL A     EQUITY   92047K107       27     1000 SH       DEFINED             16,18,21     1000        0        0
VALUEVISION INTL INC CL A     EQUITY   92047K107      220     8235 SH       DEFINED             18,21,22     3835        0     4400
VAN KAMPEN AMERN CAP SR INCOM EQUITY   920961109     2123   221961 SH       DEFINED             18,21,22   173226        0    48735
VANTIVE CORP                  EQUITY   922091103      280    29760 SH       DEFINED                12,21    29760        0        0
VANTIVE CORP                  EQUITY   922091103       30     3143 SH       DEFINED             18,21,22     2293        0      850
VANTIVE CORP                  EQUITY   922091103       17     1800 SH       DEFINED     3,13,14,27,30,31     1800        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107       32     3000 SH       DEFINED               -          3000        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107     3066   288600 SH       DEFINED   2,3,11,13,14,30,31        0   288600        0
VARCO INTERNATIONAL INC       EQUITY   922126107     1298   122175 SH       DEFINED                  6,7   122175        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107     2996   281995 SH       DEFINED                12,21   281995        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107      291    27363 SH       DEFINED          15,18,21,22    10173        0    17190
VARCO INTERNATIONAL INC       EQUITY   922126107      435    40909 SH       DEFINED             18,21,22    13648        0    27261
VARCO INTERNATIONAL INC       EQUITY   922126107       11     1000 SH       DEFINED     3,13,14,27,30,31     1000        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107      235    22100 SH       DEFINED                21,32    22100        0        0
VARI-L INC                    EQUITY   922150107      105    10100 SH       DEFINED             18,21,22      100        0    10000
VARIAN MEDICAL SYSTEMS INC    EQUITY   92220P105      180     7990 SH       DEFINED                12,21     7990        0        0
VARIAN MEDICAL SYSTEMS INC    EQUITY   92220P105      174     7700 SH       DEFINED             16,18,21     7700        0        0
VARIAN MEDICAL SYSTEMS INC    EQUITY   92220P105      144     6398 SH       DEFINED             18,21,22     1623        0     4775
VARIAN INC                    EQUITY   922206107      265    17490 SH       DEFINED                12,21    17490        0        0
VARIAN INC                    EQUITY   922206107      116     7700 SH       DEFINED             16,18,21     7700        0        0
VARIAN INC                    EQUITY   922206107      343    22685 SH       DEFINED             18,21,22    20910        0     1775
VARIAN SEMICONDUCTOR EQUIPMEN EQUITY   922207105      195     8490 SH       DEFINED                12,21     8490        0        0
VARIAN SEMICONDUCTOR EQUIPMEN EQUITY   922207105      177     7700 SH       DEFINED             16,18,21     7700        0        0
VARIAN SEMICONDUCTOR EQUIPMEN EQUITY   922207105      131     5698 SH       DEFINED             18,21,22     2923        0     2775
VARLEN CORP                   EQUITY   922248109      671    16075 SH       DEFINED                12,21    16075        0        0
VARLEN CORP                   EQUITY   922248109      465    11125 SH       DEFINED                   25        0    11125        0
VASOMEDICAL INC               EQUITY   922321104       96    60000 SH       DEFINED                12,21    60000        0        0
VASOMEDICAL INC               EQUITY   922321104       96    60000 SH       DEFINED             16,18,21    60000        0        0
VASOMEDICAL INC               EQUITY   922321104      137    85750 SH       DEFINED             18,21,22     6000        0    79750
VASTAR RESOURCES INC          EQUITY   922380100     3842    58600 SH       DEFINED                  6,7        0        0    58600
VASTAR RESOURCES INC          EQUITY   922380100      388     5916 SH       DEFINED                12,21     5916        0        0
VASTAR RESOURCES INC          EQUITY   922380100      626     9555 SH       DEFINED          15,18,21,22     4490        0     5065
VASTAR RESOURCES INC          EQUITY   922380100    15923   242863 SH       DEFINED             18,21,22   167100        0    75762
*** VEBA AG SPONS ADR         EQUITY   92239H102       55      885 SH       DEFINED               -           885        0        0
*** VEBA AG SPONS ADR         EQUITY   92239H102       16      250 SH       DEFINED          15,18,21,22      250        0        0
*** VEBA AG SPONS ADR         EQUITY   92239H102     1599    25667 SH       DEFINED             18,21,22    21662        0     4005
*** VEBA AG SPONS ADR         EQUITY   92239H102     1698    27255 SH       DEFINED                   25        0    27255        0
VEECO INSTRUMENTS INC DEL     EQUITY   922417100     1864    64000 SH       DEFINED                12,21    64000        0        0
VEECO INSTRUMENTS INC DEL     EQUITY   922417100      157     5375 SH       DEFINED          15,18,21,22     4110        0     1265
VEECO INSTRUMENTS INC DEL     EQUITY   922417100     3510   120513 SH       DEFINED             18,21,22    81963        0    38550
VENTAS INC                    EQUITY   92276F100      193    44700 SH       DEFINED                12,21    44700        0        0
VENTAS INC                    EQUITY   92276F100      341    79006 SH       DEFINED             18,21,22    61041        0    17965
VENTANA MEDICAL SYSTEMS INC   EQUITY   92276H106     3773   191050 SH       DEFINED                  4,6    69115    74650    47285
VENTANA MEDICAL SYSTEMS INC   EQUITY   92276H106       20     1000 SH       DEFINED                  6,7        0        0     1000
VENTANA MEDICAL SYSTEMS INC   EQUITY   92276H106      397    20100 SH       DEFINED                12,21    20100        0        0
VENTANA MEDICAL SYSTEMS INC   EQUITY   92276H106        4      202 SH       DEFINED             18,21,22      202        0        0
VENATOR GROUP INC             EQUITY   922944103     2854   267017 SH       DEFINED                12,21   267017        0        0
VENATOR GROUP INC             EQUITY   922944103      185    17335 SH       DEFINED          15,18,21,22    14310        0     3025
VENATOR GROUP INC             EQUITY   922944103     3232   302408 SH       DEFINED             18,21,22   195194        0   107214
VERITY INC                    EQUITY   92343C106      259     5200 SH       DEFINED                12,21     5200        0        0
VERITY INC                    EQUITY   92343C106       10      200 SH       DEFINED             18,21,22      200        0        0
VERITY INC                    EQUITY   92343C106       15      300 SH       DEFINED     3,13,14,27,30,31      300        0        0
VERISIGN INC                  EQUITY   92343E102       15      210 SH       DEFINED               -           210        0        0
VERISIGN INC                  EQUITY   92343E102      302     4200 SH       DEFINED                  4,6        0        0     4200
VERISIGN INC                  EQUITY   92343E102     4968    69000 SH       DEFINED                12,21    69000        0        0
VERISIGN INC                  EQUITY   92343E102      684     9498 SH       DEFINED          15,18,21,22     6033        0     3465
VERISIGN INC                  EQUITY   92343E102    18385   255354 SH       DEFINED             18,21,22   172602        0    82752
VERITAS DGC INC               EQUITY   92343P107     3194   187200 SH       DEFINED                12,21   187200        0        0
VERITAS DGC INC               EQUITY   92343P107      109     6400 SH       DEFINED             18,21,22     1600        0     4800
VERITAS DGC INC               EQUITY   92343P107      382    22400 SH       DEFINED                   25        0    22400        0
VERITAS DGC INC               EQUITY   92343P107       14      800 SH       DEFINED     3,13,14,27,30,31      800        0        0
VERIO INC                     EQUITY   923433106     1363    19300 SH       DEFINED                12,21    19300        0        0
VERIO INC                     EQUITY   923433106      854    12085 SH       DEFINED          15,18,21,22     5510        0     6575
VERIO INC                     EQUITY   923433106    10264   145329 SH       DEFINED             18,21,22   111267        0    34062
VERITAS SOFTWARE CORP         EQUITY   923436109      304     5500 SH       DEFINED                  4,6     4000        0     1500
VERITAS SOFTWARE CORP         EQUITY   923436109     5811   105178 SH       DEFINED                12,21   105178        0        0
VERITAS SOFTWARE CORP         EQUITY   923436109        4       80 SH       DEFINED          15,18,21,22        0        0       80
VERITAS SOFTWARE CORP         EQUITY   923436109     5743   103947 SH       DEFINED             18,21,22     6140        0    97807
VERITAS SOFTWARE CORP         EQUITY   923436109    23668   428380 SH       DEFINED     3,13,14,27,30,31   428380        0        0
VERITAS SOFTWARE CORP         EQUITY   923436109      553    10000 SH       DEFINED        3,13,28,29,31    10000        0        0
VERITAS SOFTWARE CORP         EQUITY   923436109     1663    30100 SH       DEFINED                21,32    30100        0        0
VERTEL CORP                   EQUITY   924907108      469   208600 SH       DEFINED             18,21,22    11100        0   197500
VERTEX PHARMACEUTICALS INC    EQUITY   92532F100    11195   441200 SH       DEFINED                12,21   441200        0        0
VERTEX PHARMACEUTICALS INC    EQUITY   92532F100       28     1100 SH       DEFINED             18,21,22        0        0     1100
VERTICALNET INC               EQUITY   92532L107      550     6786 SH       DEFINED                  4,6      500      836     5450
VERTICALNET INC               EQUITY   92532L107        4       50 SH       DEFINED                  6,7        0        0       50
VERTICALNET INC               EQUITY   92532L107     1539    19000 SH       DEFINED                12,21    19000        0        0
VERTICALNET INC               EQUITY   92532L107      229     2831 SH       DEFINED          15,18,21,22     1583        0     1248
VERTICALNET INC               EQUITY   92532L107    14524   179306 SH       DEFINED             18,21,22    19104        0   160202
VETERINARY CENTERS OF AMERICA EQUITY   925514101     1306    92456 SH       DEFINED                12,21    92456        0        0
VETERINARY CENTERS OF AMERICA EQUITY   925514101       95     6741 SH       DEFINED             18,21,22     4741        0     2000
VETERINARY CENTERS OF AMERICA EQUITY   925514101      106     7500 SH       DEFINED                   25        0     7500        0
VIAD CORP                     EQUITY   92552R109        7      200 SH       DEFINED               -           200        0        0
VIAD CORP                     EQUITY   92552R109    32790  1008934 SH       DEFINED                12,21  1008934        0        0
VIAD CORP                     EQUITY   92552R109       44     1349 SH       DEFINED          15,18,21,22      986        0      363
VIAD CORP                     EQUITY   92552R109    26000   800000 SH       DEFINED             16,18,21   800000        0        0
VIAD CORP                     EQUITY   92552R109     2504    77040 SH       DEFINED             18,21,22     7733        0    69307
VIAD CORP                     EQUITY   92552R109      182     5599 SH       DEFINED                21,32     5599        0        0
VIASOFT INC                   EQUITY   92552U102      110    12500 SH       DEFINED                12,21    12500        0        0
VIASOFT INC                   EQUITY   92552U102       18     2050 SH       DEFINED          15,18,21,22      250        0     1800
VIASOFT INC                   EQUITY   92552U102       78     8857 SH       DEFINED             18,21,22        7        0     8850
VIALOG CORP                   EQUITY   92552X106       33    10000 SH       DEFINED             18,21,22        0        0    10000
VIACOM INC  CL A              EQUITY   925524100       18      432 SH       DEFINED                  4,6      432        0        0
VIACOM INC  CL A              EQUITY   925524100    12413   300000 SH       DEFINED             16,18,21   300000        0        0
VIACOM INC  CL A              EQUITY   925524100      811    19607 SH       DEFINED             18,21,22     8376        0    11231
VIACOM INC  CL A              EQUITY   925524100      480    11600 SH       DEFINED     3,13,14,27,30,31    11600        0        0
VIACOM INC CL B               EQUITY   925524308        3       80 SH       DEFINED               -            80        0        0
VIACOM INC CL B               EQUITY   925524308      336     8132 SH       DEFINED                  4,6     7382        0      750
VIACOM INC CL B               EQUITY   925524308   102009  2469178 SH       DEFINED                12,21  2469178        0        0
VIACOM INC CL B               EQUITY   925524308        3       64 SH       DEFINED          15,18,21,22        0        0       64
VIACOM INC CL B               EQUITY   925524308    52170  1262800 SH       DEFINED             16,18,21  1262800        0        0
VIACOM INC CL B               OPTION   925524308     3305    80000 SH  CALL DEFINED             18,21,22    80000        0        0
VIACOM INC CL B               EQUITY   925524308    22114   535273 SH       DEFINED             18,21,22   400595        0   134678
VIACOM INC CL B               EQUITY   925524308     1208    29252 SH       DEFINED                   25        0    29252        0
VIACOM INC CL B               EQUITY   925524308      362     8770 SH       DEFINED     3,13,14,27,30,31     8770        0        0
VIACOM INC CL B               EQUITY   925524308     1424    34458 SH       DEFINED                21,32    34458        0        0
VIATEL INC                    EQUITY   925529208     2521    67231 SH       DEFINED                12,21    67231        0        0
VIATEL INC                    EQUITY   925529208      461    12295 SH       DEFINED             16,18,21    12295        0        0
VIATEL INC                    EQUITY   925529208      265     7067 SH       DEFINED             18,21,22     1367        0     5700
VIATEL INC                    EQUITY   925529208       94     2500 SH       DEFINED     3,13,14,27,30,31     2500        0        0
VICAL INC                     EQUITY   925602104      218    15100 SH       DEFINED                12,21    15100        0        0
VICAL INC                     EQUITY   925602104       48     3315 SH       DEFINED          15,18,21,22     1670        0     1645
VICAL INC                     EQUITY   925602104      106     7334 SH       DEFINED             18,21,22     1399        0     5935
VICOR CORP                    EQUITY   925815102      431    21500 SH       DEFINED                12,21    21500        0        0
VICOR CORP                    EQUITY   925815102       48     2400 SH       DEFINED             18,21,22        0        0     2400
VIGNETTE CORPORATION          EQUITY   926734104      206     3200 SH       DEFINED                  4,6        0        0     3200
VIGNETTE CORPORATION          EQUITY   926734104        6      100 SH       DEFINED             18,21,22        0        0      100
VIDEOSERVER INC               EQUITY   926918103     2108   232600 SH       DEFINED   2,3,11,13,14,30,31        0   232600        0
VIDEOSERVER INC               EQUITY   926918103        5      600 SH       DEFINED             18,21,22        0        0      600
*** VINA CONCHA Y TORO SA     EQUITY   927191106     3409    92997 SH       DEFINED                  4,6    92297        0      700
*** VINA CONCHA Y TORO SA     EQUITY   927191106     1382    37700 SH       DEFINED                  6,7        0        0    37700
*** VINA CONCHA Y TORO SA     EQUITY   927191106       37     1000 SH       DEFINED                12,21     1000        0        0
*** VINA CONCHA Y TORO SA     EQUITY   927191106        4      103 SH       DEFINED             18,21,22        3        0      100
VINTAGE PETROLEUM INC         EQUITY   927460105      455    39762 SH       DEFINED                12,21    39762        0        0
VINTAGE PETROLEUM INC         EQUITY   927460105        1      100 SH       DEFINED          15,18,21,22      100        0        0
VINTAGE PETROLEUM INC         EQUITY   927460105      543    47496 SH       DEFINED             18,21,22    31071        0    16425
VION PHARMACEUTICALS INC      EQUITY   927624106       54    11774 SH       DEFINED             18,21,22     2500        0     9274
*** VIRGIN EXPRESS HOLDINGS   EQUITY   92765K107      134    15109 SH       DEFINED             18,21,22    12502        0     2607
VIRCO MFG CORP                EQUITY   927651109       82     4740 SH       DEFINED                12,21     4740        0        0
VIRCO MFG CORP                EQUITY   927651109      233    13435 SH       DEFINED             18,21,22      536        0    12899
VISIO CORP                    EQUITY   927914101     7574   227800 SH       DEFINED                12,21   227800        0        0
VISIO CORP                    EQUITY   927914101      109     3270 SH       DEFINED          15,18,21,22     3025        0      245
VISIO CORP                    EQUITY   927914101     2567    77211 SH       DEFINED             18,21,22    44836        0    32375
*** VISTA GOLD CORP           EQUITY   927926105        2    10000 SH       DEFINED             18,21,22    10000        0        0
VIROPHARMA INC                EQUITY   928241108      102     6400 SH       DEFINED                12,21     6400        0        0
VIROPHARMA INC                EQUITY   928241108      336    21000 SH       DEFINED             18,21,22        0        0    21000
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108        4      180 SH       DEFINED               -           180        0        0
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108     1823    85523 SH       DEFINED                12,21    85523        0        0
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108     1074    50389 SH       DEFINED             18,21,22    27048        0    23341
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108      778    36500 SH       DEFINED                21,32    36500        0        0
VISTA EYECARE INC             EQUITY   928352103      486   134025 SH       DEFINED          15,18,21,22    96325        0    37700
VISTA EYECARE INC             EQUITY   928352103       24     6615 SH       DEFINED             18,21,22     6615        0        0
VISTA INFORMATION SOLUTIONS   EQUITY   928365204      119    12000 SH       DEFINED             18,21,22        0        0    12000
VISTANA INC                   EQUITY   92839P108     2233   133341 SH       DEFINED                12,21   133341        0        0
VISTANA INC                   EQUITY   92839P108      250    14932 SH       DEFINED             18,21,22     3432        0    11500
VISTANA INC                   EQUITY   92839P108     2120   126567 SH       DEFINED                21,32   126567        0        0
VISX INC DEL   NEW            EQUITY   92844S105       50      500 SH       DEFINED               -           500        0        0
VISX INC DEL   NEW            EQUITY   92844S105      490     4860 SH       DEFINED                  4,6        0        0     4860
VISX INC DEL   NEW            EQUITY   92844S105     8341    82788 SH       DEFINED                12,21    82788        0        0
VISX INC DEL   NEW            EQUITY   92844S105       14      142 SH       DEFINED          15,18,21,22       80        0       62
VISX INC DEL   NEW            EQUITY   92844S105     9960    98854 SH       DEFINED             18,21,22    59298        0    39556
VISX INC DEL   NEW            EQUITY   92844S105     7104    70510 SH       DEFINED                21,32    70510        0        0
VISUAL NETWORKS INC           EQUITY   928444108     2654    71000 SH       DEFINED                12,21    71000        0        0
VISUAL NETWORKS INC           EQUITY   928444108     2841    76000 SH       DEFINED             16,18,21    76000        0        0
VISUAL NETWORKS INC           EQUITY   928444108      377    10100 SH       DEFINED             18,21,22    10100        0        0
VITAL SIGNS INC               EQUITY   928469105      119     5586 SH       DEFINED                12,21     5586        0        0
VITAL SIGNS INC               EQUITY   928469105       14      655 SH       DEFINED          15,18,21,22      655        0        0
VITAL SIGNS INC               EQUITY   928469105      397    18589 SH       DEFINED             18,21,22    13594        0     4995
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106       55      845 SH       DEFINED               -           845        0        0
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106     7343   112650 SH       DEFINED                  4,6     2085        0   110565
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106       70     1070 SH       DEFINED                5,6,7        0        0     1070
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106     6821   104630 SH       DEFINED                12,21   104630        0        0
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106     1691    25945 SH       DEFINED          15,18,21,22    13185        0    12760
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106    17663   270956 SH       DEFINED             18,21,22   170680        0   100276
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106     1506    23100 SH       DEFINED                   25        0    23100        0
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106     4491    68893 SH       DEFINED                21,32    68893        0        0
VIVID TECHNOLOGIES INC        EQUITY   928538107      313   100000 SH       DEFINED                12,21   100000        0        0
VIVUS INC                     EQUITY   928551100       33    10900 SH       DEFINED                12,21    10900        0        0
VIVUS INC                     EQUITY   928551100        6     2000 SH       DEFINED          15,18,21,22      400        0     1600
VIVUS INC                     EQUITY   928551100       50    16416 SH       DEFINED             18,21,22     5317        0    11099
VLASIC FOODS INTERNATIONAL    EQUITY   928559103        1       90 SH       DEFINED                  4,6       90        0        0
VLASIC FOODS INTERNATIONAL    EQUITY   928559103     3319   450000 SH       DEFINED                12,21   450000        0        0
VLASIC FOODS INTERNATIONAL    EQUITY   928559103       13     1753 SH       DEFINED          15,18,21,22     1280        0      473
VLASIC FOODS INTERNATIONAL    EQUITY   928559103        1      128 SH       DEFINED             16,18,21      128        0        0
VLASIC FOODS INTERNATIONAL    EQUITY   928559103     1658   224754 SH       DEFINED             18,21,22   177386        0    47368
*** VODAFONE GROUP PLC        EQUITY   92857T107     2723    12975 SH       DEFINED               -         12975        0        0
*** VODAFONE GROUP PLC        EQUITY   92857T107     8635    41145 SH       DEFINED                  4,6     1911        0    39234
*** VODAFONE GROUP PLC        EQUITY   92857T107       55      260 SH       DEFINED                5,6,7        0        0      260
*** VODAFONE GROUP PLC        EQUITY   92857T107   104833   499500 SH       DEFINED                  6,7   499500        0        0
*** VODAFONE GROUP PLC        EQUITY   92857T107    30157   143688 SH       DEFINED                12,21   143688        0        0
*** VODAFONE GROUP PLC        EQUITY   92857T107     1999     9527 SH       DEFINED          15,18,21,22     6473        0     3054
*** VODAFONE GROUP PLC        EQUITY   92857T107     7417    35338 SH       DEFINED             16,18,21    35338        0        0
*** VODAFONE GROUP PLC        EQUITY   92857T107     2099    10000 SH       DEFINED                18,21    10000        0        0
*** VODAFONE GROUP PLC        OPTION   92857T107    46760   222800 SH  CALL DEFINED             18,21,22   222800        0        0
*** VODAFONE GROUP PLC        EQUITY   92857T107   101483   483539 SH       DEFINED             18,21,22   215140        0   268399
*** VODAFONE GROUP PLC        EQUITY   92857T107      341     1625 SH       DEFINED                   25        0     1625        0
*** VODAFONE GROUP PLC        EQUITY   92857T107     2896    13800 SH       DEFINED     3,13,14,27,30,31    13800        0        0
*** VODAFONE GROUP PLC        EQUITY   92857T107    23611   112500 SH       DEFINED        3,13,30,31,33        0        0   112500
VOICESTREAM WIRELESS CORP     EQUITY   928615103       16      350 SH       DEFINED               -           350        0        0
VOICESTREAM WIRELESS CORP     EQUITY   928615103     7434   165428 SH       DEFINED                  4,6    65645    64128    35655
VOICESTREAM WIRELESS CORP     EQUITY   928615103       42      930 SH       DEFINED                  6,7        0        0      930
VOICESTREAM WIRELESS CORP     EQUITY   928615103     8272   184071 SH       DEFINED                12,21   184071        0        0
VOICESTREAM WIRELESS CORP     EQUITY   928615103      370     8241 SH       DEFINED          15,18,21,22     3541        0     4700
VOICESTREAM WIRELESS CORP     EQUITY   928615103     4952   110196 SH       DEFINED             18,21,22    61848        0    48348
VOICESTREAM WIRELESS CORP     OPTION   928615103       45     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
VOICESTREAM WIRELESS CORP     EQUITY   928615103       18      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
VOICESTREAM WIRELESS CORP     EQUITY   928615103     8127   180842 SH       DEFINED                21,32   180842        0        0
VOLT INFORMATION SCIENCES INC EQUITY   928703107      163     7000 SH       DEFINED                12,21     7000        0        0
VOLT INFORMATION SCIENCES INC EQUITY   928703107       43     1841 SH       DEFINED          15,18,21,22     1651        0      190
VOLT INFORMATION SCIENCES INC EQUITY   928703107       93     4003 SH       DEFINED             18,21,22        3        0     4000
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400      315    10365 SH       DEFINED               -         10365        0        0
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400       31     1025 SH       DEFINED          15,18,21,22      535        0      490
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400     2081    68509 SH       DEFINED             18,21,22    45397        0    23111
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400     1968    64795 SH       DEFINED                   25        0    64795        0
*** WMC LTD SPONS ADR USD     EQUITY   928947100       65     3745 SH       DEFINED               -          3745        0        0
*** WMC LTD SPONS ADR USD     EQUITY   928947100        5      270 SH       DEFINED          15,18,21,22      270        0        0
*** WMC LTD SPONS ADR USD     EQUITY   928947100      680    39257 SH       DEFINED             18,21,22    27993        0    11264
*** WMC LTD SPONS ADR USD     EQUITY   928947100      989    57100 SH       DEFINED                   25        0    57100        0
VORNADO OPERATING CO          EQUITY   92904N103        3      462 SH       DEFINED          15,18,21,22      333        0      129
VORNADO OPERATING CO          EQUITY   92904N103       88    11899 SH       DEFINED             18,21,22     7150        0     4749
VORNADO REALTY TR SBI         EQUITY   929042109       15      425 SH       DEFINED               -           425        0        0
VORNADO REALTY TR SBI         EQUITY   929042109       28      800 SH       DEFINED                  4,6        0        0      800
VORNADO REALTY TR SBI         EQUITY   929042109     1766    50650 SH       DEFINED                12,21    50650        0        0
VORNADO REALTY TR SBI         EQUITY   929042109      469    13460 SH       DEFINED          15,18,21,22    10295        0     3165
VORNADO REALTY TR SBI         EQUITY   929042109    12019   344622 SH       DEFINED             18,21,22   228220        0   116401
VORNADO REALTY TR SBI         EQUITY   929042109     1923    55151 SH       DEFINED                21,32    55151        0        0
VORNADO REALTY TRUST SER A    EQUITY   929042208       60     1200 SH       DEFINED               -          1200        0        0
VORNADO REALTY TRUST SER A    EQUITY   929042208     5025   100000 SH       DEFINED                12,21   100000        0        0
VORNADO REALTY TRUST SER A    EQUITY   929042208      292     5815 SH       DEFINED          15,18,21,22     2535        0     3280
VORNADO REALTY TRUST SER A    EQUITY   929042208     8543   170000 SH       DEFINED             16,18,21   170000        0        0
VORNADO REALTY TRUST SER A    EQUITY   929042208     6745   134233 SH       DEFINED             18,21,22    91455        0    42778
VULCAN MATERIALS CO           EQUITY   929160109    50305  1153122 SH       DEFINED                12,21  1153122        0        0
VULCAN MATERIALS CO           EQUITY   929160109       29      657 SH       DEFINED          15,18,21,22      361        0      296
VULCAN MATERIALS CO           EQUITY   929160109    43695  1001600 SH       DEFINED             16,18,21  1001600        0        0
VULCAN MATERIALS CO           EQUITY   929160109     1593    36506 SH       DEFINED             18,21,22    19425        0    17081
WEBS INDEX FD INC AUSTRALIA   EQUITY   92923H103      457    42042 SH       DEFINED             18,21,22    29675        0    12367
WEBS INDEX FD INC AUSTRIA WEB EQUITY   92923H202        6      655 SH       DEFINED          15,18,21,22       16        0      639
WEBS INDEX FD INC AUSTRIA WEB EQUITY   92923H202     1010   112227 SH       DEFINED             18,21,22    70093        0    42134
WEBS INDEX FD INC FRANCE WEBS EQUITY   92923H509     1563    70424 SH       DEFINED                  4,6        0        0    70424
WEBS INDEX FD INC FRANCE WEBS EQUITY   92923H509      328    14794 SH       DEFINED             18,21,22    10582        0     4212
WEBS INDEX FD INC GERMANY WEB EQUITY   92923H608     1001    47525 SH       DEFINED                  4,6        0        0    47525
WEBS INDEX FD INC GERMANY WEB EQUITY   92923H608      673    31963 SH       DEFINED             18,21,22    13259        0    18704
WEBS INDEX FD INC HONG KONG   EQUITY   92923H707     2288   190694 SH       DEFINED                12,21   190694        0        0
WEBS INDEX FD INC HONG KONG   EQUITY   92923H707      271    22615 SH       DEFINED          15,18,21,22     7405        0    15210
WEBS INDEX FD INC HONG KONG   EQUITY   92923H707     4180   348364 SH       DEFINED             18,21,22   178707        0   169657
WEBS INDEX FD INC HONG KONG   EQUITY   92923H707      708    59000 SH       DEFINED                   25        0    59000        0
WEBS INDEX FD INC             EQUITY   92923H798     4362   202899 SH       DEFINED                  4,6        0        0   202899
WEBS INDEX FD INC             EQUITY   92923H798      443    20584 SH       DEFINED             18,21,22    14629        0     5955
WEBS INDEX FD INC ITALY WEBS  EQUITY   92923H806      943    40460 SH       DEFINED                  4,6        0        0    40460
WEBS INDEX FD INC ITALY WEBS  EQUITY   92923H806      234    10020 SH       DEFINED             18,21,22     1934        0     8086
WEBS INDEX FD INC SWITZERLAND EQUITY   92923H814      273    17286 SH       DEFINED             18,21,22    13347        0     3939
WEBS INDEX FD INC SPAIN WEBS  EQUITY   92923H830       51     1961 SH       DEFINED                  4,6        0        0     1961
WEBS INDEX FD INC SPAIN WEBS  EQUITY   92923H830      318    12254 SH       DEFINED             18,21,22     9498        0     2756
WEBS INDEX FD INC SINGAPORE   EQUITY   92923H848       73     9000 SH       DEFINED                  4,6     9000        0        0
WEBS INDEX FD INC SINGAPORE   EQUITY   92923H848     2321   285600 SH       DEFINED             18,21,22    84218        0   201382
WEBS INDEX FD INC NETHERLANDS EQUITY   92923H855      275    11162 SH       DEFINED             18,21,22        0        0    11162
WEBS INDEX FD INC MEXICO FREE EQUITY   92923H863      135     9990 SH       DEFINED          15,18,21,22     3160        0     6830
WEBS INDEX FD INC MEXICO FREE EQUITY   92923H863       13      930 SH       DEFINED             18,21,22      530        0      400
WEBS INDEX FD INC MALAYSIA    EQUITY   92923H871     2553   453806 SH       DEFINED             18,21,22   201660        0   252146
WEBS INDEX FD INC JAPAN WEBS  EQUITY   92923H889     2442   182586 SH       DEFINED                  4,6        0     4000   178586
WEBS INDEX FD INC JAPAN WEBS  EQUITY   92923H889     2903   217026 SH       DEFINED             18,21,22    78188        0   138838
WD 40 CO                      EQUITY   929236107      398    14800 SH       DEFINED                12,21    14800        0        0
WD 40 CO                      EQUITY   929236107      763    28395 SH       DEFINED             18,21,22    20544        0     7851
WHX CORP                      EQUITY   929248102       44     6200 SH       DEFINED                12,21     6200        0        0
WHX CORP                      EQUITY   929248102      389    54403 SH       DEFINED             18,21,22     8000        0    46403
WHX CORP                      EQUITY   929248201       32     1000 SH       DEFINED               -          1000        0        0
WHX CORP                      EQUITY   929248201     1295    40000 SH       DEFINED                12,21    40000        0        0
WICOR INC                     EQUITY   929253102      180     6200 SH       DEFINED               -          6200        0        0
WICOR INC                     EQUITY   929253102       12      400 SH       DEFINED                  4,6      400        0        0
WICOR INC                     EQUITY   929253102      903    31146 SH       DEFINED                12,21    31146        0        0
WICOR INC                     EQUITY   929253102       59     2020 SH       DEFINED          15,18,21,22      185        0     1835
WICOR INC                     EQUITY   929253102        5      160 SH       DEFINED             16,18,21      160        0        0
WICOR INC                     EQUITY   929253102     1409    48573 SH       DEFINED             18,21,22    11572        0    37000
WLR FOODS INC                 EQUITY   929286102      104    14870 SH       DEFINED             18,21,22      100        0    14770
WMX TECHNOLOGIES INC CV SUB   CORPBOND 92929QAF4       11    14000 PRN      DEFINED                12,21    14000        0        0
WMX TECHNOLOGIES INC CV SUB   CORPBOND 92929QAF4       10    13000 PRN      DEFINED          15,18,21,22     2000        0    11000
WMX TECHNOLOGIES INC CV SUB   CORPBOND 92929QAF4     4733  6000000 PRN      DEFINED             16,18,21  6000000        0        0
WMX TECHNOLOGIES INC CV SUB   CORPBOND 92929QAF4     3019  3828010 PRN      DEFINED             18,21,22  3499010        0   329000
WMS INDUSTRIES INC            EQUITY   929297109      263    16900 SH       DEFINED                12,21    16900        0        0
WMS INDUSTRIES INC            EQUITY   929297109      212    13647 SH       DEFINED             18,21,22     7070        0     6577
*** WPP GROUP PLC             EQUITY   929309300     3818    42250 SH       DEFINED                18,21    42250        0        0
*** WPP GROUP PLC             EQUITY   929309300     1180    13059 SH       DEFINED             18,21,22    12972        0       87
WPS RESOURCES CORP            EQUITY   92931B106       18      600 SH       DEFINED               -           600        0        0
WPS RESOURCES CORP            EQUITY   92931B106     1886    64602 SH       DEFINED                12,21    64602        0        0
WPS RESOURCES CORP            EQUITY   92931B106        9      300 SH       DEFINED          15,18,21,22        0        0      300
WPS RESOURCES CORP            EQUITY   92931B106      335    11462 SH       DEFINED             18,21,22     6220        0     5241
WSFS FINANCIAL CORP           EQUITY   929328102      109     7189 SH       DEFINED                12,21     7189        0        0
WSFS FINANCIAL CORP           EQUITY   929328102       82     5427 SH       DEFINED             18,21,22      420        0     5007
WABASH NATL CORP              EQUITY   929566107     1156    53442 SH       DEFINED                12,21    53442        0        0
WABASH NATL CORP              EQUITY   929566107       92     4243 SH       DEFINED             18,21,22     1852        0     2391
WACHOVIA CORP NEW             EQUITY   929771103      169     2130 SH       DEFINED               -          2130        0        0
WACHOVIA CORP NEW             EQUITY   929771103      867    10920 SH       DEFINED                  4,6     9000        0     1920
WACHOVIA CORP NEW             EQUITY   929771103     5994    75457 SH       DEFINED                12,21    75457        0        0
WACHOVIA CORP NEW             EQUITY   929771103     7970   100326 SH       DEFINED          15,18,21,22    49504        0    50821
WACHOVIA CORP NEW             EQUITY   929771103       69      870 SH       DEFINED             16,18,21      870        0        0
WACHOVIA CORP NEW             EQUITY   929771103    28383   357295 SH       DEFINED             18,21,22   223499        0   133795
WACHOVIA CORP NEW             EQUITY   929771103      625     7872 SH       DEFINED                   25        0     7872        0
WACHOVIA CORP NEW             EQUITY   929771103      743     9352 SH       DEFINED                21,32     9352        0        0
WACKENHUT CORP                EQUITY   929794105      377    13915 SH       DEFINED                12,21    13915        0        0
WACKENHUT CORP                EQUITY   929794105       14      501 SH       DEFINED             18,21,22        1        0      500
WACKENHUT CORP                EQUITY   929794105      960    35400 SH       DEFINED                   25        0    35400        0
WACKENHUT CORRECTIONS CORP    EQUITY   929798106       23     1165 SH       DEFINED               -          1165        0        0
WACKENHUT CORRECTIONS CORP    EQUITY   929798106      217    10800 SH       DEFINED                12,21    10800        0        0
WACKENHUT CORRECTIONS CORP    EQUITY   929798106      166     8255 SH       DEFINED          15,18,21,22     5910        0     2345
WACKENHUT CORRECTIONS CORP    EQUITY   929798106     4285   212932 SH       DEFINED             18,21,22   146208        0    66724
WADDELL & REED FINL INC CL A  EQUITY   930059100     1813    72151 SH       DEFINED                12,21    72151        0        0
WADDELL & REED FINL INC CL A  EQUITY   930059100      135     5356 SH       DEFINED          15,18,21,22     4400        0      956
WADDELL & REED FINL INC CL A  EQUITY   930059100     3436   136772 SH       DEFINED             18,21,22    91227        0    45545
WADDELL & REED FINL INC CL A  EQUITY   930059100       10      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
WADDELL & REED FINL INC CL B  EQUITY   930059209      493    20000 SH       DEFINED                12,21    20000        0        0
WADDELL & REED FINL INC CL B  EQUITY   930059209       10      415 SH       DEFINED          15,18,21,22        0        0      415
WADDELL & REED FINL INC CL B  EQUITY   930059209       46     1855 SH       DEFINED             18,21,22      878        0      977
WAL-MART STORES INC           EQUITY   931142103     4603   108629 SH       DEFINED               -        108629        0        0
WAL-MART STORES INC           EQUITY   931142103    87964  2075839 SH       DEFINED                  4,6   913850   408298   753691
WAL-MART STORES INC           EQUITY   931142103      387     9140 SH       DEFINED                5,6,7        0        0     9140
WAL-MART STORES INC           EQUITY   931142103     1912    45110 SH       DEFINED                  6,7        0        0    45110
WAL-MART STORES INC           EQUITY   931142103   224145  5289563 SH       DEFINED                12,21  5289563        0        0
WAL-MART STORES INC           EQUITY   931142103    19743   465909 SH       DEFINED          15,18,21,22   250983        0   214925
WAL-MART STORES INC           EQUITY   931142103    19783   466864 SH       DEFINED             16,18,21   466864        0        0
WAL-MART STORES INC           EQUITY   931142103      615    14525 SH       DEFINED       17,18,19,20,21    14525        0        0
WAL-MART STORES INC           EQUITY   931142103   642152 15154027 SH       DEFINED             18,21,22 10108475        0  5045551
WAL-MART STORES INC           OPTION   931142103     3983    94000 SH  CALL DEFINED             18,21,22    94000        0        0
WAL-MART STORES INC           EQUITY   931142103     8878   209514 SH       DEFINED                   25        0   209514        0
WAL-MART STORES INC           EQUITY   931142103     5126   120960 SH       DEFINED     3,13,14,27,30,31   120960        0        0
WAL-MART STORES INC           EQUITY   931142103     9743   229926 SH       DEFINED                21,32   229926        0        0
WALBRO CAPITAL TRUST          EQUITY   931152201      654    24915 SH       DEFINED             18,21,22    15010        0     9905
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210108       14      700 SH       DEFINED               -           700        0        0
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210108      403    20285 SH       DEFINED                12,21    20285        0        0
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210108     1870    94107 SH       DEFINED             18,21,22    40586        0    53521
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210306     9450   400000 SH       DEFINED                12,21   400000        0        0
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210306     9450   400000 SH       DEFINED             16,18,21   400000        0        0
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210306      565    23900 SH       DEFINED             18,21,22    23900        0        0
WALGREEN CO NEW               EQUITY   931422109     1059    38090 SH       DEFINED               -         38090        0        0
WALGREEN CO NEW               EQUITY   931422109     6779   243750 SH       DEFINED                  4,6   167300    22000    54450
WALGREEN CO NEW               EQUITY   931422109    10087   362658 SH       DEFINED                12,21   362658        0        0
WALGREEN CO NEW               EQUITY   931422109     6315   227036 SH       DEFINED          15,18,21,22   121943        0   105093
WALGREEN CO NEW               EQUITY   931422109   161035  5789933 SH       DEFINED             18,21,22  3147994        0  2641938
WALGREEN CO NEW               EQUITY   931422109    20123   723500 SH       DEFINED            4,6,23,24   723500        0        0
WALGREEN CO NEW               EQUITY   931422109     1003    36068 SH       DEFINED                   25        0    36068        0
WALGREEN CO NEW               EQUITY   931422109     1343    48301 SH       DEFINED                21,32    48301        0        0
WALKER INTERACTIVE SYS INC    EQUITY   931664106      209    74230 SH       DEFINED             18,21,22      230        0    74000
WALLACE COMPUTER SERVICES INC EQUITY   932270101     4712   194800 SH       DEFINED                12,21   194800        0        0
WALLACE COMPUTER SERVICES INC EQUITY   932270101       47     1956 SH       DEFINED          15,18,21,22     1815        0      141
WALLACE COMPUTER SERVICES INC EQUITY   932270101     3432   141908 SH       DEFINED             18,21,22   100206        0    41702
WALTER INDS INC               EQUITY   93317Q105      456    37594 SH       DEFINED                12,21    37594        0        0
WALTER INDS INC               EQUITY   93317Q105       19     1563 SH       DEFINED             18,21,22      313        0     1250
WARNACO GROUP INC CL A        EQUITY   934390105        6      213 SH       DEFINED               -           213        0        0
WARNACO GROUP INC CL A        EQUITY   934390105      257     9786 SH       DEFINED                12,21     9786        0        0
WARNACO GROUP INC CL A        EQUITY   934390105      168     6393 SH       DEFINED          15,18,21,22     6375        0       18
WARNACO GROUP INC CL A        OPTION   934390105       13      500 SH  PUT  DEFINED             18,21,22        0        0      500
WARNACO GROUP INC CL A        EQUITY   934390105     3335   127046 SH       DEFINED             18,21,22    87486        0    39560
WARNER LAMBERT CO             EQUITY   934488107      486     7351 SH       DEFINED               -          7351        0        0
WARNER LAMBERT CO             EQUITY   934488107    25037   378631 SH       DEFINED                  4,6    86340    75085   217206
WARNER LAMBERT CO             EQUITY   934488107       91     1375 SH       DEFINED                5,6,7        0        0     1375
WARNER LAMBERT CO             EQUITY   934488107      853    12900 SH       DEFINED                  6,7        0        0    12900
WARNER LAMBERT CO             EQUITY   934488107   220236  3330606 SH       DEFINED                12,21  3330606        0        0
WARNER LAMBERT CO             EQUITY   934488107     4523    68395 SH       DEFINED          15,18,21,22    41465        0    26929
WARNER LAMBERT CO             EQUITY   934488107     7280   110089 SH       DEFINED             16,18,21   110089        0        0
WARNER LAMBERT CO             EQUITY   934488107   232060  3509407 SH       DEFINED             18,21,22  1984327        0  1525079
WARNER LAMBERT CO             OPTION   934488107      145     2200 SH  CALL DEFINED             18,21,22     1000        0     1200
WARNER LAMBERT CO             OPTION   934488107       20      300 SH  PUT  DEFINED             18,21,22        0        0      300
WARNER LAMBERT CO             EQUITY   934488107    15005   226917 SH       DEFINED                   25        0   226917        0
WARNER LAMBERT CO             EQUITY   934488107    13673   206772 SH       DEFINED     3,13,14,27,30,31   206772        0        0
WARNER LAMBERT CO             EQUITY   934488107     2992    45255 SH       DEFINED                21,32    45255        0        0
WARRANTECH CORP NEW           EQUITY   934648304       26    15000 SH       DEFINED             18,21,22        0        0    15000
*** WARP 10 TECHNOLOGIES INC  EQUITY   934900101       13     8000 SH       DEFINED                  4,6        0        0     8000
*** WARP 10 TECHNOLOGIES INC  EQUITY   934900101        4     2203 SH       DEFINED             18,21,22     2203        0        0
WARWICK COMMUNITY BANCORP INC EQUITY   936559103     5645   463170 SH       DEFINED             18,21,22   183220        0   279950
WARWICK VALLEY TELEPHONE CO   EQUITY   936750108      623    15000 SH       DEFINED             18,21,22        0        0    15000
WASHINGTON FEDERAL INC        EQUITY   938824109       86     3407 SH       DEFINED               -          3407        0        0
WASHINGTON FEDERAL INC        EQUITY   938824109     9167   362145 SH       DEFINED                12,21   362145        0        0
WASHINGTON FEDERAL INC        EQUITY   938824109       18      730 SH       DEFINED          15,18,21,22      730        0        0
WASHINGTON FEDERAL INC        EQUITY   938824109     7336   289806 SH       DEFINED             18,21,22   189702        0   100104
WASHINGTON GAS LIGHT CO       EQUITY   938837101     1019    36000 SH       DEFINED   2,3,11,13,14,30,31        0    36000        0
WASHINGTON GAS LIGHT CO       EQUITY   938837101     7402   261424 SH       DEFINED                12,21   261424        0        0
WASHINGTON GAS LIGHT CO       EQUITY   938837101       23      805 SH       DEFINED          15,18,21,22      205        0      600
WASHINGTON GAS LIGHT CO       EQUITY   938837101      334    11780 SH       DEFINED             18,21,22     6359        0     5420
WASHINGTON MUTUAL INC         EQUITY   939322103     1317    38304 SH       DEFINED               -         38304        0        0
WASHINGTON MUTUAL INC         EQUITY   939322103     4994   145284 SH       DEFINED   2,3,11,13,14,30,31        0   145284        0
WASHINGTON MUTUAL INC         EQUITY   939322103     1874    54517 SH       DEFINED                  4,6        0        0    54517
WASHINGTON MUTUAL INC         EQUITY   939322103     3233    94065 SH       DEFINED                    6    94065        0        0
WASHINGTON MUTUAL INC         EQUITY   939322103    62161  1808308 SH       DEFINED                12,21  1808308        0        0
WASHINGTON MUTUAL INC         EQUITY   939322103     1140    33155 SH       DEFINED          15,18,21,22    20419        0    12736
WASHINGTON MUTUAL INC         EQUITY   939322103    78519  2284186 SH       DEFINED             18,21,22  1291663        0   992522
WASHINGTON MUTUAL INC         OPTION   939322103      811    23607 SH  CALL DEFINED             18,21,22    23607        0        0
WASHINGTON MUTUAL INC         OPTION   939322103      846    24607 SH  PUT  DEFINED             18,21,22    23607        0     1000
WASHINGTON MUTUAL INC         EQUITY   939322103     1126    32749 SH       DEFINED                   25        0    32749        0
WASHINGTON MUTUAL INC         EQUITY   939322103      787    22886 SH       DEFINED     3,13,14,27,30,31    22886        0        0
WASHINGTON MUTUAL INC         EQUITY   939322103     1000    29105 SH       DEFINED                21,32    29105        0        0
WASHINGTON POST CO CLASS B    EQUITY   939640108      471      835 SH       DEFINED                  4,6      800        0       35
WASHINGTON POST CO CLASS B    EQUITY   939640108      296      525 SH       DEFINED                12,21      525        0        0
WASHINGTON POST CO CLASS B    EQUITY   939640108     1618     2870 SH       DEFINED             18,21,22     1876        0      994
WASHINGTON POST CO CLASS B    EQUITY   939640108      772     1370 SH       DEFINED                21,32     1370        0        0
WASHINGTON REAL EST INV TR SB EQUITY   939653101       15      900 SH       DEFINED               -           900        0        0
WASHINGTON REAL EST INV TR SB EQUITY   939653101     1095    65400 SH       DEFINED   2,3,11,13,14,30,31        0    65400        0
WASHINGTON REAL EST INV TR SB EQUITY   939653101      576    34363 SH       DEFINED                12,21    34363        0        0
WASHINGTON REAL EST INV TR SB EQUITY   939653101      756    45140 SH       DEFINED             18,21,22     6654        0    38486
WASHINGTON TR BANCORP INC     EQUITY   940610108       20     1202 SH       DEFINED               -          1202        0        0
WASHINGTON TR BANCORP INC     EQUITY   940610108      126     7450 SH       DEFINED                12,21     7450        0        0
WASHINGTON TR BANCORP INC     EQUITY   940610108       27     1576 SH       DEFINED             18,21,22        1        0     1575
WASTE CONNECTIONS INC         EQUITY   941053100     2735   103211 SH       DEFINED                  4,6    35715    50351    17145
WASTE CONNECTIONS INC         EQUITY   941053100       15      555 SH       DEFINED                  6,7        0        0      555
WASTE CONNECTIONS INC         EQUITY   941053100      252     9500 SH       DEFINED                12,21     9500        0        0
WASTE CONNECTIONS INC         EQUITY   941053100       39     1490 SH       DEFINED             18,21,22      630        0      860
WASTE MANAGEMENT INC          CORPBOND 94106LAA7      190   207000 PRN      DEFINED                12,21   207000        0        0
WASTE MANAGEMENT INC          CORPBOND 94106LAA7      126   137000 PRN      DEFINED          15,18,21,22    78000        0    59000
WASTE MANAGEMENT INC          CORPBOND 94106LAA7     3423  3736000 PRN      DEFINED             18,21,22  2633000        0  1103000
WASTE MGMT INC DEL            EQUITY   94106L109      153     6020 SH       DEFINED               -          6020        0        0
WASTE MGMT INC DEL            EQUITY   94106L109     4105   161358 SH       DEFINED                  4,6    42287        0   119071
WASTE MGMT INC DEL            EQUITY   94106L109       17      665 SH       DEFINED                5,6,7        0        0      665
WASTE MGMT INC DEL            EQUITY   94106L109    31041  1220280 SH       DEFINED                12,21  1220280        0        0
WASTE MGMT INC DEL            EQUITY   94106L109     5789   227573 SH       DEFINED          15,18,21,22   159330        0    68243
WASTE MGMT INC DEL            EQUITY   94106L109    10292   404600 SH       DEFINED             16,18,21   404600        0        0
WASTE MGMT INC DEL            EQUITY   94106L109   123744  4864537 SH       DEFINED             18,21,22  3352224        0  1512312
WASTE MGMT INC DEL            EQUITY   94106L109     5396   212117 SH       DEFINED                   25        0   212117        0
WASTE MGMT INC DEL            EQUITY   94106L109      498    19586 SH       DEFINED     3,13,14,27,30,31    19586        0        0
WATERLINK INC                 EQUITY   94155N105      202    67496 SH       DEFINED             18,21,22    18000        0    49496
WATERS CORP                   EQUITY   941848103       21      360 SH       DEFINED               -           360        0        0
WATERS CORP                   EQUITY   941848103     2970    51100 SH       DEFINED                  4,6    27400        0    23700
WATERS CORP                   EQUITY   941848103    11513   198076 SH       DEFINED                12,21   198076        0        0
WATERS CORP                   EQUITY   941848103        5       80 SH       DEFINED          15,18,21,22        0        0       80
WATERS CORP                   EQUITY   941848103     3219    55389 SH       DEFINED             18,21,22    32060        0    23329
WATERS CORP                   EQUITY   941848103      140     2400 SH       DEFINED     3,13,14,27,30,31     2400        0        0
WATERS CORP                   EQUITY   941848103     1674    28800 SH       DEFINED                21,32    28800        0        0
WATSCO INC                    EQUITY   942622200      573    38850 SH       DEFINED                12,21    38850        0        0
WATSCO INC                    EQUITY   942622200      136     9213 SH       DEFINED          15,18,21,22     3991        0     5222
WATSCO INC                    EQUITY   942622200     2599   176196 SH       DEFINED             18,21,22    99248        0    76947
WATSON PHARMACEUTICALS INC    EQUITY   942683103      245     7205 SH       DEFINED               -          7205        0        0
WATSON PHARMACEUTICALS INC    EQUITY   942683103      238     7000 SH       DEFINED                  4,6     7000        0        0
WATSON PHARMACEUTICALS INC    EQUITY   942683103    19335   568662 SH       DEFINED                12,21   568662        0        0
WATSON PHARMACEUTICALS INC    EQUITY   942683103      218     6425 SH       DEFINED          15,18,21,22     4270        0     2155
WATSON PHARMACEUTICALS INC    EQUITY   942683103     5371   157984 SH       DEFINED             18,21,22   100235        0    57749
WATSON PHARMACEUTICALS INC    EQUITY   942683103      119     3500 SH       DEFINED                   25        0     3500        0
WATSON PHARMACEUTICALS INC    EQUITY   942683103      245     7218 SH       DEFINED                21,32     7218        0        0
WATTS INDUSTRIES INC CL A     EQUITY   942749102     2051   111600 SH       DEFINED                  4,6        0   111600        0
WATTS INDUSTRIES INC CL A     EQUITY   942749102      272    14826 SH       DEFINED                12,21    14826        0        0
WATTS INDUSTRIES INC CL A     EQUITY   942749102      257    13974 SH       DEFINED             18,21,22    12284        0     1690
WAUSAU MOSINEE PAPER CORP     EQUITY   943315101     6472   396734 SH       DEFINED                12,21   396734        0        0
WAUSAU MOSINEE PAPER CORP     EQUITY   943315101      109     6686 SH       DEFINED             18,21,22      352        0     6334
WAUSAU MOSINEE PAPER CORP     EQUITY   943315101     1390    85200 SH       DEFINED                21,32    85200        0        0
WAVE SYSTEMS CORP CL A        EQUITY   943526103      248    23600 SH       DEFINED                12,21    23600        0        0
WAVE SYSTEMS CORP CL A        EQUITY   943526103      203    19350 SH       DEFINED             18,21,22     4400        0    14950
WAVO CORPORATION              EQUITY   944027101       71    20100 SH       DEFINED                12,21    20100        0        0
WAVO CORPORATION              EQUITY   944027101       40    11388 SH       DEFINED             18,21,22     5088        0     6300
WEATHERFORD INTL INC          EQUITY   947074100      625    16610 SH       DEFINED               -         16610        0        0
WEATHERFORD INTL INC          EQUITY   947074100     3913   104000 SH       DEFINED   2,3,11,13,14,30,31        0   104000        0
WEATHERFORD INTL INC          EQUITY   947074100    29394   781240 SH       DEFINED                  4,6    12755   190700   577785
WEATHERFORD INTL INC          EQUITY   947074100     5421   144075 SH       DEFINED                  6,7   122175        0    21900
WEATHERFORD INTL INC          EQUITY   947074100    78773  2093636 SH       DEFINED                12,21  2093636        0        0
WEATHERFORD INTL INC          EQUITY   947074100      765    20340 SH       DEFINED          15,18,21,22     9602        0    10738
WEATHERFORD INTL INC          EQUITY   947074100    33520   890903 SH       DEFINED             18,21,22   501825        0   389078
WEATHERFORD INTL INC          EQUITY   947074100     1889    50195 SH       DEFINED                   25        0    50195        0
WEATHERFORD INTL INC          EQUITY   947074100     2073    55100 SH       DEFINED                21,32    55100        0        0
WEBB DEL CORP                 EQUITY   947423109    31209  1368016 SH       DEFINED                12,21  1368016        0        0
WEBB DEL CORP                 EQUITY   947423109      413    18110 SH       DEFINED          15,18,21,22     9030        0     9080
WEBB DEL CORP                 EQUITY   947423109    15030   658813 SH       DEFINED             18,21,22   355517        0   303296
WEBSTER FINANCIAL CORP        EQUITY   947890109     2327    89080 SH       DEFINED                    6    89080        0        0
WEBSTER FINANCIAL CORP        EQUITY   947890109     1960    75010 SH       DEFINED                12,21    75010        0        0
WEBSTER FINANCIAL CORP        EQUITY   947890109      222     8509 SH       DEFINED             18,21,22     1965        0     6544
WEBSTER FINANCIAL CORP        EQUITY   947890109      110     4200 SH       DEFINED                   25        0     4200        0
WEEKS CORP                    EQUITY   94856P102        3      115 SH       DEFINED               -           115        0        0
WEEKS CORP                    EQUITY   94856P102      499    16521 SH       DEFINED                12,21    16521        0        0
WEEKS CORP                    EQUITY   94856P102      238     7867 SH       DEFINED          15,18,21,22     3340        0     4527
WEEKS CORP                    EQUITY   94856P102     2048    67833 SH       DEFINED             18,21,22    41423        0    26409
WEINGARTEN RLTY INVS SBI      EQUITY   948741103     1047    25800 SH       DEFINED                12,21    25800        0        0
WEINGARTEN RLTY INVS SBI      EQUITY   948741103      487    12005 SH       DEFINED             18,21,22     4602        0     7402
WELLMAN INC                   EQUITY   949702104      476    28127 SH       DEFINED                12,21    28127        0        0
WELLMAN INC                   EQUITY   949702104      609    35961 SH       DEFINED             18,21,22    21699        0    14262
WELLMAN INC                   EQUITY   949702104      972    57400 SH       DEFINED                   25        0    57400        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108        2       25 SH       DEFINED               -            25        0        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108       27      335 SH       DEFINED                  4,6        0        0      335
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108    37989   463280 SH       DEFINED                12,21   463280        0        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      476     5802 SH       DEFINED          15,18,21,22     4816        0      986
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108     8343   101745 SH       DEFINED             16,18,21   101745        0        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108    13586   165684 SH       DEFINED             18,21,22   123998        0    41686
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      148     1800 SH       DEFINED                   25        0     1800        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      271     3300 SH       DEFINED     3,13,14,27,30,31     3300        0        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      277     3379 SH       DEFINED                21,32     3379        0        0
WELLS FARGO & CO NEW          EQUITY   949746101     4050   104853 SH       DEFINED               -        104853        0        0
WELLS FARGO & CO NEW          EQUITY   949746101     8084   209300 SH       DEFINED   2,3,11,13,14,30,31        0   209300        0
WELLS FARGO & CO NEW          EQUITY   949746101     7393   191415 SH       DEFINED                  4,6     8250        0   183165
WELLS FARGO & CO NEW          EQUITY   949746101     2918    75549 SH       DEFINED                5,6,7        0        0    75549
WELLS FARGO & CO NEW          EQUITY   949746101       90     2336 SH       DEFINED                  6,7        0        0     2336
WELLS FARGO & CO NEW          EQUITY   949746101   210355  5446094 SH       DEFINED                12,21  5446094        0        0
WELLS FARGO & CO NEW          EQUITY   949746101    24238   627514 SH       DEFINED          15,18,21,22   362830        0   264683
WELLS FARGO & CO NEW          EQUITY   949746101     9852   255064 SH       DEFINED             16,18,21   255064        0        0
WELLS FARGO & CO NEW          OPTION   949746101    64902  1680300 SH  CALL DEFINED       17,18,19,20,21  1680300        0        0
WELLS FARGO & CO NEW          OPTION   949746101     5794   150000 SH  PUT  DEFINED       17,18,19,20,21   150000        0        0
WELLS FARGO & CO NEW          EQUITY   949746101   823317 21315656 SH       DEFINED             18,21,22 12902604        0  8413052
WELLS FARGO & CO NEW          OPTION   949746101    21877   566400 SH  CALL DEFINED             18,21,22   565000        0     1400
WELLS FARGO & CO NEW          OPTION   949746101    39784  1030000 SH  PUT  DEFINED             18,21,22  1030000        0        0
WELLS FARGO & CO NEW          EQUITY   949746101    12492   323418 SH       DEFINED                   25        0   323418        0
WELLS FARGO & CO NEW          EQUITY   949746101     1251    32400 SH       DEFINED     3,13,14,27,30,31    32400        0        0
WELLS FARGO & CO NEW          EQUITY   949746101     3558    92122 SH       DEFINED                21,32    92122        0        0
WELLSFORD REAL PPTYS INC      EQUITY   950240101      154    15000 SH       DEFINED                12,21    15000        0        0
WELLSFORD REAL PPTYS INC      EQUITY   950240101      268    26111 SH       DEFINED             18,21,22    17155        0     8956
WENDYS FING I 5.00% SER A CON EQUITY   950588202     5143    85000 SH       DEFINED                12,21    85000        0        0
WENDYS FING I 5.00% SER A CON EQUITY   950588202      155     2570 SH       DEFINED          15,18,21,22     1450        0     1120
WENDYS FING I 5.00% SER A CON EQUITY   950588202    16045   265200 SH       DEFINED             16,18,21   265200        0        0
WENDYS FING I 5.00% SER A CON EQUITY   950588202     4507    74493 SH       DEFINED             18,21,22    51033        0    23460
WENDYS INTERNATIONAL INC      EQUITY   950590109    15959   542135 SH       DEFINED                12,21   542135        0        0
WENDYS INTERNATIONAL INC      EQUITY   950590109      198     6730 SH       DEFINED          15,18,21,22     5075        0     1655
WENDYS INTERNATIONAL INC      EQUITY   950590109     4734   160800 SH       DEFINED             16,18,21   160800        0        0
WENDYS INTERNATIONAL INC      EQUITY   950590109     7664   260356 SH       DEFINED             18,21,22   186531        0    73824
WENDYS INTERNATIONAL INC      EQUITY   950590109      102     3467 SH       DEFINED                   25        0     3467        0
WENDYS INTERNATIONAL INC      EQUITY   950590109      530    18000 SH       DEFINED     3,13,14,27,30,31    18000        0        0
WENDYS INTERNATIONAL INC      EQUITY   950590109      168     5694 SH       DEFINED                21,32     5694        0        0
WERNER ENTERPRISES INC        EQUITY   950755108       24     1200 SH       DEFINED               -          1200        0        0
WERNER ENTERPRISES INC        EQUITY   950755108      505    25576 SH       DEFINED                12,21    25576        0        0
WERNER ENTERPRISES INC        EQUITY   950755108      290    14682 SH       DEFINED          15,18,21,22     7408        0     7274
WERNER ENTERPRISES INC        EQUITY   950755108     4750   240524 SH       DEFINED             18,21,22   164577        0    75947
WERNER ENTERPRISES INC        EQUITY   950755108     1457    73775 SH       DEFINED                   25        0    73775        0
WESBANCO INC                  EQUITY   950810101      534    18291 SH       DEFINED                12,21    18291        0        0
WESCO FINANCIAL CORP          EQUITY   950817106       15       50 SH       DEFINED                12,21       50        0        0
WESCO FINANCIAL CORP          EQUITY   950817106      860     2864 SH       DEFINED             18,21,22      972        0     1892
WESLEY JESSEN VISIONCARE INC  EQUITY   951018100      822    25895 SH       DEFINED                12,21    25895        0        0
WESLEY JESSEN VISIONCARE INC  EQUITY   951018100        3      100 SH       DEFINED             18,21,22      100        0        0
WESLEY JESSEN VISIONCARE INC  EQUITY   951018100     1754    55250 SH       DEFINED            4,6,23,24    55250        0        0
WEST COAST BANCORP ORE NEW    EQUITY   952145100      227    13335 SH       DEFINED                12,21    13335        0        0
WEST COAST BANCORP ORE NEW    EQUITY   952145100       81     4764 SH       DEFINED             18,21,22      899        0     3865
WEST MARINE INC               EQUITY   954235107       85     6800 SH       DEFINED                12,21     6800        0        0
WEST MARINE INC               EQUITY   954235107      320    25713 SH       DEFINED             18,21,22    12433        0    13280
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105     3057    76900 SH       DEFINED                  4,6        0    76900        0
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105      433    10888 SH       DEFINED                12,21    10888        0        0
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105      211     5320 SH       DEFINED          15,18,21,22     3800        0     1520
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105     4851   122049 SH       DEFINED             18,21,22    87344        0    34704
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105       38      946 SH       DEFINED                21,32      946        0        0
WEST TELESERVICES CORP        EQUITY   956188106      156    14200 SH       DEFINED                12,21    14200        0        0
WEST TELESERVICES CORP        EQUITY   956188106      110     9961 SH       DEFINED             18,21,22     1336        0     8625
WESTAMERICA BANCORP           EQUITY   957090103       24      715 SH       DEFINED               -           715        0        0
WESTAMERICA BANCORP           EQUITY   957090103     2600    77031 SH       DEFINED                12,21    77031        0        0
WESTAMERICA BANCORP           EQUITY   957090103      225     6655 SH       DEFINED          15,18,21,22     4385        0     2270
WESTAMERICA BANCORP           EQUITY   957090103     7114   210784 SH       DEFINED             18,21,22   119949        0    90835
WESTAMERICA BANCORP           EQUITY   957090103     2236    66251 SH       DEFINED                21,32    66251        0        0
*** WESTCOAST ENERGY INC      EQUITY   95751D102       19     1002 SH       DEFINED               -          1002        0        0
*** WESTCOAST ENERGY INC      EQUITY   95751D102       40     2100 SH       DEFINED          15,18,21,22     1500        0      600
*** WESTCOAST ENERGY INC      EQUITY   95751D102     1029    54324 SH       DEFINED             18,21,22    25108        0    29216
WESTELL TECHNOLOGIES INC CL A EQUITY   957541105      124    15100 SH       DEFINED                12,21    15100        0        0
WESTELL TECHNOLOGIES INC CL A EQUITY   957541105      117    14308 SH       DEFINED             18,21,22     4508        0     9800
WESTERN BANCORP               EQUITY   957683105      981    24180 SH       DEFINED                12,21    24180        0        0
WESTERN BANCORP               EQUITY   957683105      429    10564 SH       DEFINED             18,21,22     1830        0     8734
WESTERN DIGITAL CORP CV S/D   CORPBOND 958102AF2      696  5060000 PRN      DEFINED             18,21,22  5060000        0        0
WESTERN DIGITAL CORP          EQUITY   958102105     1369   300000 SH       DEFINED                  4,6        0   300000        0
WESTERN DIGITAL CORP          EQUITY   958102105      204    44734 SH       DEFINED                12,21    44734        0        0
WESTERN DIGITAL CORP          EQUITY   958102105       10     2165 SH       DEFINED          15,18,21,22     1355        0      810
WESTERN DIGITAL CORP          EQUITY   958102105       18     4000 SH       DEFINED             16,18,21     4000        0        0
WESTERN DIGITAL CORP          EQUITY   958102105      436    95514 SH       DEFINED             18,21,22    38174        0    57340
WESTERN GAS RESOURCES INC     EQUITY   958259103     4380   270600 SH       DEFINED   2,3,11,13,14,30,31        0   270600        0
WESTERN GAS RESOURCES INC     EQUITY   958259103      239    14783 SH       DEFINED                12,21    14783        0        0
WESTERN GAS RESOURCES INC     EQUITY   958259103      213    13132 SH       DEFINED             18,21,22     2169        0    10963
WESTERN GAS RESOURCES INC     EQUITY   958259301      234     7391 SH       DEFINED             18,21,22     3514        0     3877
WESTERN INVESTMENT REAL ESTAT EQUITY   958468100       25     2220 SH       DEFINED               -          2220        0        0
WESTERN INVESTMENT REAL ESTAT EQUITY   958468100      185    16300 SH       DEFINED                12,21    16300        0        0
WESTERN INVESTMENT REAL ESTAT EQUITY   958468100       31     2710 SH       DEFINED          15,18,21,22     2500        0      210
WESTERN INVESTMENT REAL ESTAT EQUITY   958468100     6403   562907 SH       DEFINED             18,21,22   231665        0   331241
WESTERN RESOURCES INC         EQUITY   959425109        5      195 SH       DEFINED                  4,6        0      195        0
WESTERN RESOURCES INC         EQUITY   959425109     6022   227250 SH       DEFINED                12,21   227250        0        0
WESTERN RESOURCES INC         EQUITY   959425109       48     1795 SH       DEFINED          15,18,21,22     1795        0        0
WESTERN RESOURCES INC         EQUITY   959425109     1943    73336 SH       DEFINED             18,21,22    30694        0    42642
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     3249    90253 SH       DEFINED                  4,6    31330    40743    18180
WESTERN WIRELESS CORP CL A    EQUITY   95988E204       18      500 SH       DEFINED                  6,7        0        0      500
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     6408   178001 SH       DEFINED                12,21   178001        0        0
WESTERN WIRELESS CORP CL A    EQUITY   95988E204      159     4429 SH       DEFINED          15,18,21,22     3396        0     1033
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     4016   111544 SH       DEFINED             18,21,22    16172        0    95372
WESTERN WIRELESS CORP CL A    EQUITY   95988E204       14      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     6522   181172 SH       DEFINED                21,32   181172        0        0
WESTERNBANK PUERTO RICO       EQUITY   959897109     2150   172880 SH       DEFINED                12,21   172880        0        0
WESTERNBANK PUERTO RICO       EQUITY   959897109      308    24786 SH       DEFINED             18,21,22    18906        0     5880
WESTERNBANK PUERTO RICO       EQUITY   959897109     1568   126080 SH       DEFINED                21,32   126080        0        0
WESTFIELD AMER INC            EQUITY   959910100       11      700 SH       DEFINED               -           700        0        0
WESTFIELD AMER INC            EQUITY   959910100      434    27100 SH       DEFINED                12,21    27100        0        0
WESTFIELD AMER INC            EQUITY   959910100        8      500 SH       DEFINED          15,18,21,22        0        0      500
WESTFIELD AMER INC            EQUITY   959910100      543    33924 SH       DEFINED             18,21,22    17793        0    16130
WESTINGHOUSE AIR BRAKE COMPAN EQUITY   960386100     3522   146733 SH       DEFINED                12,21   146733        0        0
WESTINGHOUSE AIR BRAKE COMPAN EQUITY   960386100       10      400 SH       DEFINED             18,21,22      100        0      300
ROY F WESTON INC CV S/D-REG   CORPBOND 961137AA4       28    30000 PRN      DEFINED             18,21,22        0        0    30000
WESTPOINT STEVENS INC         EQUITY   961238102      421    15600 SH       DEFINED                12,21    15600        0        0
WESTPOINT STEVENS INC         EQUITY   961238102     6914   256074 SH       DEFINED          15,18,21,22    72331        0   183743
WESTPOINT STEVENS INC         EQUITY   961238102      656    24290 SH       DEFINED             18,21,22    14898        0     9392
WESTPOINT STEVENS INC         EQUITY   961238102      455    16860 SH       DEFINED                21,32    16860        0        0
WESTVACO CORP                 EQUITY   961548104       14      450 SH       DEFINED                  4,6        0        0      450
WESTVACO CORP                 EQUITY   961548104      282     9414 SH       DEFINED                12,21     9414        0        0
WESTVACO CORP                 EQUITY   961548104       18      600 SH       DEFINED          15,18,21,22       13        0      587
WESTVACO CORP                 EQUITY   961548104     1249    41623 SH       DEFINED             18,21,22     8840        0    32783
WESTVACO CORP                 EQUITY   961548104       81     2686 SH       DEFINED                   25        0     2686        0
WESTVACO CORP                 EQUITY   961548104      137     4579 SH       DEFINED                21,32     4579        0        0
WESTWOOD ONE INC              EQUITY   961815107      802    21065 SH       DEFINED                12,21    21065        0        0
WESTWOOD ONE INC              EQUITY   961815107      339     8895 SH       DEFINED             18,21,22     5195        0     3700
WESTWOOD ONE INC              EQUITY   961815107       15      400 SH       DEFINED     3,13,14,27,30,31      400        0        0
WET SEAL INC CL A             EQUITY   961840105      725    31000 SH       DEFINED                12,21    31000        0        0
WET SEAL INC CL A             EQUITY   961840105       79     3397 SH       DEFINED          15,18,21,22     2725        0      672
WET SEAL INC CL A             EQUITY   961840105     1218    52104 SH       DEFINED             18,21,22    37266        0    14838
WET SEAL INC CL A             EQUITY   961840105      281    12000 SH       DEFINED                   25        0    12000        0
WEYERHAEUSER CO               EQUITY   962166104      279     4165 SH       DEFINED               -          4165        0        0
WEYERHAEUSER CO               EQUITY   962166104      121     1800 SH       DEFINED                  4,6     1800        0        0
WEYERHAEUSER CO               EQUITY   962166104     9182   137045 SH       DEFINED                12,21   137045        0        0
WEYERHAEUSER CO               EQUITY   962166104      796    11885 SH       DEFINED          15,18,21,22     5541        0     6343
WEYERHAEUSER CO               EQUITY   962166104     1739    25950 SH       DEFINED             16,18,21    25950        0        0
WEYERHAEUSER CO               EQUITY   962166104    39121   583897 SH       DEFINED             18,21,22   188154        0   395742
WEYERHAEUSER CO               EQUITY   962166104      374     5582 SH       DEFINED                   25        0     5582        0
WEYERHAEUSER CO               EQUITY   962166104     1577    23535 SH       DEFINED     3,13,14,27,30,31    23535        0        0
WEYERHAEUSER CO               EQUITY   962166104      707    10549 SH       DEFINED                21,32    10549        0        0
WHIRLPOOL CORP                EQUITY   963320106      842    11885 SH       DEFINED               -         11885        0        0
WHIRLPOOL CORP                EQUITY   963320106     6995    98700 SH       DEFINED   2,3,11,13,14,30,31        0    98700        0
WHIRLPOOL CORP                EQUITY   963320106       99     1400 SH       DEFINED                  4,6        0        0     1400
WHIRLPOOL CORP                EQUITY   963320106     2293    32354 SH       DEFINED                12,21    32354        0        0
WHIRLPOOL CORP                EQUITY   963320106       97     1365 SH       DEFINED          15,18,21,22      696        0      669
WHIRLPOOL CORP                EQUITY   963320106       28      400 SH       DEFINED             16,18,21      400        0        0
WHIRLPOOL CORP                EQUITY   963320106    88054  1242386 SH       DEFINED             18,21,22   177810        0  1064575
WHIRLPOOL CORP                EQUITY   963320106      142     2010 SH       DEFINED                   25        0     2010        0
WHIRLPOOL CORP                EQUITY   963320106      249     3510 SH       DEFINED                21,32     3510        0        0
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106       27      200 SH       DEFINED               -           200        0        0
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106      579     4370 SH       DEFINED                12,21     4370        0        0
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106      196     1479 SH       DEFINED          15,18,21,22      793        0      686
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106     9707    73223 SH       DEFINED             18,21,22    48751        0    24472
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106      265     2000 SH       DEFINED                   25        0     2000        0
WHITEHALL JEWELLERS INC       EQUITY   965063100       98     4000 SH       DEFINED                12,21     4000        0        0
WHITEHALL JEWELLERS INC       EQUITY   965063100      209     8548 SH       DEFINED          15,18,21,22     8273        0      275
WHITEHALL JEWELLERS INC       EQUITY   965063100     3633   148280 SH       DEFINED             18,21,22   103593        0    44687
WHITMAN CORP                  EQUITY   96647R107       10      500 SH       DEFINED                  4,6        0        0      500
WHITMAN CORP                  EQUITY   96647R107      167     8650 SH       DEFINED                12,21     8650        0        0
WHITMAN CORP                  EQUITY   96647R107      120     6220 SH       DEFINED          15,18,21,22     6220        0        0
WHITMAN CORP                  EQUITY   96647R107     1288    66700 SH       DEFINED                18,21    66700        0        0
WHITMAN CORP                  EQUITY   96647R107     2477   128271 SH       DEFINED             18,21,22    72737        0    55534
WHITNEY HOLDING CORP          EQUITY   966612103      755    19361 SH       DEFINED                12,21    19361        0        0
WHITNEY HOLDING CORP          EQUITY   966612103       18      450 SH       DEFINED          15,18,21,22        0        0      450
WHITNEY HOLDING CORP          EQUITY   966612103      831    21301 SH       DEFINED             18,21,22     2951        0    18350
WHITTMAN HART INC             EQUITY   966834103     2894   115756 SH       DEFINED                  4,6    39015    49771    26970
WHITTMAN HART INC             EQUITY   966834103       15      585 SH       DEFINED                  6,7        0        0      585
WHITTMAN HART INC             EQUITY   966834103     3290   131600 SH       DEFINED                12,21   131600        0        0
WHITTMAN HART INC             EQUITY   966834103      277    11081 SH       DEFINED          15,18,21,22     7878        0     3203
WHITTMAN HART INC             EQUITY   966834103     4917   196697 SH       DEFINED             18,21,22   167264        0    29433
WHITTMAN HART INC             OPTION   966834103      250    10000 SH  CALL DEFINED             18,21,22    10000        0        0
WHITTMAN HART INC             OPTION   966834103      250    10000 SH  PUT  DEFINED             18,21,22    10000        0        0
WHITTMAN HART INC             EQUITY   966834103     2360    94400 SH       DEFINED            4,6,23,24    94400        0        0
WHITTMAN HART INC             EQUITY   966834103      375    15000 SH       DEFINED                   25        0    15000        0
WHOLE FOODS MARKET INC CV     CORPBOND 966837AA4      118   340000 PRN      DEFINED                12,21   340000        0        0
WHOLE FOODS MKT INC CV        CORPBOND 966837AC0      125   360000 PRN      DEFINED                12,21   360000        0        0
WHOLE FOODS MKT INC CV        CORPBOND 966837AC0       44   127000 PRN      DEFINED          15,18,21,22    29000        0    98000
WHOLE FOODS MKT INC CV        CORPBOND 966837AC0     2578  7445000 PRN      DEFINED             18,21,22  6449000        0   996000
WHOLE FOODS MKT INC           EQUITY   966837106       84     1890 SH       DEFINED                  4,6        0        0     1890
WHOLE FOODS MKT INC           EQUITY   966837106      821    18467 SH       DEFINED                12,21    18467        0        0
WHOLE FOODS MKT INC           EQUITY   966837106       18      400 SH       DEFINED          15,18,21,22        0        0      400
WHOLE FOODS MKT INC           EQUITY   966837106     1467    33006 SH       DEFINED             18,21,22    11983        0    21023
WILD OATS MKTS INC            EQUITY   96808B107       31      880 SH       DEFINED               -           880        0        0
WILD OATS MKTS INC            EQUITY   96808B107     3560   101700 SH       DEFINED                12,21   101700        0        0
WILD OATS MKTS INC            EQUITY   96808B107      179     5115 SH       DEFINED          15,18,21,22     3315        0     1800
WILD OATS MKTS INC            EQUITY   96808B107     4958   141650 SH       DEFINED             18,21,22    91793        0    49857
WILD OATS MKTS INC            EQUITY   96808B107     2037    58200 SH       DEFINED                   25        0    58200        0
JOHN WILEY & SONS INC CL A    EQUITY   968223206      800    47558 SH       DEFINED                  4,6    16520    20758    10280
JOHN WILEY & SONS INC CL A    EQUITY   968223206        5      300 SH       DEFINED                  6,7        0        0      300
JOHN WILEY & SONS INC CL A    EQUITY   968223206      439    26100 SH       DEFINED                12,21    26100        0        0
JOHN WILEY & SONS INC CL A    EQUITY   968223206       35     2064 SH       DEFINED             18,21,22     2064        0        0
WILLAMETTE INDUSTRIES INC     EQUITY   969133107      437     9300 SH       DEFINED                  4,6        0        0     9300
WILLAMETTE INDUSTRIES INC     EQUITY   969133107     1552    33062 SH       DEFINED                12,21    33062        0        0
WILLAMETTE INDUSTRIES INC     EQUITY   969133107      986    21000 SH       DEFINED             16,18,21    21000        0        0
WILLAMETTE INDUSTRIES INC     EQUITY   969133107     2052    43719 SH       DEFINED             18,21,22    22872        0    20846
WILLAMETTE INDUSTRIES INC     EQUITY   969133107      147     3142 SH       DEFINED                   25        0     3142        0
WILLAMETTE INDUSTRIES INC     EQUITY   969133107      242     5154 SH       DEFINED                21,32     5154        0        0
WILLIAMS COAL SEAM GAS ROYALT EQUITY   969450105        6      600 SH       DEFINED          15,18,21,22      350        0      250
WILLIAMS COAL SEAM GAS ROYALT EQUITY   969450105      150    14422 SH       DEFINED             18,21,22     1722        0    12700
WILLIAMS COS INC              EQUITY   969457100     2302    55794 SH       DEFINED               -         55794        0        0
WILLIAMS COS INC              EQUITY   969457100    15248   369645 SH       DEFINED                  4,6    50760   233350    85535
WILLIAMS COS INC              EQUITY   969457100    92713  2247589 SH       DEFINED                12,21  2247589        0        0
WILLIAMS COS INC              EQUITY   969457100     5889   142763 SH       DEFINED          15,18,21,22    53086        0    89676
WILLIAMS COS INC              EQUITY   969457100    19936   483300 SH       DEFINED             16,18,21   483300        0        0
WILLIAMS COS INC              EQUITY   969457100   613058 14862004 SH       DEFINED             18,21,22  6766414        0  8095589
WILLIAMS COS INC              OPTION   969457100       95     2300 SH  CALL DEFINED             18,21,22        0        0     2300
WILLIAMS COS INC              OPTION   969457100       41     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
WILLIAMS COS INC              EQUITY   969457100      494    11982 SH       DEFINED                   25        0    11982        0
WILLIAMS COS INC              EQUITY   969457100     4267   103454 SH       DEFINED     3,13,14,27,30,31   103454        0        0
WILLIAMS COS INC              EQUITY   969457100     2063    50000 SH       DEFINED        3,13,28,29,31    50000        0        0
WILLIAMS COS INC              EQUITY   969457100      997    24167 SH       DEFINED                21,32    24167        0        0
WILLIAMS SONOMA INC           EQUITY   969904101       39     1035 SH       DEFINED               -          1035        0        0
WILLIAMS SONOMA INC           EQUITY   969904101    15691   415643 SH       DEFINED                12,21   415643        0        0
WILLIAMS SONOMA INC           EQUITY   969904101      489    12950 SH       DEFINED          15,18,21,22     7870        0     5080
WILLIAMS SONOMA INC           EQUITY   969904101     4455   118000 SH       DEFINED             16,18,21   118000        0        0
WILLIAMS SONOMA INC           EQUITY   969904101    12415   328886 SH       DEFINED             18,21,22   223053        0   105833
WILLIAMS SONOMA INC           EQUITY   969904101     1253    33200 SH       DEFINED                21,32    33200        0        0
WILLIS LEASE FINANCE CORP     EQUITY   970646105      250    16000 SH       DEFINED   2,3,11,13,14,30,31        0    16000        0
WILLIS LEASE FINANCE CORP     EQUITY   970646105       94     6000 SH       DEFINED                12,21     6000        0        0
WILLIS LEASE FINANCE CORP     EQUITY   970646105       94     6000 SH       DEFINED             16,18,21     6000        0        0
WILMAR INDUSTRIES INC         EQUITY   971426101       68     4900 SH       DEFINED                12,21     4900        0        0
WILMAR INDUSTRIES INC         EQUITY   971426101        7      525 SH       DEFINED          15,18,21,22      400        0      125
WILMAR INDUSTRIES INC         EQUITY   971426101      664    48088 SH       DEFINED             18,21,22    29517        0    18571
WILMINGTON TRUST CORP         EQUITY   971807102     5190    96000 SH       DEFINED               -         96000        0        0
WILMINGTON TRUST CORP         EQUITY   971807102      143     2643 SH       DEFINED                12,21     2643        0        0
WILMINGTON TRUST CORP         EQUITY   971807102       11      200 SH       DEFINED          15,18,21,22      100        0      100
WILMINGTON TRUST CORP         EQUITY   971807102      925    17106 SH       DEFINED             18,21,22     4415        0    12691
WILMINGTON TRUST CORP         OPTION   971807102       16      300 SH  PUT  DEFINED             18,21,22        0        0      300
WILMINGTON TRUST CORP         EQUITY   971807102      284     5249 SH       DEFINED                21,32     5249        0        0
WILSHIRE STATE BANK-L.A. CALI EQUITY   97200A101      181    17000 SH       DEFINED   2,3,11,13,14,30,31        0    17000        0
WIND RIVER SYSTEMS INC        CORPBOND 973149AA5      428   500000 PRN      DEFINED             18,21,22   500000        0        0
WIND RIVER SYSTEMS INC CV SUB CORPBOND 973149AC1      330   385000 PRN      DEFINED                12,21   385000        0        0
WIND RIVER SYSTEMS INC CV SUB CORPBOND 973149AC1    14043 16400000 PRN      DEFINED             16,18,21 16400000        0        0
WIND RIVER SYSTEMS INC CV SUB CORPBOND 973149AC1        9    10000 PRN      DEFINED             18,21,22     8000        0     2000
WIND RIVER SYSTEMS INC        EQUITY   973149107     1825   117242 SH       DEFINED                  4,6    39901    53916    23425
WIND RIVER SYSTEMS INC        EQUITY   973149107       11      695 SH       DEFINED                  6,7        0        0      695
WIND RIVER SYSTEMS INC        EQUITY   973149107      516    33187 SH       DEFINED                12,21    33187        0        0
WIND RIVER SYSTEMS INC        EQUITY   973149107        1       52 SH       DEFINED          15,18,21,22       52        0        0
WIND RIVER SYSTEMS INC        EQUITY   973149107      413    26532 SH       DEFINED             18,21,22     6933        0    19599
WIND RIVER SYSTEMS INC        OPTION   973149107       42     2700 SH  PUT  DEFINED             18,21,22        0        0     2700
WIND RIVER SYSTEMS INC        EQUITY   973149107     8948   574975 SH       DEFINED            4,6,23,24   574975        0        0
WINDMERE DURABLE HOLDINGS INC EQUITY   973411101      271    19600 SH       DEFINED                12,21    19600        0        0
WINDMERE DURABLE HOLDINGS INC EQUITY   973411101      106     7648 SH       DEFINED             18,21,22     7635        0       13
WINDMERE DURABLE HOLDINGS INC EQUITY   973411101     1077    78000 SH       DEFINED            4,6,23,24    78000        0        0
WINN-DIXIE STORES INC         EQUITY   974280109       63     1575 SH       DEFINED               -          1575        0        0
WINN-DIXIE STORES INC         EQUITY   974280109     1049    26308 SH       DEFINED                12,21    26308        0        0
WINN-DIXIE STORES INC         EQUITY   974280109       20      500 SH       DEFINED          15,18,21,22        0        0      500
WINN-DIXIE STORES INC         EQUITY   974280109     3667    91960 SH       DEFINED             18,21,22    63982        0    27978
WINN-DIXIE STORES INC         EQUITY   974280109      163     4099 SH       DEFINED                   25        0     4099        0
WINN-DIXIE STORES INC         EQUITY   974280109      271     6796 SH       DEFINED                21,32     6796        0        0
WINNEBAGO INDUSTRIES INC      EQUITY   974637100      340    13062 SH       DEFINED                12,21    13062        0        0
WINNEBAGO INDUSTRIES INC      EQUITY   974637100      444    17058 SH       DEFINED             18,21,22     1133        0    15925
WINSTAR COMMUNICATIONS INC    EQUITY   975515107    17314   306448 SH       DEFINED                12,21   306448        0        0
WINSTAR COMMUNICATIONS INC    EQUITY   975515107       28      492 SH       DEFINED          15,18,21,22      100        0      392
WINSTAR COMMUNICATIONS INC    EQUITY   975515107     5633    99691 SH       DEFINED             16,18,21    99691        0        0
WINSTAR COMMUNICATIONS INC    EQUITY   975515107    10259   181569 SH       DEFINED             18,21,22   105768        0    75801
WINSTAR COMMUNICATIONS INC    OPTION   975515107      565    10000 SH  PUT  DEFINED             18,21,22        0        0    10000
WINSTAR COMMUNICATIONS INC    EQUITY   975515107      107     1900 SH       DEFINED     3,13,14,27,30,31     1900        0        0
WINSTAR COMMUNICATIONS INC    EQUITY   975515107     1588    28100 SH       DEFINED                21,32    28100        0        0
WINSTON HOTELS INC            EQUITY   97563A102     1168   123720 SH       DEFINED             18,21,22    65493        0    58227
WISCONSIN CENTRAL TRANSPORTAT EQUITY   976592105     7123   397100 SH       DEFINED                12,21   397100        0        0
WISCONSIN CENTRAL TRANSPORTAT EQUITY   976592105      534    29771 SH       DEFINED             18,21,22    11868        0    17903
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106     2849   111713 SH       DEFINED               -        111713        0        0
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106      224     8802 SH       DEFINED                12,21     8802        0        0
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106        5      200 SH       DEFINED          15,18,21,22        0        0      200
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106     1660    65114 SH       DEFINED             18,21,22    37614        0    27500
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106      520    20400 SH       DEFINED                21,32    20400        0        0
WIT CAP GROUP INC             EQUITY   97737K309      211     8850 SH       DEFINED                  4,6        0        0     8850
WIT CAP GROUP INC             EQUITY   97737K309      260    10900 SH       DEFINED             18,21,22      600        0    10300
WITCO CORP                    EQUITY   977385103      277    15173 SH       DEFINED                12,21    15173        0        0
WITCO CORP                    EQUITY   977385103        7      401 SH       DEFINED          15,18,21,22      401        0        0
WITCO CORP                    EQUITY   977385103      102     5582 SH       DEFINED             18,21,22     1838        0     3743
WOLVERINE TUBE INC            EQUITY   978093102        3      140 SH       DEFINED               -           140        0        0
WOLVERINE TUBE INC            EQUITY   978093102    10076   552117 SH       DEFINED                12,21   552117        0        0
WOLVERINE TUBE INC            EQUITY   978093102      460    25191 SH       DEFINED          15,18,21,22    13798        0    11393
WOLVERINE TUBE INC            EQUITY   978093102    10794   591437 SH       DEFINED             18,21,22   251008        0   340429
WOLVERINE WORLD-WIDE INC      EQUITY   978097103     2933   244400 SH       DEFINED                  4,6        0   244400        0
WOLVERINE WORLD-WIDE INC      EQUITY   978097103      730    60800 SH       DEFINED                12,21    60800        0        0
WOLVERINE WORLD-WIDE INC      EQUITY   978097103      359    29939 SH       DEFINED             18,21,22    11769        0    18169
WOODWARD GOVERNOR CO DELAWARE EQUITY   980745103      175     7100 SH       DEFINED                12,21     7100        0        0
WOODWARD GOVERNOR CO DELAWARE EQUITY   980745103       84     3418 SH       DEFINED             18,21,22       18        0     3400
WORKFLOW MANAGEMENT INC       EQUITY   98137N109        3      200 SH       DEFINED          15,18,21,22        0        0      200
WORKFLOW MANAGEMENT INC       EQUITY   98137N109      399    29020 SH       DEFINED             18,21,22    17722        0    11298
WORLD ACCESS INC "NEW"        EQUITY   98141A101      208    13900 SH       DEFINED               -         13900        0        0
WORLD ACCESS INC "NEW"        EQUITY   98141A101     2339   156600 SH       DEFINED                12,21   156600        0        0
WORLD ACCESS INC "NEW"        EQUITY   98141A101      606    40546 SH       DEFINED          15,18,21,22    16790        0    23756
WORLD ACCESS INC "NEW"        EQUITY   98141A101     3577   239439 SH       DEFINED             18,21,22    95864        0   143575
WORLD COLOR PRESS INC DEL CV  CORPBOND 981443AA2      207   200000 PRN      DEFINED                12,21   200000        0        0
WORLD COLOR PRESS INC DEL CV  CORPBOND 981443AA2      180   174000 PRN      DEFINED             18,21,22    80000        0    94000
WORLD COLOR PRESS INC DEL CV  CORPBOND 981443AA2     1511  1460000 PRN      DEFINED        3,13,28,29,31  1460000        0        0
WORLD COLOR PRESS INC DEL CV  CORPBOND 981443AA2     1076  1040000 PRN      DEFINED           3,13,30,31  1040000        0        0
WORLD COLOR PRESS INC         EQUITY   981443104        6      180 SH       DEFINED               -           180        0        0
WORLD COLOR PRESS INC         EQUITY   981443104     2103    58428 SH       DEFINED                12,21    58428        0        0
WORLD COLOR PRESS INC         EQUITY   981443104      548    15210 SH       DEFINED          15,18,21,22    10325        0     4885
WORLD COLOR PRESS INC         EQUITY   981443104    10979   304979 SH       DEFINED             18,21,22   217654        0    87325
WORLD COLOR PRESS INC         EQUITY   981443104      554    15400 SH       DEFINED                   25        0    15400        0
WORLD FUEL SVCS CORP          EQUITY   981475106     2565   190000 SH       DEFINED                12,21   190000        0        0
WORLD FUEL SVCS CORP          EQUITY   981475106       26     1900 SH       DEFINED             18,21,22        0        0     1900
WORLDGATE COMMUNICATIONS INC  EQUITY   98156L307      215     5200 SH       DEFINED                12,21     5200        0        0
WORLDGATE COMMUNICATIONS INC  EQUITY   98156L307      594    14365 SH       DEFINED             18,21,22     9035        0     5330
WORLDGATE COMMUNICATIONS INC  EQUITY   98156L307      414    10000 SH       DEFINED            4,6,23,24    10000        0        0
WORLDWIDE ENTERTAINMENT &     EQUITY   98157N104       24    11500 SH       DEFINED             18,21,22        0        0    11500
WTS WORLDWIDE ENT & SPORTS    EQUITY   98157N112        6    10100 SH       DEFINED             18,21,22      100        0    10000
WORTHINGTON FOODS INC         EQUITY   981809106      616    45235 SH       DEFINED             18,21,22    26629        0    18606
WORTHINGTON INDUSTRIES INC    EQUITY   981811102      491    33293 SH       DEFINED                12,21    33293        0        0
WORTHINGTON INDUSTRIES INC    EQUITY   981811102       48     3242 SH       DEFINED          15,18,21,22       51        0     3191
WORTHINGTON INDUSTRIES INC    EQUITY   981811102     3239   219604 SH       DEFINED             18,21,22   112858        0   106746
WORTHINGTON INDUSTRIES INC    EQUITY   981811102       33     2268 SH       DEFINED                   25        0     2268        0
WORTHINGTON INDUSTRIES INC    EQUITY   981811102       64     4329 SH       DEFINED                21,32     4329        0        0
WORLDTEX INC                  EQUITY   981907108      101    42500 SH       DEFINED             18,21,22    42000        0      500
WM WRIGLEY JR CO              EQUITY   982526105      748     9155 SH       DEFINED               -          9155        0        0
WM WRIGLEY JR CO              EQUITY   982526105      127     1550 SH       DEFINED                  4,6      550        0     1000
WM WRIGLEY JR CO              EQUITY   982526105   109232  1336168 SH       DEFINED                12,21  1336168        0        0
WM WRIGLEY JR CO              EQUITY   982526105     6781    82949 SH       DEFINED          15,18,21,22    44690        0    38259
WM WRIGLEY JR CO              EQUITY   982526105     5093    62300 SH       DEFINED             16,18,21    62300        0        0
WM WRIGLEY JR CO              EQUITY   982526105   223348  2732080 SH       DEFINED             18,21,22  1371854        0  1360225
WM WRIGLEY JR CO              EQUITY   982526105    16571   202700 SH       DEFINED            4,6,23,24   202700        0        0
WM WRIGLEY JR CO              EQUITY   982526105      873    10674 SH       DEFINED                   25        0    10674        0
WM WRIGLEY JR CO              EQUITY   982526105      439     5370 SH       DEFINED                21,32     5370        0        0
WYMAN-GORDON CO               EQUITY   983085101      306    16200 SH       DEFINED                12,21    16200        0        0
WYMAN-GORDON CO               EQUITY   983085101      245    12997 SH       DEFINED             18,21,22     3374        0     9623
WYMAN-GORDON CO               EQUITY   983085101     1888   100000 SH       DEFINED        3,13,30,31,33        0        0   100000
WYNNS INTERNATIONAL INC       EQUITY   983195108      286    14650 SH       DEFINED                12,21    14650        0        0
WYNNS INTERNATIONAL INC       EQUITY   983195108       42     2153 SH       DEFINED             18,21,22      354        0     1799
X RITE INC                    EQUITY   983857103      101    13600 SH       DEFINED                12,21    13600        0        0
X RITE INC                    EQUITY   983857103      262    35197 SH       DEFINED             18,21,22      197        0    35000
XILINX INC                    EQUITY   983919101      740    12000 SH       DEFINED               -         12000        0        0
XILINX INC                    EQUITY   983919101    32899   533866 SH       DEFINED                  4,6   209550   141066   183250
XILINX INC                    EQUITY   983919101      425     6900 SH       DEFINED                  6,7        0        0     6900
XILINX INC                    EQUITY   983919101   150810  2447214 SH       DEFINED                12,21  2447214        0        0
XILINX INC                    EQUITY   983919101      166     2695 SH       DEFINED          15,18,21,22     1945        0      750
XILINX INC                    EQUITY   983919101    17773   288400 SH       DEFINED             16,18,21   288400        0        0
XILINX INC                    EQUITY   983919101    41986   681311 SH       DEFINED             18,21,22   265762        0   415549
XILINX INC                    EQUITY   983919101     2687    43600 SH       DEFINED     3,13,14,27,30,31    43600        0        0
XILINX INC                    EQUITY   983919101     5412    87822 SH       DEFINED                21,32    87822        0        0
XIRCOM INC                    EQUITY   983922105     4790   149090 SH       DEFINED                12,21   149090        0        0
XIRCOM INC                    EQUITY   983922105     3008    93625 SH       DEFINED             18,21,22    50948        0    42677
XIRCOM INC                    EQUITY   983922105      411    12800 SH       DEFINED                   25        0    12800        0
XIRCOM INC                    EQUITY   983922105     4116   128140 SH       DEFINED                21,32   128140        0        0
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107     1922    42481 SH       DEFINED                  4,6    14860    19241     8380
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107       12      260 SH       DEFINED                  6,7        0        0      260
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107     3712    82026 SH       DEFINED                12,21    82026        0        0
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107      543    12000 SH       DEFINED             16,18,21    12000        0        0
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107      523    11549 SH       DEFINED             18,21,22     6899        0     4650
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107      170     3750 SH       DEFINED                   25        0     3750        0
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107     2304    50916 SH       DEFINED                21,32    50916        0        0
XEROX CORP                    EQUITY   984121103     5850   119094 SH       DEFINED               -        119094        0        0
XEROX CORP                    EQUITY   984121103     7212   146800 SH       DEFINED   2,3,11,13,14,30,31        0   146800        0
XEROX CORP                    EQUITY   984121103    11250   229014 SH       DEFINED                  4,6    26170   170875    31969
XEROX CORP                    EQUITY   984121103     4402    89600 SH       DEFINED                  6,7    89600        0        0
XEROX CORP                    EQUITY   984121103   171444  3489955 SH       DEFINED                12,21  3489955        0        0
XEROX CORP                    EQUITY   984121103    24712   503046 SH       DEFINED          15,18,21,22   313591        0   189455
XEROX CORP                    EQUITY   984121103    24658   501940 SH       DEFINED             16,18,21   501940        0        0
XEROX CORP                    EQUITY   984121103   898618 18292486 SH       DEFINED             18,21,22  8584156        0  9708330
XEROX CORP                    OPTION   984121103      187     3800 SH  CALL DEFINED             18,21,22        0        0     3800
XEROX CORP                    EQUITY   984121103     3595    73172 SH       DEFINED                   25        0    73172        0
XEROX CORP                    EQUITY   984121103     1345    27376 SH       DEFINED     3,13,14,27,30,31    27376        0        0
XEROX CORP                    EQUITY   984121103     1743    35476 SH       DEFINED                21,32    35476        0        0
XOOM.COM INC                  EQUITY   98413F101      181     4100 SH       DEFINED                  4,6        0     4000      100
XOOM.COM INC                  EQUITY   98413F101     2683    60800 SH       DEFINED                12,21    60800        0        0
XOOM.COM INC                  EQUITY   98413F101        4      100 SH       DEFINED          15,18,21,22        0        0      100
XOOM.COM INC                  EQUITY   98413F101      148     3355 SH       DEFINED             18,21,22      745        0     2610
XOOM.COM INC                  EQUITY   98413F101     1809    41000 SH       DEFINED                21,32    41000        0        0
XTRA CORP                     EQUITY   984138107      518    11471 SH       DEFINED                12,21    11471        0        0
XTRA CORP                     EQUITY   984138107        1       25 SH       DEFINED             18,21,22       25        0        0
*** YPF SA SPON ADR           EQUITY   984245100       12      300 SH       DEFINED               -           300        0        0
*** YPF SA SPON ADR           EQUITY   984245100     2928    72400 SH       DEFINED                  4,6    38600        0    33800
*** YPF SA SPON ADR           EQUITY   984245100     3684    91100 SH       DEFINED                  6,7    91100        0        0
*** YPF SA SPON ADR           EQUITY   984245100     3048    75375 SH       DEFINED                12,21    75375        0        0
*** YPF SA SPON ADR           EQUITY   984245100       22      535 SH       DEFINED          15,18,21,22      380        0      155
*** YPF SA SPON ADR           EQUITY   984245100      698    17253 SH       DEFINED             18,21,22    10474        0     6779
YAHOO INC                     EQUITY   984332106       74      558 SH       DEFINED               -           558        0        0
YAHOO INC                     EQUITY   984332106     7797    58925 SH       DEFINED                  4,6        0      500    58425
YAHOO INC                     EQUITY   984332106       72      545 SH       DEFINED                5,6,7        0        0      545
YAHOO INC                     EQUITY   984332106    10889    82300 SH       DEFINED                  6,7    82300        0        0
YAHOO INC                     EQUITY   984332106    18875   142655 SH       DEFINED                12,21   142655        0        0
YAHOO INC                     EQUITY   984332106     1411    10667 SH       DEFINED          15,18,21,22     3820        0     6847
YAHOO INC                     EQUITY   984332106    87148   658650 SH       DEFINED             18,21,22   530308        0   128342
YAHOO INC                     OPTION   984332106       53      400 SH  CALL DEFINED             18,21,22      100        0      300
YAHOO INC                     OPTION   984332106      238     1800 SH  PUT  DEFINED             18,21,22        0        0     1800
YAHOO INC                     EQUITY   984332106     2646    20000 SH       DEFINED        3,13,28,29,31    20000        0        0
YAHOO INC                     EQUITY   984332106      138     1040 SH       DEFINED                21,32     1040        0        0
YANKEE ENERGY SYS INC         EQUITY   984779108        1       33 SH       DEFINED               -            33        0        0
YANKEE ENERGY SYS INC         EQUITY   984779108      392     9734 SH       DEFINED                12,21     9734        0        0
YANKEE ENERGY SYS INC         EQUITY   984779108        7      165 SH       DEFINED          15,18,21,22        0        0      165
YANKEE ENERGY SYS INC         EQUITY   984779108      146     3615 SH       DEFINED             18,21,22     1561        0     2054
XICOR INC                     EQUITY   984903104      250    50000 SH       DEFINED             18,21,22    13500        0    36500
YELLOW CORP                   EQUITY   985509108       17     1000 SH       DEFINED               -          1000        0        0
YELLOW CORP                   EQUITY   985509108     4018   238122 SH       DEFINED                12,21   238122        0        0
YELLOW CORP                   EQUITY   985509108       16      937 SH       DEFINED          15,18,21,22      684        0      253
YELLOW CORP                   EQUITY   985509108     3378   200161 SH       DEFINED             18,21,22   155699        0    44462
YORK FINANCIAL CORP           EQUITY   986630101       30     2100 SH       DEFINED               -          2100        0        0
YORK FINANCIAL CORP           EQUITY   986630101      754    52425 SH       DEFINED             18,21,22        4        0    52421
YORK INTL CORP NEW            EQUITY   986670107    20153   462625 SH       DEFINED                12,21   462625        0        0
YORK INTL CORP NEW            EQUITY   986670107     5621   129025 SH       DEFINED          15,18,21,22    90027        0    38998
YORK INTL CORP NEW            EQUITY   986670107    19142   439400 SH       DEFINED             16,18,21   439400        0        0
YORK INTL CORP NEW            EQUITY   986670107    24043   551918 SH       DEFINED             18,21,22   414612        0   137306
YORK INTL CORP NEW            EQUITY   986670107     1202    27600 SH       DEFINED                   25        0    27600        0
YORK INTL CORP NEW            EQUITY   986670107     2047    46981 SH       DEFINED                21,32    46981        0        0
YORK RESEARCH CORP            EQUITY   987048105       38     7391 SH       DEFINED          15,18,21,22        0        0     7391
YORK RESEARCH CORP            EQUITY   987048105       33     6350 SH       DEFINED             18,21,22     6350        0        0
YOUBET.COM INC                EQUITY   987413101     1002   120500 SH       DEFINED                12,21   120500        0        0
YOUBET.COM INC                EQUITY   987413101       60     7175 SH       DEFINED             18,21,22      200        0     6975
YOUNG & RUBICAM INC           EQUITY   987425105       73     1600 SH       DEFINED                  4,6        0        0     1600
YOUNG & RUBICAM INC           EQUITY   987425105      171     3722 SH       DEFINED                12,21     3722        0        0
YOUNG & RUBICAM INC           EQUITY   987425105      197     4305 SH       DEFINED          15,18,21,22     4305        0        0
YOUNG & RUBICAM INC           EQUITY   987425105     9028   197059 SH       DEFINED             18,21,22   171015        0    26044
YOUNG BROADCASTING INC CL A   EQUITY   987434107      507    10200 SH       DEFINED                12,21    10200        0        0
YOUNG BROADCASTING INC CL A   EQUITY   987434107        3       56 SH       DEFINED          15,18,21,22       56        0        0
YOUNG BROADCASTING INC CL A   EQUITY   987434107      757    15214 SH       DEFINED             18,21,22     9751        0     5463
ZALE CORP NEW                 EQUITY   988858106       49     1220 SH       DEFINED               -          1220        0        0
ZALE CORP NEW                 EQUITY   988858106     3212    80555 SH       DEFINED                  4,6    16425    20455    43675
ZALE CORP NEW                 EQUITY   988858106       11      275 SH       DEFINED                  6,7        0        0      275
ZALE CORP NEW                 EQUITY   988858106     4656   116758 SH       DEFINED                12,21   116758        0        0
ZALE CORP NEW                 EQUITY   988858106      516    12940 SH       DEFINED          15,18,21,22     7740        0     5200
ZALE CORP NEW                 EQUITY   988858106      132     3300 SH       DEFINED                18,21     3300        0        0
ZALE CORP NEW                 EQUITY   988858106    15513   389030 SH       DEFINED             18,21,22   271881        0   117149
ZALE CORP NEW                 EQUITY   988858106     1483    37200 SH       DEFINED                   25        0    37200        0
ZALE CORP NEW                 EQUITY   988858106     5707   143121 SH       DEFINED                21,32   143121        0        0
ZAMBA CORPORATION             EQUITY   988881108       64    30000 SH       DEFINED             18,21,22        0        0    30000
ZANY BRAINY INC               EQUITY   98906Q101     1770   224780 SH       DEFINED                  4,6    79195    93580    52005
ZANY BRAINY INC               EQUITY   98906Q101       11     1395 SH       DEFINED                  6,7        0        0     1395
ZANY BRAINY INC               EQUITY   98906Q101       12     1500 SH       DEFINED             18,21,22        0        0     1500
ZAPATA CORP NEW               EQUITY   989070503       99    12700 SH       DEFINED                12,21    12700        0        0
ZAPATA CORP NEW               EQUITY   989070503      255    32700 SH       DEFINED                18,21    32700        0        0
ZAPATA CORP NEW               EQUITY   989070503       10     1323 SH       DEFINED             18,21,22     1191        0      132
ZEBRA TECHNOLOGIES INC CL A   EQUITY   989207105     1223    25879 SH       DEFINED                12,21    25879        0        0
ZEBRA TECHNOLOGIES INC CL A   EQUITY   989207105     4771   100965 SH       DEFINED          15,18,21,22    25535        0    75430
ZEBRA TECHNOLOGIES INC CL A   EQUITY   989207105    13372   282997 SH       DEFINED             18,21,22   198948        0    84049
ZENITH NATIONAL INSURANCE COR EQUITY   989390109      179     7615 SH       DEFINED                12,21     7615        0        0
ZENITH NATIONAL INSURANCE COR EQUITY   989390109       33     1402 SH       DEFINED             18,21,22     1402        0        0
ZENIX INCOME FUND INC         EQUITY   989414107      332    55881 SH       DEFINED             18,21,22    20333        0    35548
ZIFF DAVIS INC                EQUITY   989511100      181    10600 SH       DEFINED                12,21    10600        0        0
ZIFF DAVIS INC                EQUITY   989511100     1076    63064 SH       DEFINED             18,21,22    54796        0     8268
ZIFF DAVIS INC ZDNET          EQUITY   989511209      844    46900 SH       DEFINED                12,21    46900        0        0
ZIFF DAVIS INC ZDNET          EQUITY   989511209      494    27423 SH       DEFINED             18,21,22    15673        0    11750
ZIFF DAVIS INC ZDNET          EQUITY   989511209       45     2500 SH       DEFINED            4,6,23,24     2500        0        0
ZILA INC PAR $0.01            EQUITY   989513205       91    26100 SH       DEFINED                12,21    26100        0        0
ZILA INC PAR $0.01            EQUITY   989513205       66    19113 SH       DEFINED             18,21,22      868        0    18245
ZIONS BANCORP                 EQUITY   989701107    73342  1253039 SH       DEFINED                  4,6   482535   379639   390865
ZIONS BANCORP                 EQUITY   989701107      860    14690 SH       DEFINED                  6,7        0        0    14690
ZIONS BANCORP                 EQUITY   989701107     3517    60096 SH       DEFINED                12,21    60096        0        0
ZIONS BANCORP                 EQUITY   989701107       23      385 SH       DEFINED          15,18,21,22      265        0      120
ZIONS BANCORP                 EQUITY   989701107     2076    35463 SH       DEFINED             18,21,22    17327        0    18136
ZIONS BANCORP                 EQUITY   989701107      726    12400 SH       DEFINED                   25        0    12400        0
ZIONS BANCORP                 EQUITY   989701107     3112    53174 SH       DEFINED                21,32    53174        0        0
ZORAN CORP                    EQUITY   98975F101        2       78 SH       DEFINED                  4,6        0        0       78
ZORAN CORP                    EQUITY   98975F101      563    23952 SH       DEFINED             18,21,22    10628        0    13324
ZONAGEN INC                   EQUITY   98975L108       57     7600 SH       DEFINED                12,21     7600        0        0
ZONAGEN INC                   EQUITY   98975L108       34     4515 SH       DEFINED             18,21,22     1033        0     3482
ZOLTEK COS INC                EQUITY   98975W104       74     9000 SH       DEFINED                12,21     9000        0        0
ZOLTEK COS INC                EQUITY   98975W104        1      100 SH       DEFINED          15,18,21,22        0        0      100
ZOLTEK COS INC                EQUITY   98975W104       17     2116 SH       DEFINED             18,21,22      866        0     1250
ZWEIG TOTAL RETURN FD INC     EQUITY   989837109       55     6500 SH       DEFINED               -          6500        0        0
ZWEIG TOTAL RETURN FD INC     EQUITY   989837109      289    34012 SH       DEFINED             18,21,22     8288        0    25723
ZOLL MEDICAL CORP             EQUITY   989922109     1512    95600 SH       DEFINED   2,3,11,13,14,30,31        0    95600        0
ZOLL MEDICAL CORP             EQUITY   989922109       52     3300 SH       DEFINED             18,21,22        0        0     3300
</TABLE>